What is the VVMI?

The Volatility-Volume Momentum Indicator blends three factors— price momentum (ROC), implied volatility (DVOL) and volume-price confirmation (VPC)—to highlight high-probability entries and exits while filtering out thin weekend moves.

Trading Rules

• Buy when VVMI > 70 and volatility is below your threshold.
• Sell when VVMI < 30 under the same volatility filter.
• No trade when volume is below average (VPC filter) or volatility is too high.

All market and volatility data come directly from Deribit’s API—no third-party feeds.