One direction slowly, the other suddenly
Boom and Crash indices
Crash and Boom indices move gently in one direction and violently in the other. Deriv publishes seven variants, from Crash 50 to Crash 1000 and the Boom equivalents, where the number is the average number of ticks between spikes — and the whole difficulty of trading them follows from that asymmetry.
Conditions checked against each broker's own pages
The seven variants
Frequencies as Deriv publishes them. The number is an average interval between spikes rather than a fixed schedule — which is the single most misunderstood thing about these instruments.
| Instrument | Spike frequency | What it means in practice |
|---|---|---|
| Crash 50 / Boom 50 | A spike every 50 ticks on average | The most frequent, and the least room between events — the drift phase is short |
| Crash 150 / Boom 150 | Every 150 ticks on average | Still fast; spikes arrive often enough to dominate a short session |
| Crash 300 / Boom 300 | Every 300 ticks on average | The middle of the range, and the usual starting point in tutorials |
| Crash 500 / Boom 500 | Every 500 ticks on average | Longer drift phases, larger individual spikes |
| Crash 600 / Boom 600 | Every 600 ticks on average | As above, with a slightly different rhythm |
| Crash 900 / Boom 900 | Every 900 ticks on average | Rare events; the drift is what you are trading most of the time |
| Crash 1000 / Boom 1000 | Every 1,000 ticks on average | The rarest and largest spikes on the range |
Scroll the table sideways →
Read from Deriv's own Derived Indices page on 24 August 2026; its dedicated Crash/Boom URL returns a not-found page. Spreads and overnight financing for each variant sit in the contract specification inside the platform rather than on any public page.
The shape, and why it matters more than the level
A Crash index ticks upward in small increments and then drops sharply; a Boom index does the reverse. The number in the name is the average interval between those events in ticks, so Crash 1000 spikes roughly once every thousand ticks and Crash 50 twenty times as often. Averages, not schedules — the next spike can arrive immediately or long after the average.
That asymmetry inverts the usual experience of a chart. Someone positioned for the spike is losing slowly almost all of the time and makes it back in one move; someone positioned against the spike collects small gains continuously and loses them in a moment. Both are viable descriptions of a strategy and both are uncomfortable in a way currency pairs are not.
It also means the ordinary intuition about stops fails. A stop placed close enough to protect the drift is guaranteed to be hit by a spike; a stop wide enough to survive a spike is wider than most of the profit the drift produces. Position size, not stop distance, is what makes these instruments survivable.
What holding them costs
Deriv publishes leverage of up to 1:1000 on selected synthetic instruments, and these are instruments that move continuously and trade at weekends. High leverage plus round-the-clock movement means a position left open is exposed for every one of those hours, including the ones you are asleep for.
Because they trade 24/7, there is also no session close to reset anything: a Boom index does not gap at the weekend because it never stops. That is the feature people come for, and it removes the natural pause that limits exposure on real markets.
The costs to check before opening one are the spread on the specific variant and the overnight financing, both of which sit in the contract specification inside the platform rather than on the marketing page.
Only one broker offers them
Crash and Boom indices are Deriv's own instruments. They are generated rather than traded on a market, so no other broker can list them — of the nine we track, none has an equivalent, and comparison pages promising «the best Boom and Crash brokers» are listing brokers for something else.
The consequence is the one set out on our synthetic indices page: with no external market, there is no second source for the price. The broker generates it, quotes it and takes the other side. On these instruments in particular, the choice of entity and its regulator is the entire due diligence available.
If you are going to trade them
Pick the variant deliberately. Crash 300 and Crash 1000 are different markets, not settings — the first spends most of its time near an event, the second spends most of it drifting.
Size for the spike rather than for the drift. Whatever position survives a spike arriving at the worst possible moment is the position to hold, and that is usually far smaller than the drift phase makes it feel.
And practise on a demo first, which for these instruments is unusually informative: the behaviour is entirely unlike a currency pair, and nothing carried over from EUR/USD prepares you for it.
Questions people ask
What are Boom and Crash indices?
Synthetic instruments generated by Deriv that drift steadily in one direction and spike sharply in the other — Crash indices drop, Boom indices surge. The number in the name is the average number of ticks between spikes: 50, 150, 300, 500, 600, 900 or 1,000.
Which broker offers Boom and Crash?
Only Deriv, of the nine brokers we track. They are generated instruments rather than market-traded ones, so no other broker can offer the same product.
What does the number in Crash 1000 mean?
The average interval between spikes, in ticks — roughly one crash every thousand ticks. It is an average rather than a schedule, so the next event can come immediately or much later than the number suggests.
Do Boom and Crash indices trade at weekends?
Yes. Synthetic indices run around the clock including weekends and public holidays, because no exchange has to be open for a generated price series to keep moving.
Why do stops behave strangely on these indices?
Because the price moves asymmetrically. A stop tight enough to protect against the drift will be taken out by a spike, and one wide enough to survive a spike is wider than the drift's profit. Sizing the position, rather than tuning the stop, is what makes them survivable.
What leverage is available on them?
Deriv publishes up to 1:1000 on selected synthetic instruments. Combined with continuous movement and weekend trading, that means an open position is exposed at all hours — which is the argument for smaller size rather than for more leverage.
Getting the terminal itself is a different question — which version to download and where from. The full cost arithmetic for every account here is on what a trade actually costs, and a demo account The rest of the synthetic families — volatility, step, drift switching — are on synthetic indices, and the reason the broker matters more here than anywhere is on regulated forex brokers.