Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
20 Nov 2020 
27 Nov 2020 
Value
Percent
27 Nov 2020
 VOLmCC
RealVol Cocoa Indices
49.84
49.22
-0.62
-1.24%
97.45
 VOLmG
RealVol Gasoil Indices
44.40
40.34
-4.06
-9.14%
90.98
 VOLmSI
RealVol Silver Indices
42.49
42.02
-0.47
-1.11%
88.54
 VOLmCL
RealVol Crude Oil Indices
48.94
45.07
-3.87
-7.91%
85.83
 VOLmMD
RealVol Mid 400 Indices
26.16
24.09
-2.07
-7.91%
85.20
 VOLmB
RealVol Brent Crude Oil Indices
45.29
40.94
-4.35
-9.60%
84.91
 VOLmGC
RealVol Gold Indices
22.70
24.10
1.40
6.17%
84.47
 VOLmHO
RealVol Heating Oil Indices
39.92
38.29
-1.63
-4.08%
80.07
 VOLmLC
RealVol Live Cattle Indices
18.79
19.99
1.20
6.39%
79.99
 VOLmFC
RealVol Feeder Cattle Indices
14.45
16.96
2.51
17.37%
79.42
 VOLmYM
RealVol Indu 30 Indices
24.19
20.38
-3.81
-15.75%
78.96
 VOLmNQ
RealVol Tech 100 Indices
29.83
26.47
-3.36
-11.26%
78.07
 VOLmKC
RealVol Coffee Indices
31.60
37.67
6.07
19.21%
75.45
 VOLmNG
RealVol Natural Gas Indices
52.17
56.60
4.43
8.49%
74.44
 VOLmRB
RealVol NYH RBOB Gas Indices
43.07
40.76
-2.31
-5.36%
73.19
 VOLmNK
RealVol Japan 225 Indices
22.97
24.41
1.44
6.27%
69.06
 VOLmES
RealVol US 500 Indices
22.04
18.16
-3.88
-17.60%
69.04
 VOLmSPY
RealVol SPY Indices
21.84
17.99
-3.85
-17.63%
68.51
 VOLmBO
RealVol Soybean Oil Indices
24.19
23.13
-1.06
-4.38%
61.76
 VOLmLN
RealVol Lean Hogs Indices
23.41
22.78
-0.63
-2.69%
61.67
 VOLmUS
RealVol U.S. Treasury Bond Indices
10.02
10.09
0.07
0.70%
60.23
 VOLmC
RealVol Corn Indices
22.80
20.22
-2.58
-11.32%
59.42
 VOLmW
RealVol Wheat Indices
17.81
21.83
4.02
22.57%
54.78
 VOLmJY
RealVol USD/JPY Indices
8.72
8.99
0.27
3.10%
43.30
 VOLmCT
RealVol Cotton Indices
20.52
19.70
-0.82
-4.00%
42.19
 VOLmS
RealVol Soybean Indices
18.74
17.02
-1.72
-9.18%
38.08
 VOLmR
RealVol Long Gilt Indices
5.23
5.18
-0.05
-0.96%
37.85
 VOLmBP
RealVol GBP/USD Indices
7.80
7.79
-0.01
-0.13%
35.95
 VOLmSM
RealVol Soybean Meal Indices
18.53
16.28
-2.25
-12.14%
29.42
 VOLmSB
RealVol Sugar Indices
28.77
27.11
-1.66
-5.77%
29.30
 VOLmBL
RealVol Euro-Bund Indices
4.04
3.84
-0.20
-4.95%
26.65
 VOLmHG
RealVol Copper Indices
14.84
17.35
2.51
16.91%
25.83
 VOLmSF
RealVol CHF/USD Indices
7.76
7.79
0.03
0.39%
22.28
 VOLmOJ
RealVol Orange Juice Indices
22.49
17.84
-4.65
-20.68%
20.70
 VOLmTY
RealVol 10 Yr Note Indices
4.11
4.11
0.00
0.00%
17.73
 VOLmBS
RealVol Euro-Schatz Indices
0.43
0.39
-0.04
-9.30%
15.26
 VOLmEC
RealVol EUR/USD Indices
6.04
5.84
-0.20
-3.31%
14.00
 VOLmBM
RealVol Euro-Bobl Indices
1.60
1.48
-0.12
-7.50%
6.37
 VOLmFV
RealVol 5 Yr Note Indices
1.73
1.73
0.00
0.00%
4.57
 VOLmTU
RealVol 2 Yr Note Indices
0.28
0.28
0.00
0.00%
2.66

Please note: Each RealVol Index above refers to only VOLm, the 1-month realized volatility of the underlying asset. Percentile rankings of latest closing VOLm are based on all available data in the database (generally back to the very first listing day of the underlying asset) and refer to the percentage of all previous VOLm readings that were lower than the current level. The full suite of RealVol Indices encompasses other time frames (1 day, 1 week, 1 quarter, 1 half year, and 1year) other formulas (vol of vol, variance, correlation, overnight/intraday vol), and two cutting-edge models forecasting realized volatility (Rough vol and HARK vol). Please visit demandderivatives.com for information on traded derivatives and realvol.com for details relating to RealVol indices. Note that 40 gold indices are free on Quandl (find an orange button on the main page of realvol.com) and Bloomberg (type RVOL on a Bloomberg terminal) Subscriptions also available to receive all 1,600 indices 40 risk indices on 40 major underlying assets.


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