Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
8 Oct 2021 
15 Oct 2021 
Value
Percent
15 Oct 2021
 VOLmNG
RealVol Natural Gas Indices
81.56
81.48
-0.08
-0.10%
95.32
 VOLmCT
RealVol Cotton Indices
32.38
36.27
3.89
12.01%
91.63
 VOLmHG
RealVol Copper Indices
30.38
31.03
0.65
2.14%
79.76
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmKC
RealVol Coffee Indices
33.10
38.25
5.15
15.56%
76.86
 VOLmBO
RealVol Soybean Oil Indices
27.21
26.96
-0.25
-0.92%
73.59
 VOLmYM
RealVol Indu 30 Indices
14.99
15.71
0.72
4.80%
64.51
 VOLmNK
RealVol Japan 225 Indices
21.57
22.85
1.28
5.93%
64.02
 VOLmOJ
RealVol Orange Juice Indices
28.02
29.18
1.16
4.14%
63.93
 VOLmW
RealVol Wheat Indices
24.26
24.25
-0.01
-0.04%
63.31
 VOLmSPY
RealVol SPY Indices
15.01
15.93
0.92
6.13%
61.25
 VOLmES
RealVol US 500 Indices
14.35
15.33
0.98
6.83%
58.55
 VOLmNQ
RealVol Tech 100 Indices
17.01
18.28
1.27
7.47%
57.94
 VOLmSI
RealVol Silver Indices
28.31
26.17
-2.14
-7.56%
56.01
 VOLmG
RealVol Gasoil Indices
27.15
27.21
0.06
0.22%
55.02
 VOLmMD
RealVol Mid 400 Indices
15.97
15.93
-0.04
-0.25%
53.62
 VOLmR
RealVol Long Gilt Indices
5.29
5.81
0.52
9.83%
53.44
 VOLmC
RealVol Corn Indices
18.58
18.68
0.10
0.54%
52.38
 VOLmLN
RealVol Lean Hogs Indices
29.01
20.71
-8.30
-28.61%
50.15
 VOLmGC
RealVol Gold Indices
13.56
14.01
0.45
3.32%
45.44
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.23
8.44
0.21
2.55%
39.66
 VOLmBP
RealVol GBP/USD Indices
7.62
7.87
0.25
3.28%
38.22
 VOLmCC
RealVol Cocoa Indices
23.02
24.51
1.49
6.47%
36.68
 VOLmS
RealVol Soybean Indices
14.19
16.84
2.65
18.68%
36.44
 VOLmLC
RealVol Live Cattle Indices
12.59
11.80
-0.79
-6.27%
35.04
 VOLmBL
RealVol Euro-Bund Indices
3.51
3.97
0.46
13.11%
32.62
 VOLmHO
RealVol Heating Oil Indices
22.63
22.35
-0.28
-1.24%
32.61
 VOLmSB
RealVol Sugar Indices
28.40
26.37
-2.03
-7.15%
27.46
 VOLmSM
RealVol Soybean Meal Indices
16.47
15.81
-0.66
-4.01%
27.07
 VOLmCL
RealVol Crude Oil Indices
24.47
21.91
-2.56
-10.46%
23.28
 VOLmJY
RealVol USD/JPY Indices
5.71
6.89
1.18
20.67%
20.58
 VOLmRB
RealVol NYH RBOB Gas Indices
25.90
25.00
-0.90
-3.47%
18.64
 VOLmFV
RealVol 5 Yr Note Indices
1.99
2.32
0.33
16.58%
17.33
 VOLmB
RealVol Brent Crude Oil Indices
22.74
20.91
-1.83
-8.05%
16.73
 VOLmBM
RealVol Euro-Bobl Indices
1.44
1.69
0.25
17.36%
15.96
 VOLmTU
RealVol 2 Yr Note Indices
0.36
0.57
0.21
58.33%
15.83
 VOLmTY
RealVol 10 Yr Note Indices
3.65
3.85
0.20
5.48%
15.43
 VOLmSF
RealVol CHF/USD Indices
5.93
5.79
-0.14
-2.36%
6.99
 VOLmBS
RealVol Euro-Schatz Indices
0.24
0.28
0.04
16.67%
6.57
 VOLmEC
RealVol EUR/USD Indices
4.21
4.32
0.11
2.61%
4.90

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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