Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
15 Jan 2021 
22 Jan 2021 
Value
Percent
22 Jan 2021
 VOLmSI
RealVol Silver Indices
47.70
45.61
-2.09
-4.38%
91.72
 VOLmC
RealVol Corn Indices
25.12
29.49
4.37
17.40%
84.71
 VOLmLN
RealVol Lean Hogs Indices
23.49
27.92
4.43
18.86%
81.11
 VOLmSM
RealVol Soybean Meal Indices
27.06
30.63
3.57
13.19%
80.94
 VOLmNG
RealVol Natural Gas Indices
55.58
60.85
5.27
9.48%
79.37
 VOLmS
RealVol Soybean Indices
23.52
27.56
4.04
17.18%
78.34
 VOLmW
RealVol Wheat Indices
25.99
29.26
3.27
12.58%
77.42
 VOLmFC
RealVol Feeder Cattle Indices
15.95
16.40
0.45
2.82%
76.93
 VOLmGC
RealVol Gold Indices
21.07
20.97
-0.10
-0.47%
76.60
 VOLmBO
RealVol Soybean Oil Indices
24.71
27.12
2.41
9.75%
74.55
 VOLmMD
RealVol Mid 400 Indices
18.91
19.34
0.43
2.27%
71.73
 VOLmLC
RealVol Live Cattle Indices
15.17
16.93
1.76
11.60%
69.04
 VOLmNQ
RealVol Tech 100 Indices
15.08
17.71
2.63
17.44%
55.48
 VOLmBP
RealVol GBP/USD Indices
9.03
8.75
-0.28
-3.10%
51.16
 VOLmRB
RealVol NYH RBOB Gas Indices
34.74
31.70
-3.04
-8.75%
40.03
 VOLmSB
RealVol Sugar Indices
30.73
30.78
0.05
0.16%
40.00
 VOLmCL
RealVol Crude Oil Indices
28.30
26.98
-1.32
-4.66%
39.54
 VOLmES
RealVol US 500 Indices
10.36
11.48
1.12
10.81%
38.18
 VOLmB
RealVol Brent Crude Oil Indices
27.71
26.28
-1.43
-5.16%
37.24
 VOLmOJ
RealVol Orange Juice Indices
23.06
21.83
-1.23
-5.33%
36.37
 VOLmKC
RealVol Coffee Indices
25.34
26.16
0.82
3.24%
35.80
 VOLmHG
RealVol Copper Indices
20.14
19.06
-1.08
-5.36%
34.80
 VOLmSPY
RealVol SPY Indices
9.95
11.10
1.15
11.56%
34.69
 VOLmNK
RealVol Japan 225 Indices
17.02
17.48
0.46
2.70%
34.48
 VOLmR
RealVol Long Gilt Indices
5.16
5.02
-0.14
-2.71%
34.38
 VOLmCC
RealVol Cocoa Indices
23.96
23.93
-0.03
-0.13%
33.80
 VOLmHO
RealVol Heating Oil Indices
24.44
22.71
-1.73
-7.08%
33.69
 VOLmYM
RealVol Indu 30 Indices
9.19
9.77
0.58
6.31%
28.16
 VOLmG
RealVol Gasoil Indices
25.92
19.82
-6.10
-23.53%
27.96
 VOLmBL
RealVol Euro-Bund Indices
3.70
3.73
0.03
0.81%
23.04
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.18
7.21
0.03
0.42%
22.86
 VOLmEC
RealVol EUR/USD Indices
6.17
5.84
-0.33
-5.35%
14.39
 VOLmCT
RealVol Cotton Indices
18.45
14.63
-3.82
-20.70%
14.23
 VOLmBS
RealVol Euro-Schatz Indices
0.43
0.35
-0.08
-18.60%
12.38
 VOLmBM
RealVol Euro-Bobl Indices
1.54
1.49
-0.05
-3.25%
7.10
 VOLmSF
RealVol CHF/USD Indices
5.24
5.43
0.19
3.63%
5.28
 VOLmJY
RealVol USD/JPY Indices
4.53
4.41
-0.12
-2.65%
1.94
 VOLmTY
RealVol 10 Yr Note Indices
2.70
2.68
-0.02
-0.74%
1.82
 VOLmTU
RealVol 2 Yr Note Indices
0.20
0.21
0.01
5.00%
1.28
 VOLmFV
RealVol 5 Yr Note Indices
1.17
1.19
0.02
1.71%
1.01

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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