Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
9 Oct 2020 
16 Oct 2020 
Value
Percent
16 Oct 2020
 VOLmNG
RealVol Natural Gas Indices
93.00
91.44
-1.56
-1.68%
97.02
 VOLmSI
RealVol Silver Indices
53.50
55.27
1.77
3.31%
96.19
 VOLmG
RealVol Gasoil Indices
39.66
38.31
-1.35
-3.40%
88.73
 VOLmHO
RealVol Heating Oil Indices
40.32
39.84
-0.48
-1.19%
83.09
 VOLmW
RealVol Wheat Indices
31.68
32.26
0.58
1.83%
82.84
 VOLmCL
RealVol Crude Oil Indices
44.06
41.78
-2.28
-5.17%
81.48
 VOLmB
RealVol Brent Crude Oil Indices
40.43
38.25
-2.18
-5.39%
80.52
 VOLmBO
RealVol Soybean Oil Indices
29.38
29.57
0.19
0.65%
80.29
 VOLmNQ
RealVol Tech 100 Indices
26.76
26.50
-0.26
-0.97%
78.42
 VOLmSM
RealVol Soybean Meal Indices
29.43
29.18
-0.25
-0.85%
78.11
 VOLmMD
RealVol Mid 400 Indices
21.27
20.69
-0.58
-2.73%
77.28
 VOLmHG
RealVol Copper Indices
30.21
29.99
-0.22
-0.73%
77.15
 VOLmRB
RealVol NYH RBOB Gas Indices
45.27
41.58
-3.69
-8.15%
75.69
 VOLmSPY
RealVol SPY Indices
18.74
18.89
0.15
0.80%
71.83
 VOLmLN
RealVol Lean Hogs Indices
29.23
24.30
-4.93
-16.87%
69.49
 VOLmC
RealVol Corn Indices
21.27
22.03
0.76
3.57%
67.44
 VOLmES
RealVol US 500 Indices
17.38
17.60
0.22
1.27%
67.27
 VOLmOJ
RealVol Orange Juice Indices
27.84
29.73
1.89
6.79%
66.06
 VOLmYM
RealVol Indu 30 Indices
16.18
16.08
-0.10
-0.62%
65.29
 VOLmGC
RealVol Gold Indices
16.47
16.90
0.43
2.61%
61.74
 VOLmS
RealVol Soybean Indices
21.02
21.61
0.59
2.81%
61.48
 VOLmKC
RealVol Coffee Indices
38.42
29.48
-8.94
-23.27%
50.10
 VOLmFC
RealVol Feeder Cattle Indices
11.61
11.09
-0.52
-4.48%
47.80
 VOLmBP
RealVol GBP/USD Indices
7.28
8.48
1.20
16.48%
47.01
 VOLmLC
RealVol Live Cattle Indices
9.24
10.79
1.55
16.77%
26.11
 VOLmSB
RealVol Sugar Indices
26.94
25.92
-1.02
-3.79%
25.87
 VOLmCC
RealVol Cocoa Indices
28.06
21.22
-6.84
-24.38%
21.82
 VOLmEC
RealVol EUR/USD Indices
6.06
6.09
0.03
0.50%
16.54
 VOLmBS
RealVol Euro-Schatz Indices
0.35
0.33
-0.02
-5.71%
10.42
 VOLmSF
RealVol CHF/USD Indices
5.98
6.25
0.27
4.52%
8.61
 VOLmR
RealVol Long Gilt Indices
3.60
3.40
-0.20
-5.56%
5.05
 VOLmUS
RealVol U.S. Treasury Bond Indices
5.17
5.44
0.27
5.22%
3.70
 VOLmNK
RealVol Japan 225 Indices
10.67
9.88
-0.79
-7.40%
2.65
 VOLmCT
RealVol Cotton Indices
11.98
10.23
-1.75
-14.61%
2.08
 VOLmTU
RealVol 2 Yr Note Indices
0.21
0.20
-0.01
-4.76%
0.85
 VOLmBM
RealVol Euro-Bobl Indices
1.28
1.09
-0.19
-14.84%
0.81
 VOLmBL
RealVol Euro-Bund Indices
2.74
2.46
-0.28
-10.22%
0.59
 VOLmJY
RealVol USD/JPY Indices
4.16
3.87
-0.29
-6.97%
0.56
 VOLmTY
RealVol 10 Yr Note Indices
1.97
2.08
0.11
5.58%
0.28
 VOLmFV
RealVol 5 Yr Note Indices
0.87
0.97
0.10
11.49%
0.18

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.


© Copyright 2019 RealVol LLC. All rights reserved • Site Map