Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
19 Nov 2021 
26 Nov 2021 
Value
Percent
26 Nov 2021
 VOLmRB
RealVol NYH RBOB Gas Indices
31.89
57.09
25.20
79.02%
94.84
 VOLmNG
RealVol Natural Gas Indices
84.24
79.85
-4.39
-5.21%
94.59
 VOLmHO
RealVol Heating Oil Indices
26.84
52.31
25.47
94.90%
93.32
 VOLmCL
RealVol Crude Oil Indices
29.71
56.57
26.86
90.41%
92.96
 VOLmLN
RealVol Lean Hogs Indices
28.81
30.19
1.38
4.79%
86.20
 VOLmR
RealVol Long Gilt Indices
7.20
8.00
0.80
11.11%
86.13
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmBL
RealVol Euro-Bund Indices
5.51
6.27
0.76
13.79%
77.72
 VOLmSM
RealVol Soybean Meal Indices
27.45
28.30
0.85
3.10%
76.30
 VOLmOJ
RealVol Orange Juice Indices
29.06
32.28
3.22
11.08%
73.99
 VOLmKC
RealVol Coffee Indices
36.44
36.93
0.49
1.34%
73.50
 VOLmFV
RealVol 5 Yr Note Indices
3.34
4.29
0.95
28.44%
73.41
 VOLmCT
RealVol Cotton Indices
26.52
26.94
0.42
1.58%
72.65
 VOLmBM
RealVol Euro-Bobl Indices
3.13
3.39
0.26
8.31%
71.34
 VOLmW
RealVol Wheat Indices
22.77
25.24
2.47
10.85%
66.68
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.74
10.46
1.72
19.68%
64.48
 VOLmTY
RealVol 10 Yr Note Indices
4.98
6.36
1.38
27.71%
64.26
 VOLmBO
RealVol Soybean Oil Indices
19.20
22.31
3.11
16.20%
57.36
 VOLmG
RealVol Gasoil Indices
27.20
52.66
25.46
93.60%
57.01
 VOLmTU
RealVol 2 Yr Note Indices
1.09
1.37
0.28
25.69%
55.44
 VOLmMD
RealVol Mid 400 Indices
13.06
16.14
3.08
23.58%
55.35
 VOLmCC
RealVol Cocoa Indices
24.33
28.43
4.10
16.85%
53.90
 VOLmGC
RealVol Gold Indices
12.78
15.37
2.59
20.27%
53.86
 VOLmHG
RealVol Copper Indices
20.19
22.75
2.56
12.68%
53.68
 VOLmEC
RealVol EUR/USD Indices
7.62
8.55
0.93
12.20%
52.97
 VOLmSI
RealVol Silver Indices
21.40
24.94
3.54
16.54%
52.04
 VOLmNK
RealVol Japan 225 Indices
12.51
19.76
7.25
57.95%
48.75
 VOLmBS
RealVol Euro-Schatz Indices
0.85
0.83
-0.02
-2.35%
47.70
 VOLmJY
RealVol USD/JPY Indices
5.51
9.26
3.75
68.06%
47.63
 VOLmC
RealVol Corn Indices
19.01
17.20
-1.81
-9.52%
45.97
 VOLmB
RealVol Brent Crude Oil Indices
26.09
50.51
24.42
93.60%
42.83
 VOLmBP
RealVol GBP/USD Indices
7.70
7.98
0.28
3.64%
40.12
 VOLmS
RealVol Soybean Indices
17.13
17.22
0.09
0.53%
39.16
 VOLmYM
RealVol Indu 30 Indices
6.52
10.74
4.22
64.72%
35.89
 VOLmNQ
RealVol Tech 100 Indices
12.05
13.67
1.62
13.44%
34.52
 VOLmLC
RealVol Live Cattle Indices
11.15
11.36
0.21
1.88%
30.92
 VOLmES
RealVol US 500 Indices
6.84
10.13
3.29
48.10%
29.53
 VOLmSPY
RealVol SPY Indices
6.99
10.29
3.30
47.21%
28.64
 VOLmSF
RealVol CHF/USD Indices
6.55
7.79
1.24
18.93%
23.79
 VOLmSB
RealVol Sugar Indices
20.21
22.65
2.44
12.07%
16.33

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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