Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
18 Sep 2020 
25 Sep 2020 
Value
Percent
25 Sep 2020
 VOLmNG
RealVol Natural Gas Indices
60.52
89.29
28.77
47.54%
96.99
 VOLmLN
RealVol Lean Hogs Indices
41.31
41.05
-0.26
-0.63%
96.71
 VOLmSI
RealVol Silver Indices
29.67
48.89
19.22
64.78%
93.81
 VOLmG
RealVol Gasoil Indices
40.96
41.51
0.55
1.34%
92.12
 VOLmNQ
RealVol Tech 100 Indices
32.34
33.80
1.46
4.51%
88.15
 VOLmRB
RealVol NYH RBOB Gas Indices
48.52
46.07
-2.45
-5.05%
85.82
 VOLmSPY
RealVol SPY Indices
21.25
23.42
2.17
10.21%
85.53
 VOLmCL
RealVol Crude Oil Indices
40.37
42.65
2.28
5.65%
83.04
 VOLmHO
RealVol Heating Oil Indices
39.18
39.39
0.21
0.54%
82.33
 VOLmMD
RealVol Mid 400 Indices
18.92
22.44
3.52
18.60%
82.09
 VOLmES
RealVol US 500 Indices
20.45
22.19
1.74
8.51%
81.76
 VOLmBP
RealVol GBP/USD Indices
11.90
11.65
-0.25
-2.10%
80.13
 VOLmYM
RealVol Indu 30 Indices
17.49
19.44
1.95
11.15%
76.41
 VOLmKC
RealVol Coffee Indices
37.88
38.02
0.14
0.37%
76.34
 VOLmB
RealVol Brent Crude Oil Indices
34.49
35.88
1.39
4.03%
74.69
 VOLmBO
RealVol Soybean Oil Indices
21.42
26.18
4.76
22.22%
72.01
 VOLmW
RealVol Wheat Indices
22.88
25.05
2.17
9.48%
66.72
 VOLmSM
RealVol Soybean Meal Indices
21.76
24.07
2.31
10.62%
64.60
 VOLmCC
RealVol Cocoa Indices
31.07
30.85
-0.22
-0.71%
63.09
 VOLmGC
RealVol Gold Indices
14.35
17.10
2.75
19.16%
62.77
 VOLmOJ
RealVol Orange Juice Indices
20.42
25.72
5.30
25.95%
51.10
 VOLmHG
RealVol Copper Indices
20.06
22.07
2.01
10.02%
50.72
 VOLmS
RealVol Soybean Indices
17.02
17.93
0.91
5.35%
44.36
 VOLmFC
RealVol Feeder Cattle Indices
9.40
10.41
1.01
10.74%
42.81
 VOLmC
RealVol Corn Indices
17.04
16.23
-0.81
-4.75%
42.06
 VOLmLC
RealVol Live Cattle Indices
13.19
11.13
-2.06
-15.62%
28.95
 VOLmR
RealVol Long Gilt Indices
4.97
4.73
-0.24
-4.83%
28.13
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.67
7.39
-0.28
-3.65%
24.93
 VOLmBS
RealVol Euro-Schatz Indices
0.48
0.49
0.01
2.08%
23.61
 VOLmBL
RealVol Euro-Bund Indices
4.15
3.74
-0.41
-9.88%
22.78
 VOLmSB
RealVol Sugar Indices
22.84
24.06
1.22
5.34%
20.16
 VOLmEC
RealVol EUR/USD Indices
5.52
6.17
0.65
11.78%
17.44
 VOLmBM
RealVol Euro-Bobl Indices
1.74
1.65
-0.09
-5.17%
10.82
 VOLmNK
RealVol Japan 225 Indices
12.08
12.37
0.29
2.40%
10.10
 VOLmJY
RealVol USD/JPY Indices
5.79
5.85
0.06
1.04%
9.19
 VOLmSF
RealVol CHF/USD Indices
5.66
6.12
0.46
8.13%
7.92
 VOLmCT
RealVol Cotton Indices
14.38
12.85
-1.53
-10.64%
7.72
 VOLmTU
RealVol 2 Yr Note Indices
0.27
0.27
0.00
0.00%
1.87
 VOLmTY
RealVol 10 Yr Note Indices
2.60
2.58
-0.02
-0.77%
0.86
 VOLmFV
RealVol 5 Yr Note Indices
1.20
1.20
0.00
0.00%
0.51

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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