Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
19 Feb 2021 
26 Feb 2021 
Value
Percent
26 Feb 2021
 VOLmSI
RealVol Silver Indices
53.98
57.33
3.35
6.21%
96.66
 VOLmCC
RealVol Cocoa Indices
41.55
42.39
0.84
2.02%
91.98
 VOLmCT
RealVol Cotton Indices
25.25
29.91
4.66
18.46%
81.10
 VOLmW
RealVol Wheat Indices
31.64
29.03
-2.61
-8.25%
76.77
 VOLmNG
RealVol Natural Gas Indices
62.19
58.03
-4.16
-6.69%
75.65
 VOLmMD
RealVol Mid 400 Indices
18.74
20.29
1.55
8.27%
75.43
 VOLmC
RealVol Corn Indices
32.35
24.26
-8.09
-25.01%
73.82
 VOLmHG
RealVol Copper Indices
21.97
27.96
5.99
27.26%
72.42
 VOLmGC
RealVol Gold Indices
14.56
18.68
4.12
28.30%
69.50
 VOLmNQ
RealVol Tech 100 Indices
17.85
21.35
3.50
19.61%
68.89
 VOLmBO
RealVol Soybean Oil Indices
23.95
24.47
0.52
2.17%
66.41
 VOLmLN
RealVol Lean Hogs Indices
19.35
23.53
4.18
21.60%
65.77
 VOLmFC
RealVol Feeder Cattle Indices
12.34
13.12
0.78
6.32%
59.58
 VOLmSPY
RealVol SPY Indices
14.86
15.49
0.63
4.24%
58.69
 VOLmYM
RealVol Indu 30 Indices
13.61
14.48
0.87
6.39%
58.20
 VOLmES
RealVol US 500 Indices
14.97
15.41
0.44
2.94%
58.12
 VOLmS
RealVol Soybean Indices
25.18
18.98
-6.20
-24.62%
50.33
 VOLmLC
RealVol Live Cattle Indices
13.64
13.35
-0.29
-2.13%
48.36
 VOLmCL
RealVol Crude Oil Indices
22.22
29.07
6.85
30.83%
48.06
 VOLmSM
RealVol Soybean Meal Indices
25.34
20.06
-5.28
-20.84%
48.05
 VOLmOJ
RealVol Orange Juice Indices
22.64
24.74
2.10
9.28%
47.26
 VOLmG
RealVol Gasoil Indices
22.40
23.49
1.09
4.87%
41.76
 VOLmSB
RealVol Sugar Indices
23.02
31.31
8.29
36.01%
41.67
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.47
8.53
1.06
14.19%
40.76
 VOLmR
RealVol Long Gilt Indices
5.06
5.20
0.14
2.77%
38.81
 VOLmNK
RealVol Japan 225 Indices
18.23
18.17
-0.06
-0.33%
38.73
 VOLmKC
RealVol Coffee Indices
18.31
26.43
8.12
44.35%
37.14
 VOLmHO
RealVol Heating Oil Indices
20.04
23.26
3.22
16.07%
35.51
 VOLmB
RealVol Brent Crude Oil Indices
20.09
24.99
4.90
24.39%
31.45
 VOLmTY
RealVol 10 Yr Note Indices
2.92
4.78
1.86
63.70%
31.22
 VOLmFV
RealVol 5 Yr Note Indices
1.31
2.77
1.46
111.45%
27.29
 VOLmBL
RealVol Euro-Bund Indices
3.33
3.82
0.49
14.71%
26.86
 VOLmRB
RealVol NYH RBOB Gas Indices
25.27
26.82
1.55
6.13%
23.13
 VOLmEC
RealVol EUR/USD Indices
5.75
6.24
0.49
8.52%
19.56
 VOLmSF
RealVol CHF/USD Indices
6.04
7.20
1.16
19.21%
16.71
 VOLmBP
RealVol GBP/USD Indices
5.88
6.01
0.13
2.21%
11.99
 VOLmBS
RealVol Euro-Schatz Indices
0.27
0.32
0.05
18.52%
9.74
 VOLmJY
RealVol USD/JPY Indices
5.17
5.72
0.55
10.64%
9.09
 VOLmTU
RealVol 2 Yr Note Indices
0.16
0.36
0.20
125.00%
6.56
 VOLmBM
RealVol Euro-Bobl Indices
1.23
1.45
0.22
17.89%
6.37

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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