Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
23 Apr 2021 
30 Apr 2021 
Value
Percent
30 Apr 2021
 VOLmBO
RealVol Soybean Oil Indices
45.09
41.91
-3.18
-7.05%
94.41
 VOLmC
RealVol Corn Indices
32.15
36.89
4.74
14.74%
93.27
 VOLmCT
RealVol Cotton Indices
33.16
31.59
-1.57
-4.73%
84.43
 VOLmFC
RealVol Feeder Cattle Indices
18.23
17.74
-0.49
-2.69%
82.62
 VOLmW
RealVol Wheat Indices
29.53
30.35
0.82
2.78%
79.72
 VOLmS
RealVol Soybean Indices
26.43
20.89
-5.54
-20.96%
59.01
 VOLmCL
RealVol Crude Oil Indices
37.20
31.74
-5.46
-14.68%
56.78
 VOLmHG
RealVol Copper Indices
24.72
23.31
-1.41
-5.70%
56.48
 VOLmB
RealVol Brent Crude Oil Indices
33.32
28.57
-4.75
-14.26%
47.93
 VOLmCC
RealVol Cocoa Indices
23.87
26.74
2.87
12.02%
46.62
 VOLmSB
RealVol Sugar Indices
27.97
32.66
4.69
16.77%
46.04
 VOLmLC
RealVol Live Cattle Indices
12.99
13.02
0.03
0.23%
45.83
 VOLmNQ
RealVol Tech 100 Indices
17.21
15.81
-1.40
-8.13%
45.12
 VOLmHO
RealVol Heating Oil Indices
30.77
25.93
-4.84
-15.73%
44.09
 VOLmSM
RealVol Soybean Meal Indices
28.09
19.07
-9.02
-32.11%
42.98
 VOLmMD
RealVol Mid 400 Indices
18.55
13.86
-4.69
-25.28%
41.65
 VOLmKC
RealVol Coffee Indices
26.35
27.27
0.92
3.49%
40.69
 VOLmLN
RealVol Lean Hogs Indices
17.77
18.95
1.18
6.64%
38.01
 VOLmG
RealVol Gasoil Indices
28.54
22.17
-6.37
-22.32%
36.50
 VOLmSI
RealVol Silver Indices
22.98
20.52
-2.46
-10.70%
35.83
 VOLmES
RealVol US 500 Indices
12.12
10.90
-1.22
-10.07%
34.16
 VOLmSPY
RealVol SPY Indices
12.10
10.94
-1.16
-9.59%
33.23
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.14
7.80
-0.34
-4.18%
30.37
 VOLmBP
RealVol GBP/USD Indices
6.81
7.37
0.56
8.22%
29.47
 VOLmOJ
RealVol Orange Juice Indices
15.28
19.70
4.42
28.93%
28.25
 VOLmNK
RealVol Japan 225 Indices
18.00
16.00
-2.00
-11.11%
27.76
 VOLmYM
RealVol Indu 30 Indices
10.21
9.35
-0.86
-8.42%
24.84
 VOLmGC
RealVol Gold Indices
14.36
10.82
-3.54
-24.65%
23.32
 VOLmRB
RealVol NYH RBOB Gas Indices
26.61
24.78
-1.83
-6.88%
17.58
 VOLmNG
RealVol Natural Gas Indices
28.68
31.18
2.50
8.72%
16.39
 VOLmEC
RealVol EUR/USD Indices
4.83
5.56
0.73
15.11%
11.78
 VOLmTY
RealVol 10 Yr Note Indices
3.89
3.65
-0.24
-6.17%
11.70
 VOLmFV
RealVol 5 Yr Note Indices
2.07
2.01
-0.06
-2.90%
9.11
 VOLmSF
RealVol CHF/USD Indices
5.50
5.70
0.20
3.64%
6.51
 VOLmR
RealVol Long Gilt Indices
3.47
3.49
0.02
0.58%
6.29
 VOLmBL
RealVol Euro-Bund Indices
3.28
2.87
-0.41
-12.50%
3.40
 VOLmJY
RealVol USD/JPY Indices
5.03
4.73
-0.30
-5.96%
3.37
 VOLmBS
RealVol Euro-Schatz Indices
0.31
0.25
-0.06
-19.35%
3.12
 VOLmBM
RealVol Euro-Bobl Indices
1.48
1.30
-0.18
-12.16%
3.01
 VOLmTU
RealVol 2 Yr Note Indices
0.25
0.25
0.00
0.00%
2.41

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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