Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
23 Jul 2021 
30 Jul 2021 
Value
Percent
30 Jul 2021
 VOLmKC
RealVol Coffee Indices
53.98
69.33
15.35
28.44%
98.19
 VOLmC
RealVol Corn Indices
44.37
35.53
-8.84
-19.92%
91.39
 VOLmW
RealVol Wheat Indices
37.28
33.49
-3.79
-10.17%
84.62
 VOLmOJ
RealVol Orange Juice Indices
33.58
36.03
2.45
7.30%
82.55
 VOLmSM
RealVol Soybean Meal Indices
41.53
31.60
-9.93
-23.91%
82.39
 VOLmBO
RealVol Soybean Oil Indices
38.64
30.07
-8.57
-22.18%
80.97
 VOLmS
RealVol Soybean Indices
38.04
28.65
-9.39
-24.68%
80.80
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmCL
RealVol Crude Oil Indices
38.04
38.09
0.05
0.13%
75.28
 VOLmB
RealVol Brent Crude Oil Indices
36.51
35.86
-0.65
-1.78%
74.22
 VOLmG
RealVol Gasoil Indices
32.50
32.19
-0.31
-0.95%
72.63
 VOLmMD
RealVol Mid 400 Indices
19.00
18.68
-0.32
-1.68%
68.92
 VOLmHO
RealVol Heating Oil Indices
32.81
32.98
0.17
0.52%
67.71
 VOLmHG
RealVol Copper Indices
18.78
24.39
5.61
29.87%
60.43
 VOLmRB
RealVol NYH RBOB Gas Indices
35.24
34.92
-0.32
-0.91%
54.03
 VOLmUS
RealVol U.S. Treasury Bond Indices
9.98
9.45
-0.53
-5.31%
53.83
 VOLmCC
RealVol Cocoa Indices
24.85
28.17
3.32
13.36%
52.51
 VOLmYM
RealVol Indu 30 Indices
13.29
12.55
-0.74
-5.57%
47.28
 VOLmNK
RealVol Japan 225 Indices
17.91
18.87
0.96
5.36%
43.30
 VOLmLC
RealVol Live Cattle Indices
11.85
12.61
0.76
6.41%
42.18
 VOLmSI
RealVol Silver Indices
16.64
22.28
5.64
33.89%
42.13
 VOLmCT
RealVol Cotton Indices
22.17
19.71
-2.46
-11.10%
42.11
 VOLmES
RealVol US 500 Indices
11.40
11.48
0.08
0.70%
38.11
 VOLmSPY
RealVol SPY Indices
11.14
11.23
0.09
0.81%
35.29
 VOLmSB
RealVol Sugar Indices
26.93
27.45
0.52
1.93%
30.55
 VOLmR
RealVol Long Gilt Indices
4.77
4.69
-0.08
-1.68%
28.53
 VOLmTY
RealVol 10 Yr Note Indices
4.47
4.36
-0.11
-2.46%
22.76
 VOLmFV
RealVol 5 Yr Note Indices
2.43
2.46
0.03
1.23%
20.98
 VOLmBP
RealVol GBP/USD Indices
5.97
6.57
0.60
10.05%
17.89
 VOLmNG
RealVol Natural Gas Indices
28.94
30.76
1.82
6.29%
15.65
 VOLmNQ
RealVol Tech 100 Indices
11.05
10.95
-0.10
-0.90%
15.61
 VOLmBL
RealVol Euro-Bund Indices
3.82
3.44
-0.38
-9.95%
15.30
 VOLmGC
RealVol Gold Indices
7.14
9.17
2.03
28.43%
14.13
 VOLmJY
RealVol USD/JPY Indices
5.83
6.19
0.36
6.17%
13.41
 VOLmTU
RealVol 2 Yr Note Indices
0.45
0.45
0.00
0.00%
10.61
 VOLmSF
RealVol CHF/USD Indices
5.63
6.05
0.42
7.46%
8.31
 VOLmLN
RealVol Lean Hogs Indices
23.95
13.69
-10.26
-42.84%
8.21
 VOLmBS
RealVol Euro-Schatz Indices
0.26
0.27
0.01
3.85%
5.26
 VOLmBM
RealVol Euro-Bobl Indices
1.33
1.25
-0.08
-6.02%
2.96
 VOLmEC
RealVol EUR/USD Indices
3.76
3.87
0.11
2.93%
2.35

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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