Realised volatility
Realised volatility measures past price swings.
Definition
Realised volatility measures past price swings. 65 % means hourly moves of a size that, kept up for a year, correspond to a typical yearly swing of 65 %.
In one sentence: Realised volatility: how much the price actually moved, from the ups and downs of hourly closes over the last 24 hours, annualised (65 % = typical yearly swing of that size).
Current data · BTC
updated 4m ago (2026-11-05 11:00 UTC)- realised vol 24h (annualised): +38%
From the data shown above: BTC, latest values (5 Nov 2026, 11:00 UTC): realised vol 24h (annualised) +38.0%.
How we compute it
Formula
return (hour) = ln(close ÷ previous close)
realised volatility = standard deviation of the last 24 hourly returns × √(24 × 365)- Standard deviation of the log returns of the last 24 hourly closes, × √(24 × 365).
How to read it
- High realised volatility goes with more liquidations; low volatility means positions with high leverage survive longer.
Common mistakes
- Reading it as a forecast of tomorrow’s range. It measures the last 24 hours only.
Honest limits
- 24 hours is a short window; one large candle moves the value a lot.
Questions and answers
Why is realised volatility annualised from only 24 hours?
Annualising puts coins and days on one scale; it does not add history. The value still rests on the last 24 hourly returns, so one large candle moves it a lot.
Use it live
API
Every key uses the data of its plan; see the developer docs for parameters and examples. Developers · API docs
Plan availability
- Free: every coin, current values and 30 days of history.
- Pro and above: history up to 1095 days, CSV export.
- API: free developer key (10/min, 1,000/day, free-tier data, non-commercial) · API Dev and above (60/min, 50,000/day).
Terms defined here
Realised volatility
Data as of 2026-11-05 11:00 UTC. Methodology. Facts from public data. Not investment advice. · Report incorrect data