Crypto volatility

Annualized realized volatility of 30 popular coins over 7, 30 and 90 days, from Binance daily closes. See which coins swing most and least, and sort by any period.

Annualized realized volatility of 30 popular coins: how much their daily returns varied over the last 7, 30 and 90 days, from Binance daily closes against USDT, scaled to a year. Higher means bigger daily swings. Click a column to sort.

Questions about crypto volatility

What is realized volatility?

A measure of how much a price has actually moved: the standard deviation of its daily returns over a period, scaled to a year so periods and coins can be compared. A coin at 80% has swung about twice as much from day to day as one at 40%.

How is it calculated here?

From Binance daily closes against USDT: the daily log returns over the last 7, 30 or 90 days, their sample standard deviation, times the square root of 365 because crypto trades every day.

How do traders use it?

To size positions and place stops: the more a coin moves, the smaller the position for the same risk and the wider the stop it may need. It describes past moves, not their direction or what comes next.

Cryptohopper Charts is made by Cryptohopper, the crypto trading bot platform founded in Amsterdam in 2017.