Bitcoin Realized Volatility Chart

30-day and 90-day annualized realized volatility — risk compression and expansion. This is the compact Tools edition; the wider professional analysis workspace is available in the Charts Hub.

What is the Bitcoin Realized Volatility Chart?

The Bitcoin Volatility Chart annualizes the standard deviation of daily returns to show 30-day and 90-day realized volatility, fully computed from site-hosted BTC daily prices.

How do I use the Bitcoin Realized Volatility Chart?

Rising volatility increases position risk and stop-loss noise; compression often precedes large moves but does not reveal direction. Use it to scale position size and leverage.

What should I watch out for?

Realized volatility describes the past and is not implied volatility. Price gaps and source differences can materially affect short windows.

How the Bitcoin Realized Volatility Chart works

This chart plots Bitcoin’s annualized 30-day and 90-day realized volatility from daily log returns, separating calm compression, trend expansion and shock regimes. It helps with position sizing and comparing current risk with history.

What you enter

  • None; it uses Binance BTCUSDT daily closes since August 2017.

What it shows

  • 30-day and 90-day realized volatility lines with shaded low (0–35%) and high (70–180%) bands
  • Current 30D Vol and 90D Vol
  • 30-day price return

How to use it

  1. Read the current 30D Vol and 90D Vol cards.
  2. Check whether 30-day volatility is above or below 90-day volatility.
  3. Place today’s level against the low and high bands.
  4. Compare with the 30-day return to see whether volatility is coming with gains or losses.
  5. Review past spikes to compare the current regime with earlier shocks.

Formula

r_t = ln(P_t ÷ P_(t−1)); s_n = sample standard deviation of the last n daily log returns; annualized volatility = s_n × sqrt(365) × 100 (n = 30 or 90). P_t is the daily close. 30-day return = latest close ÷ close 30 days earlier − 1.

Worked example

If the 30-day sample standard deviation of daily log returns is 2.5%: 0.025 × sqrt(365) = 0.025 × 19.105 ≈ 47.8% annualized, between the low (below 35%) and high (above 70%) bands.

How to read the result

  • 30-day volatility well above 90-day often marks a new shock or an accelerating trend.
  • 30-day volatility well below 90-day signals compression, which has often preceded larger moves in either direction.
  • Volatility measures size of moves, not direction.

Limits and cautions

  • Realized volatility looks backward and does not predict future volatility or direction.
  • It annualizes over 365 days for a 24/7 market, so figures differ from sources that use 252.
  • Single-exchange closes can differ slightly from index prices.

Common questions

How is Bitcoin realized volatility calculated?

It is the sample standard deviation of daily log returns over 30 or 90 days, multiplied by the square root of 365 to annualize it.

What volatility level is normal for Bitcoin?

The chart shades below 35% as low and 70% and above as high. Compare today’s reading with Bitcoin’s own history rather than with stocks.

Is this implied volatility?

No. It is realized (historical) volatility from past prices. Implied volatility comes from option prices and is not shown here.

🌡 Latest BTC cycle reading: 43/100 · Neutral Zone (as of 2026-10-19). BTC Cycle Thermometer: Bitcoin top or bottom?

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