Realized volatility crypts
Annualized standard deviation of daily log returns for 7, 30, and 90 days. An objective measure of risk—no forecasts, just historical market performance.
| Coin | RV 7d | 7d mode | RV 30d | 30d mode | RV 90d | 90d mode |
|---|---|---|---|---|---|---|
| BTC | 23% | Низкая | 31% | Низкая | 40% | Средняя |
| ETH | 51% | Средняя | 58% | Средняя | 64% | Средняя |
| SOL | 78% | Высокая | 84% | Высокая | 92% | Высокая |
What is realized volatility?
Realized Volatility (RV) — is a historical measure of how much an asset's price has fluctuated over a period. Unlike implied volatility (which is calculated from options), RV is based solely on historical data: daily closes → log returns → standard deviation → annualization.
Formula: RV = stdev(log_returns) × sqrt(365) × 100%The sqrt(365) multiplier results in an annualized scale—even if you calculated over seven days, the result shows "what the annual volatility would be if the market continued to move as it did over the last seven days." This is convenient for comparing between periods and assets.
The table above shows three time windows for three top assets. BTC typically has an RV of 40-80% per annum, ETH — 50–100%, alts — 80–200%+. Comparing short and long periods immediately shows: RV 7d > RV 90d = the market is accelerating (entering a highly volatile mode). RV 7d < RV 90д = рынок замедляется (затишье перед движением или после).
How to use volatility
RV has risen sharply
The 7-day RV is significantly higher than the 30-day RV (for example, 90% versus 50%). The market is entering a highly volatile mode—sharp movements, liquidation risks are increasing. Reduce leverage, tighten stops, and reassess the risk.
RV falls (vol crush)
The 7-day RV is below the 30-day RV. The market is calming down, the range is narrowing. This is either the end of a strong trend or preparation for a new impulse (a vol crush often precedes a sharp move). Option premiums are falling—time to buy.
Vol sizing positions
Use RV to calculate position size: the higher the volatility, the smaller the position size for the same dollar risk. A simple rule: position_size = target_dollar_risk / (price × RV_daily). RV_daily = RV_annual / sqrt(365).
Coin comparison
RV is the best way to compare the risk of different assets. SOL with RV 120% it's 2 times "harder" BTC with RV of 60%. This means that with the same dollar position, you risk twice the dollar drawdown. SOL. Take this into account when allocating.