Realized volatility (30d, annualized %)
How much price has swung over the past month, measured with the standard deviation of its daily changes and projected to a year — the standard way volatility is expressed in financial markets.
Why it matters
It tends to compress toward multi-month lows before large moves — but it says nothing about direction, only that a bigger move is more likely soon. It's best read as "pay more attention to the other signals right now", not as a signal by itself.
Build it yourself
Take an already-computed daily volatility and watch the one step that turns it into the published annualized figure.
It starts directly from an already-computed daily deviation, to isolate the annualization step — the full log-return calculation is detailed below.
Illustrative example numbers for practice — not real data.
How it's calculated, step by step
- The daily log return is computed: ln(today's price ÷ yesterday's price), for every day.
- The (population) standard deviation of those returns is computed over a rolling 30-day window.
- It's annualized by multiplying by the square root of 365 and expressed as a percentage.
Chart
This is real Bitcoin data, computed from the blockchain — not the illustrative example above.
Data last updated on 2026-09-09.