Realized volatility

as of 2026-08-19

FW 3000 (computed) 20d realized vol 13.4% (62nd %ile of the past year, 43rd since 2020) · hottest tape: Consumer Cyclical 30.0% (100th %ile) · biggest expansion: Optical Interconnect +22.7 pts in 20 sessions · 9 of 52 series with an inverted vol curve.

Close-to-close realized vol of every series the pipeline computes — the index, the factor portfolios and their Q5−Q1 spreads, the GICS sectors, and the thematic baskets — across 5 to 252-session windows, each reading percentile-ranked against its own history. Methodology is public.

How to read this page

Every cell shows an annualized realized vol (daily log returns, zero-mean, ×√252). Color is the reading's percentile within that series' own trailing year — red-hot means vol is high for that series, green means compressed; a 40-vol basket can be calm while a 12-vol index is stressed. Tooltips add the z-score and, where 3+ years of history exist, the full-history rank ("highest since …"). 1d is the last session's move restated in annualized vol units — an honest one-day reading, not a standard deviation. Δ20d is the change in 20-day vol over 20 sessions (expansion vs compression); 5−60 is short minus long vol — positive means an inverted, stressed curve. Overlapping windows make neighboring readings correlated: treat percentiles as "how unusual", not significance tests.

Vol monitor

Annualized realized vol by trailing window, colored by each reading's percentile vs that series' own trailing year (current reading excluded). %ile columns rank the 20d reading — vs the trailing year and vs the full history. Click a column to sort.

Scope
Series1d move5d10d20d60d120d1y20d %ile (1y)Δ 20d
Index
FW 3000 (computed)+0.3%8.3%7.3%13.4%13.5%14.3%13.1%62+4.3
Factor portfolios (long)
Dividend yield+1.0%12.6%9.3%10.4%11.5%10.4%9.9%72-2.2
High beta-1.1%34.3%29.8%47.6%50.8%43.6%36.5%82-0.6
Low volatility+0.0%7.8%5.8%9.1%10.5%9.7%8.7%68-3.5
Momentum-1.8%34.7%29.5%43.9%48.3%41.7%32.6%83-4.5
Quality-0.1%10.1%8.1%14.6%16.1%15.8%14.0%69+2.6
Size+1.0%9.6%12.5%16.9%16.6%18.5%19.5%23+2.2
Value-0.1%10.5%8.2%11.6%11.2%11.9%12.8%30+2.8
Factor spreads (Q5−Q1)
Dividend yield spread-0.3%7.6%9.1%16.1%17.8%16.9%16.6%44-1.4
High beta spread+0.1%30.4%27.4%43.2%44.5%37.9%32.7%85+1.6
Low volatility spread-2.1%22.0%22.1%36.3%35.6%32.4%31.4%78+4.5
Momentum spread-2.5%38.5%29.0%38.0%36.2%31.3%25.2%92-1.2
Quality spread-1.0%8.1%7.9%11.5%11.4%11.1%11.1%54+0.4
Size spread+0.3%4.5%8.5%10.1%12.6%12.2%12.4%15-3.2
Value spread-1.2%15.4%15.6%27.8%28.7%25.9%24.7%77-1.5
Sectors
Basic Materials+2.0%19.8%18.9%22.0%22.9%24.0%21.5%63+3.9
Communication Services+0.5%16.2%16.3%33.8%28.4%25.8%21.8%95+9.4
Consumer Cyclical+2.2%17.9%16.3%30.0%24.5%23.1%21.1%100+12.9
Consumer Defensive+0.8%14.2%10.7%15.5%17.2%16.6%14.6%60-2.9
Energy-0.3%16.2%26.3%23.4%22.6%22.7%20.5%82+3.1
Financial Services-0.5%9.4%7.3%11.4%13.2%14.0%14.6%16-2.1
Healthcare+3.4%26.1%20.8%18.5%19.1%17.6%15.6%89-2.4
Industrials-1.1%15.0%12.2%20.0%20.0%21.5%18.7%72+3.3
Real Estate+1.0%13.1%14.0%13.4%15.5%15.0%13.7%43-1.4
Technology-0.7%17.3%16.1%28.1%30.1%27.0%23.7%85+5.9
Utilities+0.0%10.4%11.3%12.4%12.6%14.1%13.4%46+2.9
Thematic baskets
AI Displacement Risk+3.4%40.6%30.1%44.2%45.2%39.8%35.3%76-2.7
AI Infrastructure Leaders-3.6%57.5%53.3%69.2%68.7%59.5%50.0%91+2.6
AI Software & Platforms+1.8%41.8%40.6%41.1%41.0%38.0%32.7%81+8.7
Capital Markets Cycle+0.1%16.5%13.9%15.9%19.8%19.5%19.5%29-8.3
Crypto Financialization+4.6%50.3%41.6%60.4%58.1%58.0%62.1%52+5.3
Cybersecurity-2.4%45.5%37.6%35.6%43.1%41.2%35.5%58-6.5
Defense & Aerospace-0.6%14.8%17.4%28.4%26.0%24.6%23.9%86+7.9
Defensives+0.9%12.3%9.8%13.1%17.0%14.9%12.9%72-6.7
US Energy Complex-0.0%16.7%29.2%27.5%24.9%24.6%23.1%97+7.1
Fortress Balance Sheets+1.1%14.6%17.5%17.7%16.4%16.2%15.0%82+1.5
GLP-1 Pressure+2.3%24.6%18.9%20.7%21.9%19.4%17.3%86-5.6
Homebuilders+3.4%32.5%36.8%34.5%34.6%34.8%32.8%62-2.5
Hospitals & Providers-0.2%9.0%14.4%20.5%22.4%20.0%20.5%62-6.8
Housing Chain+2.9%25.8%29.9%31.9%31.8%31.3%28.3%83-1.1
Magnificent Seven+1.3%17.2%14.5%27.9%25.8%24.5%22.0%88+4.7
Managed Care & Health Insurers-0.6%28.1%32.9%30.7%30.9%31.2%31.1%55+0.1
Memory & Storage-4.2%87.5%70.8%89.6%93.2%82.4%74.5%85-9.2
Nuclear Renaissance+2.9%42.5%41.4%50.1%49.0%50.1%50.9%48+14.8
Optical Interconnect-5.6%104.9%94.7%103.5%90.8%86.8%71.7%100+22.7
Payments & Fintech+1.6%34.1%25.9%26.7%27.7%26.5%26.2%56-2.6
Power & Grid Buildout-0.1%34.5%30.2%38.6%37.2%36.7%34.1%86+7.3
Regional Banks-2.8%21.6%17.2%16.1%19.4%20.9%22.1%13-3.1
Reshoring & Industrial Capex-1.2%20.9%16.2%21.9%24.2%25.7%22.5%58-0.2
Retail+1.1%14.6%14.0%19.1%18.6%18.0%16.9%73+2.0
Space Economy-2.3%25.1%34.2%44.5%52.1%52.4%50.1%45+2.7
Travel & Experiences+0.4%14.3%16.8%21.4%23.2%26.2%24.8%29+2.2

Rolling realized vol

Rolling window, annualized, computed from the daily series embedded in this page. Pick the window (sessions) and range; click legend entries to toggle series. Powered by TradingView Lightweight Charts.

Vol cone & term structure

The full-history distribution of realized vol by window length — bands mark the 5–95th and 25–75th percentile ranges of every overlapping reading, the dashed line the median — with the current term structure drawn on top. A current line hugging the bottom of the cone is a compressed tape; one breaking the 95th band is a stressed one.

Series

Reading this page

Realized vol (5d … 1y)
Zero-mean vol of daily log returns over the trailing window, annualized: RV = √(252 · mean(r²)). No demeaning — short windows would burn a degree of freedom estimating a mean that is noise at the daily scale. Close-to-close only: these are portfolio composites with no intraday tape, so high–low estimators (Parkinson, Yang-Zhang) don't apply.
1d move
The last session's move restated in annualized vol units, |r| · √252 — "the tape moved like a 33-vol market today". One day has no standard deviation; this is the honest daily-data equivalent, ranked against the past year of absolute daily moves.
Percentiles & σ
Each reading vs the trailing 252 daily readings of the same window (current excluded) — the same ruler as the spread monitor. Where a series has ≥ 750 readings (~3 years), tooltips and the %ile (full) column add the full-history rank. Overlapping windows are autocorrelated: read percentiles as "how unusual", never as t-tests.
EWMA
RiskMetrics exponentially-weighted vol (λ = 0.94), annualized — reacts in days rather than a full window; shown in tooltips as the fast companion to the flat windows.
Δ20d and the 5−60 curve
Δ20d: 20-day vol now minus 20 sessions ago, in vol points — the expansion/compression tape. 5−60: 5-day minus 60-day vol — realized term structure; persistently positive means the short end is above the long end, the realized-vol signature of a stress regime.
Sources & honesty
Everything derives from the committed daily return series behind the rest of the site — point-in-time portfolios, no ETF proxies. Spread vol is the vol of an equal-weighted Q5−Q1 return difference, a signal about the factor, not a tradable cost-free strategy. Full spec: methodology §15.
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