Realized volatility

as of 2026-08-19

S&P 500 (computed) 20d realized vol 13.4% (66th %ile of the past year, 46th since 2020) · hottest tape: Consumer Cyclical 33.0% (100th %ile) · biggest expansion: Optical Interconnect +22.7 pts in 20 sessions · 10 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
S&P 500 (computed)+0.2%7.9%6.9%13.4%13.4%14.1%12.8%66+4.3
Factor portfolios (long)
Dividend yield+1.1%15.1%11.4%13.1%14.3%12.2%11.4%84-2.6
High beta-0.9%27.8%22.9%36.5%40.3%35.4%29.6%82-0.9
Low volatility-0.1%7.6%5.7%7.9%12.0%11.3%10.1%16-6.2
Momentum-0.9%20.5%18.7%29.3%34.1%30.6%24.7%75-5.4
Quality-0.3%13.5%10.7%16.9%18.1%17.0%13.9%77+2.3
Size+1.4%17.1%12.9%17.1%15.5%14.6%14.7%90+1.2
Value-0.4%11.0%8.0%12.0%11.9%11.8%12.2%44+0.7
Factor spreads (Q5−Q1)
Dividend yield spread-1.8%16.9%14.5%17.4%20.6%18.5%16.7%62-0.9
High beta spread+0.7%32.6%28.3%36.8%43.1%36.8%31.1%81-6.3
Low volatility spread-2.3%26.2%22.7%27.3%32.9%28.5%25.1%80-3.1
Momentum spread-2.2%36.7%29.7%39.0%40.0%33.4%26.3%86-5.8
Quality spread-2.5%18.6%13.5%10.7%10.2%8.7%7.6%98+1.2
Size spread+1.5%15.4%11.7%17.4%18.2%14.6%13.4%86-1.9
Value spread-1.7%22.4%18.3%22.6%26.4%21.6%17.9%84-4.4
Sectors
Basic Materials+1.4%14.7%15.0%19.4%19.3%19.4%17.7%73+2.5
Communication Services+0.5%16.5%17.0%35.7%29.7%26.9%22.7%95+10.3
Consumer Cyclical+2.1%17.3%16.5%33.0%26.2%24.2%21.9%100+14.8
Consumer Defensive+0.6%14.5%10.9%15.7%17.6%17.0%14.9%59-3.3
Energy-0.3%17.7%27.7%24.4%23.4%24.0%21.8%73+3.6
Financial Services-0.6%9.3%7.3%11.1%13.3%13.9%14.4%15-2.7
Healthcare+3.5%27.3%21.5%20.0%20.2%18.1%16.0%91-2.3
Industrials-1.1%12.0%9.7%17.8%18.1%19.4%16.7%71+2.6
Real Estate+0.6%12.7%13.9%14.1%16.4%15.8%14.3%46-1.7
Technology-0.8%16.9%15.6%28.4%30.0%27.0%23.7%86+6.1
Utilities-0.2%12.6%13.4%14.7%15.5%16.8%15.7%48+3.0
Thematic baskets
AI Displacement Risk+4.3%41.1%30.9%47.7%44.8%38.2%33.8%87+8.5
AI Infrastructure Leaders-3.5%52.5%48.8%63.7%65.4%57.4%48.6%87-0.4
AI Software & Platforms+1.8%36.6%35.7%38.2%36.9%34.5%29.6%85+7.0
Capital Markets Cycle+0.0%13.7%12.8%14.9%19.1%19.4%19.6%25-7.6
Crypto Financialization+4.1%44.9%34.7%33.3%42.9%43.3%45.1%19-11.6
Cybersecurity-2.6%30.3%29.6%30.8%33.6%35.9%29.8%69+1.3
Defense & Aerospace-0.7%15.0%14.9%26.2%23.2%22.1%19.8%100+8.4
Defensives+0.8%11.8%9.2%13.8%17.4%15.4%13.4%71-6.3
US Energy Complex-0.1%17.2%28.9%26.2%24.0%24.1%22.6%91+6.2
Fortress Balance Sheets+0.9%12.8%13.1%16.4%15.7%16.2%15.3%65+1.5
GLP-1 Pressure+2.2%27.3%19.8%22.6%22.3%19.4%17.1%89-2.6
Homebuilders+2.9%28.0%34.9%33.8%33.4%32.6%31.0%75-1.5
Hospitals & Providers+0.7%11.0%12.3%22.3%21.8%20.8%20.1%72-0.1
Housing Chain+2.4%21.2%27.0%32.0%30.6%29.7%26.8%92+1.3
Magnificent Seven+1.2%16.9%14.3%27.8%25.8%24.5%22.0%87+4.7
Managed Care & Health Insurers-1.0%23.4%25.4%24.5%27.1%28.6%29.9%26-3.1
Memory & Storage-4.6%100.4%81.5%97.2%99.7%86.9%79.5%86-9.6
Nuclear Renaissance+0.6%28.6%23.8%31.2%30.6%32.2%32.7%34+9.2
Optical Interconnect-4.3%93.8%99.0%104.7%91.7%85.6%72.8%100+22.7
Payments & Fintech+1.5%29.2%21.1%22.8%24.8%23.4%24.1%44-4.8
Power & Grid Buildout-0.7%29.0%24.5%30.2%32.2%30.9%27.8%77+2.4
Regional Banks-3.3%25.0%19.2%18.1%22.0%22.7%23.1%16-3.3
Reshoring & Industrial Capex-1.2%19.6%14.8%19.5%21.8%23.2%20.7%46-1.3
Retail+1.1%14.9%13.5%18.8%17.9%17.7%16.0%85+2.6
Space Economy-1.1%19.9%16.1%25.0%22.9%21.7%19.5%96+6.1
Travel & Experiences+0.3%14.7%16.4%22.0%23.9%26.9%25.3%31+2.3

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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