Volatility calculator

Paste a run of closing prices for a coin, currency pair or share and see its volatility: the typical swing per day and the yearly figure traders quote. Free, no sign-up, nothing leaves your browser.

Volatility calculator

The starting prices are only an example. Uses log returns and the sample standard deviation, scaled by the square root of 365 days a year.

Yearly volatility
53.49%
From 14 price changes.
Typical swing per day
2.8%
Biggest single move
+3.96%
Prices used
15

What the number means

Volatility measures how widely a price swings. This calculator takes the change from each closing price to the next, works out how spread out those changes are (their standard deviation), and turns that into a yearly percentage. A yearly volatility of 20% means that, if the swings carry on as they did, about two years in three would end within roughly 20% either side of where they started.

Why the period matters

Volatility grows with the square root of time, so a daily figure is scaled up by the square root of the number of trading days in a year. Crypto trades every day, so 365 is used; currencies and shares mostly trade on weekdays, so 252 is the usual choice. More prices give a steadier figure, and the past is no promise of future swings.

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