Calculate historical and implied volatility metrics for cryptocurrency price movements. Analyze standard deviation, volatility percentage, and expected price ranges based on statistical models.
Enter historical prices separated by commas
Number of days in the price history
Statistical confidence level for price range
Volatility measures how much an asset's price fluctuates over time. High volatility means large price swings (more risk and opportunity), while low volatility means stable prices (less risk but limited gains). It's calculated using standard deviation of price returns.
Daily volatility shows typical day-to-day price variation. Annualized volatilityscales this to a yearly basis using sqrt(365) multiplier, making it easier to compare assets and understand long-term risk exposure.
The statistical measure underlying volatility. It quantifies how spread out returns are from the average return. Lower standard deviation = more predictable. Higher = more uncertain and risky.
Statistical probability ranges for expected prices. 68% (1σ): Price likely stays within range.95% (2σ): Very likely. 99% (3σ): Extremely likely. Higher confidence = wider range.
Based on current volatility and confidence level, this range predicts where the price is likely to move next. It's not guaranteed, but gives you a statistical expectation for planning entries, exits, and stop losses.
Historical volatility (what this calculator shows) uses past price data.Implied volatility comes from options markets, showing expected future volatility. Both are useful for different purposes.
Collect historical closing prices for your asset. Use daily closes for most accurate results. Get data from exchanges (Binance, Coinbase), aggregators (CoinGecko, CoinMarketCap), or trading platforms. Need at least 2 prices, but 30+ days recommended.
Input prices in order (oldest to newest), separated by commas. Example: 100, 105, 102, 108, 104, 110. Don't include dollar signs or thousand separators. Decimals are fine (e.g., 45678.50, 45123.25).
Enter the number of days your price data covers. If you have 30 daily prices, enter 29 (since first price is starting point). The calculator uses this to properly scale volatility calculations. Typical: 7, 30, 90, or 365 days.
Select your desired confidence level: 68% for typical range (+/-1σ), 95% for wider range with higher confidence (+/-2σ), or 99% for very wide range capturing nearly all movements (+/-3σ). 95% is most common for risk management.
You'll see annualized volatility (main metric), daily volatility, expected price range, standard deviation, and volatility category. Compare annualized volatility across assets to gauge relative risk. Use expected range for setting stop losses and profit targets.
Calculate multiple timeframes (7d, 30d, 90d) to spot volatility changes. Rising volatility often precedes big moves. Compare your asset's volatility to Bitcoin (~60-80%) as a benchmark. Update calculations weekly for active positions.
Bitcoin prices over 7 days: 45000, 46500, 44800, 47200, 45600, 48000, 46200
return[i] = (price[i] - price[i-1]) / price[i-1]
Example: (105 - 100) / 100 = 0.05 (5% return)
mean = sum(returns) / count(returns)
Average of all daily returns in the period
variance = sum((return - mean)²) / count
Measures spread of returns around the mean
std_dev = sqrt(variance)
Core measure of volatility, in decimal form
daily_vol = std_dev * 100
Converts to percentage for readability
annual_vol = daily_vol * sqrt(365)
Scales to annual basis (~ daily_vol * 19.1)
Z-Score: 1.0 (68%), 1.96 (95%), or 2.58 (99%)
High = Current Price * (1 + daily_vol * z_score)
Low = Current Price * (1 - daily_vol * z_score)
This gives you a statistical range where the price is likely to move within one day, based on the confidence level selected.
Understanding where your asset falls on the volatility spectrum helps assess risk and set appropriate expectations.
USDC, USDT, DAI - Minimal volatility by design
Expected daily movement: +/-0.05-0.25%. Ideal for value preservation.
S&P 500, blue chips - Low to moderate volatility
Expected daily movement: +/-1-2%. Standard investment risk.
Major altcoins - High volatility typical
Expected daily movement: +/-3-5%. Substantial risk/reward.
The benchmark - Moderate to high crypto volatility
Expected daily movement: +/-3-4%. Standard crypto risk level.
Lesser-known tokens - Very high volatility
Expected daily movement: +/-5-8%. High speculation territory.
DOGE, SHIB when volatile - Extreme volatility
Expected daily movement: +/-8-20%+. Maximum risk level.
Crypto volatility is typically 3-10x higher than traditional stocks. A 60% annualized volatility in crypto is considered normal and equivalent to a "stable" asset class. In traditional finance, 60% would be considered extremely risky. Adjust your risk management and position sizing accordingly.
Use volatility to determine how much to invest. Higher volatility = smaller position size. Example: 50% vol = 10% of portfolio, 100% vol = 2-3% of portfolio. This keeps total risk constant across assets.
Set stops outside expected range to avoid false triggers. For 95% confidence range, place stops slightly beyond the low end. Example: If range is $40k-$48k, set stop at $39k to allow normal volatility.
Low volatility often precedes big moves. When volatility drops below average, anticipate a breakout. High volatility signals active trading range - better for scalping than long-term entries.
Mix high and low volatility assets to optimize risk/reward. Target portfolio-wide volatility of 40-60% by combining Bitcoin (60%), stablecoins (2%), and selective alts. Rebalance as volatility changes.
Calculate position risk = (entry - stop) / entry. Adjust position size so this matches your risk tolerance. Higher volatility assets naturally have wider stops, requiring smaller positions to maintain same risk.
High volatility (80%+): Day trading, scalping, tight timeframes. Medium (40-80%): Swing trading, weekly positions. Low (< 40%): Buy and hold, long-term accumulation. Match strategy to volatility regime.
Track volatility ratio: current volatility / 90-day average volatility. Ratio > 1.5 = elevated volatility (be cautious). Ratio < 0.7 = suppressed volatility (anticipate breakout). This reveals volatility regime changes before price makes big moves.
Volatility calculations use past prices to predict future movements. But past volatility doesn't guarantee future volatility. Market regimes change. Always combine with current market analysis.
Statistical models assume normal distribution, but crypto has frequent extreme events (crashes, pumps) beyond predicted ranges. Even 99% confidence doesn't capture everything. Always use stop losses.
Garbage in, garbage out. Use clean, consistent data from reputable sources. Check for outliers (flash crashes, erroneous data). Minimum 30 data points recommended for reliability. More data = better accuracy.
Volatility isn't constant. It clusters (high vol follows high vol) and changes with market cycles. Bull markets have lower vol, bear markets higher. Recalculate frequently to stay current.
Low liquidity assets show artificially high volatility from thin order books and wide spreads. High calculated volatility might not reflect true tradable volatility due to slippage.
This calculator provides statistical analysis, not trading recommendations. Volatility is one factor among many. Consider fundamentals, technicals, macro conditions, and your personal risk tolerance before trading.
During market stress, correlations spike and volatility surges across all assets simultaneously. Diversification benefits evaporate. Historical volatility won't warn you about these shifts.
Volatility varies drastically by timeframe. 7-day vol can be 30% while 90-day is 70%. Always specify your timeframe and use the appropriate one for your trading/investing horizon.