Realized volatility (1 month) today: value, history and context

Data as of Oct 27, 2026

+9.8 % Good

Higher than on 29% of the days of the last 10 years.

Change over 1 week: +0.9 pp. Over 1 month: −1.0 pp.

Last month

Date	Value	Colour
Oct 27, 2026	+9.8 %	Good
Oct 26, 2026	+9.9 %	Good
Oct 23, 2026	+9.8 %	Good
Oct 22, 2026	+9.6 %	Good
Oct 21, 2026	+9.0 %	Good
Oct 20, 2026	+8.8 %	Good
Oct 19, 2026	+10.3 %	Fair
Oct 16, 2026	+10.2 %	Fair
Oct 15, 2026	+10.1 %	Good
Oct 14, 2026	+10.2 %	Fair
Oct 13, 2026	+9.5 %	Good
Oct 12, 2026	+9.7 %	Good
Oct 9, 2026	+10.0 %	Good
Oct 8, 2026	+10.2 %	Good
Oct 7, 2026	+10.2 %	Fair
Oct 6, 2026	+10.4 %	Fair
Oct 5, 2026	+10.3 %	Fair
Oct 2, 2026	+10.7 %	Fair
Oct 1, 2026	+10.5 %	Fair
Sep 30, 2026	+10.8 %	Fair
Sep 29, 2026	+10.8 %	Fair
Sep 28, 2026	+10.8 %	Fair

Over the last 10 years

High: +94.0 % (Apr 6, 2020).
Low: +3.5 % (Oct 20, 2017).
A year ago: +13.8 %.

What it is

How much stocks have actually moved over the last month. Annualized standard deviation of SPY daily returns over 21 sessions. Part of the theme "Market nerves": How much prices swing. Large swings usually reflect nervous markets.

How to read it

Higher means more risk. The colour compares today’s value with the indicator’s own last 10 years: "Good" is the most favourable third of its history, "Poor" the most strained. It describes the present and anticipates nothing.

Frequently asked questions

What is Realized volatility (1 month)?

How much stocks have actually moved over the last month. Annualized standard deviation of SPY daily returns over 21 sessions.

What does a high value mean?

The higher, the more risk or strain. The colour compares it with its last 10 years: its high and low over that period are shown above.

Does it predict the stock market?

No. It describes where things stand today against their history, with no forecasts or recommendations.

See the detail on Stock Signal Lab →