Free tools / Volatility
Futures realized volatility and squeeze
Where each futures market sits in realized volatility right now: annualized 20 and 60 day realized vol, where the 20 day reading falls within its own trailing one year range, and the average true range as a share of price. Markets whose short-term vol sits in the bottom decile of its own year are flagged as compressed. This is descriptive statistics, not a forecast.
As of end of day 2026-08-12 (1 days ago) / Computed from daily settlement history
1 of 20 tracked markets are in a volatility compression (20 day realized vol in the bottom decile of its own year).
| Contract | Class | RV 20d | RV 60d | RV20 1y percentile | ATR14 % | Flag |
|---|---|---|---|---|---|---|
| Natural GasNG=F | Energy | 30.2% | 34.1% | 4 | 3.2% | COMPRESSED |
| SilverSI=F | Metals | 35.1% | 44.4% | 16 | 2.2% | - |
| CopperHG=F | Metals | 21.9% | 23.8% | 24 | 1.3% | - |
| PlatinumPL=F | Metals | 37.2% | 37.7% | 37 | 1.6% | - |
| 30Y Treasury BondZB=F | Financial | 7.2% | 7.0% | 50 | 0.9% | - |
| 10Y Treasury NoteZN=F | Financial | 3.8% | 4.0% | 50 | 0.4% | - |
| Heating OilHO=F | Energy | 49.2% | 52.1% | 55 | 4.4% | - |
| GoldGC=F | Metals | 24.8% | 25.6% | 59 | 1.8% | - |
| S&P 500 E-miniES=F | Financial | 13.0% | 13.2% | 61 | 1.0% | - |
| WTI Crude OilCL=F | Energy | 55.2% | 49.0% | 69 | 4.7% | - |
| CottonCT=F | Agriculture | 22.8% | 28.1% | 74 | 3.2% | - |
| Brent Crude OilBZ=F | Energy | 65.3% | 54.3% | 77 | 5.1% | - |
| RBOB GasolineRB=F | Energy | 61.1% | 61.3% | 77 | 4.4% | - |
| WheatZW=F | Agriculture | 31.9% | 30.1% | 77 | 3.6% | - |
| CocoaCC=F | Agriculture | 68.0% | 67.4% | 80 | 5.9% | - |
| CoffeeKC=F | Agriculture | 49.1% | 57.3% | 83 | 4.9% | - |
| Sugar No. 11SB=F | Agriculture | 29.5% | 26.0% | 84 | 2.6% | - |
| Nasdaq E-miniNQ=F | Financial | 23.8% | 25.0% | 89 | 1.9% | - |
| SoybeansZS=F | Agriculture | 22.2% | 18.9% | 94 | 1.7% | - |
| CornZC=F | Agriculture | 40.3% | 30.4% | 100 | 2.6% | - |
How this is computed
Realized volatility is the standard deviation of daily log returns over the trailing window (20 or 60 sessions), annualized by the square root of 252 and shown as a percent. The percentile is where today's 20 day reading falls within its own trailing one year of rolling 20 day values: a low percentile means realized vol is unusually quiet versus its own recent range, a high percentile unusually active. ATR14 is the 14 day average true range expressed as a percent of the latest settlement. A market is flagged compressed when its 20 day percentile sits in the bottom decile (10 or below).
Any statistic whose lookback is not yet covered shows a dash rather than a number, so the table fills in as daily history accumulates. These are front-month continuous series, so a return that spans a contract roll includes the roll gap.
These are descriptions of realized price behavior, not a prediction. Compression can persist or resolve in either direction, and this page makes no directional call.