🕷️ Crawler Inspector

URL Lookup

Direct Parameter Lookup

Raw Queries and Responses

1. Shard Calculation

Query:
Response:
Calculated Shard: 9 (from laksa062)

2. Crawled Status Check

Query:
Response:

3. Robots.txt Check

Query:
Response:

4. Spam/Ban Check

Query:
Response:

5. Seen Status Check

ℹ️ Skipped - page is already crawled

đź“„
INDEXABLE
âś…
CRAWLED
5 days ago
🤖
ROBOTS ALLOWED

Page Info Filters

FilterStatusConditionDetails
HTTP statusPASSdownload_http_code = 200HTTP 200
Age cutoffPASSdownload_stamp > now() - 6 MONTH0.2 months ago
History dropPASSisNull(history_drop_reason)No drop reason
Spam/banPASSfh_dont_index != 1 AND ml_spam_score = 0ml_spam_score=0
CanonicalPASSmeta_canonical IS NULL OR = '' OR = src_unparsedNot set

Page Details

PropertyValue
URLhttp://www.realvol.com/volformula.htm
Last Crawled2026-04-10 15:55:31 (5 days ago)
First Indexednot set
HTTP Status Code200
Meta TitleCalculating Realized Volatility
Meta Descriptionnull
Meta Canonicalnull
Boilerpipe Text
RealVol Daily Formula (Realized Volatility Formulas) The RealVol daily formula is used for calculation of the realized volatility indices and realized volatility of volatility indices (RVOL and RVOV).  Those indices are used for contract settlement (expiration) of RealVol instruments. Design of RealVol Daily Formula Mean Set to Zero The RealVol Daily Formula starts with the traditional formula for standard deviation and modifies it in a few key ways. First, we set the mean to zero in order to provide “movement regardless of direction” instead of “movement about a mean or trend.” Doing so makes hedging easier for options traders and corresponds to the formula used for variance swaps and volatility swaps in the over-the-counter market. Annualization Factor Second, RealVol sets the annualization factor to a constant. The constant value of 252 represents the number of trading days in a typical year in the U.S. Because of the vagaries of the calendar in any particular year and/or the holiday schedules in any particular country, the actual number of trading days may be slightly higher or lower than 252. However, it is preferable to have one approximate constant than to have a variety of exact, but different, values. De g r e e s of Freedom Third, “degrees of freedom” is a term in statistics used to extrapolate from a sample of data to the entire dataset. Since the intent is to provide the exact realized volatility over a specific period and not to extrapolate that sample dataset to the entire history of trading, RealVol sets the degrees of freedom to zero. D ollar and Cents Construct Finally, the result is typically a value less than 1.00. RealVol multiplies the result by 100 in order to bring the values to a more intuitive “dollars and cents” construct. For example, the annualized realized volatility of an equity index may be 0.20. Often, traders would quote this number as 20%. RealVol would disseminate the index value as 20.00. RealVol Daily Formula Formula 1 Where: Vol = Realized volatility 252 = a constant representing the approximate number of trading days in a year t = a counter representing each trading day n = number of trading days in the measurement time frame Rt = continuously compounded daily returns as calculated by the formula: Formula 2 Where: Ln = natural logarithm Pt = Underlying Reference Price (“closing price”) at day t Pt–1 = Underlying Reference Price at day immediately preceding day t Also see RealVol Real-Time Formula . © Copyright 2010-2021 RealVol LLC. All rights reserved • Site Map
Markdown
| | | | |---|---|---| | ![](http://www.realvol.com/VolX_realizedvolatilityexchange4.png) ![](http://www.realvol.com/VolX_realizedvolatilityexchange4m.png) | | | | | | | | | | | | | | © Copyright 2010-2021 RealVol LLC. All rights reserved • [Site Map](http://www.realvol.com/sitemap2.html) |
Readable Markdown
## RealVol Daily Formula (Realized Volatility Formulas) The RealVol daily formula is used for calculation of the realized volatility indices and realized volatility of volatility indices (RVOL and RVOV). Those indices are used for contract settlement (expiration) of RealVol instruments. ### Design of RealVol Daily Formula ![Realized volatility formula](http://www.realvol.com/knob2.jpg) **Mean Set to Zero** The RealVol Daily Formula starts with the traditional formula for standard deviation and modifies it in a few key ways. First, we set the mean to zero in order to provide “movement regardless of direction” instead of “movement about a mean or trend.” Doing so makes hedging easier for options traders and corresponds to the formula used for variance swaps and volatility swaps in the over-the-counter market. **Annualization Factor** Second, RealVol sets the annualization factor to a constant. The constant value of 252 represents the number of trading days in a typical year in the U.S. Because of the vagaries of the calendar in any particular year and/or the holiday schedules in any particular country, the actual number of trading days may be slightly higher or lower than 252. However, it is preferable to have one approximate constant than to have a variety of exact, but different, values. **De****g****r****e****e****s of Freedom** Third, “degrees of freedom” is a term in statistics used to extrapolate from a sample of data to the entire dataset. Since the intent is to provide the exact realized volatility over a specific period and not to extrapolate that sample dataset to the entire history of trading, RealVol sets the degrees of freedom to zero. **D****ollar and Cents Construct** Finally, the result is typically a value less than 1.00. RealVol multiplies the result by 100 in order to bring the values to a more intuitive “dollars and cents” construct. For example, the annualized realized volatility of an equity index may be 0.20. Often, traders would quote this number as 20%. RealVol would disseminate the index value as 20.00. ### RealVol Daily Formula > ### Formula 1 > ![](http://www.realvol.com/formula10.gif) > > Where: > > > Vol = Realized volatility > > 252 = a constant representing the approximate number of trading days in a year > > t = a counter representing each trading day > > n = number of trading days in the measurement time frame > > Rt = continuously compounded daily returns as calculated by the formula: > ### Formula 2 > ![](http://www.realvol.com/formula11.gif) > > Where: > > > *Ln* = natural logarithm > > Pt = Underlying Reference Price (“closing price”) at day t > > Pt–1 = Underlying Reference Price at day immediately preceding day t Also see [RealVol Real-Time Formula](http://www.realvol.com/VolatilityFormula2.html). *** | | | | |---|---|---| | | | © Copyright 2010-2021 RealVol LLC. All rights reserved • [Site Map](http://www.realvol.com/sitemap2.html) | ***
Shard9 (laksa)
Root Hash10382502156082576009
Unparsed URLcom,realvol!www,/volformula.htm h80