Definition

Volatility Cones provide a visualization of the percentile distribution of realized volatility for a specific ETF or crypto-related equity across multiple measurement windows, relative to a selected end date. This tool enables investors and analysts to examine how historical volatility has evolved over different time frames and evaluate potential future volatility ranges. By analyzing these cones, users can identify patterns and trends in volatility behavior, supporting more informed risk management strategies and enhancing decision-making in portfolio construction and trading activities.

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Details

This endpoint provides a detailed percentile distribution of realized volatility for a specified asset, such as an ETF or crypto-related equity. The distribution spans multiple measurement windows, enabling comprehensive analysis of volatility trends over various time frames. Results include metrics such as the minimum, maximum, and median realized volatility, offering insights into the range and central tendency of historical volatility

API Endpoints

/markets/derivatives/analytics/realized-volatility/cones/tradfi

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Availability

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Frequently Asked Questions