Starknet (STRK) Volatility History
Annualised realised volatility of Starknet over rolling 30, 60 and 90-day windows since 2024-02-20, from Binance daily candles.
Starknet's 30-day realised volatility is 265% annualised, at the 99th percentile of its own history since 2024-02-20 (60-day 224%, 90-day 190%). That is 8.16x Bitcoin's 30-day volatility. The calmest 30-day window ended 2026-07-17 at 47%; the wildest ended 2026-10-17 at 300%.
Starknet realised volatility
STRKUSDT · since 2024-02-20 · annualised · weekly points · Download CSV- 30-day vol
- 60-day vol
- 90-day vol
- Bitcoin 30-day vol
Realised volatility is the standard deviation of daily log returns over 30, 60 or 90 completed UTC days, times √365. Not financial advice.
Starknet volatility FAQ
How is Starknet volatility calculated?
Realised volatility is the sample standard deviation of daily log returns, ln(close / previous close), over the last 30, 60 or 90 completed UTC days, multiplied by the square root of 365 to annualise it (crypto trades every day). Prices are daily candles of the STRKUSDT market on Binance spot.
What does the percentile mean?
It is the share of this coin's own 30-day volatility readings since listing that were at or below today's. A high percentile means the coin is more volatile than usual for itself; it does not compare coins with each other (see the volatility screener).
What is the difference between realised and implied volatility?
Realised volatility looks back at how much the price moved. Implied volatility is what options price in for the future.