WLFI (WLFI) Volatility History
Annualised realised volatility of WLFI over rolling 30, 60 and 90-day windows since 2025-09-01, from Binance daily candles.
WLFI's 30-day realised volatility is 41% annualised, at the 14th percentile of its own history since 2025-09-01 (60-day 42%, 90-day 38%). That is 1.05x Bitcoin's 30-day volatility. The calmest 30-day window ended 2026-08-04 at 20%; the wildest ended 2025-11-07 at 178%.
WLFI realised volatility
WLFIUSDT · since 2025-09-01 · 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.
WLFI volatility FAQ
How is WLFI 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 WLFIUSDT 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.