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Crypto Volatility Squeeze Scanner

A volatility squeeze is a coin whose recent price range has narrowed far below its own norm. The table ranks the 100 most-traded perps by the ratio of 7-day to 90-day Parkinson volatility (a high-low estimator from hourly bars), placed against that coin's own last year, next to the percentile of its daily Bollinger bandwidth. Low means compressed. It is an options-free proxy and says nothing about direction.

No coin has 120 days of stored hourly bars yet, so nothing can be ranked.

0 coinsParkinson high-low volatilitySource: Binance and Bybit public APIs

Most compressed first

Hourly bars · complete UTC days
Coin 7d vol 90d vol Ratio Ratio 1y pct BB width pct OI 24h
No coin has 120 days of stored hourly bars yet.

How to read it. Low percentiles mean the coin is quieter than usual for itself. Parkinson volatility uses each hour's high and low; the ratio compares the last week with the last quarter. Bandwidth percentile uses 4 standard deviations of the last 20 daily closes over their mean. Compression says nothing about the direction of the next move. Not financial advice.

Volatility squeeze FAQ

What is Parkinson volatility?

An estimate of volatility from each bar's high and low instead of its close: the variance per bar is ln(high/low)^2 / (4 ln 2), averaged and annualised. It uses the whole range, so it needs less data than close-to-close volatility, but it misses gaps between bars.

What does the ratio and its percentile mean?

The ratio is 7-day volatility divided by 90-day volatility. Below 1 the last week is calmer than the last quarter. The percentile is the share of that coin's own ratios over the past year that were at or below today's, so 3% means the week is calmer than 97% of the year.

Does a squeeze predict a breakout?

Volatility clusters and tends to mean-revert, so compression is often followed by expansion, but the direction and the timing are not signalled. This is not financial advice.

Which coins are included?

The 100 non-stablecoin perps with the most Binance (else Bybit) quote volume over the last 7 days that have at least 120 days of stored hourly bars. Today's partial day is left out.