What is Cross-Market Volatility?
Volatility measures the degree of price variation over time. Cross-market volatility analysis compares these fluctuations across different asset classes — stocks, indices, commodities, cryptocurrencies, and forex — to identify relative risk levels, correlation breakdowns, and potential trading opportunities.
Historical volatility (HV) is calculated from past price data using the standard deviation of logarithmic returns, annualized to a 252-trading-day basis. Implied volatility (IV) is derived from options prices and reflects the market's expectation of future volatility. The spread between IV and HV can signal whether options are relatively expensive or cheap.
How to Use This Volatility Scanner
- 1
Build Your Watchlist
Add up to 8 symbols from any asset class — stocks, indices, commodities, crypto, or forex. Use quick presets for common comparisons.
- 2
Scan Volatility
Click "Scan Volatility" to fetch historical price data and compute 30-day, 60-day, and 90-day historical volatility for each asset.
- 3
Compare Across Markets
The comparison table shows HV at multiple timeframes, implied volatility (for optionable assets), IV-HV spread, and volatility trend direction.
- 4
Analyze Charts
The bar chart compares HV vs IV side by side. The area chart shows rolling 30-day volatility over time to identify volatility regimes and divergences.
- 5
Identify Opportunities
Look for assets with rising volatility trends, large IV-HV spreads (potential options mispricing), or cross-market volatility divergences.
Key Volatility Metrics Explained
Historical Volatility (HV)
Measures past price fluctuations using the standard deviation of daily log returns, annualized to a 252-day basis. HV 30d uses the most recent 30 trading days.
Implied Volatility (IV)
Derived from options prices, IV reflects the market's expectation of future volatility. Higher IV means options are more expensive relative to the underlying.
IV-HV Spread
The difference between implied and historical volatility. A positive spread suggests options are priced above realized volatility; a negative spread suggests they are cheap.
Volatility Trend
Compares recent rolling HV to earlier periods. Rising trends indicate increasing uncertainty; falling trends suggest the market is calming down.
Multi-Timeframe HV
Comparing 30d, 60d, and 90d HV reveals whether short-term volatility is above or below the longer-term average — a key signal for mean reversion strategies.
Cross-Market Comparison
Comparing volatility across asset classes helps identify relative risk, correlation shifts, and potential hedging or diversification opportunities.
Why Use Our Cross-Market Volatility Scanner?
Multi-Asset Coverage
Compare volatility across stocks, indices, commodities, crypto, and forex in a single unified view — no switching between platforms.
IV vs HV Analysis
For optionable assets, see implied volatility alongside historical volatility to identify potential options mispricing and trading opportunities.
Rolling Volatility Charts
Visualize how volatility evolves over time with rolling 30-day HV charts. Spot volatility regimes, mean reversion setups, and cross-market divergences.