Backtesting Arena

Backtesting Arena

Realized Volatility (30d)

Volatility

The actual annualised volatility of BTC price returns over the trailing 30 days — what really happened, versus what options implied. The benchmark against which the variance risk premium is measured.

Calculation
Annualised standard deviation of daily log returns over a trailing 30-day window (%).
Unit & source
pct · tradingstrategies.work Volatility Premium (Deribit DVOL vs realized) methodology

Related terms

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.