Volatility Heatmap
A volatility heatmap ranks markets by how much they are actually moving, so you can size positions and set stops to match. This one measures realized volatility across forex, crypto, commodities and indices — computed live from Liquiditrax's own daily closes. Which session a pair moves most in is covered in the market sessions guide.
| Instrument | Ann. vol | Avg daily | Last | Recent moves |
|---|---|---|---|---|
VIX Macro | 101.8% | 5.17% | +3.59% | |
WTI Crude Commodity | 55.3% | 2.65% | -1.44% | |
ETH Crypto | 36.8% | 1.79% | -0.86% | |
BTC Crypto | 25.8% | 1.30% | -0.99% | |
Gold Commodity | 21.0% | 1.11% | -1.18% | |
Nasdaq US Stocks | 18.3% | 1.01% | -1.21% | |
US 10Y Macro | 11.5% | 0.69% | -0.32% | |
S&P 500 US Stocks | 9.9% | 0.51% | -0.25% | |
Dow US Stocks | 9.0% | 0.46% | +0.70% | |
GBP/USD Forex | 5.6% | 0.27% | -0.38% | |
USD/JPY Forex | 4.2% | 0.21% | +0.13% | |
DXY Macro | 3.7% | 0.18% | -0.02% | |
EUR/USD Forex | 3.5% | 0.19% | -0.18% |
Annualized volatility = the standard deviation of daily percentage returns over the window, scaled by √252. Higher means the instrument is swinging more. Computed from Liquiditrax's own daily closes across 13 instruments — real data, no estimates.
Your risk numbers only matter if you track them. Liquiditrax auto-journals every MT4/MT5 trade to Notion.
Join the waitlist →Frequently asked questions
- What is realized volatility?
- Realized volatility measures how much an instrument's price has actually moved over a recent window — specifically the standard deviation of its daily percentage returns. It is backward-looking and data-driven, unlike implied volatility, which is derived from option prices.
- How is the volatility on this heatmap calculated?
- For each instrument we take daily closing prices over the chosen window (10, 21 or 42 sessions), compute daily percentage returns, take their standard deviation, and annualize it by multiplying by the square root of 252 trading days. Higher means the instrument is swinging more.
- Which markets are usually the most volatile?
- Volatility indices like the VIX top the list by nature, followed by crypto and oil, then equity indices, with major forex pairs typically the calmest. The heatmap shows the current ordering from our own data, which shifts as conditions change.
- Does the heatmap show volatility by trading session?
- Not yet — this heatmap ranks realized volatility across instruments from daily data. Which session a pair moves most in (Asia, London, New York) is covered conceptually in our market sessions guide; per-session data is a planned addition.
- How should I use a volatility heatmap?
- Volatility informs position sizing and stop placement — a more volatile instrument needs a wider stop and a smaller position for the same risk. It is context for managing risk, not a signal to buy or sell.
Educational calculator. Not financial advice. Results are estimates.