Realized Vol Cones

3-year historical vol distribution · NIFTY

Each cone shows the historical distribution of annualized realized vol (standard deviation of log returns × √252) across rolling windows of 10, 20, 30, 60 and 90 trading days. The amber dot is today's current realized vol. Bands represent the p10–p90 (light) and p25–p75 (medium) percentile range computed over the last 3 years.

SymbolComputed Thu Jun 04 (nightly)

Current realized vol vs 3-year distribution — NIFTY

Light band = p10–p90 · Medium band = p25–p75 · Bold line = median (p50) · Amber dot = current vol

Window	p10	p25	Median	p75	p90	Current	Percentile
10d	7.1%	8.6%	12.7%	17.4%	26.4%	11.1%	p25–p50
20d	7.7%	8.7%	14.2%	20.3%	24.8%	13.6%	p25–p50
30d	7.8%	8.7%	14.7%	20.7%	25.5%	13.0%	p25–p50
60d	7.9%	8.8%	16.5%	20.7%	99.3%	20.5%	p50–p75
90d	8.1%	9.1%	17.5%	81.1%	82.0%	18.3%	p50–p75

Term IV vs Realized Vol — NIFTY

ATM implied vol (nearest 4 expiries) compared against the realized vol cone for the closest matching window. IV premium/discount = ATM IV − RV median.

Option chain data not available for NIFTY at this time.

Methodology — Realized vol is computed as the annualized standard deviation (ddof=1) of daily log returns over rolling windows of 10/20/30/60/90 trading days. Percentile bands are derived from the full rolling series (≈3 years, 750 days). Annualization factor: √252. Index data from NSE Index Services; stock prices from NSE bhavcopy. ATM IV from XTS option chain snapshot (latest captured_at). Computed nightly at 03:00 UTC.

Calculators on this site use the inputs you provide and the assumptions disclosed in their methodology. Returns are not promised or guaranteed. MintByte is an AMFI-registered mutual fund distributor (ARN-314872). MintByte does not issue buy/sell recommendations on specific securities — the site is an educational data and analytics platform. Not investment advice. Methodology · How we earn.