Dydx Derived Risk Volatility 365d
Dydx
Annualised volatility of daily returns over a rolling 365-day window.
Measured on this chain
Dydx Derived Risk Volatility 365d on Dydx last read 113.1 on Sep 21, 2026, a change of -0.36% over 30 days, ranging from 87.5 (Jul 17, 2024) to 121.67 (Oct 16, 2025).
- Latest reading
- 113.1
- Sep 21, 2026
- Change
- 1d -0.54%
- 30d -0.36%
- 90d +0.72%
- 1y +3.68%
- Range
- Low 87.5·Jul 17, 2024
- High 121.67·Oct 16, 2025
- Coverage
- Jul 14, 2024 — Sep 21, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 112.95 |
| Sep 11, 2026 | 112.95 |
| Sep 12, 2026 | 112.97 |
| Sep 13, 2026 | 112.92 |
| Sep 14, 2026 | 113.07 |
| Sep 15, 2026 | 113.03 |
| Sep 16, 2026 | 113.19 |
| Sep 17, 2026 | 113.58 |
| Sep 18, 2026 | 113.64 |
| Sep 19, 2026 | 113.51 |
| Sep 20, 2026 | 113.71 |
| Sep 21, 2026 | 113.1 |
Read from our own stored series, not quoted from a page.