Dydx Derived Risk Volatility 90d
Dydx
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Dydx Derived Risk Volatility 90d on Dydx last read 94.44 on Sep 22, 2026, a change of -11.75% over 30 days, ranging from 77.71 (Sep 17, 2024) to 146.05 (Nov 10, 2025).
- Latest reading
- 94.44
- Sep 22, 2026
- Change
- 1d +2.14%
- 30d -11.75%
- 90d -22.84%
- 1y +8.04%
- Range
- Low 77.71·Sep 17, 2024
- High 146.05·Nov 10, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 92.54 |
| Sep 12, 2026 | 92.58 |
| Sep 13, 2026 | 92.59 |
| Sep 14, 2026 | 93.52 |
| Sep 15, 2026 | 93.5 |
| Sep 16, 2026 | 94.75 |
| Sep 17, 2026 | 96.79 |
| Sep 18, 2026 | 97.22 |
| Sep 19, 2026 | 96.33 |
| Sep 20, 2026 | 92.43 |
| Sep 21, 2026 | 92.46 |
| Sep 22, 2026 | 94.44 |
Read from our own stored series, not quoted from a page.