Sushi Derived Risk Volatility 90d
Sushi
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Sushi Derived Risk Volatility 90d on Sushi last read 85.74 on Sep 22, 2026, a change of +10.09% over 30 days, ranging from 59.63 (May 29, 2026) to 169.74 (Feb 1, 2025).
- Latest reading
- 85.74
- Sep 22, 2026
- Change
- 1d +1.76%
- 30d +10.09%
- 90d +5.71%
- 1y -14.46%
- Range
- Low 59.63·May 29, 2026
- High 169.74·Feb 1, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 85.68 |
| Sep 12, 2026 | 86.02 |
| Sep 13, 2026 | 85.12 |
| Sep 14, 2026 | 85.36 |
| Sep 15, 2026 | 84.89 |
| Sep 16, 2026 | 85.93 |
| Sep 17, 2026 | 87 |
| Sep 18, 2026 | 86.93 |
| Sep 19, 2026 | 86.85 |
| Sep 20, 2026 | 86.58 |
| Sep 21, 2026 | 84.26 |
| Sep 22, 2026 | 85.74 |
Read from our own stored series, not quoted from a page.