Theta Derived Risk Volatility 90d
Theta
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Theta Derived Risk Volatility 90d on Theta last read 74.04 on Sep 22, 2026, a change of +9.61% over 30 days, ranging from 59.1 (Aug 15, 2026) to 135.27 (Feb 1, 2025).
- Latest reading
- 74.04
- Sep 22, 2026
- Change
- 1d +1.26%
- 30d +9.61%
- 90d -5.8%
- 1y -4.1%
- Range
- Low 59.1·Aug 15, 2026
- High 135.27·Feb 1, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 66.51 |
| Sep 12, 2026 | 67.7 |
| Sep 13, 2026 | 68.04 |
| Sep 14, 2026 | 70.19 |
| Sep 15, 2026 | 69.68 |
| Sep 16, 2026 | 69.99 |
| Sep 17, 2026 | 72.97 |
| Sep 18, 2026 | 73.31 |
| Sep 19, 2026 | 73.57 |
| Sep 20, 2026 | 73.82 |
| Sep 21, 2026 | 73.12 |
| Sep 22, 2026 | 74.04 |
Read from our own stored series, not quoted from a page.