Volatility of Oil Market (Back contract month for the last 21 business days)

Update Date: Jul 20, 2018
Trade Date Gasoline Cash-settled Barge Gasoline Cash-settled Lorry Gasoline Kerosene Platts Cash-settled Barge Kerosene Platts Cash-settled Lorry Kerosene Gas Oil Platts Cash-settled Barge Gas Oil Platts Cash-settled Lorry Gas Oil Platts Dubai Crude Oil Chukyo-Gasoline Chukyo-Kerosene
Jul 20, 2018 17.0% 19.9% 6.7% 16.8% 12.9% 5.2% 10.7% 10.7% 9.8% 21.8% 13.6% 12.7%
Jul 19, 2018 17.4% 19.9% 6.7% 16.9% 12.9% 5.2% 10.7% 10.7% 9.8% 22.2% 13.6% 12.7%
Jul 18, 2018 17.3% 19.9% 6.7% 17.0% 12.9% 5.2% 11.9% 10.7% 9.8% 22.3% 13.6% 12.7%
Jul 17, 2018 21.2% 19.9% 6.7% 21.1% 12.9% 5.3% 11.9% 10.5% 9.6% 27.2% 16.1% 16.7%
Jul 13, 2018 19.2% 19.9% 6.7% 19.0% 12.9% 4.9% 11.9% 10.5% 9.6% 24.2% 14.3% 16.7%
Jul 12, 2018 19.3% 19.9% 6.7% 19.0% 12.9% 4.9% 11.7% 10.4% 9.5% 24.2% 14.3% 16.7%
Jul 11, 2018 18.0% 19.9% 6.7% 17.9% 12.9% 4.9% 11.7% 10.4% 9.5% 22.7% 14.2% 16.7%
Jul 10, 2018 17.9% 19.9% 6.7% 17.9% 12.9% 4.9% 11.7% 10.4% 9.5% 22.6% 14.2% 16.7%
Jul 09, 2018 17.2% 20.4% 6.7% 17.1% 13.2% 5.3% 11.7% 10.4% 9.5% 21.9% 14.2% 16.7%
Jul 06, 2018 17.3% 13.5% 4.0% 17.5% 10.4% 5.1% 12.1% 10.6% 9.6% 22.2% 14.2% 16.7%
Jul 05, 2018 17.5% 13.5% 4.0% 17.8% 10.4% 5.1% 12.1% 11.0% 10.1% 22.3% 14.2% 16.7%
Jul 04, 2018 17.6% 13.5% 4.0% 17.8% 10.4% 5.1% 9.2% 7.7% 6.4% 22.3% 14.2% 16.7%
Jul 03, 2018 17.4% 13.5% 4.0% 17.8% 10.4% 5.1% 9.6% 7.7% 6.4% 22.2% 18.0% 16.7%
Jul 02, 2018 17.5% 14.7% 6.3% 18.0% 10.5% 7.9% 9.6% 7.7% 6.4% 22.3% 18.0% 16.7%
Jun 29, 2018 17.5% 13.4% 5.3% 18.0% 9.2% 7.1% 10.9% 7.9% 7.2% 22.4% 18.9% 16.7%
Jun 28, 2018 18.8% 13.4% 5.3% 19.2% 9.2% 7.1% 8.5% 5.4% 4.9% 24.0% 18.9% 16.7%
Jun 27, 2018 18.2% 13.4% 5.3% 18.7% 9.2% 7.1% 8.5% 6.6% 4.7% 23.5% 18.9% 16.7%
Jun 26, 2018 16.9% 13.4% 5.3% 17.3% 9.2% 7.1% 9.9% 6.6% 4.8% 21.5% 15.5% 10.3%
Jun 25, 2018 21.7% 14.5% 8.1% 19.5% 12.0% 8.3% 9.9% 6.6% 5.0% 26.0% 15.5% 10.3%
Jun 22, 2018 21.6% 9.8% 8.1% 19.5% 8.7% 7.9% 9.9% 6.6% 5.0% 26.1% 15.5% 10.3%
Jun 21, 2018 21.5% 9.8% 8.1% 19.4% 8.7% 7.9% 11.9% 6.6% 8.1% 25.9% 15.5% 10.3%

How to calculate Historical Volatility (HV)

HV is a logarithmic return* calculated as per below formula based on the prices for the last 21 business days.

Calcualate Method

*It differs from the regular annual rate.

Notice

·Historical data can be downloaded here.

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