Historical Volatility (20 bars, annualised)Volatility

Timeframe M1 · unit %

What it measures

The annualised standard deviation of log returns over the last 20 bars, expressed as a percentage. Mirrors the volatility figure used in options pricing models.

How Janira reads it (bullish vs bearish)

For major equity indices on M1, typical values range from ~10% (quiet) to ~40% (elevated). Above ~50% corresponds to extreme event-driven volatility. This is a REGIME descriptor - it measures how fast price is moving on average, with zero directional content.

In plain language

Options traders use this number to gauge how much the underlying 'should' move in a year if recent behaviour persisted. Think of it as a speedometer for market movement measured in annual percentage terms.

Scenarios

HV < 10% (annualised): Very low realised volatility. The market is moving exceptionally slowly relative to its statistical history.
HV 10%-20%: Normal regime for calm equity markets. Options premiums should be relatively low at these levels.
HV 20%-40%: Elevated regime, often associated with trending conditions or macro uncertainty.
HV > 50%: Extreme volatility, typically seen during systemic events. Risk models built for normal regimes may underestimate actual exposure.

More volatility indicators

ATR % of Price (14)Normalized ATR (14)Bollinger %b (20, 2σ)Bollinger Band Width (20, 2σ)Keltner Channel Position (20, 2×ATR)Donchian Channel Position (20)Close Standard Deviation % (20)Chaikin Volatility (10)

Janira computes Historical Volatility (20 bars, annualised) deterministically from live price action, the same way for every reading - no discretion, no hidden weighting. This page explains the method; it is not a live reading and not advice.