Trends/Volatility and bands

Volatility percentile

Where the current volatility ranks compared with the past year, from 0 (the calmest) to 100 (the wildest).

Volatility and bandsBest on 1Y, 3YAlso called volatility rank

Illustration of the volatility percentile shape. It is a sketch, not real price data.

What it shows

Volatility percentile takes the current historical volatility and ranks it against the last 252 days. A value of 80 means volatility is higher than on 80% of days over the past year.

It lets you compare calm and busy periods on a common 0 to 100 scale, whatever the stock.

How we find it

The same code that draws it on your chart follows these steps, with the same result every time.

Compute the 20-bar historical volatility for each bar.
Rank today's value among the last 252 values.
Percentile = share of values that are lower than today's.
Plot it under the price.

Starting values: Window 252 bars; Volatility 20-bar historical volatility. These are proposed and will be tuned on real price data before launch.

How to read it

The panel shows the rank from 0 to 100.
Dashed lines mark 20 and 80.
Above 80 means unusually wild for this stock. Below 20 means unusually calm.

Status labels you may see

Label	What it means
Calm	Percentile under 20.
Normal	20 to 80.
Wild	Above 80.

What cancels it

Nothing cancels it.

What traders check next

What happened the last time it was above 80 or below 20.
How fast it changes.
Whether volume agrees.

Limits

Depends on the window.
It says nothing about direction.
A year of data is needed.

Try it in forecastviz

Open any ticker and choose Volatility and bands → Volatility percentile in the left menu.
Switch between 1Y, 3Y to see how the picture changes.
Compare with Historical volatility and Bollinger bandwidth on the same chart.

Open on a ticker

Questions

Why percentile and not just volatility?

It tells you how unusual today is for this stock.

Is high good or bad?

Neither. It only means large moves.