Users can use this app to see a calculation of Realized Volatility for any configured future. This app was built based on an increasing demand by traders to use realized volatility information as a component of their decision-making process while trading.
The application calculates Variance in a Volume-Weighted Average Price (Realized Volatility) over 1 minute, 1 hour, and 1 day intervals. The Realized Volatility data and corresponding configured futures are displayed in a grid.
Full details are in the user doc.
RealizedVolApplication_UserDoc.pdf(PDF 594074 bytes)