Volatility Meter

WHAT IT DOES This tool provides comprehensive volatility analysis for your DeFi positions, measuring both historical (realized) and implied volatility. It reads your wallet balances and positions (optional) and combines them with user-defined parameters—asset selection, time window, and calculation method—to deliver key volatility metrics including annualized volatility, period volatility, 95% confidence price ranges, and extreme move ranges. The tool displays the current price, one standard deviation move size, high/low ranges, and a volatility score with risk level classification (Low, Moderate, High, Very High), helping you understand the price uncertainty and risk profile of your positions. HOW TO USE Connect your EVM wallet using the "Connect" button, or manually enter any wallet address (optional). Select your asset (ETH, WBTC, USDC, DAI, or LINK). Enter the time window in days (1–365 days), and choose the volatility calculation method—Historical (realized, based on past price data) or Implied (options-based, reflecting market expectations). Select your network and click "Measure volatility" to run the analysis. The tool will display annualized volatility, period volatility, current price, one standard deviation move, 95% confidence range (high/low), extreme 3σ price ranges, and a volatility score with risk level. Higher volatility indicates greater price uncertainty and wider expected price ranges. TECHNICAL MECHANISM The volatility calculation uses asset-specific base volatilities: ETH ~55%, WBTC ~45%, LINK ~65%, stablecoins ~8%. For historical volatility, the tool applies a random factor (0.7–1.3) to the base volatility to simulate realistic variation. For implied volatility, the annualized volatility is multiplied by 1.2 to reflect the volatility risk premium typically observed in options markets. The period volatility is calculated as annualVol × √(timeWindow / 365). Price range metrics are derived from the normal distribution: 1σ move = currentPrice × periodVol, 95% confidence range = currentPrice ± 1.96 × 1σ move, and extreme 3σ range = currentPrice ± 3 × 1σ move. The volatility score is annualVol × 100, classified as Low (60). All calculations are live with user-provided parameters. WHAT IT CANNOT SEE The tool cannot view positions on non-EVM chains (e.g., Solana, Bitcoin) or protocols that are not integrated with the tool's data sources. It cannot show real-time pending transactions or mempool activity—only simulated volatility metrics are available. It cannot access wallet data without explicit user connection or manual address entry. It cannot detect off-chain holdings or centralized exchange balances. It cannot guarantee accuracy of volatility due to limited historical data, changing market conditions, or data source limitations—the simulation uses simplified models and may not reflect actual market behavior. The tool does not account for correlation between assets or portfolio effects—each asset is modeled independently. The tool's data sources may have rate limits or require API keys for production use. It does not provide financial advice or guarantee the accuracy of aggregated data. PLEASE NOTE This tool is for informational and simulation purposes only and is not financial advice. Volatility is a measure of uncertainty and does not predict future price movements. Always verify your positions and risk exposure directly on-chain before making any decisions. The tool's data sources are subject to rate limits and availability. This tool only works with EVM-compatible chains. Use at your own risk.