Litecoin (LTC) Volatility History
Annualised realised volatility of Litecoin over rolling 30, 60 and 90-day windows since 2017-12-13, from Binance daily candles.
Litecoin's 30-day realised volatility is 74% annualised, at the 44th percentile of its own history since 2017-12-13 (60-day 62%, 90-day 55%). That is 1.81x Bitcoin's 30-day volatility. The calmest 30-day window ended 2026-08-18 at 26%; the wildest ended 2021-05-31 at 248%.
Litecoin realised volatility
LTCUSDT · since 2017-12-13 · annualised · weekly points · Download CSV- 30-day vol
- 60-day vol
- 90-day vol
- Bitcoin 30-day vol
Realised volatility is the standard deviation of daily log returns over 30, 60 or 90 completed UTC days, times √365. Not financial advice.
Litecoin volatility FAQ
How is Litecoin volatility calculated?
Realised volatility is the sample standard deviation of daily log returns, ln(close / previous close), over the last 30, 60 or 90 completed UTC days, multiplied by the square root of 365 to annualise it (crypto trades every day). Prices are daily candles of the LTCUSDT market on Binance spot.
What does the percentile mean?
It is the share of this coin's own 30-day volatility readings since listing that were at or below today's. A high percentile means the coin is more volatile than usual for itself; it does not compare coins with each other (see the volatility screener).
What is the difference between realised and implied volatility?
Realised volatility looks back at how much the price moved. Implied volatility is what options price in for the future.