Historical Volatility
DJIA Historical Volatility
 
Historical volatility data is no longer available on this page. Historical volatility data is available in our End-of-Day product in CME Datamine

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average

1988

35.8

17.3

15.7

23.4

19.2

17.4

15.7

14.1

13.1

13.5

14.0

9.8

17.4

1989

11.7

13.4

12.5

12.2

11.3

14.1

9.7

12.8

7.8

30.0

11.4

10.4

13.1

1990

19.2

12.3

11.4

10.8

11.0

13.4

13.6

25.7

15.9

23.7

15.8

9.6

15.2

1991

21.4

17.1

14.1

16.1

13.5

10.6

11.4

15.8

7.6

11.0

16.3

14.5

14.1

1992

11.9

10.9

7.9

13.5

9.1

8.4

12.0

7.7

12.6

11.6

8.7

7.9

10.2

1993

7.1

13.9

10.5

9.7

9.6

8.4

9.4

5.0

8.2

5.1

7.9

6.8

8.5

1994

6.3

12.7

12.0

14.2

9.2

11.4

6.3

9.9

10.5

10.9

12.6

10.9

10.6

1995

7.7

7.9

8.1

6.3

12.6

8.0

10.4

5.9

6.7

8.6

7.4

11.5

8.4

1996

13.6

12.4

16.3

11..5

11.5

6.6

17.8

10.2

8.4

8.0

7.8

13.9

11.5

1997

12.8

14.1

17.9

19.3

15.9

16.1

13.3

18.7

15.0

37.3

16.9

36.2

19.5

1998

19.9

8.5

11.9

12.9

12.5

19.4

16.2

39.5

38.9

22.3

18.5

19.2

20.2

1999

23.9

19.4

21.2

13.2

16.3

14.2

11.5

16.4

15.5

22.4

13.7

14.1

16.8

2000

26.6

20.0

31.0

33.9

20.8

14.4

12.9

10.9

15.5

23.1

16.6

26.8

21.0

2001

18.0

17.4

28.9

27.9

15.6

11.9

18.0

18.0

39.8

21.1

17.3

16.1

20.8

2002

18.4

20.3

14.6

16.3

19.6

20.4

41.2

28.7

26.0

37.2

22.6

19.4

23.7

2003

21.1

17.6

28.2

18.8

15.3

14.2

14.6

10.7

12.2

 8.9

9.9

8.8

15.0

2004

11.7

7.5

14.5

11.8

11.4

9.0

9.7

12.6

10.2

11.1

9.4

7.0

10.5

2005

9.1

10.5

9.6

15.6

10.1

9.5

8.7

9.6

9.0

14.0

5.9

6.4

9.8

2006

10.3

9.3

7.6

8.6

13.9

14.5

14.8

7.1

7.7

5.5

8.4

6.9

9.6

2007

7.1

15.6
12.2
7.5
6.8
13.7
15.9
20.3
13.7
13.1
22.9
 16.9

13.8

2008

21.8

 17.3  25.3  12.7 13.0 18.9 23.4 21.5  42.1 89.8 68.1 29.3  31.9
2009

28.5

31.2  36.1  25.6  21.7  15.1  19.2  14.1  10.7  17.0  13.5  9.7  20.2
2010 13.5  14.3  7.3  11.8  29.4  22.8  18.2  14.6  12.5  8.5 14.3 5.7 14.4
2011 8.3  9.4  14.5  10.3 10.1 13.0 13.1 -- -- -- -- -- 11.2

Mean

16.1

14.6

16.2

15.2

14.1

13.6

14.9

15.2

15.6

19.7

15.7

13.8

 --

High

35.8

31.2

36.1

33.9

29.4

22.8

41.2

39.5

42.1

89.8

68.1

36.2

 --

Low

6.3

7.5

7.9

6.3

6.8

6.6

6.3

5.0

6.7

5.1

5.9

5.7

 --