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Realised volatility (RV) measures how much the underlying index actually moved over a trailing window, annualised so that it sits on the same scale as implied volatility. Each hourly row gives RV over the lookback_days that end at that hour. lookback_days=30 means each point looks back 30 days.

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Lookbacks

lookback_days takes 1, 7, 14, 30, 60, 90, 180, 270 or 365. Choose the lookback to match the implied tenor you’re comparing against:
Realised vol looks back and implied vol looks forward. At time t, 1-month IV prices the next 30 days, while 30-day RV measures the last 30. To check how well implied vol forecast what happened, compare IV at t with RV at t + 30 days. See Implied vs realised.

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Fields

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number
Annualised realised volatility, decimal. 0.3519 is 35.19 vol.
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number
The trailing window in days. LOOKBACK_LABEL is the same window as a tenor label (30 → 1m).
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string
The hour the window ends, UTC.