Volatility Analysis Data

  • GDP Report Thu, 23rd Feb 2023 (Timezone: America/New York)

    Release Data: 2.7% (Previous: 2.9%) US Bureau of Economic Analysis

    SOL volatility 1.73x, typical 1.49x · volume 2.77x, typical 1.78x Ordinary

  • Retail Sales Ex Autos Wed, 15th Feb 2023 (Timezone: America/New York)

    Release Data: 2.9% (Previous: -0.7%) US Bureau of Census

    SOL volatility 1.61x, typical 1.56x · volume 3.03x, typical 1.65x Ordinary

  • Retail Sales Wed, 15th Feb 2023 (Timezone: America/New York)

    Release Data: 4.4% (Previous: -1.2%) US Bureau of Census

    SOL volatility 1.61x, typical 1.56x · volume 3.03x, typical 1.65x Ordinary

  • Unemployment Rate Fri, 3rd Feb 2023 (Timezone: America/New York)

    Release Data: 3.5% (Previous: 3.5%) US Bureau of Labor Statistics

    SOL volatility 3.46x, typical 2.71x · volume 10.51x, typical 4.27x Ordinary

  • Non-Farm Private Payrolls Fri, 3rd Feb 2023 (Timezone: America/New York)

    Release Data: 325K (Previous: 127K) US Bureau of Labor Statistics

    SOL volatility 3.46x, typical 2.77x · volume 10.51x, typical 4.45x Ordinary

  • Non-Farm Payrolls Fri, 3rd Feb 2023 (Timezone: America/New York)

    Release Data: 444K (Previous: 126K) US Bureau of Labor Statistics

    SOL volatility 3.46x, typical 2.77x · volume 10.51x, typical 4.45x Ordinary

  • Initial Claims Thu, 19th Jan 2023 (Timezone: America/New York)

    Release Data: 203K (Previous: 208K) US Department of Labor

    SOL volatility 1.55x, typical 1.38x · volume 2.84x, typical 1.58x Ordinary

  • Continued Claims Thu, 19th Jan 2023 (Timezone: America/New York)

    Release Data: 1601K (Previous: 1584K) US Department of Labor

    SOL volatility 1.55x, typical 1.38x · volume 2.84x, typical 1.58x Ordinary

  • Core PPI Wed, 18th Jan 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.4%) US Bureau of Labor Statistics

    SOL volatility 1.95x, typical 1.79x · volume 2.21x, typical 2.21x Ordinary

  • PPI Wed, 18th Jan 2023 (Timezone: America/New York)

    Release Data: -0.3% (Previous: 0.3%) US Bureau of Labor Statistics

    SOL volatility 1.95x, typical 1.79x · volume 2.21x, typical 2.21x Ordinary

  • Retail Sales Ex Autos Wed, 18th Jan 2023 (Timezone: America/New York)

    Release Data: -0.7% (Previous: -1.1%) US Bureau of Census

    SOL volatility 1.95x, typical 1.56x · volume 2.21x, typical 1.65x Ordinary

  • Retail Sales Wed, 18th Jan 2023 (Timezone: America/New York)

    Release Data: -1.2% (Previous: -1.4%) US Bureau of Census

    SOL volatility 1.95x, typical 1.56x · volume 2.21x, typical 1.65x Ordinary

  • FOMC Minutes Wed, 4th Jan 2023 (Timezone: America/New York)

    Federal Open Market Committee

    SOL volatility 2.25x, typical 1.80x · volume 2.94x, typical 1.71x Ordinary

  • Retail Sales Ex Autos Thu, 15th Dec 2022 (Timezone: America/New York)

    Release Data: -1.1% (Previous: 0.8%) US Bureau of Census

    SOL volatility 1.86x, typical 1.56x · volume 2.76x, typical 1.65x Ordinary

  • Retail Sales Thu, 15th Dec 2022 (Timezone: America/New York)

    Release Data: -1.4% (Previous: 1.0%) US Bureau of Census

    SOL volatility 1.86x, typical 1.56x · volume 2.76x, typical 1.65x Ordinary

  • Initial Claims Thu, 8th Dec 2022 (Timezone: America/New York)

    Release Data: 209K (Previous: 209K) US Department of Labor

    SOL volatility 1.62x, typical 1.38x · volume 1.22x, typical 1.58x Ordinary

  • Continued Claims Thu, 8th Dec 2022 (Timezone: America/New York)

    Release Data: 1537K (Previous: 1513K) US Department of Labor

    SOL volatility 1.62x, typical 1.38x · volume 1.22x, typical 1.58x Ordinary

  • GDP Report Wed, 30th Nov 2022 (Timezone: America/New York)

    Release Data: 2.9% (Previous: 2.6%) US Bureau of Economic Analysis

    SOL volatility 1.78x, typical 1.49x · volume 2.28x, typical 1.78x Ordinary

  • Retail Sales Ex Autos Wed, 16th Nov 2022 (Timezone: America/New York)

    Release Data: 0.8% (Previous: -0.2%) US Bureau of Census

    SOL volatility 1.77x, typical 1.56x · volume 2.75x, typical 1.65x Ordinary

  • Retail Sales Wed, 16th Nov 2022 (Timezone: America/New York)

    Release Data: 1.0% (Previous: -0.3%) US Bureau of Census

    SOL volatility 1.77x, typical 1.56x · volume 2.75x, typical 1.65x Ordinary

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