Crypto Volatility Scanner (ATR, Bollinger Bands, Realized Vol)

What does Crypto Volatility Scanner do?

Crypto Volatility Scanner fetches 30-day OHLC price data from CoinGecko and computes over 35 volatility indicators for each crypto asset — including 7d/30d realized volatility, ATR (Average True Range), Bollinger Bands, breakout probability, crash risk score, options strategy signal, vol-of-vol, return skewness and kurtosis, and a full v0.7 signal suite covering volatility_regime_v7, vol_percentile_rank, vol_arbitrage_signal, and tail_risk_indicator. It also produces a market-level summary with a crypto VIX equivalent, most_volatile_assets, least_volatile_assets, and best_vol_selling_opportunities. No API key required.

Why use Crypto Volatility Scanner?

• Comprehensive volatility profile per asset: Each coin receives 35+ computed fields including annualized realized vol (7d and 30d), ATR-14 both in USD and as % of price, full Bollinger Band metrics (middle/upper/lower/width/%B), vol-of-vol (stability of volatility itself), breakout probability v2 (0–100), and volatility cycle phase (vol_compression / breakout / vol_expansion / vol_mean_reversion) — a complete toolkit for options traders and risk managers.
• Options strategy signals: The actor computes options_pricing_signal (expensive_options/fairly_priced/cheap_options based on vol percentile rank), vol_arbitrage_signal (overpriced_vs_realized/fair/underpriced_vs_realized), implied_vs_realized_spread_label, and synthesizes a final options_strategy_signal (sell_straddle/buy_straddle/directional_call/directional_put/avoid_options) — ready to inform options desk decisions.
• Tail risk and distribution analytics: return_skewness_7d measures crash-risk asymmetry (negative skew = fat left tail), return_kurtosis_7d identifies leptokurtic distributions, and tail_risk_indicator classifies extreme_tail_risk/elevated/normal/low_tail_risk — metrics typically unavailable in free screener tools.
• Regime and trend classification at multiple resolutions: volatility_regime_v7 uses fixed annualized thresholds (extreme/high/elevated/normal/low/suppressed), vol_trend_v7 classifies 5 levels of trend direction (vol_expansion/rising/stable/declining/vol_compression), and mean_reversion_probability signals when vol is extreme enough to revert.
• Market-level aggregates: The summary record includes crypto_vix_equivalent (0–100 fear index), overall_market_vol_regime, systematic_vol_signal (harvest_premium/buy_protection/neutral), vol_trend_market_wide, best_vol_selling_opportunities (top 5 assets where implied vol is most overpriced), and BTC/ETH benchmark realized vols.

How to use Crypto Volatility Scanner

1. Go to the Apify Store and find Crypto Volatility Scanner.
2. Click Try for free to open the actor in Apify Console.
3. In the Input tab, the default 10 coins (BTC, ETH, SOL, BNB, XRP, ADA, AVAX, DOGE, LINK, UNI) are pre-loaded. Add custom coins via the coins array using CoinGecko IDs.
4. Optionally set sortBy to rank output by rv_30d_pct, rv_7d_pct, atr_14_pct, or bb_width_pct, and set volRegime to filter to a specific regime (e.g. extreme).
5. Click Start — a 10-coin run completes in under 20 seconds; a 50-coin run in under 90 seconds.
6. The first record in the dataset is always the market summary; subsequent records are per-coin volatility profiles.

Input

Field	Type	Default	Description
coins	object[]	10 defaults (BTC–UNI)	Additional coins as {"id": "coingecko-id", "symbol": "TICKER"}. Default 10 coins are always included
sortBy	string	"rv_30d_pct"	Sort metric: rv_30d_pct, rv_7d_pct, atr_14_pct, bb_width_pct, current_price
volRegime	string	"" (all)	Filter by vol_regime label: low-vol, normal, elevated, extreme
limit	integer	50	Maximum number of coins to return (max 100)

Output

[
  {
    "type": "market_summary",
    "overall_market_vol_regime": "normal",
    "crypto_vix_equivalent": 38,
    "systematic_vol_signal": "neutral",
    "vol_trend_market_wide": "stable",
    "btc_realized_vol_30d_annualized": 52.4,
    "eth_realized_vol_30d_annualized": 64.1,
    "crypto_vol_regime": "normal",
    "most_volatile_assets": [
      {"symbol": "DOGE", "rv_30d_pct": 112.3, "volatility_regime_v7": "high"},
      {"symbol": "LINK", "rv_30d_pct": 98.7, "volatility_regime_v7": "elevated"}
    ],
    "coins_analyzed": 10,
    "fetched_at": "2026-09-02T08:25:14Z"
  },
  {
    "coin_id": "bitcoin",
    "symbol": "BTC",
    "current_price": 62400.0,
    "rv_7d_pct": 44.2,
    "rv_30d_pct": 52.4,
    "atr_14": 2810.5,
    "atr_14_pct": 4.51,
    "vol_regime": "normal",
    "volatility_regime_v7": "elevated",
    "vol_percentile_rank": 55,
    "vol_trend_v7": "declining",
    "options_pricing_signal": "fairly_priced",
    "mean_reversion_probability": "low",
    "vol_arbitrage_signal": "fair",
    "tail_risk_indicator": "normal",
    "bb_middle": 61820.4,
    "bb_upper": 67340.2,
    "bb_lower": 56300.6,
    "bb_width_pct": 17.84,
    "bb_pct_b": 0.59,
    "return_skewness_7d": -0.32,
    "return_kurtosis_7d": 0.81,
    "crash_risk_score": 42,
    "breakout_probability_v2": 28,
    "options_strategy_signal": "avoid_options",
    "volatility_cycle_phase": "normal_range",
    "price_momentum_score": 24,
    "calm_streak_candles": 2,
    "correlation_to_btc_vol": "highly_correlated",
    "fetched_at": "2026-09-02T08:25:14Z"
  }
]

Data fields

Field	Description
rv_7d_pct	7-day realized volatility, annualized (%)
rv_30d_pct	30-day realized volatility, annualized (%)
atr_14	14-period Average True Range in USD
atr_14_pct	ATR as % of current price
vol_regime	Fixed-threshold regime: low-vol, normal, elevated, extreme
volatility_regime_v7	Annualized threshold regime: extreme (>150%), high (>80%), elevated (>40%), normal (>20%), low (>10%), suppressed
vol_percentile_rank	0–100 percentile rank of current rv_7d vs rolling historical distribution
vol_trend_v7	5-level trend: vol_expansion, rising, stable, declining, vol_compression
options_pricing_signal	IV rank signal: expensive_options, fairly_priced, cheap_options
mean_reversion_probability	Vol reversion likelihood: high, moderate, low
vol_arbitrage_signal	BB-proxy vs realized: overpriced_vs_realized, fair, underpriced_vs_realized
tail_risk_indicator	Kurtosis-based tail risk: extreme_tail_risk, elevated, normal, low_tail_risk
bb_middle / bb_upper / bb_lower	20-period Bollinger Bands (2 std dev)
bb_width_pct	Band width as % of middle — vol compression/expansion signal
bb_pct_b	%B position: 0 = at lower band, 1 = at upper band
return_skewness_7d	Skewness of 7d log returns (negative = fat left tail / crash risk)
return_kurtosis_7d	Excess kurtosis of 7d log returns (positive = fat tails)
garch_forecast	GARCH proxy: vol-expansion, vol-contraction, or stable
breakout_probability_v2	0–100 breakout probability (BB squeeze + calm streak + price edge)
crash_risk_score	0–100 downside tail risk composite (skewness + vol spike + BTC correlation)
options_strategy_signal	sell_straddle, buy_straddle, directional_call, directional_put, avoid_options
volatility_cycle_phase	vol_compression, breakout, vol_expansion, vol_mean_reversion, normal_range
price_momentum_score	-100 to +100 RSI-style momentum score
calm_streak_candles	Consecutive candles with daily vol below rolling median (breakout precursor)
max_drawdown_7d_pct	Maximum peak-to-trough decline over last 7 candles (%)
recovery_factor	Recent 3d gain / 7d max drawdown (resilience measure)
trend_strength_adx	ADX-proxy 0–100 trend strength (0–25 = ranging, 50+ = strong trend)
correlation_to_btc_vol	highly_correlated, correlated, moderate, low, decorrelated
vol_of_vol	Second-order volatility: standard deviation of rolling realized vol

Cost estimation

Pricing: $0.002 per coin analyzed (PPE model — you pay only for coins processed).

Scenario	Coins	Estimated Cost
Default run — 10 coins	10	$0.02
Mid-size portfolio — 25 coins	25	$0.05
Large scan — 50 coins	50	$0.10

FAQ

Q: Do I need a CoinGecko API key? No. The actor uses the public CoinGecko free tier OHLC endpoint (api.coingecko.com/api/v3/coins/{id}/ohlc). No API key or CoinGecko Pro subscription is required. Note that the free tier applies rate limits; the actor handles 429 responses automatically with backoff.

Q: What is vol_arbitrage_signal and how can I use it? vol_arbitrage_signal compares BB width (annualized as an implied volatility proxy) against the 7d realized volatility. When overpriced_vs_realized, options premiums are elevated relative to actual price movement — a signal to sell straddles or run theta strategies. When underpriced_vs_realized, actual vol exceeds implied — a signal to buy gamma. The options_strategy_signal field synthesizes this with trend and breakout probability into a final actionable directive.

Q: How do I add custom coins beyond the 10 defaults? Pass additional coins in the coins input field as an array of objects: [{"id": "pepe", "symbol": "PEPE"}, {"id": "injective-protocol", "symbol": "INJ"}]. The CoinGecko id is the identifier used in the URL (/coins/{id}/ohlc). The 10 default coins (BTC through UNI) are always included regardless of custom additions.

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Disclaimer: Volatility metrics and options signals computed by this actor are based on historical OHLC price data and statistical models. Past volatility is not a reliable indicator of future volatility. Options trading and volatility strategies involve significant risk. This data is for informational purposes only and does not constitute financial advice.

Keywords: crypto volatility scanner, ATR crypto, Bollinger Bands crypto, realized volatility, crypto volatility screener, volatility regime, annualized volatility, CoinGecko OHLC, options volatility, crypto risk scanner

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Related actors

• Crypto Multi-Timeframe Screener — Multi-timeframe momentum to pair with this actor's volatility regime signals
• BTC ETF Options Tracker — ETF implied volatility to compare with on-chain realized volatility from this actor
• Fear & Greed Tracker — Market sentiment alongside volatility regime for timing entry/exit decisions

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