---
title: "Rolling Annualized Volatility + percentile rank (ANNVOL)"
method: GET
path: "/api/v1/indicators/annvol"
tags: ["Technical Indicators"]
---

# Rolling Annualized Volatility + percentile rank (ANNVOL)

`GET /api/v1/indicators/annvol`

Rolling annualized volatility from LOG returns of CLOSE prices: `r_t = ln(C_t / C_{t-1})`, then `rolling(vol_window).std(ddof=1) * sqrt(252)`. Returns the current rolling vol plus its PRIOR-WINDOW-EXCLUSIVE percentile rank within the trailing `rank_window` distribution (the current value is excluded from the sample to avoid downward bias). Daily only (interval=1d). Uses CLOSE prices, matching the close-based BETA / CORREL indicator family (adj_close intentionally not used, for consistency).

## Query parameters

- `symbol` string, required
- `vol_window` integer
- `rank_window` integer
- `interval` string
- `range` string, nullable
- `outputsize` integer

## Response `200`

Successful Response

- EnvelopeAnnVolPayload
  - `data` AnnVolPayload, required — Rolling annualized volatility (from log returns) plus the percentile rank of the current rolling vol versus its trailing distribution.
    - `symbol` string, required — Ticker as requested, normalized to upper case.
    - `indicator` string — Indicator slug. Always `annvol`.
    - `interval` string, required — OHLC interval used. Only `1d` is supported (sqrt(252) annualization is daily-only).
    - `vol_window` integer, required — Rolling window (bars) for the volatility standard deviation.
    - `rank_window` integer, required — Trailing window (prior rolling-vol observations) used for the percentile rank.
    - `outputsize` integer, required — Number of vol observations returned. Defaults to 30, max 5000.
    - `current_vol` number, required — Most recent rolling annualized volatility (decimal).
    - `vol_pct_rank` number, required — Percentile rank (0-100) of `current_vol` within its trailing `rank_window` distribution. PRIOR-WINDOW EXCLUSIVE: the current observation is excluded from the sample to avoid downward bias. rank = count(prior < current) / len(prior) * 100.
    - `rank_sample_size` integer, required — Actual number of prior rolling-vol observations the percentile rank was computed over. May be smaller than `rank_window` when available history is short - in that case the rank reflects this many observations.
    - `vol_series` AnnVolObservation[], required — Rolling annualized-volatility observations, NEWEST FIRST, capped at `outputsize`.
      - `date` string, required — Observation timestamp in ISO 8601 UTC (`YYYY-MM-DDTHH:MM:SSZ`).
      - `value` number, required — Annualized volatility at this timestamp (decimal, e.g. 0.24 = 24%).
    - `source` string — OHLC data source used. Currently always `sugra_finance`.
  - `meta` SugraMeta, required — Metadata attached to every /api/v1/* response envelope.
    - `endpoint` string, required — Requested endpoint path.
    - `data_time` string, required — ISO 8601 UTC timestamp of the source data, not of the request.
    - `response_time` string, required — ISO 8601 UTC timestamp when this response was produced.
    - `provider` string, required — API name and version.
    - `source` string, nullable — Identifier of the primary upstream source used for this response.
    - `attribution` string, nullable — Human-readable attribution mandated by an upstream source (e.g. a securities regulator or self-regulatory organization). Present only on responses whose source requires the owner and source to be clearly identified. Do not remove or alter it when using the response.
    - `fallback_used` boolean, nullable — True when the primary source failed and a fallback produced the data.
    - `fallback_chain` string[], nullable — Ordered list of sources attempted, in the order they were tried.
    - `cached` boolean, nullable — True when this response was served from the internal cache.
    - `stale` boolean, nullable — True when the cached response was returned after the upstream rate-limited or errored. Clients can use this to detect degraded data.

## Other responses

- `401` — Missing or invalid `x-api-key` header.
- `422` — Validation Error
- `429` — Daily rate limit exceeded. Check `X-RateLimit-Reset` for the next window.
- `503` — Upstream source is temporarily unavailable. Retry after a short delay.

---

[API](https://skmtc.net/sugra/apis/sugra-api.md) · [All operations](https://skmtc.net/sugra/apis/sugra-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/sugra/sugra-api/versions/4e2740743eb4/schema)