Volatility

TWAP Calculator with Range Bands

Paste a list of prices sampled at even time intervals (one per line, no volume needed) to get the Time-Weighted Average Price and standard-deviation range bands around it. Unlike VWAP, TWAP treats every time interval equally regardless of volume, useful when you don't have volume data or want a pure time-based benchmark.

Prices (one per line, evenly time-spaced)

Use prices sampled at equal time steps, e.g. once per minute or once per bar.

Samples used ···

TWAP ···

Standard deviation ···

±1 stdev band ···

±2 stdev band ···

Educational tool only, not financial advice. TWAP is a time-based benchmark and does not reflect where the heaviest volume actually traded. Check it against your own plan and risk rules before you trade it.

Built by Jason Parker, founder of Trading Ranges.