Volatility

VWAP Standard Deviation Bands Calculator

Enter your session Volume-Weighted Average Price (VWAP) and its standard deviation to get the ±1, ±2, and ±3 standard deviation bands many intraday traders use to gauge how stretched price is from the session's fair-value anchor.

Session VWAP

Standard Deviation of VWAP

+3 StDev···

+2 StDev···

+1 StDev···

VWAP···

-1 StDev···

-2 StDev···

-3 StDev···

Educational tool only, not financial advice. VWAP bands describe historical dispersion around the session anchor, not a guarantee of reversion.

Built by Jason Parker, founder of Trading Ranges.