diff --git a/docs/indicators/volatility/rvi/calc.md b/docs/indicators/volatility/rvi/calc.md
new file mode 100644
index 00000000..eeb283a4
--- /dev/null
+++ b/docs/indicators/volatility/rvi/calc.md
@@ -0,0 +1,50 @@
+# The Math Behind RVI
+
+## Components of RVI
+
+The **Relative Volatility Index (RVI)** measures the direction of volatility in the market, using components like:
+
+- Standard deviation of price changes
+- Simple moving average (SMA) to smooth volatility
+- Separation of up and down price movements
+
+### RVI Formula
+
+The RVI is calculated using the following formula:
+
+$$
+\text{RVI}_t = 100 \times \frac{\text{SMA}(\sigma_{\text{up}}, N)}{\text{SMA}(\sigma_{\text{up}}, N) + \text{SMA}(\sigma_{\text{down}}, N)}
+$$
+
+Where:
+- \( \text{RVI}_t \) is the RVI value at time \( t \)
+- \( \sigma_{\text{up}} \) is the standard deviation of up moves over the lookback period \( N \)
+- \( \sigma_{\text{down}} \) is the standard deviation of down moves over the lookback period \( N \)
+- \( \text{SMA} \) represents the simple moving average applied over \( N \) periods
+
+### Up and Down Move Calculation
+
+The standard deviations \( \sigma_{\text{up}} \) and \( \sigma_{\text{down}} \) are calculated based on the price changes:
+
+$$
+\Delta \text{Price} = \text{Close}_t - \text{Close}_{t-1}
+$$
+
+- If \( \Delta \text{Price} > 0 \), it contributes to \( \sigma_{\text{up}} \)
+- If \( \Delta \text{Price} < 0 \), it contributes to \( \sigma_{\text{down}} \)
+
+### Parameter Definitions
+
+RVI uses the following main parameters:
+
+- **Lookback period** (\( N \)): The number of periods used to calculate the standard deviations and SMAs. A typical value is 14.
+- **Smoothing with SMA**: The standard deviations of up and down moves are smoothed using a simple moving average (SMA), making the RVI less sensitive to short-term fluctuations.
+
+### Computational Process
+
+For each new data point:
+- Calculate the price change (\( \Delta \text{Price} \)) from the previous period.
+- Separate the price changes into up moves and down moves.
+- Compute the standard deviations (\( \sigma_{\text{up}} \) and \( \sigma_{\text{down}} \)) over the last \( N \) periods.
+- Apply the simple moving average (SMA) to both up and down standard deviations.
+- Use the RVI formula to produce the final RVI value.
diff --git a/docs/indicators/volatility/rvi/rvi.md b/docs/indicators/volatility/rvi/rvi.md
new file mode 100644
index 00000000..e69de29b
diff --git a/docs/readme.md b/docs/readme.md
index aa548a91..f3ee745e 100644
--- a/docs/readme.md
+++ b/docs/readme.md
@@ -27,9 +27,10 @@
 
 ## Installation to Quantower
 
-- `<Quantower_root>` is the directory where Quantower is installed - where `Start.lnk` launcher is
+- `<Quantower_root>` is the directory where Quantower is installed - where `Start.lnk` launcher is. Copy any or all `dll` files as below:
 - Copy `Averages.dll` from Releases to `<Quantower_root>\Settings\Scripts\Indicators\Averages\Averages.dll`
 - Copy `Statistics.dll` from Releases to `<Quantower_root>\Settings\Scripts\Indicators\Statistics\Statistics.dll`
+- Copy `Volatility.dll` from Releases to `<Quantower_root>\Settings\Scripts\Indicators\Volatility\Volatility.dll`
 - Copy `SyntheticVendor.dll` from Releases to `<Quantower_root>\Settings\Scripts\Vendors\SyntheticVendor\SyntheticVendor.dll`
 
 
diff --git a/lib/volatility/Historical.cs b/lib/volatility/Historical.cs
new file mode 100644
index 00000000..1b9998ba
--- /dev/null
+++ b/lib/volatility/Historical.cs
@@ -0,0 +1,85 @@
+namespace QuanTAlib;
+
+public class Historical : AbstractBase
+{
+    private readonly int Period;
+    private readonly bool IsAnnualized;
+    private readonly CircularBuffer _buffer;
+    private readonly CircularBuffer _logReturns;
+    private double _previousClose;
+
+    public Historical(int period, bool isAnnualized = true) : base()
+    {
+        if (period < 2)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
+        }
+        Period = period;
+        IsAnnualized = isAnnualized;
+        WarmupPeriod = period + 1;  // We need one extra data point to calculate the first return
+        _buffer = new CircularBuffer(period + 1);
+        _logReturns = new CircularBuffer(period);
+        Name = $"Historical(period={period}, annualized={isAnnualized})";
+        Init();
+    }
+
+    public Historical(object source, int period, bool isAnnualized = true) : this(period, isAnnualized)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _buffer.Clear();
+        _logReturns.Clear();
+        _previousClose = 0;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Input.Value;
+            _index++;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        _buffer.Add(Input.Value, Input.IsNew);
+
+        double volatility = 0;
+        if (_buffer.Count > 1)
+        {
+            if (_previousClose != 0)
+            {
+                double logReturn = Math.Log(Input.Value / _previousClose);
+                _logReturns.Add(logReturn, Input.IsNew);
+            }
+
+            if (_logReturns.Count == Period)
+            {
+                var returns = _logReturns.GetSpan().ToArray();
+                double mean = returns.Average();
+                double sumOfSquaredDifferences = returns.Sum(x => Math.Pow(x - mean, 2));
+
+                double variance = sumOfSquaredDifferences / (Period - 1);  // Using sample standard deviation
+                volatility = Math.Sqrt(variance);
+
+                if (IsAnnualized)
+                {
+                    // Assuming 252 trading days in a year. Adjust as needed.
+                    volatility *= Math.Sqrt(252);
+                }
+            }
+        }
+
+        _previousClose = Input.Value;
+        IsHot = _index >= WarmupPeriod;
+        return volatility;
+    }
+}
diff --git a/lib/volatility/Realized.cs b/lib/volatility/Realized.cs
new file mode 100644
index 00000000..075a0dbe
--- /dev/null
+++ b/lib/volatility/Realized.cs
@@ -0,0 +1,76 @@
+namespace QuanTAlib;
+public class Realized : AbstractBase
+{
+    private readonly int Period;
+    private readonly bool IsAnnualized;
+    private readonly CircularBuffer _returns;
+    private double _previousClose;
+    private double _sumSquaredReturns;
+
+    public Realized(int period, bool isAnnualized = true) : base()
+    {
+        if (period < 2)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
+        }
+        Period = period;
+        IsAnnualized = isAnnualized;
+        WarmupPeriod = period + 1;  // We need one extra data point to calculate the first return
+        _returns = new CircularBuffer(period);
+        Name = $"Realized(period={period}, annualized={isAnnualized})";
+        Init();
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _returns.Clear();
+        _previousClose = 0;
+        _sumSquaredReturns = 0;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Input.Value;
+            _index++;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        double volatility = 0;
+        if (_previousClose != 0)
+        {
+            double logReturn = Math.Log(Input.Value / _previousClose);
+
+            if (_returns.Count == Period)
+            {
+                // Remove the oldest squared return from the sum
+                _sumSquaredReturns -= Math.Pow(_returns[0], 2);
+            }
+
+            _returns.Add(logReturn, Input.IsNew);
+            _sumSquaredReturns += Math.Pow(logReturn, 2);
+
+            if (_returns.Count == Period)
+            {
+                double variance = _sumSquaredReturns / Period;
+                volatility = Math.Sqrt(variance);
+
+                if (IsAnnualized)
+                {
+                    // Assuming 252 trading days in a year. Adjust as needed.
+                    volatility *= Math.Sqrt(252);
+                }
+            }
+        }
+
+        _previousClose = Input.Value;
+        IsHot = _index >= WarmupPeriod;
+        return volatility;
+    }
+}
\ No newline at end of file
diff --git a/lib/volatility/Rvi.cs b/lib/volatility/Rvi.cs
new file mode 100644
index 00000000..276d733e
--- /dev/null
+++ b/lib/volatility/Rvi.cs
@@ -0,0 +1,87 @@
+/*
+Reference:
+    Donald Dorsey, who introduced the concept in the 1993 issue of Technical Analysis
+    of Stocks & Commodities Magazine. He designed the RVI to focus on the direction of
+    price movements in relation to volatility. Dorsey’s methodology is often cited in
+    technical analysis literature and further elaborated on in various technical analysis
+    guides and platforms.
+*/
+
+
+using System;
+
+namespace QuanTAlib
+{
+    public class Rvi : AbstractBase
+    {
+        private readonly int Period;
+        private Stddev _upStdDev, _downStdDev;
+        private Sma _upSma, _downSma;
+        private double _previousClose;
+
+        public Rvi(int period) : base()
+        {
+            if (period < 2)
+            {
+                throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
+            }
+            Period = period;
+            WarmupPeriod = period;
+            Name = $"RVI(period={period})";
+            _upStdDev = new Stddev(Period);
+            _downStdDev = new Stddev(Period);
+            _upSma = new(Period);
+            _downSma = new(Period);
+            Init();
+        }
+
+        public Rvi(object source, int period) : this(period)
+        {
+            var pubEvent = source.GetType().GetEvent("Pub");
+            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+        }
+
+        public override void Init()
+        {
+            base.Init();
+            _previousClose = 0;
+        }
+
+        protected override void ManageState(bool isNew)
+        {
+            if (isNew)
+            {
+                _lastValidValue = Value;
+                _index++;
+            }
+        }
+
+        protected override double Calculation()
+        {
+            ManageState(Input.IsNew);
+
+            double close = Input.Value;
+            double change = close - _previousClose;
+
+            double upMove = Math.Max(change, 0);
+            double downMove = Math.Max(-change, 0);
+
+            _upSma.Calc(_upStdDev.Calc(new TValue(Input.Time, upMove, Input.IsNew)));
+            _downSma.Calc(_downStdDev.Calc(new TValue(Input.Time, downMove, Input.IsNew)));
+
+            double rvi;
+            if (_upSma.Value + _downSma.Value != 0)
+            {
+                rvi = 100 * _upSma.Value / (_upSma.Value + _downSma.Value);
+            }
+            else
+            {
+                rvi = 0;
+            }
+
+            _previousClose = close;
+            IsHot = _index >= WarmupPeriod;
+            return rvi;
+        }
+    }
+}
\ No newline at end of file
diff --git a/lib/volatility/todo.md b/lib/volatility/todo.md
new file mode 100644
index 00000000..512a9e63
--- /dev/null
+++ b/lib/volatility/todo.md
@@ -0,0 +1,28 @@
+Single Value Input (Typically Closing Prices)
+
+Jurik Volatility (Volty)
+
+**Standard Deviation**
+**Relative Volatility Index (RVI)**
+Ulcer Index
+ARCH/GARCH Models
+Exponential Weighted Moving Average (EWMA) Volatility
+Conditional Volatility
+Volatility Ratio
+Close-to-Close Volatility
+Volatility of Volatility (VOV)
+Volatility Cone
+Bollinger Bands
+Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
+
+OHLC Input (Open, High, Low, Close)
+
+Garman-Klass Volatility
+Rogers-Satchell Volatility
+Yang-Zhang Volatility
+Parkinson Volatility (High, Low)
+Average True Range (ATR) (High, Low, Close)
+Chaikin Volatility (High, Low)
+Keltner Channels (typically Close, High, Low)
+High-Low Volatility (High, Low)
+
diff --git a/quantower/Volatility/HistoricalIndicator.cs b/quantower/Volatility/HistoricalIndicator.cs
new file mode 100644
index 00000000..9196da81
--- /dev/null
+++ b/quantower/Volatility/HistoricalIndicator.cs
@@ -0,0 +1,28 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class HistoricalIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Annualized", sortIndex: 2)]
+    public bool IsAnnualized { get; set; } = true;
+
+    private Historical? historical;
+    protected override AbstractBase QuanTAlib => historical!;
+    public override string ShortName => $"Historical Volatility {Period}{(IsAnnualized ? " - Annualized" : "")} : {SourceName}";
+
+    public HistoricalIndicator() : base()
+    {
+        Name = "HV - Historical Volatility";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        historical = new(Period, IsAnnualized);
+        MinHistoryDepths = historical.WarmupPeriod;
+        base.InitIndicator();
+    }
+}
\ No newline at end of file
diff --git a/quantower/Volatility/RealizedIndicator.cs b/quantower/Volatility/RealizedIndicator.cs
new file mode 100644
index 00000000..44039edd
--- /dev/null
+++ b/quantower/Volatility/RealizedIndicator.cs
@@ -0,0 +1,28 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class RealizedIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Annualized", sortIndex: 2)]
+    public bool IsAnnualized { get; set; } = true;
+
+    private Realized? realized;
+    protected override AbstractBase QuanTAlib => realized!;
+    public override string ShortName => $"Realized Volatility {Period}{(IsAnnualized ? " - Annualized" : "")} : {SourceName}";
+
+    public RealizedIndicator() : base()
+    {
+        Name = "RV - Realized Volatility";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        realized = new(Period, IsAnnualized);
+        MinHistoryDepths = realized.WarmupPeriod;
+        base.InitIndicator();
+    }
+}
\ No newline at end of file
diff --git a/quantower/Volatility/RviIndicator.cs b/quantower/Volatility/RviIndicator.cs
new file mode 100644
index 00000000..7e85d13a
--- /dev/null
+++ b/quantower/Volatility/RviIndicator.cs
@@ -0,0 +1,29 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class RviIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 2, 100, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    private Rvi? rvi;
+    protected override AbstractBase QuanTAlib => rvi!;
+    public override string ShortName => $"RVI {Period} : {SourceName}";
+
+    public RviIndicator() : base()
+    {
+        Name = "RVI - Relative Volatility Index";
+        SeparateWindow = true;
+
+        // Adding upper and lower reference lines
+        //AddLineSeries("UpperLevel", 80, System.Drawing.Color.Gray, 1, LineStyle.Dot);
+        //AddLineSeries("LowerLevel", 20, System.Drawing.Color.Gray, 1, LineStyle.Dot);
+    }
+
+    protected override void InitIndicator()
+    {
+        rvi = new Rvi(Period);
+        MinHistoryDepths = rvi.WarmupPeriod;
+        base.InitIndicator();
+    }
+}