Index: server/db/schema_creation.sql
===================================================================
--- server/db/schema_creation.sql	(revision 35bcb41d9597d97650b4e40110ab3f3842f3db89)
+++ server/db/schema_creation.sql	(revision 9e6d8a2e95a15f67178a3f9b0a89aafa9a1d7f59)
@@ -261,5 +261,4 @@
     avg_price            numeric,
     market_return_pct    numeric,
-    price_volatility     numeric,
     participating_users  bigint
 )
@@ -281,5 +280,4 @@
             COUNT(*)         AS trade_count,
             AVG(price)       AS avg_price,
-            STDDEV(price)    AS price_volatility,
             MAX(first_price) AS first_price,
             MAX(last_price)  AS last_price
@@ -300,5 +298,4 @@
         ROUND(ms.avg_price, 6)                                                            AS avg_price,
         ROUND((ms.last_price - ms.first_price) / NULLIF(ms.first_price, 0) * 100, 2)      AS market_return_pct,
-        ROUND(COALESCE(ms.price_volatility, 0), 6)                                        AS price_volatility,
         COALESCE(p.participating_users, 0)                                                AS participating_users
     FROM market_stats ms
Index: server/reports.go
===================================================================
--- server/reports.go	(revision 35bcb41d9597d97650b4e40110ab3f3842f3db89)
+++ server/reports.go	(revision 9e6d8a2e95a15f67178a3f9b0a89aafa9a1d7f59)
@@ -81,6 +81,6 @@
 	defer rows.Close()
 
-	header := fmt.Sprintf("  %-6s  %-5s  %12s  %8s  %14s  %12s  %14s  %8s",
-		"Symbol", "Quote", "Volume", "Trades", "Avg Price", "Return %", "Volatility", "Users")
+	header := fmt.Sprintf("  %-6s  %-5s  %12s  %8s  %14s  %12s  %8s",
+		"Symbol", "Quote", "Volume", "Trades", "Avg Price", "Return %", "Users")
 	fmt.Println()
 	fmt.Println(header)
@@ -90,12 +90,12 @@
 	for rows.Next() {
 		var symbol, quote string
-		var volume, avgPrice, returnPct, volatility float64
+		var volume, avgPrice, returnPct float64
 		var tradeCount, users int64
-		if err := rows.Scan(&symbol, &quote, &volume, &tradeCount, &avgPrice, &returnPct, &volatility, &users); err != nil {
+		if err := rows.Scan(&symbol, &quote, &volume, &tradeCount, &avgPrice, &returnPct, &users); err != nil {
 			fmt.Println("scan error:", err)
 			return
 		}
-		fmt.Printf("  %-6s  %-5s  %12.4f  %8d  %14.6f  %+12.2f  %14.6f  %8d\n",
-			symbol, quote, volume, tradeCount, avgPrice, returnPct, volatility, users)
+		fmt.Printf("  %-6s  %-5s  %12.4f  %8d  %14.6f  %+12.2f  %8d\n",
+			symbol, quote, volume, tradeCount, avgPrice, returnPct, users)
 		empty = false
 	}