Free Stock Volatility Calculator
Measure supported USD stocks using available end-of-day price data. Enter a ticker and time period to see annualized volatility, daily return distribution, rolling volatility chart, and key risk metrics.
What historical volatility measures
This tool estimates variability in available closing-price log returns. It does not measure all investment risk, predict an entry direction or estimate implied volatility from option prices.
How to calculate and inspect the result
- Select a supported USD-quoted symbol and requested lookback.
- Check the actual returned start and end dates, valid-row count and exclusions.
- Compare the overall estimate with the rolling window and return distribution.
- Reconcile unusual observations, splits and missing sessions with source data before drawing conclusions.
Formula and annualization
Each log return is ln(close today) − ln(close on the previous available date). With n returns, sample variance is the sum of squared deviations from their mean divided by n − 1. Volatility is its square root; the annualized display multiplies by √252. This is a scaling convention for trading-session returns, not a measured future annual risk.
The page excludes invalid and duplicate rows and requires at least 10 valid prices. It does not validate a complete exchange calendar or fill missing sessions. Gaps can turn an interval into a multi-session return and weaken the daily annualization assumption. Price uses the provider close field, without explicit dividend reinvestment or currency conversion.
Reading the charts
The rolling estimate uses 20 returns from 21 consecutive available prices, with a sample divisor of 19. The histogram groups log returns into left-inclusive, right-exclusive ranges; its last bucket includes exactly 3%. Extreme-return cards show the highest and lowest observed log returns, which need not have positive and negative signs respectively.
Log returns differ from simple returns: a rise from 100 to 110 is a 10% simple return but approximately 9.531% log return. A high historical standard deviation is not a promise of higher rewards; a low value does not make price predictable. Normal-distribution probability bands would require additional assumptions about mean, independence, stationarity and tail behavior.
Historical versus implied volatility
Historical volatility describes a selected past sample. Implied volatility is inferred from option prices under a pricing model and varies with strike and maturity. A difference between them does not by itself establish overpricing, a buying opportunity or a safe short option: future events, risk premia and model choices matter.
FMP end-of-day data documentation describes provider fields. OIC technical FAQ on volatility discusses options-model context. Match observation windows and assumptions before comparing estimates.
Frequently Asked Questions
What is stock volatility?
This calculator measures sample standard deviation of closing-price log returns. It describes observed variability, not all risk or a predicted direction.
How is historical volatility calculated?
Compute log differences between consecutive valid closes, calculate sample standard deviation using n minus 1, and multiply by the square root of 252 for the annualized display. At least 10 valid prices are required.
Does a lower volatility reading mean predictable returns?
No. A quiet historical window can precede a large move. The tool does not assign a safe level, expected reward or a trading recommendation.
Why use 252?
It is an approximate trading-session convention. Scaling assumes returns are comparable across sessions; missing observations, serial dependence and changing variance can make the annualized estimate misleading.
What does rolling volatility use?
Each point uses 20 log returns from 21 available closes and a sample variance divisor of 19. Shorter samples cannot produce that chart. Long charts may be sampled for display.
Does high implied volatility relative to history mean options are overpriced?
Not necessarily. Implied volatility reflects option prices under a model, including future events and risk premia. This page does not fetch option implied volatility or assess fair premiums.
Are the extreme-return cards ordinary percentage gains and losses?
They are log returns multiplied by 100. Both extrema can be positive or both negative. A 100-to-110 price change is about 9.531% in log terms, compared with a 10% simple return.
Is this tool free?
Yes, no account is required for the calculator. Data availability depends on provider coverage and access. It supports verified USD profiles and does not guarantee complete history or future outcomes.
Measured Volatility? Build Strategies That Adapt to It
You've analyzed how volatile a stock is. Use Pineify's AI-powered Pine Script generator to create custom volatility indicators and strategy drafts with explicit assumptions. Validate the code and cost model; this calculation is not a broker execution system or an investment recommendation.