Volatility Calculator
Analyze market risk with our dual-mode calculator. Switch between Historical Volatility (past price movement) and Implied Volatility (future market expectation).
Usually 252 (trading days) or 365.
Paste a list of historical closing prices (one per line or comma-separated).
Optional: Enter a ticker symbol (not implemented in this static version) or copy from Excel/CSV.
Annualized Historical Volatility
Calculated using the standard deviation of logarithmic returns.
Understanding Volatility
Volatility is a statistical measure of the dispersion of returns for a given security or market index. In most cases, the higher the volatility, the riskier the security. Volatility is often measured as either the standard deviation or variance between returns from that same security or market index.
Historical Volatility (HV)
Also known as statistical volatility, HV measures the fluctuations of underlying securities by analyzing price changes over predetermined periods. It tells you "how much the price has moved in the past."
Implied Volatility (IV)
IV captures the market's view of the likelihood of changes in a given security's price. It is derived from the market price of a market-traded option. It tells you "how much the market expects the price to move."
How to Use This Calculator
Historical Volatility Mode
- Enter Data: Paste a list of historical closing prices into the text area. You can copy these from a spreadsheet or CSV file.
- Set Lookback: Define the number of periods (days) you want to analyze (default is 30).
- Annualize: The default factor is 252 (trading days in a year) to convert daily volatility to an annualized percentage.
Implied Volatility Mode
- Option Details: Select Call or Put, and enter the Strike Price and Expiration.
- Market Data: Enter the current Stock Price and the Option's Market Price.
- Risk-Free Rate: Adjust the risk-free rate if necessary (default 3.5%).
Disclaimer: This tool is for educational purposes only. Calculations are estimates and should not be the sole basis for financial decisions.
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Whether markets are calm or chaotic, there's a strategy to profit. Use Pineify to build sophisticated volatility-based trading strategies for TradingView in minutes—no coding required.