VolatilityCalc Online

Volatility Moving Average Calculator

Symbol:

Start Date:

End Date:

Data Type:

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Calculation Methodology

The Volatility Moving Average Calculator generates a chart of moving six month volatility calculations. This provides insight into the change in historical volatility over time.

The Symbol, Start Date and End Date are inputs the user can change.

The Data Type choices are daily, weekly, or monthly stock prices.

Adjusted Close prices from Yahoo! Finance are used.

Historical Volatility Calculation

The logarithmic method to calculate stock volatility, often referred to as the log-normal or log return method, is a common approach used in finance to measure the variability or risk associated with the stock price movement over time

Volatility and Option Pricing

Volatility is a key parameter in pricing options and other derivatives. Higher volatility increases the premium of options due to the greater risk of price movement. Traders and quantitative analysts use volatility charts to identify opportunities and strategies in the options market.