STATISTICAL VOLATILITY TOOL

Use this tool to retrieve historical prices from the web and calculate the statistical (=historical) volatility of the underlying. The SV tool will also draw a chart of price vs. volatility - as usual, everything is flexible, choose the chart time frame and the lookback for calculating the statistical volatility as you prefer.

Calculating SV can be useful for example:

• in order to compare it to the options' implied volatility
• in order to calculate probabilities of future price movement

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