Implied volatility calculator
The volatility and move an option price carries.
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Historical volatility calculator
How much a price has actually been swinging, from its closing prices.
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The prices
The volatility
Historical volatility of about 20.9% a year, from 20 daily moves.
- A usual day
- About 1.32% up or down: 1.27 on the last close of 96.14.
- Biggest day
- -2.58% in one day; over the whole run the price moved -3.86%.
The usual move from the last close if the swings stay the same: about two times in three it ends inside the range.
| Over | Move | Range |
|---|---|---|
| 1 day | 1.27 | 94.87 to 97.41 |
| 5 days | 2.83 | 93.31 to 98.97 |
| 21 days | 5.81 | 90.33 to 101.95 |
| 63 days | 10.06 | 86.08 to 106.20 |
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
What the price has really done
Historical volatility is the spread of the daily moves, scaled to a year. It is the measured swing of the past, where implied volatility is the swing the option market is pricing for the future. When an option's implied volatility sits well above the historical one, options are dear against what the price has been doing; well below, they are cheap.
Use it to size stops and trades to the real swing: a stop inside a usual day's move is mostly noise. Work out the volatility in an option price with the implied volatility calculator, and place a stop with the stop noise check.
Not advice. Arithmetic on the prices you type; past swings do not promise future ones.
Next tools
Stop noise check
How often normal wiggle alone reaches your stop.
Expected move calculator
The usual range in a day, week or month, from volatility.
Pricing
Three ways in. Pick yours.
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.