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Historical Volatility Indicator

Volatility is one of the most important factors when pricing options.  When volatility is high, options premiums are relatively expensive; when volatility is low, options premiums are relatively cheap.

Volatility is a measure of the amount and speed of price changes, regardless of directions.  "Historical Volatility is a measure of how volatile the underlying futures or options contracts have been for the specified number of trading days prior to each observation date in the data series.  It is an annualized standard deviation of price changes expressed as a percentage.

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Historical Volatility Developer Help