Historical VolatilityHV

历史波动率

Stock TechnicalP2VolatilityApplies to: US stocks

Definition

Annualized volatility based on historical returns.

Formula

r=ln(C/Cₚᵣₑᵥ), HV=Std(r,n)×√252

How to read it

Compared with implied volatility (IV) to judge whether options are cheap or expensive.

InputscloseOutputoverlay/volatility
Data source: C. Public knowledge, not investment advice.

See Historical Volatility computed live on popular US stocks →

Related indicators

Reference metadata — public, well-known indicator definitions. Not investment advice.