Historical Volatility (Close-to-Close) Calculator

Paste a list of closing prices, oldest first, to get the classic close-to-close historical volatility: the standard deviation of daily log returns, shown both daily and annualized. This is the textbook volatility measure options traders compare implied volatility against.

Educational tool only, not financial advice. Historical volatility describes the past, not a forecast of future price behavior. Check it against your own plan and risk rules before you trade it.

Built by Jason Parker, founder of Trading Ranges.

Built by Jason Parker, founder of Trading Ranges.