Historical Volatility Calculator

When you work with options, you often need to quickly calculate historical volatility of a security. Unfortunately, most of the common tools, including highly priced trading software, have serious limitations:

I have created this Excel calculator to address these limitations.

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$25 one-time payment
Instant download

How It Works & Screenshots

Enter historical prices in the sheet “Data”. You simply paste your data there and click a button:

The calculator will check the data for errors, sort it, import it to the calculation sheet,
and build the formulas for historical volatility calculation. You will get a message with the result:

You can easily select calculation method and change HV lookback period length.

The calculator can display 3 different indicators at the same time (with different periods or calculation methods). For your convenience, historical volatility for the latest date is displayed at the top – no need to scroll down.

Of course, you can also scroll down to see HV for earlier dates. All formulas are freely available, if you want to explore and understand the particular Excel implementation.

Charts show the history of price and historical volatility.

You can easily control the charts using combos. No need to manually change Excel chart settings.

Using the calculator is fast and simple. No need to waste time trying to figure out Excel formulas and settings – focus all your attention on the market to make faster and better decisions.

Download Now

$25 one-time payment
Instant download

Supported HV Calculation Methods

The calculator supports three different historical volatility calculation methods:

Detailed explanation of all methods, including their exact formulas, strengths, weaknesses and tips for practical use, is available in the user guide.

Historical Volatility Calculator Guide Contents

  1. Introduction …3
  2. The Main Sheet …6
  3. Entering Market Data …7
  4. Setting and Changing Parameters …14
  5. Historical Volatility Calculation Methods Explained …17
  6. Lookback Period Length …24
  7. Viewing Results and Charts …26
  8. Common Technical Problems …30
  9. Contact and Terms of Use …31

More assistance is available via email support.

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$25 one-time payment
Instant download

Frequently Asked Questions

Is it a one-time payment or monthly/recurring?
One-time payment, yours forever.

Does it work in my version of Excel?
The calculator works in all versions of Excel from Excel 97 to Excel 2016. It was developed in Excel 2010 and tested in other versions. For older versions you may need to use a different version of the calculator, which is also included.

Does it work in OpenOffice / LibreOffice / Apple Numbers / other spreadsheet software?
It may work in some, but unfortunately we can’t guarantee it and can’t provide support for software other than Microsoft Excel.

How do I pay? Is it secure?
You can pay by credit/debit card or PayPal. All payments are processed by PayPal, which provides world-class security and buyer protection. You don’t need a PayPal account to check out when paying with a card.

I have other questions / need more information.
Please contact us.

Download Now

$25 one-time payment
Instant download

Related Calculators – Often Bought Together

Black-Scholes Calculator – Calculates option prices and Greeks using the Black-Scholes-Merton model.

Implied Volatility Calculator – Calculates implied volatility from option prices.

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