Historical Volatility (HV) is a statistical measure that quantifies the past price fluctuations of an asset over a specific time period. It determines the standard deviation of an asset's price changes, typically using daily returns and annualizing the result. HV provides insights into the asset's price stability and risk based on historical performance.
Historical Volatility is derived by analyzing daily price returns over a chosen period. The process involves calculating the standard deviation of these returns and then annualizing the result.
This is usually done by multiplying by the square root of the number of trading days in a year, commonly 252 for traditional markets or 365 for cryptocurrencies. This method captures the extent to which an asset's price has varied from its average over the specified timeframe.
Historical Volatility can be calculated over various periods, such as 10-day, 30-day, or 180-day intervals. Longer periods tend to offer more stable and less sensitive volatility readings.
Shorter periods reflect more recent and potentially volatile price actions. The choice of timeframe depends on the specific analytical needs and trading strategies of the investor.
While HV reflects what has historically occurred, Implied Volatility (IV) represents the market's expectations of future volatility based on option pricing. Traders often compare HV with IV to determine if options are relatively expensive or cheap. A significant difference between HV and IV can signal trading opportunities, such as undervalued or overvalued options.
Consider Bitcoin's closing prices over the past 30 days showing significant fluctuations. To calculate HV:
This HV value will help traders assess Bitcoin's volatility and adjust their trading strategies accordingly.