Historical Volatility Metrics
The Historical Volatility Metrics feature provides comprehensive analysis of implied volatility patterns over time, helping you understand volatility trends and identify trading opportunities.
Key Metrics Tracked
Implied Volatility (IV) Analysis
- 30-Day IV: Rolling 30-day implied volatility
- 60-Day IV: Medium-term volatility trends
- IV Rank: Current IV compared to 52-week range
- IV Percentile: Percentage of time IV has been lower
Volatility Patterns
- IV Term Structure: Volatility across different expirations
- Volatility Skew: Smile/smirk patterns across strikes
- Historical Volatility (HV): Realized price volatility
- IV/HV Ratio: Premium of implied over historical volatility
Interactive Charts
Candlestick Charts
- Stock price overlaid with volatility metrics
- Multiple timeframes (3 months to 2 years)
- Synchronized price and volatility analysis
Sparkline Indicators
- Quick visual trends for key metrics
- Historical rank and Z-score calculations
- Color-coded performance indicators
How to Use
- Select Stock: Choose any stock from the symbol search
- Choose Date Range: Select historical period to analyze
- View Metrics: Analyze volatility patterns and trends
- Compare Periods: Identify volatility cycles and patterns
Trading Applications
- Volatility Trading: Identify high/low IV periods for premium selling/buying
- Event Analysis: Study volatility behavior around earnings and events
- Risk Management: Understand volatility regimes for position sizing
- Strategy Timing: Optimize entry/exit based on volatility cycles
Disclaimer: Historical data and metrics are for informational purposes only. Past performance does not guarantee future results. This is not financial advice.
