Video Library

Historical Volatility: An Overview

Greeks and Volatility

Historical volatility is a key metric used by investors to evaluate past price behavior and inform future strategy. In this video, we break down the basics of historical volatility, how it’s measured, and what it can reveal about the markets.

We review:

  • What historical volatility is and how it differs from implied volatility
  • Why volatility measures movement
  • Examples depicting different volatility profiles
  • Ways historical volatility can align with risk tolerance

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