Historical volatility

Plain-language meaning

Historical volatility is annualized population standard deviation of logarithmic observed returns over a stated window and is not implied volatility.

Why it is useful

Historical volatility is useful as descriptive evidence when it is compared on the same definition, source, period, unit and exact listing. It is one input to research, not a verdict.

Where it appears in XMarketRadar

Look for Historical volatility in Futures, Option Chain, Options Screener and derivative study tables for a selected underlying and contract.

How it is calculated or sourced

Historical volatility is sourced or derived according to the definition shown above and the screen's disclosed provider, inputs, window and as-of time. Missing required inputs produce an unavailable result.

Inputs, period and unit

Read the disclosed inputs or source, observation period, bar interval, unit, native currency and scale. A value without its source and as-of context is incomplete; unlike units must not be combined.

Worked example

Illustrative only: a user reviews Historical volatility over a stated 20-bar or FY2026 period, checks the displayed source, unit and as-of date, and keeps an absent field as — rather than guessing 0.

What high and low mean

A higher or lower Historical volatility value is descriptive, not automatically good or bad. Meaning depends on the instrument, comparison period, method and related evidence.

Positive, negative and genuine zero

Positive and negative Historical volatility values retain the definition shown here. A genuine reported or computed zero is displayed as 0 and is not the same as missing evidence.

When it is unavailable

Unavailable (—) means Historical volatility is absent, unsupported, stale under the screen's rules or not computable from verified inputs. It must never be converted to zero or a neutral signal.

Limitations and common mistakes

Historical volatility may differ by provider definition, observation time, instrument and venue. Common mistakes are dropping units or dates, comparing unlike scopes, and treating a missing value as zero.

Market-specific differences

Contract size, exercise style, expiry, settlement, price unit and trading rules vary across all supported markets. Always use the selected contract specification.

Related terms

Use the related-term links on this page to compare Historical volatility with neighbouring definitions while retaining each term's distinct source, unit and limitations.

Suggested next steps

Open the related Derivatives terms below, then follow the matching Help Centre task guide and inspect Historical volatility on an exact exchange listing. Confirm source, as-of time, units and unavailable reason before using it in research.

Educational information only; not investment advice or an order service.

This Historical volatility tutorial is educational and descriptive. It is not investment advice, a price prediction, a recommendation, or an instruction to buy, sell, rebalance or place an order.