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| Discuss Historical Volatility at the Options within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Please advise from which site I can get data on Historical Volatility of Stocks and ... |
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#2
17th March 2010, 03:27 PM
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Re: Historical Volatility
You can get it from NSE site. Here is link
http://www.nse-india.com/content/vix/hist_vix_data.htm Regards, -Pralhad 
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#3
17th March 2010, 06:15 PM
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Re: Historical Volatility
Quote:
As per the NSE Indian VIX is "India VIX is a volatility index based on the Nifty 50 Index Option prices. From the best bid-ask prices of Nifty 50 Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days." Whereas according to Investopedia , "Historical Volatality " is "The realized volatility of a financial instrument over a given time period. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Standard deviation is the most common but not the only way to calculate historical volatility. " Here you can get the HV chart of Indian stocks http://www.khelostocks.com/stockVolatility.html. Check this link aslo http://www.nseindia.com/content/nsccl/FOVOLT.csv
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