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Online Share Trading

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Volatility

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dhes
New Contributor
Can anybody help with the calcualtion of volatility of shares on excel, please? Specifically looking for the method with formulae?
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7 REPLIES 7
dhes
New Contributor
Thanks, was looking at this, thought this applied more to options,will give it a shot!
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Not applicable
Not sure I understand your question. Volatility calculations apply only to Options don't they? Share price volatility is a subjective thing, and doesn't have a mathematical value - or does it? Am interested to know the answer
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Rams
Super Contributor
Divide share price by its ATR and multiply by 100-the higher the percentage, the more volatile
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Not applicable
other way around isn't it? And the problem with that is that it doesn't take the spread into account - which is a key measure of volatility, I think
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Rams
Super Contributor
other way round for both...... volatility determines spread so does not to be part of equation as the ruling price covers the spread contribution....
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Blik
Super Contributor
Is it anything to do with the Delta value of a share? That shows the general volatility of a share doesnt it?
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