Volatility calculators
Tools that turn the ideas on this site into numbers. Every one runs entirely in your browser — nothing you type is transmitted, logged or stored — and every one uses the identical Black–Scholes and statistics engine that pre-rendered the diagrams on the concept pages.
Which calculator do I need? To turn an option's price into a volatility, use the Implied Volatility Calculator. To turn a volatility into a price range, use the Expected Move Calculator. To decide whether a volatility reading is high or low, use IV Rank Calculator and IV Percentile Calculator together — they routinely disagree, and the disagreement is the informative part.
Implied Volatility Calculator
The implied volatility calculator solves for the single volatility figure that makes the Black–Scholes price of an option equal the market price you …
Expected Move Calculator
The expected move calculator converts an implied volatility into a price range: the one-standard-deviation band the option market is pricing for the …
Standard Deviation Calculator
The standard deviation calculator takes a series of closing prices, converts them to daily log returns, computes the sample standard deviation of tho…
IV Rank Calculator
IV Rank measures where today's implied volatility sits between its 52-week low and its 52-week high, on a scale of 0 to 100. It ignores every observa…
IV Percentile Calculator
IV Percentile is the share of days in the lookback window whose implied volatility closed below today's. Unlike IV Rank it uses every observation, wh…
Volatility Converter
The volatility converter rescales a volatility figure between horizons using the square-root-of-time rule: to move from one period to another, multip…
Volatility Comparison Tool
The volatility comparison tool places an implied volatility beside a realised volatility over a matched window and reports the gap between them — the…
Expected Range Calculator
The expected range calculator converts an implied volatility into the full set of expiry bands — one, two and three standard deviations — and compute…
Volatility Regime Dashboard
The volatility regime dashboard combines a volatility index level, the slope of the implied-volatility term structure, and the gap between implied an…
Options Premium Sensitivity Tool
The premium sensitivity tool prices an option under Black–Scholes and decomposes what moves it: delta for a move in the underlying, gamma for the cha…