Analyzing stock volatility

I am long a few shares of AMD at the moment and was curious about a volatility measurement. Does it make more sense to use VWAP or the close price when calculating daily volatility for a stock?

 

You can get that data from some websites like http://www.ivolatility.com/ and our LVX software has it right on the platfrom.
https://www.lightspeed.com/livevol-x-tutorials/

I don't think VWAP provides that information.

 

Your charting package probably has a historic volatility study so you can see a chart of it.

 

Close price, to conform to industry conventions. But there are several, more granular, measures of realized vol.