I'm looking for software that charts historical volatility and implied volatility on stocks and their options. I'd also like a recommedation to any website that ranks the top 10 fast moving markets of the day after prices have closed.
I've read that the best estimate of : + tomorrow's volatility is today's volatility + long term future volatility is long term realized volatility. Does it mean that the best volatility estimate of : + a 31 DTE is the last 31 days realized volatility + a 365 DTE is the last 365 days realized volatility ? What about taking the mean or stddev of all previous Nth days realized volatility ? I mean it won't give an edge. Not worth the money to think about it.
There are no edges in trading. Everything out there is already efficiently priced and calculated to reward risk. There's just a combination of knowledge trade process and luck intertwined, and knowing when to maximize wins and minimize losses. It's all a very intuitive, subjective, process each unique trade situation. You just have to slightly know the future better than the collective market to extract any yield
If you believe there are no edges and everything is efficiently priced, then it would be stupid to think you can make any money in the long run. If you know the future better than the collective market, then I'd say you have an edge.
It answer half my post. Length is 371 days here. Yellow is volatility stdev(log(close/close[1]), length * 252 / 365) Green / Blue / Purple / Red is 84th / median / mean / 16th percentile of volatilities Jun 18 '26 (371DTE) IV is 16.7%. Much lower than mine (21.59%). Closer (14.05%) if the lookback is only 21 days for the StdDev. Anyway this volatility measure is shitty. One extreme value and it's fucked up.
Anyway I would plot IV if I could. Using intraday data helps. Got 15.18% + the volatility premium we're 16.7% (maybe)