Historical volatility

Discussion in 'Options' started by froluis, Aug 10, 2010.

  1. froluis

    froluis

    Hello,
    I am learning options trading and have a question for the more experienced traders:
    What formula do you use to calculate historical volatility. Do you use the standard formula (square root of the variance) or other calculation like ATR or more complex formulas.
    If you use different formulas which one and why?
    Thanks for your support and best regards.