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Historical Volatility
How much a stock has actually moved in the past, measured directly from its own price history rather than from options prices.
What is historical volatility?
Historical volatility is how much a ticker has actually moved, measured from its own past prices. On EZPZ, Historical Volatility is one searchable chart of 10D, 20D, 30D, 60D, and 90D Volatility versus Price. Type e.g. SPY, then Go. It is not a buy or sell.
On EZPZ, the live page title is Historical Volatility. The eyebrow is Stock Analytics. The ticker line starts on SPY plus last price. The screenshot uses SPY at $761.68. The subline is Historical Volatility 10D / 20D / 30D / 60D / 90D vs. Price. Placeholder is e.g. SPY. Go loads the name. Enter in that box also loads it. The chart label is Historical Volatility, then the ticker. The left y-axis is Historical Volatility, printed as a percent. The right y-axis is Price, printed as a dollar. The x-axis is Date. The legend is 10D Volatility, 20D Volatility, 30D Volatility, 60D Volatility, 90D Volatility, and Price. 20D Volatility and 60D Volatility start on. Price starts on. Click a legend item to show 10D, 30D, or 90D. Hover a date for each visible series. A short window that sits above a long window means recent movement ran hotter than the longer clock. That is still history. It is not a forecast.
On EZPZ, this page is realized 10D through 90D Volatility versus Price for any ticker you search. Volatility Analysis is Volatility By Open Interest, Open Interest, and Implied Volatility Smile, not these realized windows. IV Rank Explorer is Current IV (30D), IV Rank (1Y), period rank, and IV Percentile (1Y), not historical volatility. Greeks is Call and Put Delta, Theta, and IV across five expiries, then Delta, Theta, Vega, and Gamma Maturity. Expected Move is the DEM and VEM band chart by expiration. Ticker Explorer keeps Implied Volatility (30 D), IV Rank, and IV Percentile as one-symbol cards. Largest Premium By Tickers has a High IV Rank leaderboard when you do not have a ticker yet. Top 20 Optionable ranks listed-option names by Vol. * Price and shows IV Rank on the row. Put to Call Ratio is the Intraday Put/Call Ratio chart of Traded PCR, OI PCR, and Sentiment PCR. Max Pain is Intraday Max Pain with O-Max Pain, P-Max Pain, and V-Max Pain. Gamma Exposure is the searchable strike table with Call Wall and Put Wall. GEX and DEX is the Intraday GEX and DEX chart pair with Gamma Flip. Spot Gamma and Delta is the ($) Open Interest versus ($) Volume bar pair with a Spot line. GEX Heatmap is the strike-by-expiration GEX grid with a GEX Details table. Greeks Heatmap is the strike-by-expiration grid with Gravity Magnet Score. Option Depth Flow is the searchable strike-by-time Bubble or Gradient chart. Market Maker Exposure is the SPX Flip Level chart with Call Wall, Put Wall, and Expected Move(VEM) and DEM. Market Cross Flow is the SPY, SPXW, and QQQ GEX grid next to candles. Open Interest Scan is the OI per Strike and OI per Expiration chart pair. Volume Scan is the Volume by Strike and Volume by Expiration chart pair. Index Trader is the index dashboard with Premium Traffic Lights. Market Wave is the Current Day chart of Net Call Premium versus Net Put Premium. Net Flow Graph is one ticker you search with Filter ticker, plus Cumulative Volume Delta. Historical Net Premium is the 15D Cumulative lookback with a daily table. 0DTE Graph is the same-day premium chart with Filter ticker. The 0DTE dropdown is the lock. Weekly-DTE Graph is the WTE chart of premium that expires by Friday. 7-DTE Graph is the 7DTE chart of premium in the next 7 days. Supply and Demand X-ray is the ITM Call and Put chart of Price, Supply, and Demand. Money Sentiment is Bought Ratio, Net Sentiment, and Netflow Graph for one ticker. Net Premium Heatmap is the strike-by-expiration grid of Net Premium for one ticker. Movers and Shakers Tide is that same chart job for about 18 mega-cap names. Option Chain is the listed book, where implied volatility sits on a contract row. Live Flow is the tape of prints. Unusual Activity keeps only large, sweep, and block prints. Unusual Activity Intraday is the session scan with a date range. $1M Plus Flow keeps only million-dollar premium. 0DTE Flow keeps only prints that expire today. SPX and SPY Flow locks the tape to SPX, SPXW, and SPY. Volatility Surface 3D is Raw Contracts and Smoothed Mesh for one ticker.
How Historical Volatility works on EZPZ
Search a ticker, then read 20D Volatility and 60D Volatility next to Price. It is not a score. Most people start with those two windows because they start on. If you want a faster clock, click 10D Volatility in the legend. If you want a slower clock, click 30D or 90D. Hover a date when you want the percent next to the dollar. Do not treat SPY as a default thesis.
How this differs from Volatility Analysis
Volatility Analysis is three strike charts: Volatility By Open Interest, Open Interest, and Implied Volatility Smile. Each card has Strikes Min and Max plus an expiry. This page has no smile and no IV × OI. It is 10D, 20D, 30D, 60D, and 90D Volatility versus Price. Use Volatility Analysis when you want IV by strike. Use this page when you want realized windows next to the stock. Use IV Rank Explorer when you want Current IV (30D) and IV Rank (1Y). Use Greeks when you want Call IV Distribution across five expiries. Use Expected Move when you want DEM versus VEM. Use Ticker Explorer when you want Implied Volatility (30 D) beside quote and unusual activity. Use Largest Premium By Tickers when you want the High IV Rank list. Use Top 20 Optionable when you want IV Rank on a Vol. * Price row. Use Put to Call Ratio when you want Traded PCR. Use Max Pain when you want V-Max Pain. Use Gamma Exposure when you want Call Wall and Put Wall. Use GEX and DEX when you want Gamma Flip. Use Spot Gamma and Delta when you want ($) Open Interest versus ($) Volume. Use GEX Heatmap when you want pinning versus volatility cells. Use Greeks Heatmap when you want Gravity Magnet Score. Use Option Depth Flow when you want strike by time. Use Market Maker Exposure when you want SPX Flip Level. Use Market Cross Flow when you want SPY, SPXW, and QQQ side by side. Use Open Interest Scan when you want standing contracts. Use Volume Scan when you want Call and Put volume. Use Index Trader when you want traffic lights. Use Market Wave when you want Current Day Net Call Premium versus Net Put Premium. Use Net Flow Graph when you want Filter ticker plus Cumulative Volume Delta. Use Historical Net Premium when you want the 15D table. Use 0DTE Graph when you want same-day premium. Use Weekly-DTE Graph when you want Friday. Use 7-DTE Graph when you want the next 7 days. Use Supply and Demand X-ray when you want Price, Supply, and Demand. Use Money Sentiment when you want Bought Ratio and Net Sentiment. Use Net Premium Heatmap when you want the strike-by-expiration grid. Use Movers and Shakers Tide when you want the 18-name basket. Use Option Chain when you want IV on a contract row. Use Live Flow when you want the prints.
Anatomy of the chart
You do not need every series on every session. Use the tabs if you want a map of the fields.
The eyebrow is Stock Analytics. The ticker and last price sit above the subline.
| On the page | What you are looking at |
|---|---|
| Stock Analytics | The eyebrow above the ticker line. |
| Ticker and last price | The name you loaded plus the dollar badge. The screenshot prints SPY at $761.68. |
| 10D / 20D / 30D / 60D / 90D vs. Price | The subline under last price. Those five windows are the left axis. Price is the right axis. |
| e.g. SPY Go | Type a ticker. Placeholder is e.g. SPY. Go loads the name. Enter also loads it. |
The chart label is Historical Volatility, then the ticker. Click a legend item to show or hide that series.
| On the chart | What you are looking at |
|---|---|
| 10D Volatility | The shortest window. It starts off. Click it when you want the fastest clock. |
| 20D Volatility | Starts on. Orange in the screenshot. A common first read next to Price. |
| 30D Volatility | Starts off. A middle clock between 20D and 60D. |
| 60D Volatility | Starts on. Purple in the screenshot. The slower clock next to 20D. |
| 90D Volatility | Starts off. The longest window on this page. |
Price uses the right axis so the stock can sit on the same dates as the windows.
| On the chart | What you are looking at |
|---|---|
| Price | The white line. The tooltip prints a dollar. The right y-axis label is Price. |
| Historical Volatility | The left y-axis. Tooltip prints a percent for 10D, 20D, 30D, 60D, and 90D. |
| Date | The x-axis. Hover one date to read every visible series together. |
Controls on this page
This page is ticker search plus the chart legend. There is no Strikes Min and Max and no expiry dropdown. Use the legend to change the clock. Do not treat the legend as a score.
- e.g. SPY / Go: Load another name. Placeholder is e.g. SPY.
- Legend: 10D Volatility, 20D Volatility, 30D Volatility, 60D Volatility, 90D Volatility, and Price. 20D, 60D, and Price start on.
How people actually use it
Read 20D next to 60D
Leave those two windows on. If 20D sits above 60D, recent movement ran hotter than the longer clock. That is still not a trade.
Turn on 10D only when you want speed
10D Volatility starts off. Click it when a few sessions look loud and you want the fastest window next to Price.
Hover one date
One hover prints 20D, 60D, and Price together. Add 30D or 90D if you want a slower check on that same date.
Use it next to IV and the tape
This page is realized movement. Open Volatility Analysis if you want IV by strike. Open IV Rank Explorer if you want rank. Open Live Flow if a spike makes you want the prints.