Triple Historical Volatility

Posted by TraderWerks | Indicators | Tuesday 12 August 2008 7:32 pm

This is an extension of the historical volatility indicator. This indicator shows the 30, 90 and 120 day historical volatility in a single pane. Here I show it for my favorite stock, AAPL. The shorter term volatility is rising toward the longer term volatility.

If you trade options, this is a good indicator to visualize how volatility is changing over time.

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