Calculating Historical Volatility

Course Name: Options Trading Strategies In Python: Basic, Section No: 3, Unit No: 8, Unit type: Notebook

To calculate the daily volatility, why do we not multiply the square root of the number of trading days? I have seen that in other examples from other resources

Hi Ronak,

Thank you for pointing out the slight mistake. We have made changes in the Historical volatility calculation as pointed out by you. Please revisit the course and see changes made.





I hope it helps.