Realized Volatility Calculator
Annualized close-to-close realized volatility from five daily returns — compare against IV to find the variance premium.
Formula
IV persistently exceeds subsequent realized vol — the variance risk premium that funds systematic option selling. Five days is a noisy sample (use 20-30 for trading decisions) but the mechanics shown are exactly the standard close-to-close estimator.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need realized volatility calculator results fast? Analysts, founders, traders and finance professionals use the Realized Volatility Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Realized Volatility Calculator
Annualized close-to-close realized volatility from five daily returns — compare against IV to find the variance premium. IV persistently exceeds subsequent realized vol — the variance risk premium that funds systematic option selling. Five days is a noisy sample (use 20-30 for trading decisions) but the mechanics shown are exactly the standard close-to-close estimator. The governing relationship is RV = stdev(daily returns) × √252. The Realized Volatility Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Realized Volatility Calculator
- 1Enter Day 1 return (%), Day 2 return (%), Day 3 return (%), Day 4 return (%), Day 5 return (%), Current IV (for comparison) (%) into the Realized Volatility Calculator.
- 2The result is computed automatically using RV = stdev(daily returns) × √252 — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Realized Volatility Calculator?
- ✓Computes realized volatility calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Realized Volatility Calculator?+
Realized Volatility Calculator uses RV = stdev(daily returns) × √252. IV persistently exceeds subsequent realized vol — the variance risk premium that funds systematic option selling. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Realized Volatility Calculator need?+
Enter Day 1 return (%), Day 2 return (%), Day 3 return (%), Day 4 return (%), Day 5 return (%), Current IV (for comparison) (%) and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Realized Volatility Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Realized Volatility Calculator?+
Five days is a noisy sample (use 20-30 for trading decisions) but the mechanics shown are exactly the standard close-to-close estimator.
What is the Realized Volatility Calculator based on?+
The method follows authoritative sources: Carr & Wu (2009) — variance risk premia. The formula and references are shown on the page so you can verify and cite the result.
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