MRPNL
Market BasicsIntermediate

Volatility

The degree of price variation over time. High volatility means bigger swings — more opportunity and more risk.

Card view

Volatility measures how much a security's price fluctuates over a given period. It is the statistical heartbeat of a market — high volatility means large, fast price moves; low volatility means slow, steady drift.

Historical (realized) volatility is calculated from past price data using standard deviation of returns. Implied volatility (IV) is derived from options prices and reflects the market's expectation of future volatility.

Volatility is not directional — a highly volatile stock can be moving up or down sharply. For options traders, volatility is the primary driver of premium pricing. For equity traders, it dictates position sizing and stop placement.

#risk#options#market-structure

Related Terms