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How Does ‘Historical Volatility’ Differ from Implied Volatility?

HV is backward-looking (past price movement); IV is forward-looking (market expectation of future movement).
Greeks.Live17.11.25

How Does ‘Historical Volatility’ Differ from Implied Volatility?

Historical volatility (HV) is a backward-looking measure, calculating the standard deviation of an asset's price over a specific past period. Implied volatility (IV) is a forward-looking measure, derived from the current market price of an option, representing the market's expectation of future volatility.

Differentiate between Historical Volatility and Implied Volatility
Explain the Difference between ‘Implied Volatility’ and ‘Historical Volatility’
How Is “Historical Volatility” Different from Implied Volatility?
Define ‘Implied Volatility’ and How It Differs from ‘Historical Volatility’

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