Bank nifty historical volatility calculation excel sheet

Bank nifty historical volatility calculation excel sheet

Bank nifty historical volatility: Historical volatility measure the risk of underlying assets. Assets with high volatility have high risk and low volatility have low risk. Assets with high volatility have large spreads and low volatility have lower spreads.

Procedure to calculate the historical volatility

1. Download the historical volatility excel sheet from this link
2. Visit this link to down the historical data of any stock link
3. Select the banking index from the list
4. The select time period from the list
5. Select 365 days time period
6. Higher the time period better the accuracy
7. You can calculate 3-year volatility data for good accuracy
8. Open the downloaded file 
9. Delete the extra columns like open-high-low-turnover etc
10. Except the date and close price delete all the columns
11. Copy the data and paste the data in volatility file
12. Analyze the data points with the help of graph
13. Make your decision on your analysis
14. Why implied volatility increase or decrease in options?
15. Relationship between implied volatility and historical volatility
16. How to calculate implied volatility for nifty options?