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Standard Deviation Calculator

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Underlying Price Volatility Calendar Days Days in the year
$ %
Significant digits (eg: 2 = 1.00 or 4 = 1.0001)
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Standard Deviations Probability Range
1.00 $7.54 68.2% $92.46 to $107.54
1.10 $8.29 72.9% $91.71 to $108.29
1.20 $9.04 77.0% $90.96 to $109.04
1.25 $9.42 78.9% $90.58 to $109.42
1.28 $9.65 80.0% $90.35 to $109.65
1.30 $9.80 80.6% $90.20 to $109.80
1.40 $10.55 83.9% $89.45 to $110.55
1.44 $10.85 85.0% $89.15 to $110.85
1.50 $11.31 86.6% $88.69 to $111.31
1.64 $12.36 90.0% $87.64 to $112.36
1.96 $14.77 95.0% $85.23 to $114.77
2.00 $15.07 95.4% $84.93 to $115.07
2.33 $17.56 98.0% $82.44 to $117.56
2.58 $19.45 99.0% $80.55 to $119.45
2.81 $21.18 99.5% $78.82 to $121.18
3.09 $23.29 99.8% $76.71 to $123.29
3.29 $24.80 99.9% $75.20 to $124.80

How to Use This Calculator

Use this calculator to estimate how far an underlying will move, based on the volatility of the at-the-money options when your options will expire.

The equation to calculator standard deviations is: Standard Deviation Equation Image

 

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