How to check annual volatility and daily volatility of stocks, indices and currency derivatives using NSE website?

General
1

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i have gone through varsity and am aware of calculation process by excel .

i wish to know how to check the annual volatility & daily volatility on NSE website for both equities and currency segments .

can anyone share the direct link to reach the attached scree shot ?

i tried 3 days on NSE website , did not find .


please do share the link .

thank you

2

Aehsan - NSE publishes this information for Futures. For others uou will have to calculate the same yourself.

Get the stock quote for the stock that you like -

For example - here is Reliance - http://www.nseindia.com/live_market/dynaContent/live_watch/get_quote/GetQuoteFO.jsp?underlying=RELIANCE&instrument=FUTSTK&expiry=26NOV2015&type=-&strike=-

Right below click on other information and you will get to see the volatility information.

3

Karthik / Nithin,

I am trying to build few strategies around volatility, can you please help understand where we can get the historical
annualized volatility we see in the NSE website,

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Thanks!!

4

What you see at the bottom most part under other information is historical annualized volatility and daily volatility.

5

I am aware, when I meant by historical annualized volatility; I meant annualized volatility for the last one year.

For example what was the annualized volatility on 30th May’ 2017 or 30th April’ 2017 or 20th Jan’ 2017.

awaiting response.

Thanks!!

6

Ah, in that case I think its best to calculate the historical volatility yourself.

7

Karthik,

in that case i will require your help please, since if I apply the formulas as per what you have mentioned I am not getting this value, hence require your guidance to get the same volatility we see in NSE site.

thanks!!