Historical Volatility Bands

The Historical Volatility Bands take the HVV (Historical Volatility Value) and adds a positive and negative delta. Using the values generated from the Deltas, bands are plotted onto the chart that rise and fall based on the volatility of the security.


This is a companion discussion topic for the original entry at https://www.optuma.com/kb/optuma/tools/volatility/historical-volatility-bands