Friday, February 8, 2013

Standard Deviation formulas for Excel

Simple excel formulas to get a one standard deviation moves up and down
Add the price, expiation date, Implied Volatility


Square Root of Time
Number of  Trading Days (Daily)   252 16
Number of  Trading Weeks (Weekly)   52 7.2
Number of  Trading Months (Monthly)   12 3.5
 



% move                                 =Vol/Square Root of Time
1SD Stock move                   = Price* % move value
1 SD Stock price down         =Stock Price -% move value
1 SD Stock price up              =Stock Price +% move value

 
% Move
(1) Std Div.
$ Move
(1) Std Div.
Minus (1) Std Div. Move  Plus (1) Std Div Move 
Number of  Trading Days (Daily)   5.10% $3.41 $63.50 $70.32
Number of  Trading Weeks (Weekly)   11.24% $7.52 $59.39 $74.43
Number of  Trading Months (Monthly)   23.39% $15.65 $51.26 $82.56
             
               

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