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Home/ Questions/Q 864335
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Editorial Team
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Editorial Team
Asked: May 15, 20262026-05-15T09:27:39+00:00 2026-05-15T09:27:39+00:00

I would like to create some simulated historical options data, and need to calculate

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I would like to create some simulated historical options data, and need to calculate historical volatility from historical stock prices. Is there a built in function to do this? Any formulas?

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  1. Editorial Team
    Editorial Team
    2026-05-15T09:27:40+00:00Added an answer on May 15, 2026 at 9:27 am

    The only built-in functions I found were in the Financial Toolbox:

    • BLKIMPV
    • BLSIMPV
    • CHAIKVOLAT

    Other than that, here are some other links that may help:

    • Trading with MATLAB blog
    • Historical Volatility by Josiah Renfree on the MathWorks File Exchange (link from ShinTakezou’s comment above)
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