Calculating Realised Vol

formguide

Newbie
4 0
Hi guys, I trade shortend options and have recently started at a new firm and need to get my implied vs realised spreadsheets going, I have never done this before because at my last firm there was a kid that did it for us, so was after a bit of help! I have the historical close to close, high and low data for the relevant underlyings in a spreadsheet, and was wondering if anyone knew how to calculate close to close and Garman Klass realised vol in excel. Any help would be really appreciated. Many thanks.
 
 
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