Volatility Price Range Calculator
Enter price, annual volatility, horizon days and confidence multiple z to estimate the sigma price range.
Results
Fill in the inputs and click Calculate.
- Lower Bound
- –
- Upper Bound
- –
Risk disclaimer
This calculator provides a probabilistic estimate for informational purposes only; extreme moves can exceed the range.
How to read the σ range?
Under a log-normal assumption the range ≈ price × exp(±z·σ·√(t/365)). z=1 covers ~68%, z=2 ~95%.
This is a probabilistic reference, not a hard boundary.
How to use
- Enter the current price and annual volatility in percent.
- Enter the horizon in days and the multiple z (e.g. 1 or 2).
- Click Calculate to see the upper and lower bounds.
Formula
- Factor = exp(z × Annual Vol × √(days/365))
- Upper = Price × Factor; Lower = Price ÷ Factor
Example
Price 100, 60% vol, 30 days, z=1 → upper ≈ 118.2, lower ≈ 84.6.
At z=2 the range widens: ≈ 139.7 / 71.6.
FAQ
Which z?
1 ≈ 68%, 2 ≈ 95%, 3 ≈ 99.7% under the normal approximation.
Assumptions?
Log-normal prices and constant volatility; jumps and fat tails make real moves more extreme.