3% daily
The default: a 3% daily move annualizes with √252 ≈ 15.87.
- Annual
- 47.62
- Monthly / weekly
- 13.75 / 6.71
- Daily
- 3.00
Volatility converter
Translate a volatility figure from one period into the equivalent daily, weekly, monthly, quarterly, semi-annual, and annual numbers.
Choose the tenor of the number you have, then calculate. Scaling uses square-root-of-time and a 252-trading-day year. Figures are theoretical and for information only.
Converted volatility (%)
- Daily
- —
- Weekly
- —
- Monthly
- —
- Quarterly
- —
- Semi-annual
- —
- Annual
- —
How the conversion is calculated
Under independent returns, variance grows linearly with time, so volatility grows with the square root of time. The calculator lifts your input to an annual number, then scales that annual figure to every other tenor.
σannual = σinput × √(252 / Ninput)
- N — trading days in the tenor: 1 daily, 5 weekly, 21 monthly, 63 quarterly, 126 semi-annual, 252 annual
- Then σtenor = σannual / √(252 / Ntenor)
Each printed volatility is rounded to two decimals. The annual figure is rounded first, and the other tenors are computed from that rounded annual number, matching the results panel.
Worked examples
These cases use the same 252-day calendar and two-decimal rounding as the calculator.
20% annual
A common option-input vol. Daily is 20 / √252.
- Annual
- 20.00
- Monthly / weekly
- 5.77 / 2.82
- Daily
- 1.26
2% weekly
Weekly vol annualizes with √(252/5) = √50.4.
- Annual
- 14.20
- Monthly / weekly
- 4.10 / 2.00
- Daily
- 0.89
Related calculators on this site
Annual volatility is the usual input for option pricing and a horizon-matched number is the input for VaR. Implied vol inverts a price rather than rescaling a tenor.
Volatility converter FAQ
It first scales your input to an annual figure with the square-root-of-time rule and a 252-trading-day year, then scales that annual number down to each listed tenor. Each result is rounded to two decimals.
The calendar used here is 252 trading days per year, 126 semi-annual, 63 quarterly, 21 monthly, 5 weekly, and 1 daily. That is a market convention, not a calendar-day count.
The rule assumes independent, identically distributed returns. Overnight jumps, weekend effects, mean reversion, and volatility clustering all break that. Use the converted number as a starting point, not a forecast.
Yes if your quote is daily or weekly. The Black-Scholes and Garman-Kohlhagen tools on this site expect an annualized volatility percent.
Annual volatility is rounded to two decimals before the other tenors are computed from it. Going 3% daily to annual gives 47.62, and 47.62 scaled back to daily rounds to 3.00, but other chains can pick up a hundredth.
No. This page only rescales a volatility number across tenors. To back out Black-Scholes implied vol from an option price, use the implied volatility calculator.
Disclaimer: the contents of this website are for informational purposes only and do not constitute any investment recommendation. The visitor acts at his own risk.