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Duration is another way to measure bond volatility. Duration is a measure of how much the price of a bond changes when compared to its interest rate. Bond price will change from time to time as the issuing organization evaluates the value of the bond on the market.
Historical volatility is the annualized standard deviation of past stock price movements. It measures the daily price changes in the stock over the past year. In contrast, IV is derived from an optionâs price and shows what the market âimpliesâ about the stockâs volatility in the future. Implied volatility is one of six inputs used in an options pricing model, but itâs the only one that is not directly observable in the market itself.