Free Historic Volatility Data 
S&P 500 and Hang Seng Index 

plus 68% probability trading range estimation

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Hang Seng Index

恒生指數歷史波幅

 

Based on the implied volatility of S&P 500, the 68% probability trading ranges for the index is:

 

For the next 7 days until 9/7, the range is between 1092.29 and 1216.24.

For the next 20 days until 9/30, the range is between 1049.69 and 1258.96.

 

Last Update: September 9, 2011 9:30 pm New York Time

  S&P 500   HV= Historic Volatility   VIX   VIX to HV Ratios  
Date (Close) HV (10-day) HV (20-day) HV (30-day) (Close) VIX/HV(10) VIX /HV(20) VIX/ HV(30)
9/9/2011 1154.23 31.4342 32.5111 43.3733 38.5200 1.2254 1.1848 0.8881
9/8/2011 1185.90 29.1722 34.8118 42.8174 34.3700 1.1782 0.9873 0.8027
9/7/2011 1198.62 29.0114 38.5379 43.0614 33.3800 1.1506 0.8662 0.7752
9/6/2011 1165.24 30.4343 40.6997 41.9956 37.0000 1.2157 0.9091 0.8810
9/2/2011 1173.97 29.8889 47.8266 41.9882 33.9200 1.1349 0.7092 0.8078
9/1/2011 1204.42 27.2932 46.9405 41.5326 31.8200 1.1659 0.6779 0.7661
8/31/2011 1218.89 36.8580 49.9564 41.7437 31.6200 0.8579 0.6330 0.7575
8/30/2011 1212.92 36.8263 49.9580 41.6854 32.8900 0.8931 0.6584 0.7890
8/29/2011 1210.08 37.2655 50.6576 42.0306 32.2800 0.8662 0.6372 0.7680
8/26/2011 1176.80 36.0766 49.3189 41.0508 35.5900 0.9865 0.7216 0.8670
8/25/2011 1159.27 35.2499 48.7679 40.7660 39.7600 1.1279 0.8153 0.9753
8/24/2011 1177.60 41.0138 48.6316 40.6262 35.9000 0.8753 0.7382 0.8837
8/23/2011 1162.35 47.6646 48.4272 40.3708 36.2700 0.7609 0.7490 0.8984
8/22/2011 1123.82 50.5581 46.0316 38.7493 42.4400 0.8394 0.9220 1.0952
8/19/2011 1123.53 61.3881 45.9266 38.8877 43.0500 0.7013 0.9374 1.1070
8/18/2011 1140.65 61.2523 45.9955 38.7927 42.6700 0.6966 0.9277 1.1000
8/17/2011 1193.89 61.8994 44.3718 37.1457 31.5800 0.5102 0.7117 0.8502
8/16/2011 1192.76 62.0495 44.3456 37.1463 32.8500 0.5294 0.7408 0.8843
8/15/2011 1204.49 62.9169 44.9525 37.1092 31.8700 0.5065 0.7090 0.8588
8/12/2011 1178.81 60.9882 43.9362 36.7410 36.3600 0.5962 0.8276 0.9896
8/11/2011 1172.64 60.4931 43.9458 36.8704 39.0000 0.6447 0.8875 1.0578
8/10/2011 1120.76 52.3623 39.6480 34.0606 42.9900 0.8210 1.0843 1.2622
8/9/2011 1172.53 49.8157 37.2956 32.1955 35.0600 0.7038 0.9401 1.0890
8/8/2011 1119.46 38.1373 31.8662 28.8876 48.0000 1.2586 1.5063 1.6616
8/5/2011 1199.38 25.5026 22.8576 21.5703 32.0000 1.2548 1.4000 1.4835
8/4/2011 1200.07 25.6900 22.7806 21.5649 31.6600 1.2324 1.3898 1.4681
8/3/2011 1260.34 18.0213 16.9133 16.4945 23.3800 1.2974 1.3823 1.4174
8/2/2011 1254.05 17.3460 16.7195 16.9254 24.7900 1.4291 1.4827 1.4647
8/1/2011 1286.94 16.4214 14.4208 15.2115 23.6600 1.4408 1.6407 1.5554
7/29/2011 1292.28 16.7288 15.5049 15.1674 25.2500 1.5094 1.6285 1.6647
7/28/2011 1300.67 16.8815 15.8505 15.0189 23.7400 1.4063 1.4977 1.5807
7/27/2011 1304.89 17.1227 16.0868 15.9127 22.9800 1.3421 1.4285 1.4441
7/26/2011 1331.94 13.2411 14.6527 14.9868 20.2300 1.5278 1.3806 1.3499
7/25/2011 1337.43 13.2804 14.6765 14.8939 19.3500 1.4570 1.3184 1.2992
7/22/2011 1345.02 16.3036 15.2861 15.4450 17.5200 1.0746 1.1461 1.1343
7/21/2011 1343.80 16.6702 15.3898 15.5391 17.5600 1.0534 1.1410 1.1301
7/20/2011 1325.84 16.0009 15.0724 15.2108 19.0900 1.1931 1.2665 1.2550
7/19/2011 1326.73 16.0326 15.6558 15.2138 19.2100 1.1982 1.2270 1.2627
7/18/2011 1305.44 12.9411 14.7912 14.8874 20.9500 1.6189 1.4164 1.4072
7/15/2011 1316.14 14.9853 14.3673 14.9729 19.5300 1.3033 1.3593 1.3044
7/14/2011 1308.87 15.6411 14.3020 14.8868 20.8000 1.3298 1.4543 1.3972
7/13/2011 1317.72 15.6126 15.6083 16.2065 19.9100 1.2752 1.2756 1.2285
7/12/2011 1313.64 16.6105 16.1158 16.4983 19.8700 1.1962 1.2329 1.2044
7/11/2011 1319.49 16.3993 15.9623 16.5033 18.3900 1.1214 1.1521 1.1143
7/8/2011 1343.80 14.1113 15.3195 15.6181 15.9500 1.1303 1.0412 1.0212
7/7/2011 1353.22 13.2872 15.0367 15.4672 15.9500 1.2004 1.0607 1.0312
7/6/2011 1339.22 14.0507 14.9504 15.2095 16.3400 1.1629 1.0929 1.0743
7/5/2011 1337.88 14.8241 14.9850 15.6365 16.0600 1.0834 1.0717 1.0271
7/1/2011 1339.67 14.4560 15.6268 15.7965 15.8700 1.0978 1.0156 1.004