**Statistical Volatility** (also known as **Historical Volatility**) is a measure of the price changes of a security over a specific period of time. It is defined as the standard deviation of the continuously compounded returns on the security.

**Implied Volatility** indicates how options are currently priced, but not whether they are realistically priced. **Statistical Volatility**, on the other hand, can help to determine whether or not options are currently cheap or expensive.

- Indicator Type Settings
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