I live in New York City, and work for an investment bank.
Realized vol for index
100 × ∑ i = 1 N [ l n ( P i + 1 P i ) ] 2 N × 252 {\displaystyle 100\times {\sqrt {\frac {\displaystyle {\sum _{i=1}^{N}}[ln({\frac {P_{i+1}}{P_{i}}})]^{2}}{N}}}\times {\sqrt {252}}}
Realized vol for stock
100 × ∑ i = 1 N − 1 [ l n ( P i + 1 + D i v i P i ) ] 2 N × 252 {\displaystyle 100\times {\sqrt {\frac {\displaystyle {\sum _{i=1}^{N-1}}[ln({\frac {P_{i+1}+Div_{i}}{P_{i}}})]^{2}}{N}}}\times {\sqrt {252}}}
![{\displaystyle 100\times {\sqrt {\frac {\displaystyle {\sum _{i=1}^{N}}[ln({\frac {P_{i+1}}{P_{i}}})]^{2}}{N}}}\times {\sqrt {252}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/fbe0811333ccd3cc3ef3b06c2bbd8f7623b2a9ea)
![{\displaystyle 100\times {\sqrt {\frac {\displaystyle {\sum _{i=1}^{N-1}}[ln({\frac {P_{i+1}+Div_{i}}{P_{i}}})]^{2}}{N}}}\times {\sqrt {252}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8da1b8937e274a7da1f948f6ac0b30eee328ca28)
