I am not a mathematician but want to try and understand the BS model for option pricing. I get the intuitive sense of it but am unable to figure out calculation of volatility (as an input). Some online sources indicate taking a time series of log returns of the underlying asset and calc mean and SD and use that. But if my option has and expiry of $T+1$ and $T+2$ months, I am pretty sure I can't use the same volatility input. So is there a rule of thumb / papers that indicate how many historical data points are needed for options of different maturities (and the same strike price)? kindly let me know. Appreciate it!