Volstad played in amateur baseball tournaments from a young age, winning the championship in a 12-and-under travel competition for a team representing Broward and Palm Beach counties, against a team representing California's Central Valley, at the Baseball Hall of Fame in Cooperstown, New York.
Volstad graduated from Palm Beach Gardens Community High School in 2005, pitching to a 7-2 win-loss record with one save and a 0.41 earned run average (ERA) in 10 games for the school's baseball team as a senior, striking out 98 batters and walking just eight in 69 innings pitched.