| Timeframe | C-C DoR σ (Historical) |
H-L DoR σ (Historical) |
O-C DoR σ (Historical) |
5Y ATRP (Avg) |
Binomial IV (Period) |
Yahoo IV (Period) |
1σ Lower (68.27%) |
1σ Upper | 2σ Lower (95.45%) |
2σ Upper |
|---|---|---|---|---|---|---|---|---|---|---|
| Daily | 3.19% | 3.35% | 2.95% | 3.63% | 2.42% | 2.74% | 220.77 | 231.72 | 215.48 | 237.41 |
| Weekly | 6.93% | 8.73% | 7.42% | 8.38% | 5.33% | 6.03% | 214.44 | 238.57 | 203.30 | 251.63 |
| Monthly | 14.44% | 37.37% | 19.16% | 17.65% | 11.10% | 12.55% | 202.42 | 252.73 | 181.15 | 282.40 |
| Quarterly | 27.17% | 88.66% | 30.39% | 29.00% | 19.22% | 21.73% | 186.62 | 274.12 | 153.98 | 332.23 |
| Annual | — | — | — | — | 38.45% | 43.46% | 153.98 | 332.23 | 104.83 | 487.99 |
| Option Time Horizon | — | — | — | — | 14.79% | 16.72% | 195.09 | 262.23 | 168.27 | 304.02 |
| Ex-Dividend Date | Amount |
|---|---|
| 2008-07-30 | $0.2250 |
| 2008-05-15 | $0.2250 |
| 2008-02-06 | $0.2250 |
| 2007-11-01 | $0.2250 |
| 2007-08-02 | $0.2250 |
| 2007-05-09 | $0.2000 |
| 2007-01-24 | $0.2000 |
| 2006-10-31 | $0.2000 |
| 2006-08-09 | $0.2000 |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -9.47% | 42 | 0.70% | 0.70% |
| -9.47% to -7.08% | 61 | 1.01% | 1.71% |
| -7.08% to -4.69% | 155 | 2.58% | 4.29% |
| -4.69% to -2.30% | 641 | 10.65% | 14.94% |
| -2.30% to 0.10% | 2149 | 35.71% | 50.65% |
| 0.10% to 2.49% | 2094 | 34.80% | 85.44% |
| 2.49% to 4.88% | 606 | 10.07% | 95.51% |
| 4.88% to 7.28% | 164 | 2.73% | 98.24% |
| 7.28% to 9.67% | 50 | 0.83% | 99.07% |
| Greater than 9.67% | 56 | 0.93% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -3.09% | 3.29% | 80.76% | 68.27% |
| ±2σ | -6.28% | 6.48% | 95.31% | 95.45% |
| ±3σ | -9.47% | 9.67% | 98.37% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -6.18% | 0 | 0.00% | 0.00% |
| -6.18% to -3.67% | 0 | 0.00% | 0.00% |
| -3.67% to -1.16% | 0 | 0.00% | 0.00% |
| -1.16% to 1.36% | 276 | 4.59% | 4.59% |
| 1.36% to 3.87% | 3766 | 62.57% | 67.15% |
| 3.87% to 6.38% | 1315 | 21.85% | 89.00% |
| 6.38% to 8.89% | 360 | 5.98% | 94.98% |
| 8.89% to 11.40% | 136 | 2.26% | 97.24% |
| 11.40% to 13.91% | 77 | 1.28% | 98.52% |
| Greater than 13.91% | 89 | 1.48% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 0.52% | 7.22% | 91.69% | 68.27% |
| ±2σ | -2.83% | 10.57% | 96.63% | 95.45% |
| ±3σ | -6.18% | 13.92% | 98.52% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -8.83% | 44 | 0.73% | 0.73% |
| -8.83% to -6.62% | 43 | 0.71% | 1.45% |
| -6.62% to -4.40% | 149 | 2.48% | 3.92% |
| -4.40% to -2.19% | 635 | 10.55% | 14.47% |
| -2.19% to 0.03% | 2249 | 37.37% | 51.84% |
| 0.03% to 2.24% | 2034 | 33.79% | 85.63% |
| 2.24% to 4.46% | 596 | 9.90% | 95.53% |
| 4.46% to 6.67% | 161 | 2.67% | 98.21% |
| 6.67% to 8.89% | 60 | 1.00% | 99.20% |
| Greater than 8.89% | 48 | 0.80% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -2.92% | 2.98% | 81.14% | 68.27% |
| ±2σ | -5.88% | 5.93% | 95.86% | 95.45% |
| ±3σ | -8.83% | 8.89% | 98.47% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -20.32% | 7 | 0.56% | 0.56% |
| -20.32% to -15.12% | 9 | 0.72% | 1.28% |
| -15.12% to -9.93% | 35 | 2.80% | 4.09% |
| -9.93% to -4.73% | 127 | 10.18% | 14.26% |
| -4.73% to 0.47% | 461 | 36.94% | 51.20% |
| 0.47% to 5.66% | 429 | 34.38% | 85.58% |
| 5.66% to 10.86% | 127 | 10.18% | 95.75% |
| 10.86% to 16.05% | 34 | 2.72% | 98.48% |
| 16.05% to 21.25% | 10 | 0.80% | 99.28% |
| Greater than 21.25% | 9 | 0.72% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -6.46% | 7.39% | 81.09% | 68.27% |
| ±2σ | -13.39% | 14.32% | 95.67% | 95.45% |
| ±3σ | -20.32% | 21.25% | 98.72% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -16.41% | 0 | 0.00% | 0.00% |
| -16.41% to -9.87% | 0 | 0.00% | 0.00% |
| -9.87% to -3.32% | 0 | 0.00% | 0.00% |
| -3.32% to 3.23% | 46 | 3.68% | 3.68% |
| 3.23% to 9.77% | 805 | 64.45% | 68.13% |
| 9.77% to 16.32% | 263 | 21.06% | 89.19% |
| 16.32% to 22.86% | 75 | 6.00% | 95.20% |
| 22.86% to 29.41% | 27 | 2.16% | 97.36% |
| 29.41% to 35.96% | 12 | 0.96% | 98.32% |
| Greater than 35.96% | 21 | 1.68% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 1.04% | 18.50% | 92.39% | 68.27% |
| ±2σ | -7.69% | 27.23% | 96.64% | 95.45% |
| ±3σ | -16.41% | 35.96% | 98.32% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -22.14% | 4 | 0.32% | 0.32% |
| -22.14% to -16.57% | 6 | 0.48% | 0.80% |
| -16.57% to -11.00% | 28 | 2.24% | 3.04% |
| -11.00% to -5.44% | 126 | 10.09% | 13.13% |
| -5.44% to 0.13% | 507 | 40.59% | 53.72% |
| 0.13% to 5.69% | 424 | 33.95% | 87.67% |
| 5.69% to 11.26% | 103 | 8.25% | 95.92% |
| 11.26% to 16.82% | 34 | 2.72% | 98.64% |
| 16.82% to 22.39% | 7 | 0.56% | 99.20% |
| Greater than 22.39% | 10 | 0.80% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -7.29% | 7.55% | 83.59% | 68.27% |
| ±2σ | -14.71% | 14.97% | 96.96% | 95.45% |
| ±3σ | -22.14% | 22.39% | 98.88% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -41.33% | 1 | 0.35% | 0.35% |
| -41.33% to -30.50% | 1 | 0.35% | 0.70% |
| -30.50% to -19.67% | 9 | 3.14% | 3.83% |
| -19.67% to -8.84% | 31 | 10.80% | 14.63% |
| -8.84% to 1.99% | 116 | 40.42% | 55.05% |
| 1.99% to 12.82% | 83 | 28.92% | 83.97% |
| 12.82% to 23.65% | 36 | 12.54% | 96.52% |
| 23.65% to 34.48% | 6 | 2.09% | 98.61% |
| 34.48% to 45.31% | 1 | 0.35% | 98.95% |
| Greater than 45.31% | 3 | 1.05% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -12.45% | 16.43% | 82.93% | 68.27% |
| ±2σ | -26.89% | 30.87% | 96.86% | 95.45% |
| ±3σ | -41.33% | 45.31% | 98.61% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -88.48% | 0 | 0.00% | 0.00% |
| -88.48% to -60.45% | 0 | 0.00% | 0.00% |
| -60.45% to -32.43% | 0 | 0.00% | 0.00% |
| -32.43% to -4.40% | 0 | 0.00% | 0.00% |
| -4.40% to 23.63% | 208 | 72.22% | 72.22% |
| 23.63% to 51.66% | 68 | 23.61% | 95.83% |
| 51.66% to 79.68% | 6 | 2.08% | 97.92% |
| 79.68% to 107.71% | 2 | 0.69% | 98.61% |
| 107.71% to 135.74% | 0 | 0.00% | 98.61% |
| Greater than 135.74% | 4 | 1.39% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -13.74% | 61.00% | 96.88% | 68.27% |
| ±2σ | -51.11% | 98.37% | 98.26% | 95.45% |
| ±3σ | -88.48% | 135.74% | 98.61% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -57.18% | 0 | 0.00% | 0.00% |
| -57.18% to -42.81% | 1 | 0.35% | 0.35% |
| -42.81% to -28.44% | 2 | 0.69% | 1.04% |
| -28.44% to -14.07% | 20 | 6.94% | 7.99% |
| -14.07% to 0.31% | 136 | 47.22% | 55.21% |
| 0.31% to 14.68% | 107 | 37.15% | 92.36% |
| 14.68% to 29.05% | 17 | 5.90% | 98.26% |
| 29.05% to 43.42% | 3 | 1.04% | 99.31% |
| 43.42% to 57.79% | 0 | 0.00% | 99.31% |
| Greater than 57.79% | 2 | 0.69% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -18.86% | 19.47% | 89.93% | 68.27% |
| ±2σ | -38.02% | 38.63% | 97.92% | 95.45% |
| ±3σ | -57.18% | 57.79% | 99.31% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -75.68% | 0 | 0.00% | 0.00% |
| -75.68% to -55.31% | 1 | 1.04% | 1.04% |
| -55.31% to -34.93% | 3 | 3.12% | 4.17% |
| -34.93% to -14.55% | 13 | 13.54% | 17.71% |
| -14.55% to 5.82% | 34 | 35.42% | 53.12% |
| 5.82% to 26.20% | 31 | 32.29% | 85.42% |
| 26.20% to 46.58% | 11 | 11.46% | 96.88% |
| 46.58% to 66.95% | 2 | 2.08% | 98.96% |
| 66.95% to 87.33% | 0 | 0.00% | 98.96% |
| Greater than 87.33% | 1 | 1.04% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -21.34% | 32.99% | 81.25% | 68.27% |
| ±2σ | -48.51% | 60.16% | 96.88% | 95.45% |
| ±3σ | -75.68% | 87.33% | 98.96% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -215.30% | 0 | 0.00% | 0.00% |
| -215.30% to -148.81% | 0 | 0.00% | 0.00% |
| -148.81% to -82.31% | 0 | 0.00% | 0.00% |
| -82.31% to -15.82% | 0 | 0.00% | 0.00% |
| -15.82% to 50.67% | 78 | 80.41% | 80.41% |
| 50.67% to 117.16% | 15 | 15.46% | 95.88% |
| 117.16% to 183.65% | 2 | 2.06% | 97.94% |
| 183.65% to 250.14% | 0 | 0.00% | 97.94% |
| 250.14% to 316.63% | 0 | 0.00% | 97.94% |
| Greater than 316.63% | 2 | 2.06% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -37.99% | 139.32% | 96.91% | 68.27% |
| ±2σ | -126.64% | 227.98% | 97.94% | 95.45% |
| ±3σ | -215.30% | 316.63% | 97.94% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -90.40% | 0 | 0.00% | 0.00% |
| -90.40% to -67.61% | 0 | 0.00% | 0.00% |
| -67.61% to -44.81% | 1 | 1.03% | 1.03% |
| -44.81% to -22.02% | 12 | 12.37% | 13.40% |
| -22.02% to 0.77% | 47 | 48.45% | 61.86% |
| 0.77% to 23.56% | 26 | 26.80% | 88.66% |
| 23.56% to 46.35% | 5 | 5.15% | 93.81% |
| 46.35% to 69.15% | 4 | 4.12% | 97.94% |
| 69.15% to 91.94% | 1 | 1.03% | 98.97% |
| Greater than 91.94% | 1 | 1.03% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -29.62% | 31.16% | 88.66% | 68.27% |
| ±2σ | -60.01% | 61.55% | 94.85% | 95.45% |
| ±3σ | -90.40% | 91.94% | 98.97% | 99.73% |