| 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% | 3.34% | 2.95% | 3.62% | 2.58% | 2.85% | 208.34 | 219.36 | 203.03 | 225.09 |
| Weekly | 6.92% | 8.72% | 7.42% | 8.35% | 5.68% | 6.28% | 201.98 | 226.27 | 190.84 | 239.48 |
| Monthly | 14.44% | 37.30% | 19.14% | 17.53% | 11.82% | 13.07% | 189.95 | 240.59 | 168.78 | 270.77 |
| Quarterly | 27.25% | 88.58% | 30.46% | 29.74% | 20.47% | 22.64% | 174.21 | 262.33 | 141.97 | 321.91 |
| Annual | — | — | — | — | 40.93% | 45.28% | 141.97 | 321.91 | 94.28 | 484.74 |
| Option Time Horizon | — | — | — | — | 14.69% | 16.25% | 184.58 | 247.60 | 159.36 | 286.78 |
| 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 | 2.57% | 4.27% |
| -4.69% to -2.30% | 644 | 10.66% | 14.94% |
| -2.30% to 0.09% | 2154 | 35.67% | 50.60% |
| 0.09% to 2.48% | 2105 | 34.86% | 85.46% |
| 2.48% to 4.87% | 607 | 10.05% | 95.51% |
| 4.87% to 7.26% | 164 | 2.72% | 98.23% |
| 7.26% to 9.65% | 51 | 0.84% | 99.07% |
| Greater than 9.65% | 56 | 0.93% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -3.09% | 3.28% | 80.77% | 68.27% |
| ±2σ | -6.28% | 6.47% | 95.31% | 95.45% |
| ±3σ | -9.47% | 9.65% | 98.38% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -6.17% | 0 | 0.00% | 0.00% |
| -6.17% to -3.66% | 0 | 0.00% | 0.00% |
| -3.66% to -1.15% | 0 | 0.00% | 0.00% |
| -1.15% to 1.36% | 279 | 4.62% | 4.62% |
| 1.36% to 3.87% | 3773 | 62.47% | 67.09% |
| 3.87% to 6.37% | 1324 | 21.92% | 89.01% |
| 6.37% to 8.88% | 361 | 5.98% | 94.98% |
| 8.88% to 11.39% | 137 | 2.27% | 97.25% |
| 11.39% to 13.90% | 74 | 1.23% | 98.48% |
| Greater than 13.90% | 92 | 1.52% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 0.52% | 7.21% | 91.71% | 68.27% |
| ±2σ | -2.82% | 10.55% | 96.62% | 95.45% |
| ±3σ | -6.17% | 13.90% | 98.49% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -8.82% | 44 | 0.73% | 0.73% |
| -8.82% to -6.61% | 43 | 0.71% | 1.44% |
| -6.61% to -4.40% | 149 | 2.47% | 3.91% |
| -4.40% to -2.18% | 639 | 10.58% | 14.49% |
| -2.18% to 0.03% | 2254 | 37.32% | 51.80% |
| 0.03% to 2.24% | 2041 | 33.79% | 85.60% |
| 2.24% to 4.46% | 600 | 9.93% | 95.53% |
| 4.46% to 6.67% | 162 | 2.68% | 98.21% |
| 6.67% to 8.88% | 60 | 0.99% | 99.21% |
| Greater than 8.88% | 48 | 0.79% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -2.92% | 2.98% | 81.13% | 68.27% |
| ±2σ | -5.87% | 5.93% | 95.88% | 95.45% |
| ±3σ | -8.82% | 8.88% | 98.48% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -20.32% | 7 | 0.56% | 0.56% |
| -20.32% to -15.13% | 9 | 0.72% | 1.28% |
| -15.13% to -9.93% | 35 | 2.80% | 4.07% |
| -9.93% to -4.74% | 127 | 10.14% | 14.22% |
| -4.74% to 0.45% | 462 | 36.90% | 51.12% |
| 0.45% to 5.64% | 431 | 34.42% | 85.54% |
| 5.64% to 10.84% | 128 | 10.22% | 95.77% |
| 10.84% to 16.03% | 34 | 2.72% | 98.48% |
| 16.03% to 21.22% | 10 | 0.80% | 99.28% |
| Greater than 21.22% | 9 | 0.72% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -6.47% | 7.38% | 81.15% | 68.27% |
| ±2σ | -13.40% | 14.30% | 95.69% | 95.45% |
| ±3σ | -20.32% | 21.22% | 98.72% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -16.38% | 0 | 0.00% | 0.00% |
| -16.38% to -9.84% | 0 | 0.00% | 0.00% |
| -9.84% to -3.30% | 0 | 0.00% | 0.00% |
| -3.30% to 3.23% | 48 | 3.83% | 3.83% |
| 3.23% to 9.77% | 805 | 64.25% | 68.08% |
| 9.77% to 16.31% | 265 | 21.15% | 89.23% |
| 16.31% to 22.84% | 75 | 5.99% | 95.21% |
| 22.84% to 29.38% | 27 | 2.15% | 97.37% |
| 29.38% to 35.92% | 12 | 0.96% | 98.32% |
| Greater than 35.92% | 21 | 1.68% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 1.06% | 18.49% | 92.34% | 68.27% |
| ±2σ | -7.66% | 27.20% | 96.65% | 95.45% |
| ±3σ | -16.38% | 35.92% | 98.32% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -22.11% | 4 | 0.32% | 0.32% |
| -22.11% to -16.55% | 6 | 0.48% | 0.80% |
| -16.55% to -10.98% | 28 | 2.23% | 3.03% |
| -10.98% to -5.42% | 127 | 10.14% | 13.17% |
| -5.42% to 0.14% | 507 | 40.46% | 53.63% |
| 0.14% to 5.71% | 427 | 34.08% | 87.71% |
| 5.71% to 11.27% | 103 | 8.22% | 95.93% |
| 11.27% to 16.83% | 34 | 2.71% | 98.64% |
| 16.83% 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 | -7.27% | 7.56% | 83.56% | 68.27% |
| ±2σ | -14.69% | 14.98% | 96.97% | 95.45% |
| ±3σ | -22.11% | 22.39% | 98.88% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -41.39% | 1 | 0.35% | 0.35% |
| -41.39% to -30.56% | 1 | 0.35% | 0.69% |
| -30.56% to -19.73% | 9 | 3.12% | 3.82% |
| -19.73% to -8.90% | 32 | 11.11% | 14.93% |
| -8.90% to 1.93% | 115 | 39.93% | 54.86% |
| 1.93% to 12.76% | 84 | 29.17% | 84.03% |
| 12.76% to 23.59% | 36 | 12.50% | 96.53% |
| 23.59% to 34.42% | 6 | 2.08% | 98.61% |
| 34.42% to 45.25% | 1 | 0.35% | 98.96% |
| Greater than 45.25% | 3 | 1.04% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -12.51% | 16.37% | 83.33% | 68.27% |
| ±2σ | -26.95% | 30.81% | 96.88% | 95.45% |
| ±3σ | -41.39% | 45.25% | 98.61% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -88.30% | 0 | 0.00% | 0.00% |
| -88.30% to -60.32% | 0 | 0.00% | 0.00% |
| -60.32% to -32.34% | 0 | 0.00% | 0.00% |
| -32.34% to -4.36% | 0 | 0.00% | 0.00% |
| -4.36% to 23.62% | 209 | 72.32% | 72.32% |
| 23.62% to 51.59% | 68 | 23.53% | 95.85% |
| 51.59% to 79.57% | 6 | 2.08% | 97.92% |
| 79.57% to 107.55% | 2 | 0.69% | 98.62% |
| 107.55% to 135.53% | 0 | 0.00% | 98.62% |
| Greater than 135.53% | 4 | 1.38% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -13.69% | 60.92% | 96.89% | 68.27% |
| ±2σ | -50.99% | 98.22% | 98.27% | 95.45% |
| ±3σ | -88.30% | 135.53% | 98.62% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -57.07% | 0 | 0.00% | 0.00% |
| -57.07% to -42.71% | 1 | 0.35% | 0.35% |
| -42.71% to -28.36% | 2 | 0.69% | 1.04% |
| -28.36% to -14.00% | 20 | 6.92% | 7.96% |
| -14.00% to 0.35% | 137 | 47.40% | 55.36% |
| 0.35% to 14.71% | 107 | 37.02% | 92.39% |
| 14.71% to 29.06% | 17 | 5.88% | 98.27% |
| 29.06% to 43.42% | 3 | 1.04% | 99.31% |
| 43.42% to 57.77% | 0 | 0.00% | 99.31% |
| Greater than 57.77% | 2 | 0.69% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -18.79% | 19.49% | 89.97% | 68.27% |
| ±2σ | -37.93% | 38.63% | 97.92% | 95.45% |
| ±3σ | -57.07% | 57.77% | 99.31% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -76.08% | 0 | 0.00% | 0.00% |
| -76.08% to -55.64% | 1 | 1.04% | 1.04% |
| -55.64% to -35.20% | 3 | 3.12% | 4.17% |
| -35.20% to -14.76% | 14 | 14.58% | 18.75% |
| -14.76% to 5.68% | 33 | 34.38% | 53.12% |
| 5.68% to 26.12% | 31 | 32.29% | 85.42% |
| 26.12% to 46.56% | 11 | 11.46% | 96.88% |
| 46.56% to 67.00% | 2 | 2.08% | 98.96% |
| 67.00% to 87.44% | 0 | 0.00% | 98.96% |
| Greater than 87.44% | 1 | 1.04% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -21.57% | 32.94% | 82.29% | 68.27% |
| ±2σ | -48.83% | 60.19% | 96.88% | 95.45% |
| ±3σ | -76.09% | 87.44% | 98.96% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -214.87% | 0 | 0.00% | 0.00% |
| -214.87% to -148.43% | 0 | 0.00% | 0.00% |
| -148.43% to -82.00% | 0 | 0.00% | 0.00% |
| -82.00% to -15.56% | 0 | 0.00% | 0.00% |
| -15.56% to 50.88% | 78 | 80.41% | 80.41% |
| 50.88% to 117.32% | 15 | 15.46% | 95.88% |
| 117.32% to 183.75% | 2 | 2.06% | 97.94% |
| 183.75% to 250.19% | 0 | 0.00% | 97.94% |
| 250.19% 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 | -37.70% | 139.46% | 96.91% | 68.27% |
| ±2σ | -126.29% | 228.05% | 97.94% | 95.45% |
| ±3σ | -214.87% | 316.63% | 97.94% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -90.42% | 0 | 0.00% | 0.00% |
| -90.42% to -67.58% | 0 | 0.00% | 0.00% |
| -67.58% to -44.74% | 1 | 1.03% | 1.03% |
| -44.74% to -21.90% | 12 | 12.37% | 13.40% |
| -21.90% to 0.95% | 47 | 48.45% | 61.86% |
| 0.95% to 23.79% | 27 | 27.84% | 89.69% |
| 23.79% to 46.63% | 5 | 5.15% | 94.85% |
| 46.63% to 69.47% | 3 | 3.09% | 97.94% |
| 69.47% to 92.32% | 1 | 1.03% | 98.97% |
| Greater than 92.32% | 1 | 1.03% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -29.51% | 31.40% | 88.66% | 68.27% |
| ±2σ | -59.97% | 61.86% | 94.85% | 95.45% |
| ±3σ | -90.42% | 92.32% | 98.97% | 99.73% |