| 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 | 3.02% | 2.60% | 2.59% | 2.83% | 2.94% | 3.08% | 251.12 | 266.33 | 243.84 | 274.28 |
| Weekly | 6.68% | 6.89% | 6.74% | 6.82% | 6.47% | 6.77% | 242.40 | 275.90 | 227.21 | 294.36 |
| Monthly | 13.37% | 16.97% | 13.40% | 15.35% | 13.48% | 14.10% | 226.01 | 295.92 | 197.52 | 338.60 |
| Quarterly | 27.64% | 31.84% | 23.11% | 26.95% | 23.34% | 24.42% | 204.78 | 326.59 | 162.15 | 412.45 |
| Annual | — | — | — | — | 46.68% | 48.85% | 162.15 | 412.45 | 101.67 | 657.81 |
| Option Time Horizon | — | — | — | — | 17.95% | 18.79% | 216.11 | 309.47 | 180.59 | 370.34 |
| Ex-Dividend Date | Amount |
|---|---|
| 2005-03-24 | $0.0065 |
| 2004-12-23 | $0.0065 |
| 2004-09-24 | $0.0065 |
| 2004-06-25 | $0.0065 |
| 2004-03-26 | $0.0065 |
| 2004-01-07 | $0.0065 |
| 2003-09-19 | $0.0065 |
| 2003-06-19 | $0.0065 |
| 2003-03-20 | $0.0065 |
| 2003-01-07 | $0.0065 |
| 2002-09-20 | $0.0065 |
| 2002-06-21 | $0.0065 |
| 2002-03-21 | $0.0065 |
| 2001-12-31 | $0.0065 |
| 2001-09-21 | $0.0065 |
| 2001-06-22 | $0.0065 |
| 2001-03-22 | $0.0065 |
| 2001-01-02 | $0.0065 |
| 2000-09-28 | $0.0063 |
| 2000-06-30 | $0.0063 |
| 2000-03-23 | $0.0063 |
| 1999-12-23 | $0.0063 |
| 1999-09-24 | $0.0063 |
| 1999-06-29 | $0.0063 |
| 1999-03-29 | $0.0063 |
| 1998-12-23 | $0.0063 |
| 1998-09-21 | $0.0063 |
| 1998-07-01 | $0.0022 |
| 1998-04-01 | $0.0022 |
| 1997-12-30 | $0.0022 |
| 1997-09-29 | $0.0063 |
| 1997-07-29 | $0.0063 |
| 1997-07-02 | $0.0063 |
| 1997-03-27 | $0.0063 |
| 1997-01-14 | $0.0063 |
| 1996-09-30 | $0.0063 |
| 1996-07-03 | $0.0063 |
| 1996-04-02 | $0.0063 |
| 1996-01-17 | $0.0063 |
| 1995-10-04 | $0.0063 |
| 1995-07-05 | $0.0063 |
| 1995-03-31 | $0.0063 |
| 1995-01-12 | $0.0063 |
| 1994-09-29 | $0.0063 |
| 1994-06-30 | $0.0063 |
| 1994-03-28 | $0.0063 |
| 1994-01-21 | $0.0063 |
| 1993-10-01 | $0.0063 |
| 1993-06-23 | $0.0063 |
| 1993-03-26 | $0.0063 |
| 1993-01-19 | $0.0050 |
| 1992-09-24 | $0.0050 |
| 1992-06-23 | $0.0050 |
| 1992-03-23 | $0.0050 |
| 1992-01-09 | $0.0050 |
| 1991-09-25 | $0.0050 |
| 1991-06-26 | $0.0050 |
| 1991-03-22 | $0.0050 |
| 1991-01-09 | $0.0003 |
| 1990-09-14 | $0.0003 |
| 1990-07-02 | $0.0037 |
| 1990-03-26 | $0.0037 |
| 1990-01-08 | $0.0031 |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -8.95% | 70 | 0.70% | 0.70% |
| -8.95% to -6.68% | 88 | 0.88% | 1.59% |
| -6.68% to -4.42% | 289 | 2.90% | 4.49% |
| -4.42% to -2.15% | 1125 | 11.30% | 15.79% |
| -2.15% to 0.12% | 3607 | 36.23% | 52.02% |
| 0.12% to 2.38% | 3279 | 32.93% | 84.95% |
| 2.38% to 4.65% | 962 | 9.66% | 94.62% |
| 4.65% to 6.92% | 317 | 3.18% | 97.80% |
| 6.92% to 9.18% | 120 | 1.21% | 99.01% |
| Greater than 9.18% | 99 | 0.99% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -2.90% | 3.14% | 79.17% | 68.27% |
| ±2σ | -5.93% | 6.16% | 95.05% | 95.45% |
| ±3σ | -8.95% | 9.18% | 98.31% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -4.18% | 0 | 0.00% | 0.00% |
| -4.18% to -2.23% | 0 | 0.00% | 0.00% |
| -2.23% to -0.29% | 0 | 0.00% | 0.00% |
| -0.29% to 1.66% | 1716 | 17.23% | 17.23% |
| 1.66% to 3.61% | 4624 | 46.44% | 63.67% |
| 3.61% to 5.56% | 2065 | 20.74% | 84.41% |
| 5.56% to 7.51% | 865 | 8.69% | 93.10% |
| 7.51% to 9.45% | 349 | 3.51% | 96.61% |
| 9.45% to 11.40% | 172 | 1.73% | 98.33% |
| Greater than 11.40% | 166 | 1.67% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 1.01% | 6.21% | 85.00% | 68.27% |
| ±2σ | -1.58% | 8.80% | 95.64% | 95.45% |
| ±3σ | -4.18% | 11.40% | 98.33% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -7.77% | 78 | 0.78% | 0.78% |
| -7.77% to -5.83% | 111 | 1.11% | 1.90% |
| -5.83% to -3.89% | 347 | 3.48% | 5.38% |
| -3.89% to -1.95% | 1092 | 10.97% | 16.35% |
| -1.95% to -0.00% | 3281 | 32.95% | 49.30% |
| -0.00% to 1.94% | 3405 | 34.20% | 83.50% |
| 1.94% to 3.88% | 1101 | 11.06% | 94.56% |
| 3.88% to 5.82% | 337 | 3.38% | 97.94% |
| 5.82% to 7.76% | 123 | 1.24% | 99.18% |
| Greater than 7.76% | 82 | 0.82% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -2.59% | 2.58% | 77.62% | 68.27% |
| ±2σ | -5.18% | 5.17% | 94.69% | 95.45% |
| ±3σ | -7.77% | 7.76% | 98.39% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -19.47% | 10 | 0.48% | 0.48% |
| -19.47% to -14.46% | 27 | 1.31% | 1.79% |
| -14.46% to -9.45% | 62 | 3.01% | 4.80% |
| -9.45% to -4.44% | 267 | 12.95% | 17.75% |
| -4.44% to 0.57% | 676 | 32.78% | 50.53% |
| 0.57% to 5.58% | 688 | 33.37% | 83.90% |
| 5.58% to 10.59% | 224 | 10.86% | 94.76% |
| 10.59% to 15.60% | 64 | 3.10% | 97.87% |
| 15.60% to 20.61% | 25 | 1.21% | 99.08% |
| Greater than 20.61% | 19 | 0.92% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -6.11% | 7.25% | 77.11% | 68.27% |
| ±2σ | -12.79% | 13.93% | 94.37% | 95.45% |
| ±3σ | -19.47% | 20.61% | 98.59% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -11.30% | 0 | 0.00% | 0.00% |
| -11.30% to -6.14% | 0 | 0.00% | 0.00% |
| -6.14% to -0.97% | 0 | 0.00% | 0.00% |
| -0.97% to 4.19% | 351 | 17.01% | 17.01% |
| 4.19% to 9.36% | 953 | 46.19% | 63.21% |
| 9.36% to 14.52% | 439 | 21.28% | 84.49% |
| 14.52% to 19.68% | 185 | 8.97% | 93.46% |
| 19.68% to 24.85% | 68 | 3.30% | 96.75% |
| 24.85% to 30.01% | 40 | 1.94% | 98.69% |
| Greater than 30.01% | 27 | 1.31% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 2.47% | 16.24% | 85.17% | 68.27% |
| ±2σ | -4.42% | 23.13% | 96.17% | 95.45% |
| ±3σ | -11.30% | 30.01% | 98.69% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -20.23% | 8 | 0.39% | 0.39% |
| -20.23% to -15.18% | 20 | 0.97% | 1.36% |
| -15.18% to -10.12% | 67 | 3.25% | 4.60% |
| -10.12% to -5.07% | 229 | 11.10% | 15.71% |
| -5.07% to -0.02% | 784 | 38.00% | 53.71% |
| -0.02% to 5.03% | 624 | 30.25% | 83.96% |
| 5.03% to 10.08% | 228 | 11.05% | 95.01% |
| 10.08% to 15.13% | 54 | 2.62% | 97.62% |
| 15.13% to 20.19% | 31 | 1.50% | 99.13% |
| Greater than 20.19% | 18 | 0.87% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -6.76% | 6.71% | 78.67% | 68.27% |
| ±2σ | -13.49% | 13.45% | 95.20% | 95.45% |
| ±3σ | -20.23% | 20.19% | 98.74% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -37.72% | 2 | 0.42% | 0.42% |
| -37.72% to -27.69% | 5 | 1.05% | 1.48% |
| -27.69% to -17.66% | 14 | 2.95% | 4.43% |
| -17.66% to -7.64% | 74 | 15.61% | 20.04% |
| -7.64% to 2.39% | 139 | 29.32% | 49.37% |
| 2.39% to 12.42% | 160 | 33.76% | 83.12% |
| 12.42% to 22.45% | 48 | 10.13% | 93.25% |
| 22.45% to 32.47% | 20 | 4.22% | 97.47% |
| 32.47% to 42.50% | 10 | 2.11% | 99.58% |
| Greater than 42.50% | 2 | 0.42% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -10.98% | 15.76% | 76.16% | 68.27% |
| ±2σ | -24.35% | 29.13% | 94.30% | 95.45% |
| ±3σ | -37.72% | 42.50% | 99.16% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -29.13% | 0 | 0.00% | 0.00% |
| -29.13% to -16.40% | 0 | 0.00% | 0.00% |
| -16.40% to -3.67% | 0 | 0.00% | 0.00% |
| -3.67% to 9.06% | 55 | 11.58% | 11.58% |
| 9.06% to 21.79% | 242 | 50.95% | 62.53% |
| 21.79% to 34.52% | 124 | 26.11% | 88.63% |
| 34.52% to 47.25% | 28 | 5.89% | 94.53% |
| 47.25% to 59.98% | 17 | 3.58% | 98.11% |
| 59.98% to 72.71% | 4 | 0.84% | 98.95% |
| Greater than 72.71% | 5 | 1.05% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 4.82% | 38.77% | 90.32% | 68.27% |
| ±2σ | -12.16% | 55.74% | 97.05% | 95.45% |
| ±3σ | -29.13% | 72.71% | 98.95% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -40.78% | 1 | 0.21% | 0.21% |
| -40.78% to -30.73% | 1 | 0.21% | 0.42% |
| -30.73% to -20.67% | 19 | 4.00% | 4.42% |
| -20.67% to -10.62% | 65 | 13.68% | 18.11% |
| -10.62% to -0.57% | 179 | 37.68% | 55.79% |
| -0.57% to 9.49% | 126 | 26.53% | 82.32% |
| 9.49% to 19.54% | 58 | 12.21% | 94.53% |
| 19.54% to 29.59% | 13 | 2.74% | 97.26% |
| 29.59% to 39.65% | 7 | 1.47% | 98.74% |
| Greater than 39.65% | 6 | 1.26% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -13.97% | 12.84% | 77.05% | 68.27% |
| ±2σ | -27.38% | 26.24% | 95.58% | 95.45% |
| ±3σ | -40.78% | 39.65% | 98.53% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -75.68% | 0 | 0.00% | 0.00% |
| -75.68% to -54.95% | 0 | 0.00% | 0.00% |
| -54.95% to -34.21% | 5 | 3.16% | 3.16% |
| -34.21% to -13.48% | 24 | 15.19% | 18.35% |
| -13.48% to 7.26% | 58 | 36.71% | 55.06% |
| 7.26% to 27.99% | 48 | 30.38% | 85.44% |
| 27.99% to 48.72% | 17 | 10.76% | 96.20% |
| 48.72% to 69.46% | 3 | 1.90% | 98.10% |
| 69.46% to 90.19% | 0 | 0.00% | 98.10% |
| Greater than 90.19% | 3 | 1.90% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -20.39% | 34.90% | 79.11% | 68.27% |
| ±2σ | -48.03% | 62.55% | 96.84% | 95.45% |
| ±3σ | -75.68% | 90.19% | 98.10% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -52.61% | 0 | 0.00% | 0.00% |
| -52.61% to -28.73% | 0 | 0.00% | 0.00% |
| -28.73% to -4.85% | 0 | 0.00% | 0.00% |
| -4.85% to 19.03% | 27 | 16.98% | 16.98% |
| 19.03% to 42.91% | 75 | 47.17% | 64.15% |
| 42.91% to 66.79% | 34 | 21.38% | 85.53% |
| 66.79% to 90.67% | 12 | 7.55% | 93.08% |
| 90.67% to 114.55% | 7 | 4.40% | 97.48% |
| 114.55% to 138.43% | 2 | 1.26% | 98.74% |
| Greater than 138.43% | 2 | 1.26% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 11.07% | 74.75% | 88.68% | 68.27% |
| ±2σ | -20.77% | 106.59% | 96.86% | 95.45% |
| ±3σ | -52.61% | 138.43% | 98.74% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -71.03% | 0 | 0.00% | 0.00% |
| -71.03% to -53.70% | 2 | 1.26% | 1.26% |
| -53.70% to -36.37% | 4 | 2.52% | 3.77% |
| -36.37% to -19.04% | 25 | 15.72% | 19.50% |
| -19.04% to -1.71% | 61 | 38.36% | 57.86% |
| -1.71% to 15.62% | 38 | 23.90% | 81.76% |
| 15.62% to 32.95% | 12 | 7.55% | 89.31% |
| 32.95% to 50.28% | 12 | 7.55% | 96.86% |
| 50.28% to 67.61% | 2 | 1.26% | 98.11% |
| Greater than 67.61% | 3 | 1.89% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -24.82% | 21.40% | 72.96% | 68.27% |
| ±2σ | -47.92% | 44.50% | 93.08% | 95.45% |
| ±3σ | -71.03% | 67.61% | 98.11% | 99.73% |