| 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 | 3.78% | 4.52% | 3.62% | 4.25% | 3.20% | 3.30% | 39.90 | 42.54 | 38.65 | 43.92 |
| Weekly | 7.25% | 9.94% | 8.05% | 9.86% | 7.04% | 7.26% | 38.40 | 44.21 | 35.79 | 47.43 |
| Monthly | 13.81% | 33.49% | 21.02% | 20.18% | 14.67% | 15.10% | 35.58 | 47.71 | 30.73 | 55.24 |
| Quarterly | 23.30% | 77.04% | 42.81% | 31.75% | 25.40% | 26.16% | 31.96 | 53.11 | 24.79 | 68.47 |
| Annual | — | — | — | — | 50.80% | 52.32% | 24.79 | 68.47 | 14.92 | 113.80 |
| Option Time Horizon | — | — | — | — | 19.54% | 20.12% | 33.89 | 50.09 | 27.87 | 60.90 |
| Ex-Dividend Date | Amount |
|---|---|
| 2020-03-09 | $0.1300 |
| 2019-11-07 | $0.1300 |
| 2019-08-09 | $0.1200 |
| 2019-05-10 | $0.1200 |
| 2019-03-11 | $0.1200 |
| 2018-11-08 | $0.1200 |
| 2018-08-10 | $0.1100 |
| 2018-05-11 | $0.1100 |
| 2018-03-12 | $0.1100 |
| 2017-11-10 | $0.1100 |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -11.25% | 52 | 0.72% | 0.72% |
| -11.25% to -8.41% | 55 | 0.77% | 1.49% |
| -8.41% to -5.58% | 194 | 2.70% | 4.19% |
| -5.58% to -2.74% | 698 | 9.73% | 13.92% |
| -2.74% to 0.10% | 2804 | 39.07% | 52.99% |
| 0.10% to 2.94% | 2404 | 33.50% | 86.48% |
| 2.94% to 5.77% | 625 | 8.71% | 95.19% |
| 5.77% to 8.61% | 184 | 2.56% | 97.76% |
| 8.61% to 11.45% | 71 | 0.99% | 98.75% |
| Greater than 11.45% | 90 | 1.25% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -3.68% | 3.88% | 81.68% | 68.27% |
| ±2σ | -7.47% | 7.67% | 94.94% | 95.45% |
| ±3σ | -11.25% | 11.45% | 98.02% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -8.94% | 0 | 0.00% | 0.00% |
| -8.94% to -5.55% | 0 | 0.00% | 0.00% |
| -5.55% to -2.17% | 0 | 0.00% | 0.00% |
| -2.17% to 1.22% | 153 | 2.13% | 2.13% |
| 1.22% to 4.61% | 4796 | 66.82% | 68.95% |
| 4.61% to 8.00% | 1460 | 20.34% | 89.29% |
| 8.00% to 11.39% | 410 | 5.71% | 95.00% |
| 11.39% to 14.77% | 155 | 2.16% | 97.16% |
| 14.77% to 18.16% | 83 | 1.16% | 98.31% |
| Greater than 18.16% | 121 | 1.69% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 0.09% | 9.13% | 92.06% | 68.27% |
| ±2σ | -4.42% | 13.64% | 96.77% | 95.45% |
| ±3σ | -8.94% | 18.16% | 98.31% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -10.75% | 50 | 0.70% | 0.70% |
| -10.75% to -8.04% | 63 | 0.88% | 1.57% |
| -8.04% to -5.32% | 183 | 2.55% | 4.12% |
| -5.32% to -2.61% | 686 | 9.56% | 13.68% |
| -2.61% to 0.10% | 2826 | 39.37% | 53.05% |
| 0.10% to 2.82% | 2383 | 33.20% | 86.25% |
| 2.82% to 5.53% | 673 | 9.38% | 95.63% |
| 5.53% to 8.24% | 192 | 2.67% | 98.30% |
| 8.24% to 10.95% | 52 | 0.72% | 99.02% |
| Greater than 10.95% | 70 | 0.98% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -3.51% | 3.72% | 82.07% | 68.27% |
| ±2σ | -7.13% | 7.34% | 95.46% | 95.45% |
| ±3σ | -10.75% | 10.95% | 98.33% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -21.35% | 8 | 0.52% | 0.52% |
| -21.35% to -15.91% | 10 | 0.65% | 1.18% |
| -15.91% to -10.47% | 43 | 2.81% | 3.98% |
| -10.47% to -5.04% | 190 | 12.41% | 16.39% |
| -5.04% to 0.40% | 567 | 37.03% | 53.43% |
| 0.40% to 5.84% | 462 | 30.18% | 83.61% |
| 5.84% to 11.27% | 167 | 10.91% | 94.51% |
| 11.27% to 16.71% | 45 | 2.94% | 97.45% |
| 16.71% to 22.15% | 19 | 1.24% | 98.69% |
| Greater than 22.15% | 20 | 1.31% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -6.85% | 7.65% | 78.45% | 68.27% |
| ±2σ | -14.10% | 14.90% | 94.91% | 95.45% |
| ±3σ | -21.35% | 22.15% | 98.17% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -18.72% | 0 | 0.00% | 0.00% |
| -18.72% to -11.27% | 0 | 0.00% | 0.00% |
| -11.27% to -3.82% | 0 | 0.00% | 0.00% |
| -3.82% to 3.64% | 65 | 4.24% | 4.24% |
| 3.64% to 11.09% | 949 | 61.95% | 66.19% |
| 11.09% to 18.55% | 328 | 21.41% | 87.60% |
| 18.55% to 26.00% | 114 | 7.44% | 95.04% |
| 26.00% to 33.46% | 39 | 2.55% | 97.58% |
| 33.46% to 40.91% | 16 | 1.04% | 98.63% |
| Greater than 40.91% | 21 | 1.37% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 1.15% | 21.03% | 91.06% | 68.27% |
| ±2σ | -8.79% | 30.97% | 97.19% | 95.45% |
| ±3σ | -18.72% | 40.91% | 98.63% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -23.93% | 0 | 0.00% | 0.00% |
| -23.93% to -17.89% | 13 | 0.85% | 0.85% |
| -17.89% to -11.85% | 46 | 3.00% | 3.85% |
| -11.85% to -5.82% | 170 | 11.10% | 14.95% |
| -5.82% to 0.22% | 571 | 37.27% | 52.22% |
| 0.22% to 6.26% | 522 | 34.07% | 86.29% |
| 6.26% to 12.30% | 155 | 10.12% | 96.41% |
| 12.30% to 18.33% | 38 | 2.48% | 98.89% |
| 18.33% to 24.37% | 4 | 0.26% | 99.15% |
| Greater than 24.37% | 13 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -7.83% | 8.27% | 81.85% | 68.27% |
| ±2σ | -15.88% | 16.32% | 96.61% | 95.45% |
| ±3σ | -23.93% | 24.37% | 99.15% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -39.81% | 2 | 0.57% | 0.57% |
| -39.81% to -29.45% | 0 | 0.00% | 0.57% |
| -29.45% to -19.09% | 12 | 3.41% | 3.98% |
| -19.09% to -8.73% | 51 | 14.49% | 18.47% |
| -8.73% to 1.63% | 120 | 34.09% | 52.56% |
| 1.63% to 11.99% | 112 | 31.82% | 84.38% |
| 11.99% to 22.35% | 40 | 11.36% | 95.74% |
| 22.35% to 32.71% | 8 | 2.27% | 98.01% |
| 32.71% to 43.07% | 4 | 1.14% | 99.15% |
| Greater than 43.07% | 3 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -12.18% | 15.44% | 74.43% | 68.27% |
| ±2σ | -25.99% | 29.25% | 96.02% | 95.45% |
| ±3σ | -39.81% | 43.07% | 98.58% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -74.36% | 0 | 0.00% | 0.00% |
| -74.36% to -49.24% | 0 | 0.00% | 0.00% |
| -49.24% to -24.13% | 0 | 0.00% | 0.00% |
| -24.13% to 0.99% | 0 | 0.00% | 0.00% |
| 0.99% to 26.11% | 240 | 67.99% | 67.99% |
| 26.11% to 51.22% | 96 | 27.20% | 95.18% |
| 51.22% to 76.34% | 10 | 2.83% | 98.02% |
| 76.34% to 101.45% | 1 | 0.28% | 98.30% |
| 101.45% to 126.57% | 3 | 0.85% | 99.15% |
| Greater than 126.57% | 3 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -7.38% | 59.59% | 96.88% | 68.27% |
| ±2σ | -40.87% | 93.08% | 98.30% | 95.45% |
| ±3σ | -74.36% | 126.57% | 99.15% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -62.04% | 0 | 0.00% | 0.00% |
| -62.04% to -46.27% | 0 | 0.00% | 0.00% |
| -46.27% to -30.51% | 3 | 0.85% | 0.85% |
| -30.51% to -14.74% | 31 | 8.78% | 9.63% |
| -14.74% to 1.02% | 160 | 45.33% | 54.96% |
| 1.02% to 16.78% | 132 | 37.39% | 92.35% |
| 16.78% to 32.55% | 22 | 6.23% | 98.58% |
| 32.55% to 48.31% | 2 | 0.57% | 99.15% |
| 48.31% to 64.08% | 1 | 0.28% | 99.43% |
| Greater than 64.08% | 2 | 0.57% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -20.00% | 22.04% | 91.78% | 68.27% |
| ±2σ | -41.02% | 43.06% | 99.15% | 95.45% |
| ±3σ | -62.04% | 64.08% | 99.43% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -65.29% | 1 | 0.85% | 0.85% |
| -65.29% to -47.81% | 0 | 0.00% | 0.85% |
| -47.81% to -30.33% | 3 | 2.54% | 3.39% |
| -30.33% to -12.85% | 21 | 17.80% | 21.19% |
| -12.85% to 4.62% | 43 | 36.44% | 57.63% |
| 4.62% to 22.10% | 25 | 21.19% | 78.81% |
| 22.10% to 39.58% | 17 | 14.41% | 93.22% |
| 39.58% to 57.05% | 6 | 5.08% | 98.31% |
| 57.05% to 74.53% | 1 | 0.85% | 99.15% |
| Greater than 74.53% | 1 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -18.68% | 27.93% | 71.19% | 68.27% |
| ±2σ | -41.98% | 51.23% | 96.61% | 95.45% |
| ±3σ | -65.29% | 74.53% | 98.31% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -179.04% | 0 | 0.00% | 0.00% |
| -179.04% to -121.26% | 0 | 0.00% | 0.00% |
| -121.26% to -63.48% | 0 | 0.00% | 0.00% |
| -63.48% to -5.70% | 0 | 0.00% | 0.00% |
| -5.70% to 52.08% | 89 | 74.79% | 74.79% |
| 52.08% to 109.85% | 26 | 21.85% | 96.64% |
| 109.85% to 167.63% | 1 | 0.84% | 97.48% |
| 167.63% to 225.41% | 1 | 0.84% | 98.32% |
| 225.41% to 283.19% | 0 | 0.00% | 98.32% |
| Greater than 283.19% | 2 | 1.68% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -24.96% | 129.11% | 97.48% | 68.27% |
| ±2σ | -102.00% | 206.15% | 98.32% | 95.45% |
| ±3σ | -179.04% | 283.19% | 98.32% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -125.73% | 0 | 0.00% | 0.00% |
| -125.73% to -93.62% | 0 | 0.00% | 0.00% |
| -93.62% to -61.52% | 0 | 0.00% | 0.00% |
| -61.52% to -29.41% | 5 | 4.20% | 4.20% |
| -29.41% to 2.69% | 67 | 56.30% | 60.50% |
| 2.69% to 34.80% | 41 | 34.45% | 94.96% |
| 34.80% to 66.90% | 4 | 3.36% | 98.32% |
| 66.90% to 99.00% | 1 | 0.84% | 99.16% |
| 99.00% to 131.11% | 0 | 0.00% | 99.16% |
| Greater than 131.11% | 1 | 0.84% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -40.11% | 45.50% | 95.80% | 68.27% |
| ±2σ | -82.92% | 88.30% | 99.16% | 95.45% |
| ±3σ | -125.73% | 131.11% | 99.16% | 99.73% |