| 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% | 4.51% | 3.61% | 4.23% | 3.66% | 3.72% | 34.23 | 36.83 | 33.00 | 38.21 |
| Weekly | 7.25% | 9.93% | 8.05% | 9.85% | 8.06% | 8.19% | 32.76 | 38.49 | 30.22 | 41.72 |
| Monthly | 13.81% | 33.44% | 21.00% | 20.20% | 16.78% | 17.04% | 30.03 | 42.00 | 25.39 | 49.67 |
| Quarterly | 23.37% | 76.97% | 42.83% | 32.54% | 29.06% | 29.52% | 26.56 | 47.48 | 19.86 | 63.49 |
| Annual | — | — | — | — | 58.11% | 59.03% | 19.86 | 63.49 | 11.11 | 113.53 |
| Option Time Horizon | — | — | — | — | 21.93% | 22.28% | 28.52 | 44.22 | 22.90 | 55.06 |
| 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 -11.24% | 52 | 0.72% | 0.72% |
| -11.24% to -8.41% | 55 | 0.76% | 1.49% |
| -8.41% to -5.57% | 195 | 2.71% | 4.20% |
| -5.57% to -2.74% | 701 | 9.74% | 13.93% |
| -2.74% to 0.10% | 2810 | 39.04% | 52.97% |
| 0.10% to 2.93% | 2415 | 33.55% | 86.52% |
| 2.93% to 5.77% | 624 | 8.67% | 95.19% |
| 5.77% to 8.60% | 185 | 2.57% | 97.76% |
| 8.60% to 11.44% | 71 | 0.99% | 98.75% |
| Greater than 11.44% | 90 | 1.25% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -3.68% | 3.88% | 81.69% | 68.27% |
| ±2σ | -7.46% | 7.66% | 94.94% | 95.45% |
| ±3σ | -11.24% | 11.44% | 98.03% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -8.92% | 0 | 0.00% | 0.00% |
| -8.92% to -5.54% | 0 | 0.00% | 0.00% |
| -5.54% to -2.16% | 0 | 0.00% | 0.00% |
| -2.16% to 1.23% | 153 | 2.13% | 2.13% |
| 1.23% to 4.61% | 4806 | 66.76% | 68.88% |
| 4.61% to 7.99% | 1470 | 20.42% | 89.30% |
| 7.99% to 11.38% | 411 | 5.71% | 95.01% |
| 11.38% to 14.76% | 155 | 2.15% | 97.17% |
| 14.76% to 18.14% | 83 | 1.15% | 98.32% |
| Greater than 18.14% | 121 | 1.68% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 0.10% | 9.12% | 92.07% | 68.27% |
| ±2σ | -4.41% | 13.63% | 96.62% | 95.45% |
| ±3σ | -8.92% | 18.14% | 98.32% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -10.73% | 52 | 0.72% | 0.72% |
| -10.73% to -8.03% | 62 | 0.86% | 1.58% |
| -8.03% to -5.32% | 183 | 2.54% | 4.13% |
| -5.32% to -2.61% | 688 | 9.56% | 13.68% |
| -2.61% to 0.10% | 2831 | 39.32% | 53.01% |
| 0.10% to 2.81% | 2394 | 33.25% | 86.26% |
| 2.81% to 5.52% | 675 | 9.38% | 95.64% |
| 5.52% to 8.23% | 192 | 2.67% | 98.31% |
| 8.23% to 10.94% | 51 | 0.71% | 99.01% |
| Greater than 10.94% | 71 | 0.99% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -3.51% | 3.72% | 82.11% | 68.27% |
| ±2σ | -7.12% | 7.33% | 95.46% | 95.45% |
| ±3σ | -10.74% | 10.94% | 98.29% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -21.35% | 8 | 0.52% | 0.52% |
| -21.35% to -15.92% | 10 | 0.65% | 1.17% |
| -15.92% to -10.48% | 43 | 2.80% | 3.97% |
| -10.48% to -5.04% | 192 | 12.51% | 16.48% |
| -5.04% to 0.39% | 567 | 36.94% | 53.42% |
| 0.39% to 5.83% | 464 | 30.23% | 83.65% |
| 5.83% to 11.26% | 166 | 10.81% | 94.46% |
| 11.26% to 16.70% | 46 | 3.00% | 97.46% |
| 16.70% to 22.13% | 19 | 1.24% | 98.70% |
| Greater than 22.13% | 20 | 1.30% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -6.86% | 7.64% | 78.44% | 68.27% |
| ±2σ | -14.10% | 14.88% | 94.85% | 95.45% |
| ±3σ | -21.35% | 22.13% | 98.18% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -18.69% | 0 | 0.00% | 0.00% |
| -18.69% to -11.24% | 0 | 0.00% | 0.00% |
| -11.24% to -3.80% | 0 | 0.00% | 0.00% |
| -3.80% to 3.65% | 65 | 4.23% | 4.23% |
| 3.65% to 11.09% | 950 | 61.85% | 66.08% |
| 11.09% to 18.54% | 331 | 21.55% | 87.63% |
| 18.54% to 25.98% | 113 | 7.36% | 94.99% |
| 25.98% to 33.43% | 40 | 2.60% | 97.59% |
| 33.43% to 40.88% | 16 | 1.04% | 98.63% |
| Greater than 40.88% | 21 | 1.37% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | 1.16% | 21.02% | 91.08% | 68.27% |
| ±2σ | -8.76% | 30.95% | 97.20% | 95.45% |
| ±3σ | -18.69% | 40.88% | 98.63% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -23.91% | 0 | 0.00% | 0.00% |
| -23.91% to -17.88% | 13 | 0.85% | 0.85% |
| -17.88% to -11.84% | 46 | 2.99% | 3.84% |
| -11.84% to -5.81% | 172 | 11.20% | 15.04% |
| -5.81% to 0.23% | 571 | 37.17% | 52.21% |
| 0.23% to 6.26% | 523 | 34.05% | 86.26% |
| 6.26% to 12.30% | 156 | 10.16% | 96.42% |
| 12.30% to 18.34% | 38 | 2.47% | 98.89% |
| 18.34% 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 | -7.82% | 8.28% | 81.84% | 68.27% |
| ±2σ | -15.87% | 16.32% | 96.61% | 95.45% |
| ±3σ | -23.91% | 24.37% | 99.15% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -39.84% | 2 | 0.57% | 0.57% |
| -39.84% to -29.49% | 0 | 0.00% | 0.57% |
| -29.49% to -19.13% | 12 | 3.40% | 3.97% |
| -19.13% to -8.77% | 52 | 14.73% | 18.70% |
| -8.77% to 1.59% | 120 | 33.99% | 52.69% |
| 1.59% to 11.94% | 111 | 31.44% | 84.14% |
| 11.94% to 22.30% | 40 | 11.33% | 95.47% |
| 22.30% to 32.66% | 9 | 2.55% | 98.02% |
| 32.66% to 43.02% | 4 | 1.13% | 99.15% |
| Greater than 43.02% | 3 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -12.22% | 15.40% | 74.50% | 68.27% |
| ±2σ | -26.03% | 29.21% | 96.03% | 95.45% |
| ±3σ | -39.84% | 43.02% | 98.58% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -74.23% | 0 | 0.00% | 0.00% |
| -74.23% to -49.15% | 0 | 0.00% | 0.00% |
| -49.15% to -24.07% | 0 | 0.00% | 0.00% |
| -24.07% to 1.01% | 0 | 0.00% | 0.00% |
| 1.01% to 26.09% | 241 | 68.08% | 68.08% |
| 26.09% to 51.17% | 96 | 27.12% | 95.20% |
| 51.17% to 76.25% | 10 | 2.82% | 98.02% |
| 76.25% to 101.33% | 1 | 0.28% | 98.31% |
| 101.33% to 126.41% | 3 | 0.85% | 99.15% |
| Greater than 126.41% | 3 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -7.35% | 59.53% | 96.89% | 68.27% |
| ±2σ | -40.79% | 92.97% | 98.31% | 95.45% |
| ±3σ | -74.23% | 126.41% | 99.15% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -61.93% | 0 | 0.00% | 0.00% |
| -61.93% to -46.19% | 0 | 0.00% | 0.00% |
| -46.19% to -30.44% | 3 | 0.85% | 0.85% |
| -30.44% to -14.69% | 31 | 8.76% | 9.60% |
| -14.69% to 1.06% | 161 | 45.48% | 55.08% |
| 1.06% to 16.81% | 132 | 37.29% | 92.37% |
| 16.81% to 32.55% | 22 | 6.21% | 98.59% |
| 32.55% to 48.30% | 2 | 0.56% | 99.15% |
| 48.30% to 64.05% | 1 | 0.28% | 99.44% |
| Greater than 64.05% | 2 | 0.56% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -19.94% | 22.05% | 91.81% | 68.27% |
| ±2σ | -40.94% | 43.05% | 99.15% | 95.45% |
| ±3σ | -61.93% | 64.05% | 99.44% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -65.59% | 1 | 0.85% | 0.85% |
| -65.59% to -48.06% | 0 | 0.00% | 0.85% |
| -48.06% to -30.54% | 3 | 2.54% | 3.39% |
| -30.54% to -13.01% | 21 | 17.80% | 21.19% |
| -13.01% to 4.51% | 43 | 36.44% | 57.63% |
| 4.51% to 22.03% | 25 | 21.19% | 78.81% |
| 22.03% to 39.56% | 17 | 14.41% | 93.22% |
| 39.56% to 57.08% | 6 | 5.08% | 98.31% |
| 57.08% to 74.61% | 1 | 0.85% | 99.15% |
| Greater than 74.61% | 1 | 0.85% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -18.86% | 27.88% | 71.19% | 68.27% |
| ±2σ | -42.22% | 51.24% | 96.61% | 95.45% |
| ±3σ | -65.59% | 74.61% | 98.31% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -178.64% | 0 | 0.00% | 0.00% |
| -178.64% to -120.92% | 0 | 0.00% | 0.00% |
| -120.92% to -63.19% | 0 | 0.00% | 0.00% |
| -63.19% to -5.46% | 0 | 0.00% | 0.00% |
| -5.46% to 52.27% | 89 | 74.79% | 74.79% |
| 52.27% to 109.99% | 26 | 21.85% | 96.64% |
| 109.99% to 167.72% | 1 | 0.84% | 97.48% |
| 167.72% to 225.44% | 1 | 0.84% | 98.32% |
| 225.44% to 283.17% | 0 | 0.00% | 98.32% |
| Greater than 283.17% | 2 | 1.68% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -24.70% | 129.23% | 97.48% | 68.27% |
| ±2σ | -101.67% | 206.20% | 98.32% | 95.45% |
| ±3σ | -178.64% | 283.17% | 98.32% | 99.73% |
| Bin / Range | Frequency | Prob | Cum. Prob |
|---|---|---|---|
| Less than -125.66% | 0 | 0.00% | 0.00% |
| -125.66% to -93.54% | 0 | 0.00% | 0.00% |
| -93.54% to -61.42% | 0 | 0.00% | 0.00% |
| -61.42% to -29.30% | 5 | 4.20% | 4.20% |
| -29.30% to 2.83% | 68 | 57.14% | 61.34% |
| 2.83% to 34.95% | 40 | 33.61% | 94.96% |
| 34.95% to 67.07% | 4 | 3.36% | 98.32% |
| 67.07% to 99.19% | 1 | 0.84% | 99.16% |
| 99.19% to 131.31% | 0 | 0.00% | 99.16% |
| Greater than 131.31% | 1 | 0.84% | 100.00% |
| SD | Lower Bnd | Upper Bnd | Actual % | Normal % |
|---|---|---|---|---|
| ±1σ | -40.00% | 45.66% | 95.80% | 68.27% |
| ±2σ | -82.83% | 88.48% | 99.16% | 95.45% |
| ±3σ | -125.66% | 131.31% | 99.16% | 99.73% |