Historical Volatility of shares macro sheet

8/14/2019 Historical Volatility of shares macro sheet

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Historical Volatility CalculatorThis spreadsheet will extract historical stock price information from

the Yahoo database and calculate the historical (or realised) stock price volatility.

The spreadsheet is provided free of charge so it is not officially supported.I can of course answer questions you may have and I would like to hear your

suggestions, however, I cannot promise to fix bugs/add new features

upon request.

Please visit my website for contact info

How to useNote: you need to enable Macros for this spreadsheet to work. For help on

enabling Macros, see the Troubleshooting section below.

The yellow shaded cells are for user input.

B1 - Yahoo! Ticker

Enter a valid stock ticker code on which to analyse. If you're not sure of the

stock ticker click on the Symbol Lookup link, which will take you to Yahoo

for you to check.

You can enter stocks from 100's of different exchanges. For example, if you

wanted to look at BHP traded on the ASX (Australia) enter BHP.AX. Or say

you wanted to check India's Nifty Index, just enter ^NSEI.

B2 Calendar Year

For the calculation of volatility you need to decide how many volatility daysare in a year. Usually the number is either 365 or 256 to represent either

standard calendar days or actual trading days.

B3 Volatility Days

This cell enables you to choose how many days to look back to calculate

the volatility.

B4 Start Date

The start date for the historical data.

TroubleshootingAs said previously, you will need to have Macros enabled for the data extractionand calculations to work. Follow the steps below to enable Macros:

Excel 97 - 2003

Go to Tools/Options

Click on the Security tab

Go to Macro Security

Change the setting to Medium

http://www.OptionTradingTips.com
http://www.optiontradingtips.com/http://www.optiontradingtips.com/


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Close and reopen the workbook. It will ask you if you want to enable Macros, click Yes

Excel 2007

First, make sure that you can see the Developer tab

If there is no Developer tab, click on the Office icon to the top left of the application

and choose Excel Options, which is located at the bottom right of the popup.

Now click on Popular at the top left. Check the box titled "Show developer tab in the ribbon".

Now, click on the Developer tab.

Click on Macro Security.

Select "Disable all macros with notification" and press ok.

Close and reopen spreadsheet.

Now you should see a Security Warning appear in the toolbar

that reads "Macros have been disabled". Click on the options button.

Select "Enable this content" and press ok.


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Yahoo! Ticker AAPL

Calendar Year 365

Volatility Days 50

Start Date 1/1/2005

Close 172.81

Current 43.09%

Average 46.23%Maximum 67.81%

Minimum 25.17%

Date Adj Close Px Change Volatility

1/3/2005 31.65

1/4/2005 31.97 1.01%

1/5/2005 32.25 0.87%

1/6/2005 32.28 0.09%

1/7/2005 34.62 7.00%

1/10/2005 34.48 -0.41%

1/11/2005 32.28 -6.59%

1/12/2005 32.73 1.38%

1/13/2005 34.9 6.42%1/14/2005 35.1 0.57%

1/18/2005 35.33 0.65%

1/19/2005 34.94 -1.11%

1/20/2005 35.23 0.83%

1/21/2005 35.24 0.03%

1/24/2005 35.38 0.40%

1/25/2005 36.03 1.82%

1/26/2005 36.12 0.25%

1/27/2005 36.32 0.55%

1/28/2005 36.99 1.83%

1/31/2005 38.45 3.87%

2/1/2005 38.76 0.80%2/2/2005 39.81 2.67%

2/3/2005 38.9 -2.31%

2/4/2005 39.42 1.33%

2/7/2005 39.47 0.13%

2/8/2005 40.45 2.45%

2/9/2005 39.37 -2.71%

2/10/2005 39.18 -0.48%

2/11/2005 40.6 3.56%

2/14/2005 42.31 4.13%

2/15/2005 44.21 4.39%

2/16/2005 45.06 1.90%

2/17/2005 43.9 -2.61%2/18/2005 43.4 -1.15%

2/22/2005 42.65 -1.74%

2/23/2005 44.12 3.39%

2/24/2005 44.47 0.79%

2/25/2005 44.49 0.04%

2/28/2005 44.86 0.83%

3/1/2005 44.5 -0.81%

3/2/2005 44.12 -0.86%

Symbol Lookup

0

50

100

150

200

250

Extract DataExtract Data
http://finance.yahoo.com/searchhttp://finance.yahoo.com/search


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3/3/2005 41.79 -5.43%

3/4/2005 42.81 2.41%

3/7/2005 42.75 -0.14%

3/8/2005 40.53 -5.33%

3/9/2005 39.35 -2.95%

3/10/2005 39.83 1.21%

3/11/2005 40.27 1.10%3/14/2005 40.32 0.12%

3/15/2005 40.96 1.57%

3/16/2005 41.18 0.54% 49.79%

3/17/2005 42.25 2.57% 50.08%

3/18/2005 42.96 1.67% 50.16%

3/21/2005 43.7 1.71% 50.24%

3/22/2005 42.83 -2.01% 47.52%

3/23/2005 42.55 -0.66% 47.56%

3/24/2005 42.5 -0.12% 43.49%

3/28/2005 42.53 0.07% 43.45%

3/29/2005 41.75 -1.85% 40.75%

3/30/2005 42.8 2.48% 41.15%3/31/2005 41.67 -2.68% 41.97%

4/1/2005 40.89 -1.89% 42.22%

4/4/2005 41.09 0.49% 42.20%

4/5/2005 41.89 1.93% 42.42%

4/6/2005 42.33 1.04% 42.46%

4/7/2005 43.56 2.86% 42.82%

4/8/2005 43.74 0.41% 42.82%

4/11/2005 41.92 -4.25% 44.61%

4/12/2005 42.66 1.75% 44.59%

4/13/2005 41.04 -3.87% 44.86%

4/14/2005 37.26 -9.66% 52.03%

4/15/2005 35.35 -5.26% 53.30%4/18/2005 35.62 0.76% 53.06%

4/19/2005 37.09 4.04% 54.13%

4/20/2005 35.51 -4.35% 55.31%

4/21/2005 37.18 4.60% 56.38%

4/22/2005 35.5 -4.62% 57.25%

4/25/2005 36.98 4.08% 58.40%

4/26/2005 36.19 -2.16% 57.76%

4/27/2005 35.95 -0.67% 56.51%

4/28/2005 35.54 -1.15% 55.03%

4/29/2005 36.06 1.45% 54.90%

5/2/2005 36.43 1.02% 54.71%

5/3/2005 36.21 -0.61% 54.67%5/4/2005 37.15 2.56% 55.10%

5/5/2005 36.68 -1.27% 54.22%

5/6/2005 37.24 1.52% 54.37%

5/9/2005 36.97 -0.73% 54.37%

5/10/2005 36.42 -1.50% 54.35%

5/11/2005 35.61 -2.25% 54.57%

5/12/2005 34.13 -4.24% 55.52%

5/13/2005 34.77 1.86% 54.19%


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5/16/2005 35.55 2.22% 54.12%

5/17/2005 35.36 -0.54% 54.11%

5/18/2005 35.84 1.35% 52.55%

5/19/2005 37.55 4.66% 53.64%

5/20/2005 37.55 0.00% 53.52%

5/23/2005 39.76 5.72% 55.71%

5/24/2005 39.7 -0.15% 55.71%5/25/2005 39.78 0.20% 55.54%

5/26/2005 40.74 2.38% 55.91%

5/27/2005 40.56 -0.44% 55.46%

5/31/2005 39.76 -1.99% 55.49%

6/1/2005 40.3 1.35% 55.40%

6/2/2005 40.04 -0.65% 55.19%

6/3/2005 38.24 -4.60% 56.48%

6/6/2005 37.92 -0.84% 56.50%

6/7/2005 36.54 -3.71% 57.27%

6/8/2005 36.92 1.03% 57.22%

6/9/2005 37.65 1.96% 57.05%

6/10/2005 35.81 -5.01% 58.13%6/13/2005 35.9 0.25% 57.98%

6/14/2005 36 0.28% 57.96%

6/15/2005 37.13 3.09% 58.37%

6/16/2005 37.98 2.26% 58.67%

6/17/2005 38.31 0.87% 58.13%

6/20/2005 37.61 -1.84% 58.26%

6/21/2005 37.86 0.66% 57.28%

6/22/2005 38.55 1.81% 57.29%

6/23/2005 38.89 0.88% 56.46%

6/24/2005 37.76 -2.95% 50.61%

6/27/2005 37.1 -1.76% 48.73%

6/28/2005 37.31 0.56% 48.71%6/29/2005 36.37 -2.55% 47.98%

6/30/2005 36.81 1.20% 46.59%

7/1/2005 36.5 -0.85% 44.94%

7/5/2005 37.98 3.97% 44.41%

7/6/2005 37.39 -1.57% 43.28%

7/7/2005 37.63 0.64% 42.88%

7/8/2005 38.25 1.63% 43.04%

7/11/2005 38.1 -0.39% 42.92%

7/12/2005 38.24 0.37% 42.77%

7/13/2005 38.35 0.29% 42.70%

7/14/2005 40.75 6.07% 45.59%

7/15/2005 41.55 1.94% 45.38%7/18/2005 41.49 -0.14% 45.21%

7/19/2005 43.19 4.02% 46.22%

7/20/2005 43.63 1.01% 46.18%

7/21/2005 43.29 -0.78% 46.00%

7/22/2005 44 1.63% 45.57%

7/25/2005 43.81 -0.43% 43.79%

7/26/2005 43.63 -0.41% 43.69%

7/27/2005 43.99 0.82% 43.43%


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7/28/2005 43.8 -0.43% 43.42%

7/29/2005 42.65 -2.66% 44.13%

8/1/2005 42.75 0.23% 42.50%

8/2/2005 43.19 1.02% 42.54%

8/3/2005 43.22 0.07% 39.81%

8/4/2005 42.71 -1.19% 39.97%

8/5/2005 42.99 0.65% 39.99%8/8/2005 42.65 -0.79% 39.59%

8/9/2005 43.82 2.71% 40.19%

8/10/2005 43.38 -1.01% 39.88%

8/11/2005 44 1.42% 39.90%

8/12/2005 46.1 4.66% 41.63%

8/15/2005 47.68 3.37% 40.21%

8/16/2005 46.25 -3.05% 41.16%

8/17/2005 47.15 1.93% 39.77%

8/18/2005 46.3 -1.82% 40.23%

8/19/2005 45.83 -1.02% 40.21%

8/22/2005 45.87 0.09% 37.36%

8/23/2005 45.74 -0.28% 37.42%8/24/2005 45.77 0.07% 37.43%

8/25/2005 46.06 0.63% 36.74%

8/26/2005 45.74 -0.70% 36.51%

8/29/2005 45.84 0.22% 36.48%

8/30/2005 46.57 1.58% 36.11%

8/31/2005 46.89 0.68% 36.11%

9/1/2005 46.26 -1.35% 36.22%

9/2/2005 46.22 -0.09% 36.22%

9/6/2005 48.8 5.43% 37.59%

9/7/2005 48.68 -0.25% 37.13%

9/8/2005 49.78 2.23% 37.41%

9/9/2005 51.31 3.03% 36.97%9/12/2005 51.4 0.18% 36.96%

9/13/2005 50.82 -1.13% 37.06%

9/14/2005 49.61 -2.41% 36.82%

9/15/2005 49.87 0.52% 36.36%

9/16/2005 51.21 2.65% 36.79%

9/19/2005 52.64 2.75% 37.15%

9/20/2005 53.19 1.04% 37.05%

9/21/2005 52.11 -2.05% 37.77%

9/22/2005 51.9 -0.40% 37.86%

9/23/2005 53.2 2.47% 35.14%

9/26/2005 53.84 1.20% 34.98%

9/27/2005 53.44 -0.75% 35.10%9/28/2005 51.08 -4.52% 36.29%

9/29/2005 52.34 2.44% 36.69%

9/30/2005 53.61 2.40% 36.96%

10/3/2005 54.44 1.54% 36.94%

10/4/2005 53.75 -1.28% 37.15%

10/5/2005 52.78 -1.82% 37.58%

10/6/2005 51.7 -2.07% 38.13%

10/7/2005 51.3 -0.78% 38.19%


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10/10/2005 50.37 -1.83% 37.77%

10/11/2005 51.59 2.39% 38.18%

10/12/2005 49.25 -4.64% 40.47%

10/13/2005 53.74 8.72% 46.47%

10/14/2005 54 0.48% 46.25%

10/17/2005 53.44 -1.04% 46.43%

10/18/2005 52.21 -2.33% 46.92%10/19/2005 54.94 5.10% 48.22%

10/20/2005 56.14 2.16% 48.26%

10/21/2005 55.66 -0.86% 48.34%

10/24/2005 56.79 2.01% 47.14%

10/25/2005 56.1 -1.22% 46.63%

10/26/2005 57.03 1.64% 45.81%

10/27/2005 55.41 -2.88% 46.47%

10/28/2005 54.47 -1.71% 46.44%

10/31/2005 57.59 5.57% 48.39%

11/1/2005 57.5 -0.16% 48.41%

11/2/2005 59.95 4.17% 49.39%

11/3/2005 61.85 3.12% 49.86%11/4/2005 61.15 -1.14% 50.08%

11/7/2005 60.23 -1.52% 50.28%

11/8/2005 59.9 -0.55% 50.36%

11/9/2005 60.11 0.35% 50.28%

11/10/2005 61.18 1.76% 50.39%

11/11/2005 61.54 0.59% 50.12%

11/14/2005 61.45 -0.15% 50.13%

11/15/2005 62.28 1.34% 48.36%

11/16/2005 64.95 4.20% 49.34%

11/17/2005 64.52 -0.66% 49.24%

11/18/2005 64.56 0.06% 48.76%

11/21/2005 64.96 0.62% 48.76%11/22/2005 66.52 2.37% 48.82%

11/23/2005 67.11 0.88% 48.14%

11/25/2005 69.34 3.27% 48.68%

11/28/2005 69.66 0.46% 48.37%

11/29/2005 68.1 -2.26% 48.61%

11/30/2005 67.82 -0.41% 48.66%

12/1/2005 71.6 5.42% 49.93%

12/2/2005 72.63 1.43% 49.89%

12/5/2005 71.82 -1.12% 49.87%

12/6/2005 74.05 3.06% 50.29%

12/7/2005 73.95 -0.14% 50.19%

12/8/2005 74.08 0.18% 48.15%12/9/2005 74.33 0.34% 47.93%

12/12/2005 74.91 0.78% 47.70%

12/13/2005 74.98 0.09% 47.67%

12/14/2005 72.01 -4.04% 49.06%

12/15/2005 72.18 0.24% 48.62%

12/16/2005 71.11 -1.49% 48.41%

12/19/2005 71.38 0.38% 48.26%

12/20/2005 72.11 1.02% 47.78%


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12/21/2005 73.5 1.91% 47.67%

12/22/2005 74.02 0.70% 45.33%

12/23/2005 73.35 -0.91% 39.96%

12/27/2005 74.23 1.19% 39.99%

12/28/2005 73.57 -0.89% 39.95%

12/29/2005 71.45 -2.92% 40.31%

12/30/2005 71.89 0.61% 38.38%1/3/2006 74.75 3.90% 39.20%

1/4/2006 74.97 0.29% 39.01%

1/5/2006 74.38 -0.79% 38.99%

1/6/2006 76.3 2.55% 39.05%

1/9/2006 76.05 -0.33% 39.03%

1/10/2006 80.86 6.13% 40.65%

1/11/2006 83.9 3.69% 40.83%

1/12/2006 84.29 0.46% 38.72%

1/13/2006 85.59 1.53% 38.69%

1/17/2006 84.71 -1.03% 37.85%

1/18/2006 82.49 -2.66% 38.30%

1/19/2006 79.04 -4.27% 40.24%1/20/2006 76.09 -3.80% 41.55%

1/23/2006 77.67 2.06% 41.67%

1/24/2006 76.04 -2.12% 42.28%

1/25/2006 74.2 -2.45% 42.84%

1/26/2006 72.33 -2.55% 43.57%

1/27/2006 72.03 -0.42% 43.60%

1/30/2006 75 4.04% 44.66%

1/31/2006 75.51 0.68% 43.41%

2/1/2006 75.42 -0.12% 43.35%

2/2/2006 72.1 -4.50% 45.26%

2/3/2006 71.85 -0.35% 45.27%

2/6/2006 67.3 -6.54% 48.38%2/7/2006 67.6 0.44% 48.34%

2/8/2006 68.81 1.77% 47.76%

2/9/2006 64.95 -5.77% 50.20%

2/10/2006 67.31 3.57% 50.83%

2/13/2006 64.71 -3.94% 51.91%

2/14/2006 67.64 4.43% 51.19%

2/15/2006 69.22 2.31% 51.44%

2/16/2006 70.57 1.93% 51.65%

2/17/2006 70.29 -0.40% 50.95%

2/21/2006 69.08 -1.74% 51.14%

2/22/2006 71.32 3.19% 51.92%

2/23/2006 71.75 0.60% 51.94%2/24/2006 71.46 -0.41% 51.89%

2/27/2006 70.99 -0.66% 51.91%

2/28/2006 68.49 -3.59% 51.67%

3/1/2006 69.1 0.89% 51.73%

3/2/2006 69.61 0.74% 51.63%

3/3/2006 67.72 -2.75% 52.13%

3/6/2006 65.48 -3.36% 52.77%

3/7/2006 66.31 1.26% 52.60%


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3/8/2006 65.66 -0.99% 52.58%

3/9/2006 63.93 -2.67% 52.97%

3/10/2006 63.19 -1.16% 52.86%

3/13/2006 65.68 3.86% 54.03%

3/14/2006 67.32 2.47% 53.99%

3/15/2006 66.23 -1.63% 54.10%

3/16/2006 64.31 -2.94% 53.43%3/17/2006 64.66 0.54% 53.45%

3/20/2006 63.99 -1.04% 53.47%

3/21/2006 61.81 -3.47% 53.55%

3/22/2006 61.67 -0.23% 53.56%

3/23/2006 60.16 -2.48% 50.69%

3/24/2006 59.96 -0.33% 49.30%

3/27/2006 59.51 -0.75% 49.20%

3/28/2006 58.71 -1.35% 48.85%

3/29/2006 62.33 5.98% 52.12%

3/30/2006 62.75 0.67% 51.92%

3/31/2006 62.72 -0.05% 50.91%

4/3/2006 62.65 -0.11% 50.07%4/4/2006 61.17 -2.39% 49.90%

4/5/2006 67.21 9.42% 56.38%

4/6/2006 71.24 5.82% 58.37%

4/7/2006 69.79 -2.06% 58.23%

4/10/2006 68.67 -1.62% 58.37%

4/11/2006 67.99 -1.00% 57.29%

4/12/2006 66.71 -1.90% 57.42%

4/13/2006 66.47 -0.36% 57.42%

4/17/2006 64.81 -2.53% 56.57%

4/18/2006 66.22 2.15% 56.93%

4/19/2006 65.65 -0.86% 54.19%

4/20/2006 67.63 2.97% 54.79%4/21/2006 67.04 -0.88% 54.62%

4/24/2006 65.75 -1.94% 52.57%

4/25/2006 66.17 0.64% 51.69%

4/26/2006 68.15 2.95% 51.16%

4/27/2006 69.36 1.76% 49.98%

4/28/2006 70.39 1.47% 49.75%

5/1/2006 69.6 -1.13% 49.56%

5/2/2006 71.62 2.86% 50.16%

5/3/2006 71.14 -0.67% 49.96%

5/4/2006 71.13 -0.01% 49.21%

5/5/2006 71.89 1.06% 49.27%

5/8/2006 71.89 0.00% 49.25%5/9/2006 71.03 -1.20% 49.33%

5/10/2006 70.6 -0.61% 48.37%

5/11/2006 68.15 -3.53% 49.27%

5/12/2006 67.7 -0.66% 49.25%

5/15/2006 67.79 0.13% 48.69%

5/16/2006 64.98 -4.23% 49.19%

5/17/2006 65.26 0.43% 49.08%

5/18/2006 63.18 -3.24% 49.78%


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5/19/2006 64.51 2.08% 49.59%

5/22/2006 63.38 -1.77% 49.73%

5/23/2006 63.15 -0.36% 48.58%

5/24/2006 63.34 0.30% 48.09%

5/25/2006 64.33 1.55% 48.11%

5/26/2006 63.55 -1.22% 47.56%

5/30/2006 61.22 -3.74% 48.58%5/31/2006 59.77 -2.40% 48.91%

6/1/2006 62.17 3.94% 49.24%

6/2/2006 61.66 -0.82% 49.29%

6/5/2006 60 -2.73% 49.39%

6/6/2006 59.72 -0.47% 49.40%

6/7/2006 58.56 -1.96% 49.64%

6/8/2006 60.76 3.69% 50.50%

6/9/2006 59.24 -2.53% 48.26%

6/12/2006 57 -3.85% 49.26%

6/13/2006 58.33 2.31% 49.72%

6/14/2006 57.61 -1.24% 49.81%

6/15/2006 59.38 3.03% 50.16%6/16/2006 57.56 -3.11% 43.51%

6/19/2006 57.2 -0.63% 40.09%

6/20/2006 57.47 0.47% 39.91%

6/21/2006 57.86 0.68% 39.87%

6/22/2006 59.58 2.93% 40.79%

6/23/2006 58.83 -1.27% 40.64%

6/26/2006 58.99 0.27% 40.66%

6/27/2006 57.43 -2.68% 40.73%

6/28/2006 56.02 -2.49% 40.62%

6/29/2006 58.97 5.13% 43.19%

6/30/2006 57.27 -2.93% 42.89%

7/3/2006 57.95 1.18% 43.05%7/5/2006 57 -1.65% 42.98%

7/6/2006 55.77 -2.18% 43.20%

7/7/2006 55.4 -0.67% 42.24%

7/10/2006 55 -0.72% 41.82%

7/11/2006 55.65 1.17% 41.73%

7/12/2006 52.96 -4.95% 43.42%

7/13/2006 52.25 -1.35% 42.44%

7/14/2006 50.67 -3.07% 42.95%

7/17/2006 52.37 3.30% 44.24%

7/18/2006 52.9 1.01% 44.23%

7/19/2006 54.1 2.24% 44.87%

7/20/2006 60.5 11.18% 54.92%7/21/2006 60.72 0.36% 54.94%

7/24/2006 61.42 1.15% 54.34%

7/25/2006 61.93 0.83% 54.40%

7/26/2006 63.87 3.08% 55.11%

7/27/2006 63.4 -0.74% 53.96%

7/28/2006 65.59 3.40% 54.74%

7/31/2006 67.96 3.55% 54.82%

8/1/2006 67.18 -1.15% 54.66%


11/38

8/2/2006 68.16 1.45% 54.54%

8/3/2006 69.59 2.08% 54.77%

8/4/2006 68.3 -1.87% 55.05%

8/7/2006 67.21 -1.61% 55.12%

8/8/2006 64.78 -3.68% 55.95%

8/9/2006 63.59 -1.85% 55.23%

8/10/2006 64.07 0.75% 54.83%8/11/2006 63.65 -0.66% 53.86%

8/14/2006 63.94 0.45% 53.81%

8/15/2006 66.45 3.85% 54.20%

8/16/2006 67.98 2.28% 54.45%

8/17/2006 67.59 -0.58% 54.16%

8/18/2006 67.91 0.47% 53.34%

8/21/2006 66.56 -2.01% 53.16%

8/22/2006 67.62 1.58% 52.06%

8/23/2006 67.31 -0.46% 51.82%

8/24/2006 67.81 0.74% 51.66%

8/25/2006 68.75 1.38% 51.21%

8/28/2006 66.98 -2.61% 50.98%8/29/2006 66.48 -0.75% 51.00%

8/30/2006 66.96 0.72% 51.01%

8/31/2006 67.85 1.32% 51.07%

9/1/2006 68.38 0.78% 50.58%

9/5/2006 71.48 4.43% 51.62%

9/6/2006 70.03 -2.05% 52.04%

9/7/2006 72.8 3.88% 52.22%

9/8/2006 72.52 -0.39% 51.64%

9/11/2006 72.5 -0.03% 50.06%

9/12/2006 72.63 0.18% 49.21%

9/13/2006 74.2 2.14% 49.38%

9/14/2006 74.17 -0.04% 49.05%9/15/2006 74.1 -0.09% 48.51%

9/18/2006 73.89 -0.28% 48.45%

9/19/2006 73.77 -0.16% 48.36%

9/20/2006 75.26 2.00% 48.49%

9/21/2006 74.65 -0.81% 46.19%

9/22/2006 73 -2.24% 46.54%

9/25/2006 75.75 3.70% 46.08%

9/26/2006 77.61 2.43% 45.79%

9/27/2006 76.41 -1.56% 46.22%

9/28/2006 77.01 0.78% 46.03%

9/29/2006 76.98 -0.04% 35.87%

10/2/2006 74.86 -2.79% 36.95%10/3/2006 74.08 -1.05% 37.10%

10/4/2006 75.38 1.74% 37.27%

10/5/2006 74.83 -0.73% 36.63%

10/6/2006 74.22 -0.82% 36.65%

10/9/2006 74.63 0.55% 35.66%

10/10/2006 73.81 -1.10% 34.67%

10/11/2006 73.23 -0.79% 34.58%

10/12/2006 75.26 2.73% 35.10%


12/38

10/13/2006 75.02 -0.32% 34.74%

10/16/2006 75.4 0.51% 34.30%

10/17/2006 74.29 -1.48% 34.25%

10/18/2006 74.53 0.32% 32.54%

10/19/2006 78.99 5.81% 35.27%

10/20/2006 79.95 1.21% 35.32%

10/23/2006 81.46 1.87% 35.40%10/24/2006 81.05 -0.50% 35.50%

10/25/2006 81.68 0.77% 34.27%

10/26/2006 82.19 0.62% 33.89%

10/27/2006 80.41 -2.19% 34.50%

10/30/2006 80.42 0.01% 34.51%

10/31/2006 81.08 0.82% 33.92%

11/1/2006 79.16 -2.40% 34.58%

11/2/2006 78.98 -0.23% 34.55%

11/3/2006 78.29 -0.88% 34.68%

11/6/2006 79.71 1.80% 34.80%

11/7/2006 80.51 1.00% 33.91%

11/8/2006 82.45 2.38% 34.19%11/9/2006 83.34 1.07% 34.23%

11/10/2006 83.12 -0.26% 34.19%

11/13/2006 84.35 1.47% 34.30%

11/14/2006 85 0.77% 32.48%

11/15/2006 84.05 -1.12% 32.07%

11/16/2006 85.61 1.84% 30.86%

11/17/2006 85.85 0.28% 30.79%

11/20/2006 86.47 0.72% 30.79%

11/21/2006 88.6 2.43% 31.30%

11/22/2006 90.31 1.91% 31.21%

11/24/2006 91.63 1.45% 31.31%

11/27/2006 89.54 -2.31% 32.15%11/28/2006 91.81 2.50% 32.60%

11/29/2006 91.8 -0.01% 32.58%

11/30/2006 91.66 -0.15% 32.33%

12/1/2006 91.32 -0.37% 32.23%

12/4/2006 91.12 -0.22% 31.45%

12/5/2006 91.27 0.16% 30.15%

12/6/2006 89.83 -1.59% 30.06%

12/7/2006 87.04 -3.16% 31.09%

12/8/2006 88.26 1.39% 31.21%

12/11/2006 88.75 0.55% 31.20%

12/12/2006 86.14 -2.98% 31.35%

12/13/2006 89.05 3.32% 32.18%12/14/2006 88.55 -0.56% 32.05%

12/15/2006 87.72 -0.94% 32.11%

12/18/2006 85.47 -2.60% 32.93%

12/19/2006 86.31 0.98% 32.97%

12/20/2006 84.76 -1.81% 33.25%

12/21/2006 82.9 -2.22% 33.81%

12/22/2006 82.2 -0.85% 33.23%

12/26/2006 81.51 -0.84% 33.32%


13/38

12/27/2006 81.52 0.01% 33.31%

12/28/2006 80.87 -0.80% 33.11%

12/29/2006 84.84 4.79% 35.39%

1/3/2007 83.8 -1.23% 32.12%

1/4/2007 85.66 2.20% 32.48%

1/5/2007 85.05 -0.71% 32.20%

1/8/2007 85.47 0.49% 32.18%1/9/2007 92.57 7.98% 38.55%

1/10/2007 97 4.67% 40.35%

1/11/2007 95.8 -1.24% 39.99%

1/12/2007 94.62 -1.24% 40.21%

1/16/2007 97.1 2.59% 40.66%

1/17/2007 94.95 -2.24% 40.58%

1/18/2007 89.07 -6.39% 44.48%

1/19/2007 88.5 -0.64% 44.44%

1/22/2007 86.79 -1.95% 44.62%

1/23/2007 85.7 -1.26% 44.73%

1/24/2007 86.7 1.16% 44.39%

1/25/2007 86.25 -0.52% 44.34%1/26/2007 85.38 -1.01% 44.42%

1/29/2007 85.94 0.65% 44.29%

1/30/2007 85.55 -0.45% 44.26%

1/31/2007 85.73 0.21% 44.15%

2/1/2007 84.74 -1.16% 43.98%

2/2/2007 84.75 0.01% 43.97%

2/5/2007 83.94 -0.96% 44.00%

2/6/2007 84.15 0.25% 43.47%

2/7/2007 86.15 2.35% 43.63%

2/8/2007 86.18 0.03% 43.43%

2/9/2007 83.27 -3.43% 43.95%

2/12/2007 84.88 1.92% 43.72%2/13/2007 84.7 -0.21% 43.72%

2/14/2007 85.3 0.71% 43.78%

2/15/2007 85.21 -0.11% 43.77%

2/16/2007 84.83 -0.45% 43.78%

2/20/2007 85.9 1.25% 43.94%

2/21/2007 89.2 3.77% 44.98%

2/22/2007 89.51 0.35% 44.14%

2/23/2007 89.07 -0.49% 44.01%

2/26/2007 88.51 -0.63% 44.02%

2/27/2007 83.93 -5.31% 45.62%

2/28/2007 84.61 0.81% 44.73%

3/1/2007 87.06 2.85% 45.41%3/2/2007 85.41 -1.91% 45.63%

3/5/2007 86.32 1.06% 45.18%

3/6/2007 88.19 2.14% 45.47%

3/7/2007 87.72 -0.53% 45.22%

3/8/2007 88 0.32% 44.78%

3/9/2007 87.97 -0.03% 44.70%

3/12/2007 89.87 2.14% 44.94%

3/13/2007 88.4 -1.65% 45.21%


14/38

3/14/2007 90 1.79% 45.34%

3/15/2007 89.57 -0.48% 43.58%

3/16/2007 89.59 0.02% 43.43%

3/19/2007 91.13 1.70% 43.27%

3/20/2007 91.48 0.38% 43.21%

3/21/2007 93.87 2.58% 43.70%

3/22/2007 93.96 0.10% 38.06%3/23/2007 93.52 -0.47% 35.86%

3/26/2007 95.85 2.46% 36.35%

3/27/2007 95.46 -0.41% 36.21%

3/28/2007 93.24 -2.35% 36.06%

3/29/2007 93.75 0.55% 35.60%

3/30/2007 92.91 -0.90% 31.09%

4/2/2007 93.65 0.79% 31.08%

4/3/2007 94.5 0.90% 30.62%

4/4/2007 94.27 -0.24% 30.39%

4/5/2007 94.68 0.43% 30.28%

4/9/2007 93.65 -1.09% 30.41%

4/10/2007 94.25 0.64% 30.27%4/11/2007 92.59 -1.78% 30.70%

4/12/2007 92.19 -0.43% 30.70%

4/13/2007 90.24 -2.14% 31.31%

4/16/2007 91.43 1.31% 31.28%

4/17/2007 90.35 -1.19% 31.49%

4/18/2007 90.4 0.06% 31.35%

4/19/2007 90.27 -0.14% 31.36%

4/20/2007 90.97 0.77% 30.81%

4/23/2007 93.51 2.75% 31.63%

4/24/2007 93.24 -0.29% 30.07%

4/25/2007 95.35 2.24% 30.21%

4/26/2007 98.84 3.59% 31.52%4/27/2007 99.92 1.09% 31.57%

4/30/2007 99.8 -0.12% 31.57%

5/1/2007 99.47 -0.33% 31.55%

5/2/2007 100.39 0.92% 31.49%

5/3/2007 100.4 0.01% 30.02%

5/4/2007 100.81 0.41% 30.02%

5/7/2007 103.92 3.04% 30.89%

5/8/2007 105.06 1.09% 30.85%

5/9/2007 106.88 1.72% 26.83%

5/10/2007 107.34 0.43% 26.82%

5/11/2007 108.74 1.30% 26.11%

5/14/2007 109.36 0.57% 25.29%5/15/2007 107.52 -1.70% 25.92%

5/16/2007 107.34 -0.17% 25.54%

5/17/2007 109.44 1.94% 25.74%

5/18/2007 110.02 0.53% 25.74%

5/21/2007 111.98 1.77% 25.95%

5/22/2007 113.54 1.38% 25.67%

5/23/2007 112.89 -0.57% 25.17%

5/24/2007 110.69 -1.97% 25.76%


15/38

5/25/2007 113.62 2.61% 26.31%

5/29/2007 114.35 0.64% 26.28%

5/30/2007 118.77 3.79% 27.58%

5/31/2007 121.19 2.02% 27.86%

6/1/2007 118.4 -2.33% 28.37%

6/4/2007 121.33 2.44% 28.85%

6/5/2007 122.67 1.10% 28.76%6/6/2007 123.64 0.79% 28.28%

6/7/2007 124.07 0.35% 28.17%

6/8/2007 124.49 0.34% 27.04%

6/11/2007 120.19 -3.52% 29.22%

6/12/2007 120.38 0.16% 28.98%

6/13/2007 117.5 -2.42% 30.03%

6/14/2007 118.75 1.06% 30.05%

6/15/2007 120.5 1.46% 30.11%

6/18/2007 125.09 3.74% 31.36%

6/19/2007 123.66 -1.15% 31.38%

6/20/2007 121.55 -1.72% 31.98%

6/21/2007 123.9 1.91% 31.57%6/22/2007 123 -0.73% 31.65%

6/25/2007 122.34 -0.54% 30.91%

6/26/2007 119.65 -2.22% 31.78%

6/27/2007 121.89 1.85% 31.61%

6/28/2007 120.56 -1.10% 31.91%

6/29/2007 122.04 1.22% 31.89%

7/2/2007 121.26 -0.64% 32.06%

7/3/2007 127.17 4.76% 33.50%

7/5/2007 132.75 4.29% 34.84%

7/6/2007 132.3 -0.34% 34.70%

7/9/2007 130.33 -1.50% 34.21%

7/10/2007 132.35 1.54% 34.28%7/11/2007 132.39 0.03% 34.26%

7/12/2007 134.07 1.26% 34.22%

7/13/2007 137.73 2.69% 34.68%

7/16/2007 138.1 0.27% 34.65%

7/17/2007 138.91 0.58% 34.65%

7/18/2007 138.12 -0.57% 34.15%

7/19/2007 140 1.35% 34.19%

7/20/2007 143.75 2.64% 34.51%

7/23/2007 143.7 -0.03% 34.55%

7/24/2007 134.89 -6.33% 39.21%

7/25/2007 137.26 1.74% 39.36%

7/26/2007 146 6.17% 41.83%7/27/2007 143.85 -1.48% 42.16%

7/30/2007 141.43 -1.70% 42.43%

7/31/2007 131.76 -7.08% 47.13%

8/1/2007 135 2.43% 47.32%

8/2/2007 136.49 1.10% 47.28%

8/3/2007 131.85 -3.46% 48.33%

8/6/2007 135.25 2.55% 48.29%

8/7/2007 135.03 -0.16% 47.92%


16/38

8/8/2007 134.01 -0.76% 48.01%

8/9/2007 126.39 -5.85% 49.85%

8/10/2007 125 -1.11% 49.68%

8/13/2007 127.79 2.21% 49.56%

8/14/2007 124.03 -2.99% 49.86%

8/15/2007 119.9 -3.39% 50.62%

8/16/2007 117.05 -2.41% 50.96%8/17/2007 122.06 4.19% 52.26%

8/20/2007 122.22 0.13% 52.26%

8/21/2007 127.57 4.28% 52.64%

8/22/2007 132.51 3.80% 53.57%

8/23/2007 131.07 -1.09% 53.20%

8/24/2007 135.3 3.18% 53.76%

8/27/2007 132.25 -2.28% 54.08%

8/28/2007 126.82 -4.19% 54.45%

8/29/2007 134.08 5.57% 56.36%

8/30/2007 136.25 1.61% 56.24%

8/31/2007 138.48 1.62% 56.19%

9/4/2007 144.16 4.02% 57.04%9/5/2007 136.76 -5.27% 58.97%

9/6/2007 135.01 -1.29% 58.74%

9/7/2007 131.77 -2.43% 59.00%

9/10/2007 136.71 3.68% 59.65%

9/11/2007 135.49 -0.90% 59.67%

9/12/2007 136.85 1.00% 59.66%

9/13/2007 137.2 0.26% 58.35%

9/14/2007 138.81 1.17% 57.30%

9/17/2007 138.41 -0.29% 57.29%

9/18/2007 140.92 1.80% 57.31%

9/19/2007 140.77 -0.11% 57.18%

9/20/2007 140.31 -0.33% 57.19%9/21/2007 144.15 2.70% 57.54%

9/24/2007 148.28 2.82% 57.58%

9/25/2007 153.18 3.25% 58.19%

9/26/2007 152.77 -0.27% 58.20%

9/27/2007 154.5 1.13% 58.21%

9/28/2007 153.47 -0.67% 58.18%

10/1/2007 156.34 1.85% 57.97%

10/2/2007 158.45 1.34% 58.05%

10/3/2007 157.92 -0.34% 55.22%

10/4/2007 156.24 -1.07% 55.20%

10/5/2007 161.45 3.28% 53.42%

10/8/2007 167.91 3.92% 54.14%10/9/2007 167.86 -0.03% 53.87%

10/10/2007 166.79 -0.64% 49.92%

10/11/2007 162.23 -2.77% 50.38%

10/12/2007 167.25 3.05% 50.86%

10/15/2007 166.98 -0.16% 49.76%

10/16/2007 169.58 1.55% 49.53%

10/17/2007 172.75 1.85% 49.64%

10/18/2007 173.5 0.43% 49.52%


17/38

10/19/2007 170.42 -1.79% 46.77%

10/22/2007 174.36 2.29% 46.74%

10/23/2007 186.16 6.55% 49.22%

10/24/2007 185.93 -0.12% 48.19%

10/25/2007 182.78 -1.71% 47.31%

10/26/2007 184.7 1.04% 46.46%

10/29/2007 185.09 0.21% 45.60%10/30/2007 187 1.03% 45.56%

10/31/2007 189.95 1.57% 44.62%

11/1/2007 187.44 -1.33% 44.20%

11/2/2007 187.87 0.23% 43.94%

11/5/2007 186.18 -0.90% 43.63%

11/6/2007 191.79 2.97% 43.31%

11/7/2007 186.3 -2.90% 42.35%

11/8/2007 175.47 -5.99% 44.07%

11/9/2007 165.37 -5.93% 47.30%

11/12/2007 153.76 -7.28% 51.49%

11/13/2007 169.96 10.02% 57.05%

11/14/2007 166.11 -2.29% 55.41%11/15/2007 164.3 -1.10% 55.37%

11/16/2007 166.39 1.26% 54.87%

11/19/2007 163.95 -1.48% 54.39%

11/20/2007 168.85 2.94% 54.71%

11/21/2007 168.46 -0.23% 54.72%

11/23/2007 171.54 1.81% 54.85%

11/26/2007 172.54 0.58% 54.81%

11/27/2007 174.81 1.31% 54.83%

11/28/2007 180.22 3.05% 55.15%

11/29/2007 184.29 2.23% 55.33%

11/30/2007 182.22 -1.13% 55.46%

12/3/2007 178.86 -1.86% 55.50%12/4/2007 179.81 0.53% 55.11%

12/5/2007 185.5 3.12% 55.06%

12/6/2007 189.95 2.37% 55.28%

12/7/2007 194.3 2.26% 55.48%

12/10/2007 194.21 -0.05% 55.41%

12/11/2007 188.54 -2.96% 56.04%

12/12/2007 190.86 1.22% 56.02%

12/13/2007 191.83 0.51% 55.99%

12/14/2007 190.39 -0.75% 55.93%

12/17/2007 184.4 -3.20% 56.18%

12/18/2007 182.98 -0.77% 55.33%

12/19/2007 183.12 0.08% 55.33%12/20/2007 187.21 2.21% 55.55%

12/21/2007 193.91 3.52% 55.62%

12/24/2007 198.8 2.49% 55.44%

12/26/2007 198.95 0.08% 55.43%

12/27/2007 198.57 -0.19% 55.34%

12/28/2007 199.83 0.63% 55.19%

12/31/2007 198.08 -0.88% 55.28%

1/2/2008 194.84 -1.65% 55.24%


18/38

1/3/2008 194.93 0.05% 54.96%

1/4/2008 180.05 -7.94% 56.46%

1/7/2008 177.64 -1.35% 56.57%

1/8/2008 171.25 -3.66% 57.23%

1/9/2008 179.4 4.65% 58.59%

1/10/2008 178.02 -0.77% 58.62%

1/11/2008 172.69 -3.04% 59.07%1/14/2008 178.78 3.47% 59.71%

1/15/2008 169.04 -5.60% 61.44%

1/16/2008 159.64 -5.72% 63.21%

1/17/2008 160.89 0.78% 63.26%

1/18/2008 161.36 0.29% 62.64%

1/22/2008 155.64 -3.61% 62.88%

1/23/2008 139.07 -11.26% 67.81%

1/24/2008 135.6 -2.53% 66.38%

1/25/2008 130.01 -4.21% 64.50%

1/28/2008 130.01 0.00% 57.86%

1/29/2008 131.54 1.17% 57.83%

1/30/2008 132.18 0.49% 57.86%1/31/2008 135.36 2.38% 58.18%

2/1/2008 133.75 -1.20% 58.15%

2/4/2008 131.65 -1.58% 57.49%

2/5/2008 129.36 -1.75% 57.58%

2/6/2008 122 -5.86% 58.97%

2/7/2008 121.24 -0.62% 58.87%

2/8/2008 125.48 3.44% 59.69%

2/11/2008 129.45 3.11% 59.72%

2/12/2008 124.86 -3.61% 59.70%

2/13/2008 129.4 3.57% 60.83%

2/14/2008 127.46 -1.51% 60.79%

2/15/2008 124.63 -2.25% 60.84%2/19/2008 122.18 -1.99% 59.99%

2/20/2008 123.82 1.33% 59.64%

2/21/2008 121.54 -1.86% 59.07%

2/22/2008 119.46 -1.73% 59.06%

2/25/2008 119.74 0.23% 58.89%

2/26/2008 119.15 -0.49% 58.61%

2/27/2008 122.96 3.15% 59.52%

2/28/2008 129.91 5.50% 61.97%

2/29/2008 125.02 -3.84% 62.18%

3/3/2008 121.73 -2.67% 62.39%

3/4/2008 124.62 2.35% 62.93%

3/5/2008 124.49 -0.10% 62.43%3/6/2008 120.93 -2.90% 61.51%

3/7/2008 122.25 1.09% 61.04%

3/10/2008 119.69 -2.12% 61.05%

3/11/2008 127.35 6.20% 64.06%

3/12/2008 126.03 -1.04% 63.93%

3/13/2008 127.94 1.50% 64.26%

3/14/2008 126.61 -1.04% 64.23%

3/17/2008 126.73 0.09% 64.23%


19/38

3/18/2008 132.82 4.69% 62.92%

3/19/2008 129.67 -2.40% 63.07%

3/20/2008 133.27 2.74% 63.15%

3/24/2008 139.53 4.59% 63.12%

3/25/2008 140.98 1.03% 63.25%

3/26/2008 145.06 2.85% 63.46%

3/27/2008 140.25 -3.37% 63.09%3/28/2008 143.01 1.95% 61.82%

3/31/2008 143.5 0.34% 60.02%

4/1/2008 149.53 4.12% 61.10%

4/2/2008 147.49 -1.37% 61.18%

4/3/2008 151.61 2.76% 60.94%

4/4/2008 153.08 0.96% 52.57%

4/7/2008 155.89 1.82% 52.21%

4/8/2008 152.84 -1.98% 51.11%

4/9/2008 151.44 -0.92% 51.22%

4/10/2008 154.55 2.03% 51.38%

4/11/2008 147.14 -4.91% 53.29%

4/14/2008 147.78 0.43% 52.96%4/15/2008 148.38 0.41% 52.82%

4/16/2008 153.7 3.52% 53.33%

4/17/2008 154.49 0.51% 53.03%

4/18/2008 161.04 4.15% 51.16%

4/21/2008 168.16 4.33% 52.05%

4/22/2008 160.2 -4.85% 53.54%

4/23/2008 162.89 1.67% 53.16%

4/24/2008 168.94 3.65% 52.63%

4/25/2008 169.73 0.47% 51.99%

4/28/2008 172.24 1.47% 51.74%

4/29/2008 175.05 1.62% 51.20%

4/30/2008 173.95 -0.63% 50.81%5/1/2008 180 3.42% 51.31%

5/2/2008 180.94 0.52% 50.81%

5/5/2008 184.73 2.07% 50.44%

5/6/2008 186.66 1.04% 50.41%

5/7/2008 182.59 -2.20% 50.97%

5/8/2008 185.06 1.34% 50.60%

5/9/2008 183.45 -0.87% 49.11%

5/12/2008 188.16 2.54% 47.74%

5/13/2008 189.96 0.95% 46.76%

5/14/2008 186.26 -1.97% 47.21%

5/15/2008 189.73 1.85% 47.22%

5/16/2008 187.62 -1.12% 46.41%5/19/2008 183.6 -2.17% 47.13%

5/20/2008 185.9 1.24% 46.44%

5/21/2008 178.19 -4.24% 46.09%

5/22/2008 177.05 -0.64% 45.99%

5/23/2008 181.17 2.30% 46.15%

5/27/2008 186.43 2.86% 46.26%

5/28/2008 187.01 0.31% 46.24%

5/29/2008 186.69 -0.17% 45.02%


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5/30/2008 188.75 1.10% 44.22%

6/2/2008 186.1 -1.41% 44.26%

6/3/2008 185.37 -0.39% 43.00%

6/4/2008 185.19 -0.10% 43.01%

6/5/2008 189.43 2.26% 42.81%

6/6/2008 185.64 -2.02% 42.04%

6/9/2008 181.61 -2.19% 42.51%6/10/2008 185.64 2.19% 42.76%

6/11/2008 180.81 -2.64% 42.41%

6/12/2008 173.26 -4.27% 43.99%

6/13/2008 172.37 -0.52% 43.53%

6/16/2008 176.84 2.56% 43.93%

6/17/2008 181.43 2.56% 44.17%

6/18/2008 178.75 -1.49% 44.00%

6/19/2008 180.9 1.20% 43.93%

6/20/2008 175.27 -3.16% 44.69%

6/23/2008 173.16 -1.21% 42.57%

6/24/2008 173.25 0.05% 42.58%

6/25/2008 177.39 2.36% 42.94%6/26/2008 168.26 -5.28% 44.66%

6/27/2008 170.09 1.08% 44.72%

6/30/2008 167.44 -1.57% 43.60%

7/1/2008 174.68 4.23% 43.53%

7/2/2008 168.18 -3.79% 42.73%

7/3/2008 170.12 1.15% 42.61%

7/7/2008 175.16 2.92% 42.20%

7/8/2008 179.55 2.48% 42.69%

7/9/2008 174.25 -3.00% 43.33%

7/10/2008 176.63 1.36% 43.26%

7/11/2008 172.58 -2.32% 43.69%

7/14/2008 173.88 0.75% 42.71%7/15/2008 169.64 -2.47% 43.17%

7/16/2008 172.81 1.85% 43.09%


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0

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0.6

0.7

0.8

Column B

Column D


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Documents

Historical Volatility of shares macro sheet