Volatility Prices

7/30/2019 Volatility Prices

1/72

http://www.gummy-stuff.org/volatility-vs-theMarket.htm GE Growth = 5.8% Sep

Start Date: 26-Apr-11 Sell @ 1.0% Buy @ 0

End Date: 25-Apr-13 d

Stock Symbol: GEURL used = http://chart.yahoo.com/table.csv?s=GE&a=8&b=10&c=2004&d=8&e=10&f=2006&g=d&q=q&y=0&z=GE

Index Date Open High Low Close

1 Sep 10/04 33.80 34.01 33.52 33.88

2 Sep 13/04 33.88 34.05 33.71 33.75

3 Sep 14/04 33.60 33.82 33.52 33.82

4 Sep 15/04 33.82 33.82 33.49 33.53

5 Sep 16/04 33.58 33.76 33.50 33.53

6 Sep 17/04 33.70 34.24 33.70 34.22

7 Sep 20/04 34.05 34.47 34.02 34.21 8 Sep 21/04 34.22 34.53 34.03 34.46

9 Sep 22/04 34.20 34.25 33.71 33.93

10 Sep 23/04 33.77 33.77 33.40 33.42

11 Sep 24/04 33.50 33.52 33.21 33.41

12 Sep 27/04 33.12 33.31 33.01 33.12

13 Sep 28/04 33.20 33.47 33.04 33.31

14 Sep 29/04 33.45 33.58 33.28 33.45

15 Sep 30/04 33.40 33.61 33.30 33.58

16 Oct 1/04 33.70 33.99 33.65 33.97

17 Oct 4/04 34.00 34.26 33.89 34.12 18 Oct 5/04 34.09 34.12 33.82 34.05

19 Oct 6/04 34.09 34.40 33.93 34.38

20 Oct 7/04 34.14 34.38 33.95 33.95

21 Oct 8/04 33.98 34.30 33.50 33.74

22 Oct 11/04 33.80 34.10 33.78 34.00

23 Oct 12/04 33.80 34.20 33.70 34.02

24 Oct 13/04 34.25 34.28 33.55 33.71

25 Oct 14/04 33.70 33.80 33.40 33.46

26 Oct 15/04 33.52 33.78 33.40 33.55

27 Oct 18/04 33.40 34.03 33.22 33.89 28 Oct 19/04 33.88 34.10 33.42 33.43

29 Oct 20/04 33.48 33.54 33.06 33.22

30 Oct 21/04 33.15 33.50 33.00 33.37

31 Oct 22/04 33.37 33.45 32.74 32.95

32 Oct 25/04 33.10 33.10 32.65 32.90

33 Oct 26/04 33.10 33.65 32.90 33.63

34 Oct 27/04 33.57 33.95 33.35 33.95

35 Oct 28/04 33.80 34.15 33.71 34.03

36 Oct 29/04 33.90 34.15 33.80 34.12

37 Nov 1/04 34.10 34.14 33.81 34.05 38 Nov 2/04 33.95 34.38 33.90 34.05

39 Nov 3/04 34 40 34 45 34 03 34 33

0.0%

0.2%

0.4%

0.6%

0.8%

1.0%

1.2%

29

30

31

32

33

34

35

36

37

38

Sep/04

Dec/04

Mar/05

May/05

Aug/05

Nov/05

Feb/06

May/06

Aug/06

Prices window Volatility

32

32.5

33

33.5

34

34.5

35

35.5

36

36.5

37

17-Mar-05

21-Mar-05

23-Mar-05

28-Mar-05

30-Mar-05

1-Apr-05

5-Apr-05

7-Apr-05

1 1 A p r 0 5

SD Prices

Correlation: SD & Returns = -8.9%

Mar 17/0


2/72

46 Nov 12/04 35.97 36.25 35.83 3

47 Nov 15/04 36.25 36.27 35.95 3

48 Nov 16/04 36.05 36.24 35.85 3

49 Nov 17/04 36.28 36.80 36.10 3

50 Nov 18/04 36.40 36.86 36.38 3

51 Nov 19/04 36.83 36.83 35.94 3

52 Nov 22/04 36.25 36.27 35.94 3

53 Nov 23/04 35.97 36.04 35.49 3

54 Nov 24/04 35.85 36.00 35.56 3

55 Nov 26/04 35.60 35.63 35.44 3

56 Nov 29/04 35.57 35.73 35.12 3

57 Nov 30/04 35.30 35.61 35.30 3

58 Dec 1/04 35.36 36.02 35.36 3

59 Dec 2/04 35.85 36.09 35.75 3

60 Dec 3/04 35.84 36.03 35.65 3

61 Dec 6/04 35.65 35.77 35.59 3

62 Dec 7/04 35.60 35.65 35.27 3

63 Dec 8/04 35.65 35.90 35.54 3

64 Dec 9/04 35.58 36.09 35.50 3

65 Dec 10/04 36.15 36.81 36.00 3

66 Dec 13/04 36.85 37.52 36.82 3

67 Dec 14/04 37.39 37.75 37.18 3

68 Dec 15/04 37.39 37.51 37.01 3

69 Dec 16/04 37.30 37.49 37.00 3

70 Dec 17/04 36.40 37.09 36.26 3

71 Dec 20/04 36.92 37.20 36.92 3

72 Dec 21/04 37.11 37.24 36.97 3

73 Dec 22/04 36.77 37.14 36.66 3

74 Dec 23/04 36.75 36.95 36.71 3

75 Dec 27/04 36.85 36.94 36.57 3

76 Dec 28/04 36.54 36.85 36.53 3

77 Dec 29/04 36.57 36.60 36.42 3

78 Dec 30/04 36.63 36.83 36.56 3

79 Dec 31/04 36.65 36.76 36.40 3

80 Jan 3/05 36.71 36.89 36.44 3

81 Jan 4/05 36.60 36.85 36.12 3

82 Jan 5/05 36.15 36.34 35.93 3

83 Jan 6/05 36.03 36.42 35.94 3

84 Jan 7/05 36.36 36.37 35.85 3

85 Jan 10/05 35.88 36.14 35.73 3

86 Jan 11/05 35.60 35.73 35.32 3

87 Jan 12/05 35.43 35.70 35.10 3

88 Jan 13/05 35.60 35.64 35.10 3


3/72

98 Jan 28/05 35.55 35.77 35.42 3

99 Jan 31/05 35.95 36.18 35.90 3

100 Feb 1/05 36.00 36.38 35.89 3

101 Feb 2/05 36.18 36.28 36.00 3

102 Feb 3/05 36.15 36.15 35.93 3

103 Feb 4/05 36.02 36.33 36.02 3

104 Feb 7/05 36.05 36.36 36.05 3

105 Feb 8/05 36.28 36.53 36.20 3

106 Feb 9/05 36.32 36.36 35.87 3

107 Feb 10/05 36.17 36.24 36.01 3

108 Feb 11/05 36.00 36.47 35.95 3

109 Feb 14/05 36.23 36.40 36.20 3

110 Feb 15/05 36.27 36.61 36.25 3

111 Feb 16/05 36.26 36.34 36.06 3

112 Feb 17/05 36.13 36.40 36.02 3

113 Feb 18/05 36.06 36.06 35.69 3

114 Feb 22/05 35.59 35.91 35.34 3

115 Feb 23/05 35.15 35.37 35.12 3

116 Feb 24/05 35.10 35.61 35.05 3

117 Feb 25/05 35.55 35.70 35.41 3

118 Feb 28/05 35.42 35.48 35.14 3

119 Mar 1/05 35.27 35.39 35.15 3

120 Mar 2/05 35.08 35.69 35.06 3

121 Mar 3/05 35.74 35.83 35.45 3

122 Mar 4/05 35.82 36.23 35.72 3

123 Mar 7/05 36.17 36.28 36.05 3

124 Mar 8/05 36.03 36.21 36.01 3

125 Mar 9/05 35.88 36.11 35.70 3

126 Mar 10/05 35.85 36.23 35.80 3

127 Mar 11/05 36.03 36.14 35.75 3

128 Mar 14/05 35.80 36.22 35.78 3

129 Mar 15/05 36.28 36.48 36.00 3

130 Mar 16/05 35.81 36.12 35.48 3

131 Mar 17/05 35.65 35.71 35.27 3

132 Mar 18/05 35.41 35.88 35.28 3

133 Mar 21/05 35.73 36.12 35.48 3

134 Mar 22/05 36.00 36.19 35.42 3

135 Mar 23/05 35.50 35.82 35.38 3

136 Mar 24/05 35.83 36.10 35.71 3

137 Mar 28/05 35.90 36.19 35.87 3

138 Mar 29/05 35.82 35.97 35.43 3

139 Mar 30/05 35.60 36.22 35.59 3

140 Mar 31/05 36.10 36.15 35.96 3


4/72

150 Apr 14/05 35.73 36.18 35.40 3

151 Apr 15/05 35.82 36.49 35.75 3

152 Apr 18/05 35.75 36.38 35.75 3

153 Apr 19/05 36.25 36.32 35.90 3

154 Apr 20/05 35.85 36.01 35.35 3

155 Apr 21/05 35.80 36.13 35.62 3

156 Apr 22/05 36.00 36.31 35.68 3

157 Apr 25/05 36.35 36.47 36.15 3

158 Apr 26/05 36.40 36.60 36.16 3

159 Apr 27/05 36.05 36.49 35.94 3

160 Apr 28/05 36.08 36.44 35.62 3

161 Apr 29/05 35.82 36.22 35.61 3

162 May 2/05 36.08 36.34 36.05 3

163 May 3/05 36.10 36.15 35.77 3

164 May 4/05 36.11 36.27 35.88 3

165 May 5/05 36.15 36.23 35.73 3

166 May 6/05 35.82 36.05 35.80 3

167 May 9/05 35.84 36.23 35.83 3

168 May 10/05 36.06 36.19 35.72 3

169 May 11/05 35.90 36.21 35.67 3

170 May 12/05 36.17 36.31 35.81 3

171 May 13/05 35.87 36.07 35.56 3

172 May 16/05 35.85 36.25 35.80 3

173 May 17/05 36.10 36.47 36.03 3

174 May 18/05 36.50 37.00 36.48 3

175 May 19/05 36.90 36.97 36.69 3

176 May 20/05 36.95 37.07 36.85 3

177 May 23/05 36.83 37.34 36.83 3

178 May 24/05 37.02 37.25 37.00 3

179 May 25/05 37.00 37.09 36.76 3

180 May 26/05 37.02 37.10 36.83 3

181 May 27/05 36.92 36.98 36.86 3

182 May 31/05 36.88 36.91 36.46 3

183 Jun 1/05 36.48 37.01 36.48 3

184 Jun 2/05 36.84 36.97 36.81 3

185 Jun 3/05 36.80 36.96 36.65 3

186 Jun 6/05 36.65 36.83 36.57 3

187 Jun 7/05 36.77 37.13 36.74 3

188 Jun 8/05 36.98 37.05 36.80 3

189 Jun 9/05 36.75 36.84 36.52 3

190 Jun 10/05 36.78 36.95 36.36 3

191 Jun 13/05 36.62 36.86 36.52 3

192 Jun 14/05 36.50 36.69 36.36 3


5/72

202 Jun 28/05 34.84 35.20 34.72 3

203 Jun 29/05 35.18 35.38 34.99 3

204 Jun 30/05 35.00 35.31 34.55 3

205 Jul 1/05 34.85 34.94 34.66 3

206 Jul 5/05 34.63 34.90 34.50 3

207 Jul 6/05 34.55 34.69 34.28 3

208 Jul 7/05 34.18 34.40 33.93 3

209 Jul 8/05 34.38 35.12 34.35 3

210 Jul 11/05 35.19 35.43 35.06 3

211 Jul 12/05 35.05 35.24 34.95 3

212 Jul 13/05 35.10 35.30 35.06 3

213 Jul 14/05 35.39 35.78 35.25 3

214 Jul 15/05 35.34 35.73 34.95 3

215 Jul 18/05 35.38 35.49 35.15 3

216 Jul 19/05 35.36 35.45 35.11 3

217 Jul 20/05 35.33 35.37 35.04 3

218 Jul 21/05 35.18 35.36 35.00 3

219 Jul 22/05 35.24 35.24 34.87 3

220 Jul 25/05 35.20 35.20 34.70 3

221 Jul 26/05 34.83 35.11 34.69 3

222 Jul 27/05 34.71 34.82 34.65 3

223 Jul 28/05 34.88 35.05 34.80 3

224 Jul 29/05 34.80 34.92 34.49 3

225 Aug 1/05 34.57 34.62 34.21 3

226 Aug 2/05 34.25 34.56 34.20 3

227 Aug 3/05 34.26 34.39 34.09 3

228 Aug 4/05 34.15 34.22 33.99 3

229 Aug 8/05 33.85 33.97 33.70 3

230 Aug 9/05 33.97 34.28 33.90 3

231 Aug 10/05 34.30 34.48 33.87 3

232 Aug 11/05 34.02 34.51 33.95 3

233 Aug 12/05 34.32 34.56 34.22 3

234 Aug 15/05 34.12 34.27 34.02 3

235 Aug 16/05 34.11 34.20 33.87 3

236 Aug 17/05 33.88 34.38 33.86 3

237 Aug 18/05 34.04 34.28 33.94 3

238 Aug 19/05 34.09 34.26 33.86 3

239 Aug 22/05 34.07 34.24 33.82 3

240 Aug 23/05 34.00 34.08 33.78 3

241 Aug 24/05 33.92 34.10 33.54 3

242 Aug 25/05 33.50 33.62 33.41 3

243 Aug 26/05 33.50 33.55 33.31 3

244 Aug 29/05 33.17 33.62 33.10 3


6/72

254 Sep 13/05 34.35 34.44 34.06 3

255 Sep 14/05 34.27 34.42 34.00 3

256 Sep 15/05 34.07 34.40 34.07 3

257 Sep 16/05 34.52 34.58 34.22 3

258 Sep 19/05 34.30 34.33 33.89 3

259 Sep 20/05 34.14 34.22 33.75 3

260 Sep 21/05 33.52 33.74 33.50 3

261 Sep 22/05 33.33 33.54 33.16 3

262 Sep 23/05 33.30 33.58 33.26 3

263 Sep 26/05 33.58 33.62 33.13 3

264 Sep 27/05 33.47 33.84 33.22 3

265 Sep 28/05 33.68 33.70 33.26 3

266 Sep 29/05 33.30 33.75 33.08 3

267 Sep 30/05 33.65 33.77 33.34 3

268 Oct 3/05 33.60 33.63 33.20 3

269 Oct 4/05 33.33 33.45 32.85 3

270 Oct 5/05 32.90 33.10 32.67 3

271 Oct 6/05 33.18 33.74 33.18 3

272 Oct 7/05 33.90 34.30 33.68 3

273 Oct 10/05 34.23 34.29 33.96 3

274 Oct 11/05 33.99 34.08 33.69 3

275 Oct 12/05 33.58 34.05 33.58 3

276 Oct 13/05 33.75 34.21 33.75 3

277 Oct 14/05 34.40 34.48 34.10 3

278 Oct 17/05 34.21 34.50 33.94 3

279 Oct 18/05 34.00 34.42 33.95 3

280 Oct 19/05 33.93 34.41 33.90 3

281 Oct 20/05 34.46 34.46 33.74 3

282 Oct 21/05 33.95 34.07 33.65 3

283 Oct 24/05 33.76 34.14 33.76 3

284 Oct 25/05 34.01 34.13 33.63 3

285 Oct 26/05 33.98 34.20 33.69 3

286 Oct 27/05 33.63 33.69 33.41 3

287 Oct 28/05 33.68 34.09 33.52 3

288 Oct 31/05 34.00 34.14 33.84 3

289 Nov 1/05 33.97 33.98 33.55 3

290 Nov 2/05 33.60 33.97 33.51 3

291 Nov 3/05 33.90 34.15 33.80 3

292 Nov 4/05 33.98 34.10 33.75 3

293 Nov 7/05 34.10 34.13 33.95 3

294 Nov 8/05 33.88 33.95 33.73 3

295 Nov 9/05 33.85 34.15 33.71 3

296 Nov 10/05 33.97 34.74 33.92 3


7/72

306 Nov 25/05 36.00 36.22 35.92 3

307 Nov 28/05 36.20 36.20 35.94 3

308 Nov 29/05 36.13 36.23 35.86 3

309 Nov 30/05 35.95 36.16 35.72 3

310 Dec 1/05 35.85 35.90 35.64 3

311 Dec 2/05 35.75 35.75 35.26 3

312 Dec 5/05 35.42 35.86 35.40 3

313 Dec 6/05 35.90 36.10 35.72 3

314 Dec 7/05 35.80 35.85 35.41 3

315 Dec 8/05 35.57 35.66 35.27 3

316 Dec 9/05 35.43 35.80 35.34 3

317 Dec 12/05 35.66 35.73 35.45 3

318 Dec 13/05 35.50 35.68 35.35 3

319 Dec 14/05 35.67 35.89 35.55 3

320 Dec 15/05 35.94 36.16 35.77 3

321 Dec 16/05 36.03 36.26 36.02 3

322 Dec 19/05 36.00 36.11 35.65 3

323 Dec 20/05 35.67 35.74 35.38 3

324 Dec 21/05 35.66 35.66 35.25 3

325 Dec 22/05 35.17 35.46 35.17 3

326 Dec 23/05 35.56 35.57 35.39 3

327 Dec 27/05 35.57 35.60 35.03 3

328 Dec 28/05 35.06 35.16 34.95 3

329 Dec 29/05 35.11 35.45 35.10 3

330 Dec 30/05 35.12 35.22 34.98 3

331 Jan 3/06 35.10 35.40 34.80 3

332 Jan 4/06 35.35 35.40 35.10 3

333 Jan 5/06 35.27 35.35 35.10 3

334 Jan 6/06 35.38 35.53 35.19 3

335 Jan 9/06 35.40 35.43 35.24 3

336 Jan 10/06 35.27 35.31 35.05 3

337 Jan 11/06 35.14 35.55 35.10 3

338 Jan 12/06 35.45 35.46 34.94 3

339 Jan 13/06 34.90 35.25 34.80 3

340 Jan 17/06 35.63 35.63 34.82 3

341 Jan 18/06 34.90 34.91 34.61 3

342 Jan 19/06 34.90 34.90 34.50 3

343 Jan 20/06 34.30 34.50 33.22 3

344 Jan 23/06 33.53 33.67 33.26 3

345 Jan 24/06 33.55 33.55 32.91 3

346 Jan 25/06 33.15 33.20 32.65 3

347 Jan 26/06 32.93 33.07 32.74 3

348 Jan 27/06 32.95 33.02 32.75 3


8/72

358 Feb 10/06 32.92 33.37 32.87 3

359 Feb 13/06 33.20 33.46 33.08 3

360 Feb 14/06 33.18 33.54 33.04 3

361 Feb 15/06 33.54 33.54 33.26 3

362 Feb 16/06 33.44 33.50 33.06 3

363 Feb 17/06 33.35 33.61 33.29 3

364 Feb 21/06 33.61 33.75 33.22 3

365 Feb 22/06 33.55 33.75 33.50 3

366 Feb 23/06 33.25 33.46 33.21 3

367 Feb 24/06 33.25 33.31 33.02 3

368 Feb 27/06 33.22 33.35 33.11 3

369 Feb 28/06 33.20 33.30 32.85 3

370 Mar 1/06 32.97 33.03 32.70 3

371 Mar 2/06 32.70 32.91 32.58 3

372 Mar 3/06 32.75 33.34 32.73 3

373 Mar 6/06 33.06 33.25 32.95 3

374 Mar 7/06 33.04 33.24 33.01 3

375 Mar 8/06 33.06 33.53 33.01 3

376 Mar 9/06 33.38 33.54 33.16 3

377 Mar 10/06 33.28 33.68 33.26 3

378 Mar 13/06 33.66 33.73 33.43 3

379 Mar 14/06 33.50 33.85 33.48 3

380 Mar 15/06 33.78 34.52 33.78 3

381 Mar 16/06 34.65 34.70 34.34 3

382 Mar 17/06 34.47 34.76 34.40 3

383 Mar 20/06 34.54 34.70 34.40 3

384 Mar 21/06 34.51 34.69 34.28 3

385 Mar 22/06 34.38 34.57 34.34 3

386 Mar 23/06 34.45 34.47 34.01 3

387 Mar 24/06 34.03 34.13 33.89 3

388 Mar 27/06 33.87 33.94 33.69 3

389 Mar 28/06 33.71 33.85 33.49 3

390 Mar 29/06 33.55 34.04 33.55 3

391 Mar 30/06 34.07 34.75 34.05 3

392 Mar 31/06 34.74 35.00 34.72 3

393 Apr 3/06 34.79 34.99 34.59 3

394 Apr 4/06 34.87 34.87 34.32 3

395 Apr 5/06 34.65 34.74 34.39 3

396 Apr 6/06 34.30 34.55 34.12 3

397 Apr 7/06 34.55 34.75 34.01 3

398 Apr 10/06 34.06 34.08 33.80 3

399 Apr 11/06 33.92 34.07 33.63 3

400 Apr 12/06 34.30 34.53 34.17 3


9/72

410 Apr 27/06 33.90 34.68 33.89 3

411 Apr 28/06 34.49 34.78 34.35 3

412 May 1/06 34.64 34.72 34.32 3

413 May 2/06 34.39 34.59 34.10 3

414 May 3/06 34.22 34.67 34.19 3

415 May 4/06 34.50 34.94 34.48 3

416 May 5/06 34.94 35.22 34.87 3

417 May 8/06 35.10 35.24 34.97 3

418 May 9/06 34.95 35.12 34.90 3

419 May 10/06 34.94 34.99 34.50 3

420 May 11/06 34.50 34.67 34.13 3

421 May 12/06 34.38 34.54 34.18 3

422 May 15/06 34.10 34.59 34.08 3

423 May 16/06 34.74 34.92 34.71 3

424 May 17/06 34.62 34.85 34.40 3

425 May 18/06 34.49 34.55 34.14 3

426 May 19/06 34.23 34.50 33.95 3

427 May 22/06 34.05 34.36 34.02 3

428 May 23/06 34.10 34.22 33.91 3

429 May 24/06 33.76 34.38 33.70 3

430 May 25/06 34.35 34.43 34.02 3

431 May 26/06 34.47 34.53 34.10 3

432 May 30/06 34.34 34.37 34.01 3

433 May 31/06 34.15 34.26 33.97 3

434 Jun 1/06 34.30 34.62 34.22 3

435 Jun 2/06 34.64 34.81 34.48 3

436 Jun 5/06 34.55 34.62 34.18 3

437 Jun 6/06 34.40 34.58 34.21 3

438 Jun 7/06 34.55 34.92 34.40 3

439 Jun 8/06 34.33 34.60 33.94 3

440 Jun 9/06 34.52 34.60 33.92 3

441 Jun 12/06 34.17 34.27 33.86 3

442 Jun 13/06 33.73 34.21 33.71 3

443 Jun 14/06 33.70 33.99 33.66 3

444 Jun 15/06 33.98 34.24 33.60 3

445 Jun 16/06 33.86 34.01 33.65 3

446 Jun 19/06 33.95 33.95 33.64 3

447 Jun 20/06 33.72 33.82 33.54 3

448 Jun 21/06 33.83 33.89 33.44 3

449 Jun 22/06 33.27 33.46 33.14 3

450 Jun 23/06 33.18 33.37 33.11 3

451 Jun 26/06 33.18 33.27 32.92 3

452 Jun 27/06 33.05 33.27 32.88 3


10/72

462 Jul 12/06 33.21 33.22 33.00 3

463 Jul 13/06 33.01 33.06 32.56 3

464 Jul 14/06 32.29 32.37 32.06 3

465 Jul 17/06 32.08 32.43 32.08 3

466 Jul 18/06 32.36 32.49 32.25 3

467 Jul 19/06 32.58 33.04 32.49 3

468 Jul 20/06 32.85 32.94 32.48 3

469 Jul 21/06 32.61 32.61 32.20 3

470 Jul 24/06 32.48 32.76 32.29 3

471 Jul 25/06 32.80 32.81 32.45 3

472 Jul 26/06 32.74 32.77 32.48 3

473 Jul 27/06 32.75 32.88 32.54 3

474 Jul 28/06 32.80 33.23 32.74 3

475 Jul 31/06 32.80 32.91 32.68 3

476 Aug 1/06 32.65 32.80 32.48 3

477 Aug 2/06 32.55 32.81 32.42 3

478 Aug 3/06 32.55 32.88 32.43 3

479 Aug 4/06 32.91 32.99 32.60 3

480 Aug 7/06 32.68 32.83 32.51 3

481 Aug 8/06 32.80 32.80 32.20 3

482 Aug 9/06 32.48 32.72 32.24 3

483 Aug 10/06 32.35 32.78 32.24 3

484 Aug 11/06 32.62 32.78 32.42 3

485 Aug 14/06 32.71 33.43 32.63 3

486 Aug 15/06 33.19 33.28 33.04 3

487 Aug 16/06 33.37 33.84 33.32 3

488 Aug 17/06 33.70 34.00 33.65 3

489 Aug 18/06 33.71 34.00 33.71 3

490 Aug 21/06 34.00 34.10 33.77 3

491 Aug 22/06 33.90 34.19 33.68 3

492 Aug 23/06 33.75 33.87 33.60 3

493 Aug 24/06 33.94 34.01 33.75 3

494 Aug 25/06 33.72 33.92 33.71 3

495 Aug 28/06 33.70 34.00 33.70 3

496 Aug 29/06 33.90 34.24 33.90 3

497 Aug 30/06 34.20 34.44 34.19 3

498 Aug 31/06 34.29 34.32 34.01 3

499 Sep 1/06 34.18 34.27 34.02 3

500 Sep 5/06 34.08 34.13 33.92 3

501 Sep 6/06 33.87 34.05 33.85 3

502 Sep 7/06 33.85 34.15 33.83 3

503 Sep 8/06 33.90 34.05 33.88 3

504


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Chart Max =

Chart Min =

Sep 10/04

Move window 2 SD & Prices -21.89% Mar 17/05-Apr 19/Mean = 0.01% SD & Returns -8.89% Regression: SD vers

SD = 0.84% 128 Correlation: SD & Returns = -8.9%Returns Volume/1000 Volatility Prices SD Dates Returns Choice

16,241 34.16 0.85% 17-Mar-05 -0.67% -0.67%-0.40% 17,123 34.65 0.91% 18-Mar-05 1.43% 1.43%0.22% 13,829 34.78 0.91% 21-Mar-05 0.38% 0.38%-0.87% 12,561 0.45% 34.29 0.95% 22-Mar-05 -1.41% -1.41%0.00% 9,465 0.42% 34.29 0.94% 23-Mar-05 0.00% 0.00%2.08% 29,387 1.01% 34.51 0.90% 24-Mar-05 0.64% 0.64%-0.03% 19,779 0.92% 34.74 0.90% 28-Mar-05 0.67% 0.67%

0.74% 15,253 0.88% 34.32 0.89% 29-Mar-05 -1.21% -1.21%-1.56% 20,380 1.02% 34.96 0.97% 30-Mar-05 1.86% 1.86%-0.90% 15,237 1.00% 34.83 0.94% 31-Mar-05 -0.37% -0.37%-0.03% 13,324 0.95% 34.26 1.01% 1-Apr-05 -1.64% -1.64%

-0.88% 16,906 0.93% 34.04 0.99% 4-Apr-05 -0.64% -0.64%0.57% 15,420 0.92% 34.29 1.01% 5-Apr-05 0.73% 0.73%0.44% 14,457 0.89% 34.29 0.94% 6-Apr-05 0.00% 0.00%0.38% 21,030 0.87% 34.56 0.96% 7-Apr-05 0.79% 0.79%1.15% 15,693 0.89% 34.52 0.96% 8-Apr-05 -0.12% -0.12%

0.43% 15,533 0.86% 34.6 0.94% 11-Apr-05 0.23% 0.23%

-0.18% 12,494 0.84% 34.86 0.93% 12-Apr-05 0.75% 0.75%0.95% 14,339 0.84% 34.42 0.95% 13-Apr-05 -1.26% -1.26%-1.25% 13,949 0.87% 34.29 0.92% 14-Apr-05 -0.38% -0.38%-0.62% 18,348 0.86% 34.53 0.93% 15-Apr-05 0.70% 0.70%0.78% 8,777 0.86% 34.77 0.91% 18-Apr-05 0.70% 0.70%0.06% 12,101 0.84% 34.77 0.89% 19-Apr-05 0.00% 0.00%

-0.92% 15,327 0.86% 34.31 0.89%-0.75% 12,660 0.87% 34.89 0.96%0.28% 15,125 0.85% 34.87 0.90%

1.03% 15,139 0.88% 35.14 0.92%

-1.36% 16,379 0.81% 34.94 0.92%-0.63% 16,417 0.82% 35.16 0.92%0.44% 16,664 0.81% 34.45 0.98%-1.26% 16,494 0.79%-0.16% 14,663 0.77%2.23% 20,067 0.90%0.93% 16,689 0.90%0.25% 14,380 0.90%

0.25% 18,331 0.89%

-0.18% 12,919 0.89%0.00% 16,923 0.86%0.80% 18,907 0.87%2.23% 25,234 0.98%0.30% 20,887 0.97%-0.21% 13,419 0.92%0.84% 15,815 0.92%-0.27% 17,046 0.92%1.36% 14,375 0.95%

SD & Prices

SD & Returns

0.50% 0.60% 0.70% 0.80% 0.90% 1.00% 1.10%

Regression: SD versus Returns

Mar 17/05-Apr 19/05

$99

$104

$109

$114

$119Portfolio Growth = 13.5%


33/72

1.26% 18,832 0.93%-0.43% 14,334 0.92%0.00% 13,142 0.92%

0.70% 18,648 0.91%1.33% 15,703 0.86%-1.51% 21,811 0.93%

-0.52% 15,359 0.95%-0.76% 21,021 0.91%-0.50% 16,806 0.92%-0.56% 7,890 0.85%-0.38% 21,631 0.84%0.18% 23,067 0.84%1.87% 21,710 0.91%-0.23% 15,978 0.91%

-0.29% 15,165 0.92%-0.47% 11,705 0.92%-1.00% 18,764 0.84%1.13% 16,389 0.87%

0.88% 15,882 0.88%1.86% 32,039 0.94%2.14% 28,196 1.02%-0.25% 26,370 1.00%0.00% 20,391 0.97%-0.73% 23,826 0.98%

-0.99% 34,996 1.01%1.00% 17,124 1.02%0.14% 16,388 0.98%-0.28% 17,394 0.93%-0.20% 10,598 0.92%-0.54% 9,899 0.91%0.34% 12,818 0.90%-0.37% 11,195 0.90%0.11% 10,462 0.89%-0.28% 13,162 0.89%

0.26% 22,229 0.82%

-1.20% 18,848 0.86%-0.61% 18,957 0.87%0.78% 19,135 0.87%-0.60% 15,004 0.85%-0.23% 16,453 0.83%-1.42% 18,910 0.86%0.79% 22,980 0.78%-1.28% 14,433 0.64%

0.83% 14,577 0.68%1.23% 20,238 0.74%-1.42% 12,728 0.78%-0.21% 17,903 0.76%-0.68% 28,101 0.73%0.36% 22,686 0.73%1.24% 21,844 0.79%-0.58% 22,038 0.80%0.35% 18,429 0.80%


34/72

0.38% 17,751 0.80%1.08% 17,210 0.84%0.40% 18,612 0.84%

-0.09% 13,942 0.84%-0.49% 13,181 0.84%0.49% 17,662 0.81%

-0.06% 13,848 0.80%0.58% 17,573 0.79%-0.94% 19,200 0.81%-0.12% 12,948 0.81%0.49% 16,082 0.75%0.26% 10,485 0.73%0.20% 15,600 0.67%-0.49% 13,505 0.67%

-0.52% 16,210 0.63%-0.40% 22,155 0.55%-1.48% 21,579 0.64%-0.24% 19,487 0.62%

1.45% 16,036 0.69%0.17% 14,245 0.64%-1.16% 18,632 0.68%0.06% 16,206 0.67%1.06% 17,742 0.70%-0.12% 17,963 0.67%

1.60% 20,328 0.74%0.03% 12,287 0.74%-0.20% 12,023 0.74%-0.89% 15,552 0.75%1.10% 15,612 0.79%-0.86% 13,176 0.80%1.10% 17,319 0.81%-0.60% 17,384 0.82%-1.09% 17,691 0.84%-0.67% 14,730 0.85%

1.43% 42,768 0.91%

0.38% 17,066 0.91%-1.41% 18,173 0.95%0.00% 22,455 0.94%0.64% 17,985 0.90%0.67% 14,165 0.90%-1.21% 18,154 0.89%1.86% 19,138 0.97%-0.37% 17,149 0.94%

-1.64% 20,719 1.01%-0.64% 20,585 0.99%0.73% 15,927 1.01%0.00% 13,934 0.94%0.79% 14,381 0.96%-0.12% 17,180 0.96%0.23% 11,558 0.94%0.75% 19,464 0.93%-1.26% 20,304 0.95%


35/72

-0.38% 25,111 0.92%0.70% 41,835 0.93%0.70% 27,442 0.91%

0.00% 20,234 0.89%-1.32% 23,659 0.89%1.69% 19,191 0.96%

-0.06% 19,826 0.90%0.77% 16,666 0.92%-0.57% 17,946 0.92%0.63% 17,673 0.92%-2.02% 21,906 0.98%1.48% 23,408 0.95%0.14% 13,760 0.95%-0.40% 26,362 0.88%

0.26% 18,073 0.87%-0.97% 14,925 0.89%0.00% 17,858 0.89%1.07% 14,586 0.90%

-1.09% 18,041 0.93%0.98% 15,191 0.95%-0.89% 16,028 0.96%-0.46% 18,241 0.92%1.51% 15,510 0.97%0.60% 14,821 0.97%

1.22% 23,331 0.99%0.06% 13,873 0.99%0.22% 16,922 0.94%0.48% 15,170 0.88%-0.31% 13,396 0.89%-0.56% 12,197 0.88%0.22% 10,943 0.87%-0.17% 8,513 0.87%-1.09% 20,204 0.78%1.25% 14,898 0.77%

-0.08% 19,726 0.77%

-0.53% 11,989 0.77%-0.25% 11,998 0.77%0.62% 17,091 0.75%-0.11% 12,785 0.75%-0.03% 11,781 0.72%-0.42% 13,646 0.68%-0.23% 14,035 0.66%-0.37% 14,794 0.64%

-0.26% 17,995 0.63%-0.57% 16,059 0.56%1.06% 35,258 0.59%-0.60% 16,094 0.54%-0.37% 21,996 0.54%-1.17% 29,200 0.58%-2.38% 48,927 0.73%0.36% 67,540 0.74%-0.50% 23,403 0.74%


36/72

1.58% 28,127 0.83%-0.44% 21,080 0.83%-1.00% 33,226 0.82%

0.27% 20,273 0.77%-0.06% 26,442 0.77%-1.16% 21,047 0.79%

-0.39% 30,201 0.79%2.35% 30,280 0.95%0.35% 19,598 0.95%-0.03% 17,592 0.95%0.23% 18,138 0.95%1.29% 28,650 1.00%-0.29% 45,331 1.00%-0.93% 17,413 1.01%

0.35% 22,167 1.01%-0.09% 18,472 0.98%-0.85% 16,291 0.99%0.21% 15,019 0.99%

-0.85% 18,132 0.98%-0.21% 16,392 0.84%0.30% 16,690 0.84%0.24% 16,257 0.83%-1.09% 19,735 0.79%-0.75% 19,285 0.80%

0.00% 19,209 0.78%-0.09% 17,914 0.78%-0.60% 18,816 0.78%-0.73% 14,181 0.76%1.13% 17,514 0.80%-0.78% 20,809 0.63%1.88% 21,243 0.75%-0.78% 17,190 0.76%-0.09% 13,677 0.76%-0.99% 16,589 0.72%

0.67% 16,116 0.74%

-0.33% 13,641 0.72%-0.12% 13,573 0.71%0.06% 13,592 0.72%0.00% 15,353 0.70%-1.27% 19,392 0.74%-0.09% 16,388 0.72%-0.37% 17,599 0.72%0.65% 18,579 0.74%

-1.07% 26,794 0.76%1.11% 27,247 0.78%-1.38% 26,917 0.81%0.56% 20,147 0.82%1.82% 27,487 0.92%0.21% 21,914 0.91%-0.45% 17,879 0.90%0.36% 19,448 0.87%1.33% 24,023 0.90%


37/72

-0.45% 21,236 0.82%-0.66% 16,836 0.81%0.97% 18,851 0.84%

0.27% 40,119 0.81%-1.22% 23,673 0.84%-0.60% 19,086 0.85%

-0.88% 22,011 0.87%-0.09% 21,734 0.87%0.31% 15,630 0.87%-0.37% 19,488 0.83%1.11% 21,821 0.86%-0.46% 16,784 0.86%0.49% 22,081 0.86%0.06% 21,275 0.82%

-1.31% 24,260 0.84%-1.17% 27,105 0.83%-0.50% 23,034 0.82%2.78% 33,448 0.94%

1.86% 28,727 1.02%-0.66% 17,581 1.02%-0.57% 18,281 1.03%0.00% 18,504 0.99%0.67% 20,034 0.99%0.93% 27,776 1.00%

-0.95% 23,960 1.00%-0.03% 19,849 1.00%1.20% 23,067 1.00%-1.54% 20,431 1.04%-0.42% 22,504 1.03%1.18% 16,519 1.06%-0.66% 18,728 1.07%-0.60% 21,563 1.07%-0.36% 17,207 1.05%1.40% 21,615 1.08%

-0.42% 26,089 1.09%

-0.90% 20,620 1.10%0.61% 22,911 1.07%0.51% 17,993 1.04%0.12% 16,658 1.03%0.00% 14,893 0.86%-0.78% 14,820 0.78%0.48% 17,846 0.78%1.72% 29,077 0.85%

0.44% 13,807 0.85%-0.74% 14,222 0.86%0.00% 14,971 0.84%0.42% 16,479 0.81%0.36% 16,120 0.81%3.13% 59,164 1.01%1.26% 33,892 0.96%-0.40% 25,732 0.96%-0.31% 17,529 0.95%


38/72

0.71% 9,331 0.93%-0.59% 18,708 0.93%-0.14% 23,346 0.92%

-0.60% 24,312 0.91%0.09% 21,328 0.90%-0.69% 25,443 0.89%

0.75% 24,162 0.89%0.09% 26,518 0.89%-0.63% 28,241 0.91%-0.63% 21,764 0.92%0.52% 17,448 0.90%0.06% 13,761 0.90%-0.23% 25,389 0.84%0.84% 21,903 0.85%

0.66% 34,030 0.84%0.14% 34,703 0.84%-0.65% 21,073 0.86%-0.77% 21,009 0.88%

-0.63% 22,848 0.59%1.01% 17,479 0.57%0.00% 10,709 0.57%-1.03% 17,068 0.60%0.14% 16,796 0.58%0.23% 16,142 0.57%

-0.40% 18,063 0.58%0.93% 33,221 0.60%-0.14% 24,017 0.60%-0.26% 18,858 0.59%0.66% 22,084 0.58%-0.23% 20,716 0.58%-0.55% 21,042 0.58%0.69% 22,394 0.58%-1.23% 22,159 0.63%0.29% 17,217 0.63%

-0.46% 16,069 0.64%

-0.35% 20,154 0.61%-0.38% 29,312 0.59%-3.78% 88,077 0.96%-0.24% 38,813 0.95%-1.01% 46,479 0.96%-0.59% 51,386 0.96%0.77% 48,852 0.95%-0.22% 43,318 0.94%

-0.06% 35,384 0.93%-0.52% 39,694 0.93%1.18% 38,064 0.97%-0.74% 30,467 0.98%-0.15% 25,828 0.94%-0.28% 23,162 0.94%-1.36% 36,791 0.97%1.35% 26,756 1.01%0.53% 26,323 1.03%


39/72

1.11% 26,560 1.07%-0.09% 20,008 1.05%0.61% 29,265 1.04%

0.00% 18,832 1.04%-0.30% 23,891 1.04%0.76% 25,349 1.05%

-0.72% 19,905 1.06%0.82% 25,722 0.73%-0.39% 22,148 0.74%-0.36% 18,274 0.71%0.55% 19,328 0.70%-1.33% 27,700 0.74%-0.34% 24,493 0.75%0.28% 25,138 0.75%

0.61% 25,563 0.75%0.12% 21,411 0.71%0.15% 21,749 0.69%0.85% 25,081 0.70%

-0.69% 24,212 0.72%1.37% 25,769 0.69%0.06% 19,519 0.65%0.33% 19,639 0.64%1.88% 36,577 0.71%-0.12% 31,356 0.71%

0.38% 40,596 0.71%-0.03% 16,126 0.71%-0.44% 20,039 0.71%0.53% 16,153 0.71%-1.17% 20,583 0.74%-0.50% 14,449 0.73%-0.47% 15,117 0.73%-0.57% 22,908 0.74%0.99% 25,037 0.76%2.11% 43,659 0.80%

0.38% 37,387 0.79%

-0.26% 22,345 0.80%0.03% 21,566 0.80%-0.81% 19,543 0.83%0.26% 20,220 0.83%-1.37% 23,690 0.88%-0.33% 22,955 0.86%0.39% 22,966 0.82%1.18% 26,151 0.85%

-1.64% 37,668 0.93%-1.78% 35,391 0.91%1.76% 33,344 0.99%0.06% 24,622 0.99%0.68% 25,389 1.00%-0.44% 29,243 1.00%-0.12% 16,405 0.99%0.12% 22,714 0.96%0.47% 23,056 0.96%


40/72

0.86% 25,274 0.97%0.47% 24,804 0.96%-0.58% 17,806 0.95%

0.26% 16,449 0.84%-0.23% 22,185 0.84%1.17% 21,850 0.88%

1.04% 26,062 0.90%-0.46% 16,377 0.89%0.00% 16,750 0.89%-0.86% 21,285 0.86%-0.55% 22,788 0.86%-0.64% 22,758 0.87%0.79% 23,032 0.85%0.67% 23,385 0.78%

-1.07% 25,524 0.72%-0.76% 24,158 0.65%0.03% 30,012 0.65%-0.27% 26,710 0.64%

-0.18% 22,298 0.63%0.74% 29,144 0.65%0.44% 20,139 0.65%-0.23% 21,190 0.65%-0.82% 22,156 0.64%0.62% 30,277 0.65%

0.82% 19,625 0.66%0.32% 21,167 0.66%-1.25% 18,285 0.71%0.94% 28,871 0.70%-0.44% 27,927 0.66%0.50% 37,313 0.67%-1.43% 25,693 0.73%-0.59% 18,250 0.72%-0.42% 31,740 0.71%0.51% 24,080 0.71%

0.62% 31,632 0.71%

-0.53% 33,852 0.69%-0.62% 20,446 0.67%-0.06% 27,593 0.66%-0.09% 30,969 0.65%-0.54% 25,344 0.66%-0.24% 20,503 0.66%0.15% 19,403 0.64%-0.99% 23,560 0.65%

0.15% 20,324 0.66%1.03% 28,362 0.68%-0.93% 38,878 0.69%1.12% 11,967 0.71%-0.06% 25,643 0.70%0.57% 20,028 0.68%-0.60% 20,321 0.65%0.45% 15,835 0.65%-0.57% 22,385 0.65%


41/72

-0.60% 21,534 0.59%-1.18% 31,440 0.63%-1.71% 49,234 0.71%

0.78% 23,566 0.72%0.31% 26,258 0.71%1.29% 25,494 0.77%

-1.22% 20,573 0.80%-0.71% 29,394 0.81%1.15% 22,863 0.85%0.25% 22,117 0.85%-0.06% 21,299 0.85%-0.09% 21,630 0.85%1.13% 21,097 0.86%-1.00% 22,768 0.88%

-0.40% 16,690 0.85%0.12% 16,642 0.83%0.40% 19,371 0.80%0.21% 16,006 0.80%

-0.34% 15,693 0.79%-1.07% 23,746 0.81%-0.19% 18,217 0.80%1.21% 23,893 0.85%-0.52% 15,347 0.84%0.98% 24,950 0.83%

1.16% 20,290 0.77%1.54% 23,881 0.82%0.62% 17,518 0.82%0.24% 17,108 0.79%-0.12% 12,792 0.73%0.00% 15,866 0.71%-0.50% 18,151 0.69%0.18% 14,552 0.69%-0.03% 11,642 0.69%0.27% 13,318 0.69%

0.77% 18,401 0.67%

0.23% 14,385 0.62%-0.61% 18,457 0.63%0.23% 19,690 0.63%-0.50% 18,110 0.65%-0.06% 18,654 0.65%0.27% 29,752 0.64%-0.09% 14,335 0.58%


42/72


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63/72

38.00 data points = 503

29.00 37.00

Sep 8/06 32.00 Portfolio Growth = 13.5%

05 $120

us Returns $99

29.1

window GE Cash Portfolio-2 $0 $100 $100-2 $100 $0 $100-2 $100 $0 $100-2 $99 $0 $99-2 $99 $0 $99-2 $0 $101 $101-2 $0 $101 $101

-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101

-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101

-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $0 $101 $101-2 $101 $0 $101-2 $101 $0 $101-2 $104 $0 $104-2 $104 $0 $104-2 $105 $0 $105-2 $105 $0 $105

-2 $105 $0 $105-2 $105 $0 $105-2 $106 $0 $106-2 $108 $0 $108-2 $108 $0 $108-2 $108 $0 $108-2 $109 $0 $109-2 $109 $0 $109-2 $110 $0 $110


64/72

-2 $112 $0 $112-2 $111 $0 $111-2 $111 $0 $111

-2 $112 $0 $112-2 $113 $0 $113-2 $112 $0 $112

-2 $111 $0 $111-2 $110 $0 $110-2 $110 $0 $110-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109-2 $111 $0 $111-2 $111 $0 $111

-2 $110 $0 $110-2 $110 $0 $110-2 $109 $0 $109-2 $110 $0 $110

-2 $111 $0 $111-2 $113 $0 $113-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $115 $0 $115-2 $114 $0 $114

-2 $115 $0 $115-2 $116 $0 $116-2 $115 $0 $115-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $115 $0 $115-2 $115 $0 $115-2 $115 $0 $115


65/72

-2 $116 $0 $116-2 $117 $0 $117-2 $117 $0 $117

-2 $117 $0 $117-2 $117 $0 $117-2 $117 $0 $117

-2 $117 $0 $117-2 $118 $0 $118-2 $117 $0 $117-2 $117 $0 $117-2 $117 $0 $117-2 $117 $0 $117-2 $118 $0 $118-2 $117 $0 $117

-2 $116 $0 $116-2 $116 $0 $116-2 $114 $0 $114-2 $114 $0 $114

-2 $116 $0 $116-2 $116 $0 $116-2 $114 $0 $114-2 $115 $0 $115-2 $116 $0 $116-2 $116 $0 $116

-2 $117 $0 $117-2 $118 $0 $118-2 $117 $0 $117-2 $116 $0 $116-2 $118 $0 $118-2 $117 $0 $117-2 $118 $0 $118

-2 $117 $0 $117-2 $116 $0 $116-2 $115 $0 $115

29.1 $117 $0 $11729.1 $117 $0 $11729.1 $115 $0 $11529.1 $115 $0 $11529.1 $116 $0 $11629.1 $117 $0 $11729.1 $116 $0 $11629.1 $118 $0 $11829.1 $117 $0 $117

29.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $115


66/72

29.1 $0 $115 $11529.1 $0 $115 $11529.1 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115-2 $0 $115 $115

-2 $0 $115 $115-2 $115 $0 $115-2 $117 $0 $117-2 $117 $0 $117-2 $116 $0 $116-2 $116 $0 $116-2 $117 $0 $117-2 $116 $0 $116-2 $116 $0 $116-2 $116 $0 $116-2 $116 $0 $116-2 $115 $0 $115

-2 $115 $0 $115-2 $114 $0 $114-2 $115 $0 $115-2 $115 $0 $115-2 $114 $0 $114-2 $113 $0 $113-2 $110 $0 $110-2 $111 $0 $111-2 $110 $0 $110


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-2 $112 $0 $112-2 $111 $0 $111-2 $110 $0 $110

-2 $111 $0 $111-2 $110 $0 $110-2 $109 $0 $109

-2 $109 $0 $109-2 $111 $0 $111-2 $112 $0 $112-2 $112 $0 $112-2 $112 $0 $112-2 $113 $0 $113-2 $113 $0 $113-2 $0 $112 $112

-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112

-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $112 $0 $112-2 $111 $0 $111

-2 $111 $0 $111-2 $111 $0 $111-2 $110 $0 $110-2 $110 $0 $110-2 $111 $0 $111-2 $110 $0 $110-2 $112 $0 $112

-2 $111 $0 $111-2 $111 $0 $111-2 $110 $0 $110-2 $111 $0 $111-2 $110 $0 $110-2 $110 $0 $110-2 $110 $0 $110-2 $110 $0 $110-2 $109 $0 $109-2 $109 $0 $109-2 $108 $0 $108-2 $109 $0 $109

-2 $108 $0 $108-2 $109 $0 $109-2 $108 $0 $108-2 $108 $0 $108-2 $110 $0 $110-2 $110 $0 $110-2 $110 $0 $110-2 $110 $0 $110-2 $112 $0 $112


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-2 $111 $0 $111-2 $111 $0 $111-2 $112 $0 $112

-2 $112 $0 $112-2 $111 $0 $111-2 $110 $0 $110

-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109-2 $110 $0 $110-2 $109 $0 $109-2 $110 $0 $110-2 $110 $0 $110

-2 $109 $0 $109-2 $107 $0 $107-2 $107 $0 $107-2 $110 $0 $110

-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112

-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112

-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $0 $112 $112-2 $112 $0 $112-2 $112 $0 $112-2 $114 $0 $114

-2 $115 $0 $115-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $115 $0 $115-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118


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-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118

-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118

-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118

-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118-2 $0 $118 $118

-2 $118 $0 $118-2 $120 $0 $120-2 $120 $0 $120-2 $118 $0 $118-2 $119 $0 $119-2 $119 $0 $119

-2 $118 $0 $118-2 $119 $0 $119-2 $119 $0 $119-2 $119 $0 $119-2 $120 $0 $120-2 $119 $0 $119-2 $119 $0 $119

-2 $120 $0 $120-2 $118 $0 $118-2 $119 $0 $119-2 $118 $0 $118-2 $118 $0 $118-2 $117 $0 $117-2 $113 $0 $113-2 $112 $0 $112-2 $111 $0 $111-2 $111 $0 $111-2 $112 $0 $112-2 $111 $0 $111

-2 $111 $0 $111-2 $111 $0 $111-2 $112 $0 $112-2 $111 $0 $111-2 $111 $0 $111-2 $111 $0 $111-2 $109 $0 $109-2 $0 $111 $111-2 $0 $111 $111


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-2 $0 $111 $111-2 $0 $111 $111-2 $0 $111 $111

-2 $0 $111 $111-2 $0 $111 $111-2 $0 $111 $111

-2 $0 $111 $111-2 $111 $0 $111-2 $110 $0 $110-2 $110 $0 $110-2 $110 $0 $110-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109

-2 $109 $0 $109-2 $110 $0 $110-2 $110 $0 $110-2 $111 $0 $111

-2 $110 $0 $110-2 $111 $0 $111-2 $112 $0 $112-2 $112 $0 $112-2 $114 $0 $114-2 $114 $0 $114

-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $113 $0 $113-2 $112 $0 $112-2 $112 $0 $112

-2 $111 $0 $111-2 $112 $0 $112-2 $115 $0 $115-2 $115 $0 $115-2 $115 $0 $115-2 $115 $0 $115-2 $114 $0 $114-2 $114 $0 $114-2 $113 $0 $113-2 $112 $0 $112-2 $113 $0 $113-2 $114 $0 $114

-2 $112 $0 $112-2 $110 $0 $110-2 $112 $0 $112-2 $112 $0 $112-2 $113 $0 $113-2 $113 $0 $113-2 $112 $0 $112-2 $113 $0 $113-2 $113 $0 $113


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-2 $114 $0 $114-2 $115 $0 $115-2 $114 $0 $114

-2 $114 $0 $114-2 $114 $0 $114-2 $115 $0 $115

-2 $116 $0 $116-2 $116 $0 $116-2 $116 $0 $116-2 $115 $0 $115-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $115 $0 $115

-2 $114 $0 $114-2 $113 $0 $113-2 $113 $0 $113-2 $113 $0 $113

-2 $113 $0 $113-2 $113 $0 $113-2 $114 $0 $114-2 $114 $0 $114-2 $113 $0 $113-2 $113 $0 $113

-2 $114 $0 $114-2 $115 $0 $115-2 $113 $0 $113-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $113 $0 $113

-2 $112 $0 $112-2 $112 $0 $112-2 $112 $0 $112-2 $113 $0 $113-2 $112 $0 $112-2 $112 $0 $112-2 $112 $0 $112-2 $112 $0 $112-2 $111 $0 $111-2 $111 $0 $111-2 $111 $0 $111-2 $110 $0 $110

-2 $110 $0 $110-2 $111 $0 $111-2 $110 $0 $110-2 $111 $0 $111-2 $111 $0 $111-2 $112 $0 $112-2 $111 $0 $111-2 $112 $0 $112-2 $111 $0 $111


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-2 $110 $0 $110-2 $109 $0 $109-2 $107 $0 $107

-2 $108 $0 $108-2 $108 $0 $108-2 $110 $0 $110

-2 $108 $0 $108-2 $108 $0 $108-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109-2 $110 $0 $110-2 $109 $0 $109

-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109-2 $109 $0 $109

-2 $109 $0 $109-2 $108 $0 $108-2 $108 $0 $108-2 $109 $0 $109-2 $108 $0 $108-2 $110 $0 $110

-2 $111 $0 $111-2 $112 $0 $112-2 $113 $0 $113-2 $113 $0 $113-2 $113 $0 $113-2 $113 $0 $113-2 $113 $0 $113

-2 $113 $0 $113-2 $113 $0 $113-2 $113 $0 $113-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $114 $0 $114-2 $113 $0 $113-2 $113 $0 $113-2 $114 $0 $114-2 $113 $0 $113-2

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Volatility Prices