366 ){
$daysInYear = 365.25;
}
if ( $significance < 1 ){
$significance = 2;
}
else if ( $significance > 6 ){
$significance = 6;
}
$thisSigma = $price * $volatility/100.0 * sqrt($calendarDays/$daysInYear);
?>
Standard Deviation Calculator
| Underlying Price | Volatility | Calendar Days | Days in the year |
| $ | |||
.682,”1.1″ =>.729,”1.2″ =>.770,”1.25″ =>.789,”1.28″ =>.80,”1.3″ =>.806,”1.4″ =>.839,”1.44″ =>.85,”1.5″ =>.866,”1.64″ =>.90,”1.96″ =>.95,”2.00″ =>.954,”2.33″ =>.98,”2.58″ =>.99,”2.81″ =>.995,”3.09″ =>.998,”3.29″ =>.999);
$counter = 0;
foreach ($sigmaList as $key=>$value){
$counter += 1;
echo ‘
‘;
echo ‘
‘;
echo ‘
‘;
echo ‘
‘;
echo ‘
‘;
echo ‘
‘;
echo ‘
‘;
echo ‘
‘;
}
?>
| Standard Deviations | Probability | Range | |||
| ‘ . number_format((float)$key, $significance) . ‘ | $' . number_format((float)$key * $thisSigma , $significance) .' | ‘ . number_format((float)$value * 100.0, 1) . ‘% | $' . number_format($price – (float)$key * $thisSigma , $significance) . ‘ | to | $' . number_format($price + (float)$key * $thisSigma , $significance) . ‘ |
