Single Stock Analysis Stock Pair Analysis Portfolio Dates Portfolio Dates orrel Maturity Date Monday, December 21, 2009 Date Monday, December 21, 2009 30 Percentile Date Friday, December 19, 2008 Percentile Date Friday, December 19, 2008 VolRatio Ref Stock orrel Ref Stock # Portfolio Stock / Index Vol Matrix Delta Vol Matrix Skew Matrix Plots # Stock 1 Stock 2 orrel Matrix orrel Table Vol Ratio Matrix 1 S YES YES YES YES 1 YES YES YES 2 S NO NO NO YES 2 YES YES YES 3 S NO NO NO YES 3 YES YES YES 4 S NO NO NO YES 4 YES YES YES 5 S NO NO NO YES 5 YES YES YES 6 S NO NO NO YES 6 YES YES YES 7 S NO NO NO YES 7 YES YES YES 8 S NO NO NO YES 8 9 S NO NO NO YES 9 10 S NO NO NO YES 10 11 PN S NO NO NO YES 11 12 S NO NO NO YES 12 13 S NO NO NO YES 13 14 STT S NO NO NO YES 14 15 S NO NO NO YES 15 16 S NO NO NO YES 16 17 17 18 18 19 19 20 20
Vol Matrix Implied Volatility Percentile (over 52 weeks) 4.30% Price Ratio: Option Price / Spot Price 0.32% 40.33 Implied Volatility IV MATURITY 1M 2M 3M 4M 5M 6M 1Y 2Y OTM PUTS OTM ALLS -50% -40% -30% -20% -10% 0% 0% 10% 20% 30% 40% 50% 8% 8% 8% 7% 6% 2% 0% 0% 0% 0% 0% 0% Volatility Surface 0% 38.49 0% 38.49 0% 38.49 0.06% 37.18 0.73% 34.99 3.35% 28.94 3.06% 27.16 0.36% 25.88 0.02% 25.84 0% 25.84 0% 25.84 0% 25.84 6% 6% 9% 5% 1% 0% 0% 0% 0% 0% 0% 0% 0% 45.92 0.01% 45.92 0.17% 45.92 0.69% 41.94 1.79% 34.74 4.92% 29.99 4.54% 28.63 1.09% 26.15 0.19% 26.03 0.02% 26.03 0% 26.03 0% 26.03 60% 5% 5% 24% 2% 1% 1% 0% 0% 0% 0% 0% 0% 40% 0.02% 50.77 0.15% 50.65 0.7% 49.77 1.3% 41.19 2.86% 35.38 6.4% 31.84 5.77% 29.81 1.96% 27.3 0.56% 26.89 0.13% 26.84 0.03% 26.84 0.01% 26.84 10% 6% 4% 1% 0% 0% 0% 0% 0% 0% 0% 0% 20% 40% 60% 0.07% 51.5 0.34% 50.14 0.97% 46.76 1.85% 40.13 3.76% 35.39 7.52% 32.37 6.71% 30.13 2.77% 28 0.97% 27.14 0.28% 26.56 0.08% 26.5 0.02% 26.5 0% 1Y 20% 40% 5% 2% 1% 0% 0% 0% 0% 0% 0% 0% 0% 0% 4M Maturity 0% 20% 0.16% 51.94 0.58% 49.82 1.26% 44.86 2.4% 39.49 4.58% 35.4 8.5% 32.69 7.52% 30.33 3.5% 28.41 1.4% 27.29 0.47% 26.39 0.16% 26.29 0.05% 26.29 1M 6% 5% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0.3% 52.18 0.86% 49.57 1.56% 43.55 2.93% 39.04 5.34% 35.39 9.37% 32.89 8.25% 30.45 4.17% 28.67 1.84% 27.39 0.69% 26.29 0.27% 26.15 0.1% 26.16 8% 3% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% Strike 1.2% 48.96 2.12% 44.43 3.45% 40.17 5.69% 37.35 8.87% 34.84 13.33% 33.02 11.22% 29.82 7.09% 28.57 4.15% 27.33 2.41% 26.86 1.33% 26.33 0.84% 26.89 1% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 2.72% 43.15 4.39% 40.11 6.69% 37.61 9.85% 35.76 13.74% 33.98 18.86% 33.11 15.06% 29.08 11.1% 28.36 8.03% 27.73 5.73% 27.23 3.98% 26.68 2.77% 26.33
Delta Vol Matrix Implied Volatility Percentile (over 52 weeks) 4.30% Price Ratio: Option Price / Spot Price 0.32% 40.33 Implied Volatility IV MATURITY 1M 2M 3M 4M 5M 6M 1Y 2Y ALL DELTAS PUT DELTAS 10% 15% 20% 25% 30% 35% 40% 45% 50% 55% 60% 65% 70% 75% 80% 85% 90% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 1% 2% 0.36% 24.61 0.56% 24.55 0.78% 24.65 1.03% 24.82 1.32% 25.06 1.63% 25.35 1.99% 25.67 2.39% 26.03 2.85% 26.46 2.78% 26.94 2.38% 27.51 2% 28.17 1.65% 28.98 1.32% 30.01 1.01% 31.32 0.71% 33.19 0.43% 36.23 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 1% 1% 2% 0.57% 26.66 0.87% 26.59 1.2% 26.7 1.57% 26.89 1.99% 27.14 2.45% 27.46 2.97% 27.8 3.56% 28.2 4.24% 28.66 4.38% 29.18 3.74% 29.8 3.15% 30.52 2.58% 31.39 2.05% 32.51 1.54% 33.92 1.06% 35.96 0.62% 39.25 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 1% 2% 2% 0.76% 28.01 1.13% 27.92 1.55% 28.03 2.01% 28.24 2.53% 28.53 3.11% 28.85 3.76% 29.23 4.49% 29.67 5.34% 30.17 5.79% 30.74 4.95% 31.42 4.15% 32.21 3.4% 33.17 2.69% 34.4 2.01% 35.96 1.36% 38.21 0.75% 41.87 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 2% 0.9% 28.35 1.34% 28.34 1.82% 28.48 2.35% 28.71 2.94% 29.01 3.6% 29.35 4.35% 29.73 5.19% 30.17 6.15% 30.66 6.92% 31.22 5.9% 31.88 4.94% 32.64 4.03% 33.56 3.17% 34.72 2.34% 36.19 1.55% 38.28 0.83% 41.63 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 1% 1.04% 28.55 1.52% 28.58 2.06% 28.75 2.64% 29 3.3% 29.3 4.02% 29.64 4.84% 30.02 5.77% 30.46 6.83% 30.95 7.93% 31.51 6.76% 32.15 5.65% 32.9 4.6% 33.79 3.59% 34.9 2.63% 36.33 1.72% 38.33 0.89% 41.48 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 1.16% 28.69 1.69% 28.74 2.27% 28.93 2.9% 29.18 3.61% 29.49 4.4% 29.83 5.28% 30.22 6.28% 30.65 7.42% 31.14 8.87% 31.69 7.56% 32.33 6.31% 33.07 5.12% 33.95 3.99% 35.03 2.9% 36.43 1.87% 38.36 0.93% 41.39 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 1.77% 28.73 2.45% 28.61 3.19% 28.7 4% 28.88 4.89% 29.13 5.89% 29.44 7% 29.79 8.26% 30.2 9.71% 30.66 11.38% 31.19 11.2% 31.81 9.34% 32.54 7.55% 33.41 5.81% 34.51 4.14% 35.89 2.54% 37.83 1.1% 40.92 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 2.69% 28.4 3.58% 28.34 4.5% 28.44 5.51% 28.62 6.6% 28.85 7.81% 29.12 9.16% 29.44 10.69% 29.79 12.42% 30.2 14.43% 30.66 16.96% 31.19 14.09% 31.8 11.3% 32.53 8.57% 33.45 5.91% 34.58 3.39% 36.15 1.19% 38.56 Volatility Surface 60% 40% 20% 40% 60% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 5M 1M Maturity 20% 40% 0% 20% Strike
Strike Skew Matrix alendar Skew Matrix Strike Skew Percentile (over 52 weeks) 95.60% alendar Skew Percentile (over 52 weeks) 7.90% Vol y% Strike Skew: Vol x% / 135% -0.37 Slope : ( V ol x % - V ol y %) / ( x% - y%) alendar Skew: Vol am / Vol by 108% -0.009 Slope : (Vol am - Vol by) / (am - by) Skew MATURITY 1M 2M 3M 4M 5M 6M 1Y 2Y PUT SKEWS PUT / ALL SKEWS ALL SKEWS alendar Skew OTM PUTS OTM ALLS 80% / 90% 80% / 100% 90% / 100% 90% / 110% 80% / 120% 100% / 110% 100% / 120% 110% / 120% -50% -40% -30% -20% -10% 0% 0% 10% 20% 30% 40% 50% 28% 92% 98% 100% 92% 52% 36% 26% 17% 15% 9% 7% 39% 23% 10% 31% 23% 18% 18% 18% 1M / 2M 106% 0.22 128% 0.41 121% 0.6 135% 0.46 144% 0.28 105% 0.13 105% 0.07 100% 0 84% 0.247 84% 0.247 84% 0.247 89% 0.159 101% 0.008 96% 0.035 95% 0.049 99% 0.009 99% 0.006 99% 0.006 99% 0.006 99% 0.006 EW 100% 100% 99% 100% 100% 99% 75% 6% 15% 14% 5% 10% 27% 8% 4% 13% 8% 5% 6% 6% 1M / 3M 121% 0.72 140% 0.6 116% 0.47 133% 0.43 161% 0.4 109% 0.25 110% 0.13 100% 0.01 76% 0.205 76% 0.203 77% 0.188 90% 0.067 99% 0.007 91% 0.048 91% 0.044 95% 0.024 96% 0.018 96% 0.017 96% 0.017 96% 0.017 16% 10% 14% 13% 20% 9% 5% 6% 9% 13% 13% 13% 100% 100% 95% 100% 100% 100% 82% 6% 1M / 6M 116% 0.58 129% 0.47 111% 0.35 130% 0.4 153% 0.36 109% 0.25 111% 0.15 102% 0.04 74% 0.091 78% 0.074 88% 0.034 95% 0.012 99% 0.003 88% 0.026 89% 0.022 90% 0.019 94% 0.01 98% 0.003 99% 0.002 99% 0.002 25% 16% 97% 43% 15% 13% 8% 2% 16% 52% 45% 36% 100% 98% 94% 100% 100% 98% 85% 39% 3M / 6M 113% 0.47 124% 0.39 109% 0.3 126% 0.37 148% 0.32 108% 0.21 111% 0.15 103% 0.09 97% 0.016 102% 0.012 114% 0.069 105% 0.024 100% 0 97% 0.012 98% 0.007 95% 0.015 98% 0.006 102% 0.006 103% 0.008 103% 0.008 10% 12% 15% 14% 21% 12% 7% 6% 13% 13% 14% 7% 100% 98% 95% 100% 100% 98% 92% 71% 1M / 1Y 112% 0.41 121% 0.34 108% 0.27 125% 0.35 145% 0.3 107% 0.19 111% 0.15 104% 0.11 79% 0.032 87% 0.018 96% 0.005 100% 0.001 100% 0 88% 0.012 91% 0.008 91% 0.008 95% 0.005 96% 0.003 98% 0.001 96% 0.003 11% 25% 79% 35% 20% 18% 12% 5% 24% 31% 40% 17% 98% 98% 97% 100% 100% 97% 96% 93% 3M / 1Y 110% 0.36 119% 0.31 108% 0.25 123% 0.34 143% 0.29 106% 0.18 111% 0.15 105% 0.13 104% 0.007 114% 0.023 124% 0.036 110% 0.014 102% 0.002 96% 0.004 100% 0 96% 0.005 98% 0.002 100% 0 102% 0.002 100% 0 85% 82% 65% 55% 45% 13% 88% 69% 16% 22% 22% 93% 100% 100% 99% 99% 100% 97% 100% 99% 1Y / 2Y 107% 0.25 113% 0.22 106% 0.18 122% 0.31 137% 0.25 104% 0.12 109% 0.12 105% 0.12 113% 0.016 111% 0.012 107% 0.007 104% 0.004 103% 0.002 100% 0 103% 0.002 101% 0.001 99% 0.001 99% 0.001 99% 0.001 102% 0.002 98% 88% 33% 87% 94% 61% 58% 52% 105% 0.18 108% 0.13 103% 0.09 120% 0.28 129% 0.2 103% 0.07 105% 0.07 102% 0.06 SK Y IT R U T MA
0.6 Ticker IVol Percentile 3M ATM IVol 0% 0.40 0% 0.31 0% 0.31 0% 0.29 0% 0.51 0.5 31% 0.53 0% 0.31 0% 0.33 0% 0.36 0% 0.28 PN 0% 0.40 0.4 PN 0% 0.31 STT 0% 0.38 0% 0.32 0% 0.37 0% 0.30 IMPL IE D VO LATILITY 0.3 0.2 STT PN STT 0.1 0 0% 5% 10% 15% 20% 25% 30% 35% IVOL PERENTILE
140 Ticker Skew Percentile 3M 10% / ATM Skew 71% 110.68 99% 121.19 100% 124.18 99% 127.72 28% 100.95 130 44% 101.63 25% 112.05 95% 120.14 63% 114.86 95% 118.80 PN 74% 115.42 120 99% 121.91 STT 89% 115.04 95% 122.94 41% 113.75 100% 129.60 110 VOLA TILITY SKEW 100 PN STT PN STT 90 80 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% SKEW PERENTILE
100% Ticker Stock / Price 3M ATM IVol /1M HVol PN IVol / HVol Ratio Ratio Percentile Ratio Percentile 48% 82% 118% 87% 89% 125% 90% 15% 98% 151% 99% 80% 111% 60% 95% 137% 80% 9% 89% 123% 32% 69% 118% 40% 98% 138% 19% 69% 108% 70% 12% 52% 101% PN 88% 98% 118% STT 36% 48% 92% STT 19% 64% 98% 60% 54% 52% 100% 39% 85% 118% 0% 94% 127% 50% 40% PN STT 30% VOLATILITY RATIO PERENTILE 20% 10% 0% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% PRIE RATIO PERENTILE
100% Ticker Stock / IVol Ratio 3M ATM IVol /1M HVol PN IVol / HVol Ratio Percentile Ratio Percentile 12% 82% 118% 86% 89% 125% 90% 10% 98% 151% 55% 80% 111% 81% 95% 137% 80% 67% 89% 123% 76% 69% 118% 43% 98% 138% 13% 69% 108% 70% 40% 52% 101% PN 63% 98% 118% STT 79% 48% 92% STT 25% 64% 98% 60% 14% 52% 100% 16% 85% 118% 0% 94% 127% 50% 40% PN STT 30% VOLATILITY RATIO PERENTILE 20% 10% 0% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% STOK / INDEX VOL RATIO PERENTILE
Ticker orrel Percentile Stock Vs 1M orrel 28% 81% 11% 69% 29% 77% ORREL A TI O N 100% 90% 5% 60% 36% 55% 15% 53% 80% 60% 88% 4% 86% 37% 83% STT 44% 80% 70% PN 7% 65% 26% 70% PN STT 13% 71% 60% 42% 83% 1% 74% 0% 100% 50% 40% PN STT 30% 20% 10% 0% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% ORRELATION PERENTILE
orrelation Matrices Realized orrelation Over Selected Period 0.83 86.90% Realized orrelation Percentile (ov Spot Ratio : Left Stock Spot Price / Top Stock Spot Price 832% 92.40% Spot Ratio Percentile (over 52 wee 0.57 15% 0.71 49% 0.67 22% 0.72 65% 0.54 3% 0.81 28% 447% 94% 9% 63% 36% 52% 52% 69% 56% 66% 106% 48% 0.47 23% 0.43 11% 0.33 11% 0.25 4% 0.53 15% 2% 15% 8% 10% 12% 25% 13% 12% 24% 9% 0.81 38% 0.84 58% 0.62 17% 0.88 60% 395% 40% 558% 79% 605% 39% 1147% 32% 0.87 95% 0.58 1% 0.86 4% 141% 75% 153% 47% 290% 40% 0.60 21% 0.83 37% 108% 27% 206% 19% 0.74 1% 189% 39% Realized orrelation Over Selected Period 0.79 82.40% Realized orrelation Percentile (ov Spread : Left Stock Spot Price Top Stock Spot Price 93.49 5.10% Spread Percentile (over 52 weeks) 05 0. 57 15% 071 0.71 49% 067 0.67 22% 072 0.72 65% 05 0.54 3% 081 0.81 28% 11.86 74% 150.17 27% 26.62 19% 14.38 60% 12.06 35% 0.85 52% 0.47 23% 0.43 11% 0.33 11% 0.25 4% 0.53 15% 162.03 27% 38.48 20% 26.24 27% 23.92 15% 11.01 0% 0.81 38% 0.84 58% 0.62 17% 0.88 60% 123.55 70% 135.79 71% 138.11 70% 151.02 71% 0.87 95% 0.58 1% 0.86 4% 12.24 78% 14.56 68% 27.47 69% 0.60 21% 0.83 37% 2.32 28% 15.23 48% 0.74 1% 12.91 60%
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orrelation Matrices Realized orrelation Over Selected Period 0.83 86.90% Realized orrelation Percentile (ov Spot Ratio : Left Stock Spot Price / Top Stock Spot Price 832% 92.40% Spot Ratio Percentile (over 52 wee 1.00 0% 0.57 15% 0.71 49% 0.67 22% 0.72 65% 0.54 3% 0.81 28% 100% 0% 447% 94% 9% 63% 36% 52% 52% 69% 56% 66% 106% 48% 0.57 15% 1.00 0% 0.47 23% 0.43 11% 0.33 11% 0.25 4% 0.53 15% 22% 6% 100% 0% 2% 15% 8% 10% 12% 25% 13% 12% 24% 9% 0.71 49% 0.47 23% 1.00 0% 0.81 38% 0.84 58% 0.62 17% 0.88 60% 1083% 37% 4838% 85% 100% 0% 395% 40% 558% 79% 605% 39% 1147% 32% 0.67 22% 0.43 11% 0.81 38% 1.00 0% 0.87 95% 0.58 1% 0.86 4% 274% 48% 1225% 90% 25% 60% 100% 0% 141% 75% 153% 47% 290% 40% 0.72 65% 0.33 11% 0.84 58% 0.87 95% 1.00 0% 0.60 21% 0.83 37% 194% 31% 867% 75% 18% 21% 71% 25% 100% 0% 108% 27% 206% 19% 0.54 3% 0.25 4% 0.62 17% 0.58 1% 0.60 21% 1.00 0% 0.74 1% 179% 34% 799% 88% 17% 61% 65% 53% 92% 73% 100% 0% 189% 39% 0.81 28% 0.53 15% 0.88 60% 0.86 4% 0.83 37% 0.74 1% 1.00 0% 94% 52% 422% 91% 9% 68% 34% 60% 49% 81% 53% 61% 100% 0% Realized orrelation Over Selected Period 0.79 82.40% Realized orrelation Percentile (ov Spread : Left Stock Spot Price Top Stock Spot Price 93.49 5.10% Spread Percentile (over 52 weeks) 1.00 0% 0.57 15% 0.71 49% 0.67 22% 0.72 65% 0.54 3% 0.81 28% 0.00 0% 11.86 74% 150.17 27% 26.62 19% 14.38 60% 12.06 35% 0.85 52% 0.57 15% 1.00 0% 0.47 23% 0.43 11% 0.33 11% 0.25 4% 0.53 15% 11.86 26% 0.00 0% 162.03 27% 38.48 20% 26.24 27% 23.92 15% 11.01 0% 071 0.71 49% 0.47 04 23% 1.00 100 0% 0.81 08 38% 0.84 08 58% 0.62 062 17% 088 0.88 60% 150.17 73% 162.03 73% 0.00 0% 123.55 70% 135.79 71% 138.11 70% 151.02 71% 0.67 22% 0.43 11% 0.81 38% 1.00 0% 0.87 95% 0.58 1% 0.86 4% 26.62 81% 38.48 80% 123.55 30% 0.00 0% 12.24 78% 14.56 68% 27.47 69% 0.72 65% 0.33 11% 0.84 58% 0.87 95% 1.00 0% 0.60 21% 0.83 37% 14.38 40% 26.24 73% 135.79 29% 12.24 22% 0.00 0% 2.32 28% 15.23 48% 0.54 3% 0.25 4% 0.62 17% 0.58 1% 0.60 21% 1.00 0% 0.74 1% 12.06 65% 23.92 85% 138.11 30% 14.56 32% 2.32 72% 0.00 0% 12.91 60% 0.81 28% 0.53 15% 0.88 60% 0.86 4% 0.83 37% 0.74 1% 1.00 0% 0.85 47% 11.01 100% 151.02 29% 27.47 31% 15.23 52% 12.91 40% 0.00 0%
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Vol Pair Matrices Implied Volatility Spread (Left Stock Top Stock) 11.64 69% Volatility Spread Percentile (over 52 weeks) Number of Standard Deviations Between urrent and Average Spread 0.38 7.38 Deviation from the Mean in Volatility Points 0.00 0% 13.48 23% 8.60 3% 7.11 2% 4.09 17% 2.61 17% 9.88 2% 0.00 0.00 0.92 14.90 0.99 26.06 0.94 20.76 0.79 16.34 0.76 10.40 0.94 24.05 13.48 77% 0.00 0% 22.08 37% 20.59 44% 17.57 56% 16.09 59% 23.36 40% 0.92 14.90 0.00 0.00 0.46 11.16 0.27 5.87 0.07 1.45 0.26 4.50 0.37 9.15 8.60 97% 22.08 63% 0.00 0% 1.49 84% 4.51 98% 5.99 97% 1.28 70% 0.99 26.06 0.46 11.16 0.00 0.00 0.94 5.30 1.35 9.72 1.03 15.66 0.52 2.01 7.11 98% 20.59 56% 1.49 16% 0.00 0% 3.02 85% 4.50 96% 2.77 28% 0.94 20.76 0.27 5.87 0.94 5.30 0.00 0.00 0.86 4.42 0.96 10.37 0.65 3.28 4.09 83% 17.57 44% 4.51 2% 3.02 15% 0.00 0% 1.48 76% 5.79 3% 0.79 16.34 0.07 1.45 1.35 9.72 0.86 4.42 0.00 0.00 0.56 5.95 1.12 7.71 2.61 83% 16.09 41% 5.99 3% 4.50 4% 1.48 24% 0.00 0% 7.27 4% 0.76 10.40 0.26 4.50 1.03 15.66 0.96 10.37 0.56 5.95 0.00 0.00 0.94 13.65 9.88 98% 23.36 60% 1.28 30% 2.77 72% 5.79 97% 7.27 96% 0.00 0% 0.94 24.05 0.37 9.15 0.52 2.01 0.65 3.28 1.12 7.71 0.94 13.65 0.00 0.00 Implied Volatility Ratio (Left Stock / Top Stock) 112.97% 45% Implied Volatility Ratio Percentile (over 52 weeks) Realized Volatility Ratio 95.23% 11% Realized Volatility Ratio Percentile (over 52 weeks) 100.00% 0% 74.64% 8% 127.65% 12% 121.81% 11% 111.48% 23% 107.03% 29% 133.15% 12% 100.00% 0% 77.39% 29% 127.56% 5% 142.22% 63% 101.89% 19% 106.98% 26% 143.56% 33% 133.97% 92% 100.00% 0% 171.01% 59% 163.19% 71% 149.36% 78% 143.40% 85% 178.38% 67% 129.21% 71% 100.00% 0% 164.82% 28% 183.75% 73% 131.66% 33% 138.23% 63% 185.49% 50% 78.34% 88% 58.48% 41% 100.00% 0% 95.43% 77% 87.34% 95% 83.85% 88% 104.31% 76% 78.39% 95% 60.67% 72% 100.00% 0% 111.49% 100% 79.88% 82% 83.87% 92% 112.54% 96% 82.09% 89% 61.28% 29% 104.79% 23% 100.00% 0% 91.52% 74% 87.87% 85% 109.31% 43% 70.32% 37% 54.42% 27% 89.70% 0% 100.00% 0% 71.65% 0% 75.23% 21% 100.95% 1% 89.70% 77% 66.95% 22% 114.50% 5% 109.26% 26% 100.00% 0% 96.01% 72% 119.43% 13% 98.14% 81% 75.96% 67% 125.19% 18% 139.57% 100% 100.00% 0% 104.99% 87% 140.89% 93% 93.43% 71% 69.74% 15% 119.26% 12% 113.81% 15% 104.16% 28% 100.00% 0% 124.40% 16% 93.47% 74% 72.34% 37% 119.24% 8% 132.93% 79% 95.24% 13% 100.00% 0% 134.19% 33% 75.10% 88% 56.06% 33% 95.87% 24% 91.49% 57% 83.73% 87% 80.39% 84% 100.00% 0% 69.66% 67% 53.91% 50% 88.85% 4% 99.06% 99% 70.98% 7% 74.52% 67% 100.00% 0% Implied Volatility Ratio (Left Stock / Top Stock) 112.97% 45% Implied Volatility Ratio Percentile (over 52 weeks) Price Ratio 52.99% 54% Price Ratio Percentile (over 52 weeks) 100.00% 0% 74.64% 8% 127.65% 12% 121.81% 11% 111.48% 23% 107.03% 29% 133.15% 12% 100.00% 0% 446.78% 94% 9.24% 63% 36.47% 52% 51.52% 69% 55.89% 66% 105.89% 48% 133.97% 92% 100.00% 0% 171.01% 59% 163.19% 71% 149.36% 78% 143.40% 85% 178.38% 67% 22.38% 6% 100.00% 0% 2.07% 15% 8.16% 10% 11.53% 25% 12.51% 12% 23.70% 9% 78.34% 88% 58.48% 41% 100.00% 0% 95.43% 77% 87.34% 95% 83.85% 88% 104.31% 76% 1082.79% 37% 4837.72% 85% 100.00% 0% 394.87% 40% 557.82% 79% 605.16% 39% 1146.57% 32% 82.09% 89% 61.28% 29% 104.79% 23% 100.00% 0% 91.52% 74% 87.87% 85% 109.31% 43% 274.21% 48% 1225.15% 90% 25.32% 60% 100.00% 0% 141.27% 75% 153.26% 47% 290.37% 40% 89.70% 77% 66.95% 22% 114.50% 5% 109.26% 26% 100.00% 0% 96.01% 72% 119.43% 13% 194.11% 31% 867.25% 75% 17.93% 21% 70.79% 25% 100.00% 0% 108.49% 27% 205.54% 19% 93.43% 71% 69.74% 15% 119.26% 12% 113.81% 15% 104.16% 28% 100.00% 0% 124.40% 16% 178.93% 34% 799.42% 88% 16.52% 61% 65.25% 53% 92.18% 73% 100.00% 0% 189.47% 39% 75.10% 88% 56.06% 33% 95.87% 24% 91.49% 57% 83.73% 87% 80.39% 84% 100.00% 0% 94.44% 52% 421.93% 91% 8.72% 68% 34.44% 60% 48.65% 81% 52.78% 61% 100.00% 0%