Year | Implied volatility (average monthly) | Implied volatility (median monthly) | Std. deviation implied volatility | Maximum | Minimum |
2001 | 0.567 | 0.510 | 0.231 | 1.672 | 0.085 |
2002 | 0.533 | 0.482 | 0.223 | 1.953 | 0.111 |
2003 | 0.435 | 0.396 | 0.179 | 1.751 | 0.134 |
2004 | 0.366 | 0.333 | 0.137 | 1.002 | 0.122 |
2005 | 0.337 | 0.311 | 0.125 | 1.746 | 0.117 |
2006 | 0.334 | 0.316 | 0.117 | 1.147 | 0.116 |
2007 | 0.356 | 0.332 | 0.131 | 1.616 | 0.117 |
2008 | 0.544 | 0.494 | 0.222 | 2.114 | 0.137 |
2009 | 0.574 | 0.532 | 0.221 | 1.988 | 0.167 |
2010 | 0.465 | 0.444 | 0.151 | 1.436 | 0.135 |