Year | Historical volatility (average monthly) | Historical volatility (median monthly) | Std. deviation implied volatility | Maximum | Minimum |
2001 | 0.514 | 0.432 | 0.314 | 3.594 | 0.072 |
2002 | 0.493 | 0.417 | 0.311 | 5.289 | 0.082 |
2003 | 0.355 | 0.306 | 0.210 | 3.305 | 0.058 |
2004 | 0.295 | 0.251 | 0.161 | 1.776 | 0.069 |
2005 | 0.268 | 0.235 | 0.155 | 4.321 | 0.065 |
2006 | 0.275 | 0.243 | 0.152 | 3.369 | 0.050 |
2007 | 0.297 | 0.262 | 0.159 | 2.418 | 0.054 |
2008 | 0.581 | 0.469 | 0.379 | 3.996 | 0.086 |
2009 | 0.508 | 0.425 | 0.336 | 5.101 | 0.054 |
2010 | 0.325 | 0.292 | 0.166 | 2.178 | 0.049 |