## Stock Price TSLA

[1] "TSLA"
> chartSeries(Cl(TSLA))
> rettsla <- dailyReturn(Cl(TSLA), type='log')
> par(mfrow=c(2,2))
> acf(rettsla, main="Tsla Return ACF");
> pacf(rettsla, main="Tsla Return PACF");
> acf(rettsla^2, main="Tsla Squared return ACF");
> pacf(rettsla^2, main="Tsla Squared return PACF")

> par(mfrow=c(1,1))
> m=mean(ret);s=sd(ret);
> kurtosis(rettsla)
[1] 5.814273
attr(,"method")
[1] "excess"
> plot(density(rettsla), main='Tsla Return EDF - upper tail', xlim = c(0.1, 0.2),
+      ylim=c(0,2));
> curve(dnorm(x, mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")

> ret.tsla <- dailyReturn(Cl(TSLA), type='log')
> chartSeries(rettsla)

> garch11.spec = ugarchspec(variance.model = list(model="sGARCH",garchOrder=c(1,1)), mean.model = list(armaOrder=c(0,0)))
> tsla.garch11.fit = ugarchfit(spec=garch11.spec, data=rettsla)

## What exactly is ALIBABA stock price

[1] "BABA"
> chartSeries(Cl(BABA))
> retbaba <- dailyReturn(Cl(BABA), type='log')
> par(mfrow=c(2,2))
> acf(ret, main="BABA Return ACF");
> pacf(ret, main="BABA Return PACF");
Error in pacf(ret, main = "BABA Return PACF") : object 'ret' not found
> acf(ret^2, main="BABA Squared return ACF");
> pacf(ret^2, main="BABA Squared return PACF")
Error in pacf(ret^2, main = "BABA Squared return PACF") :
> par(mfrow=c(2,2))
> acf(retbaba, main="BABA Return ACF");
> pacf(retbaba, main="BABA Return PACF");
> acf(retbaba^2, main="BABA Squared return ACF");
> pacf(retbaba^2, main="BABA Squared return PACF")
> par(mfrow=c(1,1))
> m=mean(retbaba);s=sd(retbaba);
> par(mfrow=c(1,2))
> hist(retbaba, nclass=40, freq=FALSE, main='BABA Return histogram');
> ;curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
Error: unexpected ';' in ";"
> curve(dnorm(x,
+              mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retbaba), main='BABA Return empirical distribution');curve(dnorm(x,
+     mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> par(mfrow=c(1,1))
> kurtosis(retbaba)
[1] 2.144897
> plot(density(retbaba), main='BABA Return EDF - upper tail', xlim = c(0.1, 0.2),
+      ylim=c(0,2));
> curve(dnorm(x, mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retbaba), xlim=c(-5*s,5*s),log='y', main='BABA Density on log-scale')
> curve(dnorm(x, mean=m,sd=s), from=-5*s, to=5*s, log="y", add=TRUE,
+       col="red")
> qqnorm(retbaba);qqline(retbaba);
> chartSeries(retbaba)
BABA.Open BABA.High BABA.Low
2014-09-19     92.70     99.70    89.95
2014-09-22     92.70     92.95    89.50
2014-09-23     88.94     90.48    86.62
2014-09-24     88.47     90.57    87.22
2014-09-25     91.09     91.50    88.50
2014-09-26     89.73     90.46    88.66
BABA.Close BABA.Volume
2014-09-19      93.89   271879400
2014-09-22      89.89    66657800
2014-09-23      87.17    39009800
2014-09-24      90.57    32088000
2014-09-25      88.92    28598000
2014-09-26      90.46    18340000
2014-09-19         93.89
2014-09-22         89.89
2014-09-23         87.17
2014-09-24         90.57
2014-09-25         88.92
2014-09-26         90.46

## Implied volatility

Implied volatility is the focus of interest both in volatility trading and in risk management. Implied volatility may be used as an indicator of market expectations over the remaining lifetime of the option. The analysis of volatility in the financial market has become of the first rank issue in modern financial theory and practice whenever in a risk management for polio hedging for option pricing we need to have a person is the notion of the market expectations of volatility.
Implied volatility is well known that the volatility employed by observing market prices tattoo that is far different from the flat constant one used in the black Scholes formula.
We focus first on the static and visual investigation of implied volatility then we concentrate on a dynamic analysis with two variants of principal components and interpret the result in the context of risk management.
Traders directly trade with Vega it is the sensitivity of their portfolio with respect to volatility changes. Rekha trader market professionals use Delta gamma new hatching stage de which are insane to changes in the underlying and to time decay. Vega is the first derivative of the black Scholes formula with respect to the volatility parameter and can be interpreted as the sensitivity of the option value with respect to change in implied volatility. We are using principal components analysis to determine the maximum loss of options for folio bearing Vega exposure.

## Chaikin Money Flow Index

Chicken money flow index is a volume-based indicator it is developed by mark checking this is another indicator that combines the price movement with the volume the price ending the day close to the days hi source the strength of the bulls while if it happens at the lower end of the range it reveals the strength of the bears.
Calculation
Checking money flow index is calculated using the three-step process and the formula to calculate for 10 days CMFI
1. Money flow multiplier={(Close-low)-(high-close)}/(high-low)
2. Money flow volume=Money flow multiplier*volume for the period
3.10 period CMFI=10period sum of money flow volume/10 period sum of volume.
The money flow multiplier tries to identify where the closing takes place. if it is above the halfway mark of high low range the money flow multiplied will be positive otherwise it will be negative. The money flow multiplier will be+1 if the closing occurs at high and-1 if the closing occurs at a low.all you have to do now is to calculate the weighted average of these money flow x using the volume as weight. The last two points are given in the formula explain this throw you can compute CMFI for in time period the commonly used one of the 21 one is 21 days which is typically the number trading days in a month.
Interpretation
This combination of volume price helps checking the money flow index to determine the strength of police or varies move in an indicator seconds formula such that the interpretations of this indicator becomes easier. Answer reading table of 0 is treated as police reading below zero is stated as virus.the level of the oxalates shoes the strength of police obvious pressure. Example checking money flow index reading AVN + 0.25 or below -0.25 indicates that the police baras favor is getting too much. In other words the counter is in the overbought oversold situation and main rivers the directions.

## Stock Price ITC.NS

> chartSeries(Cl(ITC.NS))
> retitc <- dailyReturn(Cl(ITC.NS), type='log')
> par(mfrow=c(2,2))
> acf(retitc, main="ITC Return ACF");
> pacf(retitc, main="ITC Return PACF");
> acf(retitc^2, main="Squared ITC return ACF");
> pacf(retitc^2, main="Squared ITC return PACF")
> par(mfrow=c(1,1))

> plot(density(retitc), main='ITC Return empirical distribution');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> hist(retitc, nclass=40, freq=FALSE, main='Return histogram');curve(dnorm(x,
+  mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")

kurtosis(retitc)
[1] 81.70154
attr(,"method")
[1] "excess"
> curve(dnorm(x, mean=m,sd=s), from=-5*s, to=5*s, log="y", add=TRUE,
+       col="red")
> qqnorm(retitc);qqline(retitc);
> chartSeries(retitc)
> garch11.spec = ugarchspec(variance.model = list(model="sGARCH",garchOrder=c(1,1)), mean.model = list(armaOrder=c(0,0)))
> itc.garch11.fit = ugarchfit(spec=garch11.spec, data=retitc)
> coef(itc.garch11.fit)
mu        omega       alpha1
7.572865e-04 7.054504e-06 6.574492e-02
beta1
9.199215e-01
> vcov(itc.garch11.fit)
[,1]          [,2]          [,3]
[1,]  6.837256e-08  1.707724e-11 -4.076436e-08
[2,]  1.707724e-11 -1.467594e-12  5.285928e-09
[3,] -4.076436e-08  5.285928e-09  2.924242e-05
[4,] -2.586683e-08  6.830059e-10 -3.873864e-05
[,4]
[1,] -2.586683e-08
[2,]  6.830059e-10
[3,] -3.873864e-05

[4,]  2.972086e-05
> uncmean(itc.garch11.fit)
[1] 0.0007572865
> uncvariance(itc.garch11.fit)

[1] 0.0004921646
(itc.garch11.fit)

Akaike       -5.207977
Bayes        -5.201582
Shibata      -5.207980

Hannan-Quinn -5.205708
> newsimpact(itc.garch11.fit)
\$zy
[1] 0.0063768498 0.0061401923 0.0059083645
[4] 0.0056813664 0.0054591981 0.0052418595
[7] 0.0050293507 0.0048216716 0.0046188223
[10] 0.0044208027 0.0042276129 0.0040392528
[13] 0.0038557224 0.0036770218 0.0035031510
[16] 0.0033341099 0.0031698985 0.0030105169
[19] 0.0028559650 0.0027062429 0.0025613505
[22] 0.0024212879 0.0022860550 0.0021556518
[25] 0.0020300784 0.0019093348 0.0017934209
[28] 0.0016823367 0.0015760823 0.0014746577
[31] 0.0013780627 0.0012862976 0.0011993621
[34] 0.0011172564 0.0010399805 0.0009675343
[37] 0.0008999179 0.0008371312 0.0007791742
[40] 0.0007260470 0.0006777496 0.0006342818
[43] 0.0005956439 0.0005618357 0.0005328572
[46] 0.0005087085 0.0004893895 0.0004749002
[49] 0.0004652407 0.0004604110 0.0004604110
[52] 0.0004652407 0.0004749002 0.0004893895
[55] 0.0005087085 0.0005328572 0.0005618357
[58] 0.0005956439 0.0006342818 0.0006777496
[61] 0.0007260470 0.0007791742 0.0008371312
[64] 0.0008999179 0.0009675343 0.0010399805
[67] 0.0011172564 0.0011993621 0.0012862976
[70] 0.0013780627 0.0014746577 0.0015760823
[73] 0.0016823367 0.0017934209 0.0019093348
[76] 0.0020300784 0.0021556518 0.0022860550
[79] 0.0024212879 0.0025613505 0.0027062429
[82] 0.0028559650 0.0030105169 0.0031698985
[85] 0.0033341099 0.0035031510 0.0036770218
[88] 0.0038557224 0.0040392528 0.0042276129
[91] 0.0044208027 0.0046188223 0.0048216716
[94] 0.0050293507 0.0052418595 0.0054591981
[97] 0.0056813664 0.0059083645 0.0061401923
[100] 0.0063768498

\$zx
[1] -0.300000000 -0.293939394 -0.287878788
[4] -0.281818182 -0.275757576 -0.269696970
[7] -0.263636364 -0.257575758 -0.251515152
[10] -0.245454545 -0.239393939 -0.233333333
[13] -0.227272727 -0.221212121 -0.215151515
[16] -0.209090909 -0.203030303 -0.196969697
[19] -0.190909091 -0.184848485 -0.178787879
[22] -0.172727273 -0.166666667 -0.160606061
[25] -0.154545455 -0.148484848 -0.142424242
[28] -0.136363636 -0.130303030 -0.124242424
[31] -0.118181818 -0.112121212 -0.106060606
[34] -0.100000000 -0.093939394 -0.087878788
[37] -0.081818182 -0.075757576 -0.069696970
[40] -0.063636364 -0.057575758 -0.051515152
[43] -0.045454545 -0.039393939 -0.033333333
[46] -0.027272727 -0.021212121 -0.015151515
[49] -0.009090909 -0.003030303  0.003030303
[52]  0.009090909  0.015151515  0.021212121
[55]  0.027272727  0.033333333  0.039393939
[58]  0.045454545  0.051515152  0.057575758
[61]  0.063636364  0.069696970  0.075757576
[64]  0.081818182  0.087878788  0.093939394
[67]  0.100000000  0.106060606  0.112121212
[70]  0.118181818  0.124242424  0.130303030
[73]  0.136363636  0.142424242  0.148484848
[76]  0.154545455  0.160606061  0.166666667
[79]  0.172727273  0.178787879  0.184848485
[82]  0.190909091  0.196969697  0.203030303
[85]  0.209090909  0.215151515  0.221212121
[88]  0.227272727  0.233333333  0.239393939
[91]  0.245454545  0.251515152  0.257575758
[94]  0.263636364  0.269696970  0.275757576
[97]  0.281818182  0.287878788  0.293939394
[100]  0.300000000

\$yexpr
expression(sigma[t]^2)

\$xexpr

expression(epsilon[t - 1])
signbias(itc.garch11.fit)
t-value                    prob sig
Sign Bias              1.0290102            0.303538366
Negative Sign Bias 0.5976512         0.550107217
Positive Sign Bias 2.6295677           0.008582753 ***

Joint Effect       7.2815860               0.063444166   *
egarch11.spec = ugarchspec(variance.model = list(model="eGARCH",garchOrder=c(1,1)), mean.model = list(armaOrder=c(0,0)))
> itc.egarch11.fit = ugarchfit(spec=egarch11.spec, data=retitc)
> coef(itc.egarch11.fit)
mu         omega        alpha1
0.0007458757 -0.1284922189 -0.0070553000
beta1        gamma1

0.9824002414  0.1562207989
> ni.egarch11 <- newsimpact(itc.egarch11.fit)
> plot(ni.egarch11\$zx, ni.egarch11\$zy, type="l", lwd=2, col="blue",
+      main="EGARCH(1,1) - News Impact",
+      ylab=ni.egarch11\$yexpr, xlab=ni.egarch11\$xexpr)
> tgarch11.spec = ugarchspec(variance.model = list(model="fGARCH",submodel="TGARCH", garchOrder=c(1,1)),mean.model = list(armaOrder=c(0,0)))

> itc.tgarch11.fit = ugarchfit(spec=tgarch11.spec, data=retitc)
coef(itc.egarch11.fit)
mu         omega        alpha1
0.0007458757 -0.1284922189 -0.0070553000
beta1        gamma1

0.9824002414  0.1562207989

## "Stock Price HINDUNILVR.NS"

> chartSeries(Cl(HINDUNILVR.NS))

> ret <- dailyReturn(Cl(HINDUNILVR.NS), type='log')
Warning message:
In to_period(xx, period = on.opts[[period]], ...) :
missing values removed from data
> par(mfrow=c(2,2))
> acf(ret, main="HINDUNILVR Return ACF");
> pacf(ret, main="HINDUNILVR Return PACF");
> acf(ret^2, main="HINDUNILVR Squared return ACF");
> pacf(ret^2, main="HINDUNILVR Squared return PACF")

> par(mfrow=c(1,1))
> m=mean(ret);s=sd(ret);
> par(mfrow=c(1,2))
> hist(ret, nclass=40, freq=FALSE, main='HINDUNILVR Return histogram');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(ret), main='HINDUNILVR Return empirical distribution');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> par(mfrow=c(1,1))
> kurtosis(ret)
[1] 5.969741
attr(,"method")
[1] "excess"
> plot(density(ret), main='HINDUNILVR Return EDF - upper tail', xlim = c(0.1, 0.2),
+      ylim=c(0,2));
> curve(dnorm(x, mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(ret), xlim=c(-5*s,5*s),log='y', main='HINDUNILVR Density on log-scale')
Warning message:
In xy.coords(x, y, xlabel, ylabel, log) :
26 y values <= 0 omitted from logarithmic plot
> curve(dnorm(x, mean=m,sd=s), from=-5*s, to=5*s, log="y", add=TRUE,
+       col="red")
> qqnorm(ret);qqline(ret);

> ret.HINDUNILVR <- dailyReturn(Cl(HINDUNILVR.NS), type='log')
> chartSeries(ret.HINDUNILVR)
> garch11.spec = ugarchspec(variance.model = list(model="sGARCH",garchOrder=c(1,1)), mean.model = list(armaOrder=c(0,0)))
> hindunilvr.garch11.fit = ugarchfit(spec=garch11.spec, data=ret.HINDUNILVR)
> coef(hindunilvr.garch11.fit)
mu        omega       alpha1
6.922784e-04 4.208057e-05 1.447667e-01
beta1
7.169626e-01
> vcov(hindunilv.garch11.fit)
Error in vcov(hindunilv.garch11.fit) :
> vcov(hindunilvr.garch11.fit)
[,1]          [,2]          [,3]
[1,]  6.112490e-08 -1.132356e-10 -1.016053e-07
[2,] -1.132356e-10  7.558056e-11  1.299447e-07
[3,] -1.016053e-07  1.299447e-07  3.988629e-04
[4,]  4.894170e-07 -3.781590e-07 -7.747107e-04
[,4]
[1,]  4.894170e-07
[2,] -3.781590e-07
[3,] -7.747107e-04
[4,]  2.016492e-03
> infocriteria(hindunilvr.garch11.fit)

Akaike       -5.371017
Bayes        -5.364620
Shibata      -5.371020
Hannan-Quinn -5.368747
> uncmean(hindunilvr.garch11.fit)
[1] 0.0006922784
> uncvariance(hindunilvr.garch11.fit)
[1] 0.0003043347
signbias(hindunilvr.garch11.fit)
t-value      prob sig
Sign Bias          1.6159587 0.1061838
Negative Sign Bias 0.5679904 0.5700740
Positive Sign Bias 1.0562914 0.2909002
Joint Effect       5.2640438 0.1534526

## Stock price suzlon

getSymbols("SUZLON.NS", from="2004-01-01", to=Sys.Date())
[1] "SUZLON.NS"
> chartSeries(Cl(SUZLON.NS))

> retsuz <- dailyReturn(Cl(SUZLON.NS), type='log')
Warning message:
In to_period(xx, period = on.opts[[period]], ...) :
missing values removed from data
> par(mfrow=c(2,2))
> acf(retsuz, main="Return ACF");
> pacf(retsuz, main="Return PACF");
> acf(retsuz^2, main="Squared return ACF");
> pacf(retsuz^2, main="Squared return PACF")
> par(mfrow=c(1,1))
> m=mean(retsuz);s=sd(retsuz);
> par(mfrow=c(1,2))
> hist(retsuz, nclass=40, freq=FALSE, main='Return histogram');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retsuz), main='Return empirical distribution');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")

> par(mfrow=c(1,1))
> kurtosis(retsuz)
[1] 15.7327
attr(,"method")
[1] "excess"
> plot(density(retsuz), main='Return EDF - upper tail', xlim = c(0.1, 0.2),
+      ylim=c(0,2));
> curve(dnorm(x, mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retsuz), xlim=c(-5*s,5*s),log='y', main='Density on log-scale')
Warning message:
In xy.coords(x, y, xlabel, ylabel, log) :
4 y values <= 0 omitted from logarithmic plot
> curve(dnorm(x, mean=m,sd=s), from=-5*s, to=5*s, log="y", add=TRUE,
+       col="red")
> qqnorm(retsuz);qqline(retsuz);
> chartSeries(retsuz)
> garch11.spec = ugarchspec(variance.model = list(model="sGARCH",garchOrder=c(1,1)), mean.model = list(armaOrder=c(0,0)))
> suz.garch11.fit = ugarchfit(spec=garch11.spec, data=retsuz)
>
> coef(suz.garch11.fit)
mu         omega        alpha1
-3.964916e-04  8.804198e-05  1.593166e-01
beta1
7.935855e-01
> vcov(suz.garch11.fit)
[,1]          [,2]          [,3]
[1,]  2.875694e-07 -3.713141e-10  6.073670e-08
[2,] -3.713141e-10  1.915858e-10  1.397493e-07
[3,]  6.073670e-08  1.397493e-07  3.067098e-04
[4,]  2.231196e-07 -2.542698e-07 -3.202676e-04
[,4]
[1,]  2.231196e-07
[2,] -2.542698e-07
[3,] -3.202676e-04
[4,]  4.457627e-04
> uncmean(suz.garch11.fit)
[1] -0.0003964916
> uncvariance(suz.garch11.fit)
[1] 0.001869342
> 2005-10-20 -6.822532e-02
2005-10-21  4.121229e-02
2005-10-24 -2.958023e-02
2005-10-25  8.392597e-03
2005-10-26  4.301304e-02
2005-10-27 -1.727586e-02
2005-10-28 -2.994750e-02
2005-10-31  8.649228e-02
2005-11-02  3.139711e-02
2005-11-07 -1.567272e-02
2005-11-08  5.185169e-02
2005-11-09 -2.225047e-02
2005-11-10  2.088043e-02
2005-11-11  1.821582e-02
2005-11-14 -3.023412e-02
2005-11-16 -7.341087e-04
2005-11-17  1.669781e-02
2005-11-18 -1.000040e-02
2005-11-21 -1.533707e-02
2005-11-22 -1.634002e-02
2005-11-23  1.221561e-02
2005-11-24  4.036351e-03
2005-11-25  2.163212e-02
2005-11-28  7.915134e-02
2005-11-29  4.230397e-02
2005-11-30 -5.634843e-03
2005-12-01  1.485744e-02
2005-12-02 -3.022868e-02
2005-12-05  9.369390e-03
2005-12-06 -2.792305e-02
2005-12-07 -8.160027e-03
2005-12-08  1.538311e-02
2005-12-09  7.438350e-02
2005-12-12  1.864760e-02
2005-12-13  6.772258e-03
2005-12-14  2.400344e-02
2005-12-15 -3.411791e-02
2005-12-16  2.312293e-02
2005-12-19 -3.400828e-03
2005-12-20 -1.764676e-02
2005-12-21 -4.707814e-03
2005-12-22 -1.745006e-02
2005-12-23 -6.307743e-03
2005-12-26 -2.127080e-02
2005-12-27  3.918913e-02
2005-12-28 -7.310322e-03
2005-12-29 -1.021983e-02
2005-12-30  2.140583e-02
2006-01-02  1.960204e-03
2006-01-03  8.985474e-04
2006-01-04  8.008246e-03
2006-01-05 -3.874552e-03
2006-01-06 -1.421785e-02
2006-01-09  5.403957e-03
2006-01-10 -3.072595e-02
2006-01-12 -3.652022e-02
2006-01-13  3.499466e-02
2006-01-16  5.836565e-03
2006-01-17  6.553230e-03
2006-01-18  6.857562e-03
2006-01-19  2.394020e-02
2006-01-20  2.367061e-02
2006-01-23 -2.708296e-03
2006-01-24  2.347775e-02
2006-01-25  4.062548e-02
2006-01-27  1.439274e-01
2006-01-30 -4.586162e-02
2006-01-31  8.174288e-02
2006-02-01 -6.057619e-02
2006-02-02  5.119877e-03
2006-02-03 -3.972718e-02
2006-02-06  5.477430e-03
2006-02-07  3.389750e-02
2006-02-08 -1.722937e-02
2006-02-10  1.142048e-02
2006-02-13  2.039652e-03
2006-02-14 -4.816136e-03
2006-02-15 -2.208889e-02
2006-02-16 -3.220338e-03
2006-02-17 -3.528992e-02
2006-02-20  1.280334e-02
2006-02-21 -2.932432e-03
2006-02-22 -9.120415e-03
2006-02-23  1.039657e-02
2006-02-24  3.070110e-02
2006-02-27  1.744810e-02
2006-02-28  1.225749e-02
2006-03-01  9.880902e-04
2006-03-02  3.930393e-02
2006-03-03  3.129146e-02
2006-03-06  2.089110e-02
2006-03-07 -1.600829e-03
2006-03-08 -1.192504e-02
2006-03-09 -7.988038e-03
2006-03-10  9.200407e-02
2006-03-13  2.579677e-02
2006-03-14 -1.862192e-02
2006-03-16 -5.248400e-03
2006-03-17  6.195626e-03
2006-03-20  7.273098e-03
2006-03-21 -1.301622e-02
2006-03-22  1.545407e-02
2006-03-23  3.632178e-02
2006-03-24 -2.084527e-02
2006-03-27  2.171195e-02
2006-03-28 -3.083614e-02
2006-03-29 -1.507328e-03
2006-03-30 -2.207383e-02
2006-03-31  1.544548e-02
2006-04-03  1.718763e-02
2006-04-04  5.637954e-02
2006-04-05  6.802165e-03
2006-04-07 -3.505979e-02
2006-04-10 -3.251952e-02
2006-04-12 -1.198658e-02
2006-04-13  2.811175e-04
2006-04-17 -1.101457e-02
2006-04-18  1.752192e-02
2006-04-19 -1.633996e-02
2006-04-20 -1.000150e-02
2006-04-21 -2.042765e-03
2006-04-24 -1.516493e-02
2006-04-25 -3.976724e-02
2006-04-26  7.295632e-02
2006-04-27 -2.355364e-02
2006-04-28 -1.591195e-04
2006-05-02  1.513279e-02
2006-05-03  4.401977e-02
2006-05-04  1.982678e-02
2006-05-05 -2.289792e-02
2006-05-08 -7.831613e-03
2006-05-09 -3.438561e-03
2006-05-10  3.920007e-02
2006-05-11 -3.548198e-02
2006-05-12  2.632046e-03
2006-05-15 -7.721423e-02
2006-05-16 -1.311055e-02
2006-05-17  1.320794e-02
2006-05-18 -1.125835e-01
2006-05-19 -6.063786e-02
2006-05-22 -4.514745e-02
2006-05-23  6.561985e-02
2006-05-24 -4.179560e-02
2006-05-25 -3.314089e-02
2006-05-26  2.828821e-02
2006-05-29  1.121010e-02
2006-05-30  1.915291e-02
2006-05-31 -4.793652e-02
2006-06-01 -8.971995e-02
2006-06-02  2.935846e-02
2006-06-05  6.294677e-03
2006-06-06 -1.383984e-02
2006-06-07 -3.276848e-03
2006-06-08 -4.494195e-02
2006-06-09  4.122078e-02
2006-06-12 -5.881524e-02
2006-06-13 -6.036356e-02
2006-06-14  5.546517e-03
2006-06-15  5.172379e-02
2006-06-16  3.857882e-02
2006-06-19  3.902714e-02
2006-06-20 -4.710145e-02
2006-06-21  4.691397e-02
2006-06-22  2.653826e-02
2006-06-23 -8.509591e-03
2006-06-26 -1.296209e-01
2006-06-27  8.499016e-02
2006-06-28 -2.371610e-02
2006-06-29  1.133826e-01
2006-06-30  6.672213e-02
2006-07-03 -1.449741e-02
2006-07-04  3.284682e-02
2006-07-05  6.941135e-02
2006-07-06 -3.581786e-02
2006-07-07 -2.474580e-02
2006-07-10 -1.778714e-02
2006-07-11 -4.190414e-02
2006-07-12  4.716737e-02
2006-07-13 -2.288552e-02
2006-07-14 -9.156316e-04
2006-07-17 -1.051100e-01
2006-07-18  4.401613e-02
2006-07-19 -4.619984e-02
2006-07-20  7.031040e-02
2006-07-21 -3.614904e-02
2006-07-24  2.535123e-02
2006-07-25  1.496488e-02
2006-07-26  4.166185e-02
2006-07-27  1.560900e-02
2006-07-28 -8.020957e-03
2006-07-31  4.040936e-02
2006-08-01  9.583088e-03
2006-08-02  7.867027e-03
2006-08-03 -2.739812e-03
2006-08-04  2.219128e-02
2006-08-07 -2.312977e-02
2006-08-08  7.530809e-03
2006-08-09  3.759497e-02
2006-08-10  4.993010e-02
2006-08-11  2.969004e-02
2006-08-14 -9.571604e-03
2006-08-16 -2.835628e-02
2006-08-17  1.834012e-02
2006-08-18 -1.662551e-02
2006-08-21  1.139019e-02
2006-08-22 -9.550940e-03
2006-08-23  1.232984e-02
2006-08-24  1.222789e-03
2006-08-25  3.941868e-03
2006-08-28  3.553591e-04
2006-08-29  1.761439e-02
2006-08-30  3.231385e-05
2006-08-31 -2.592620e-02
2006-09-01  9.042003e-03
2006-09-04  3.133915e-02
2006-09-05 -1.096887e-02
2006-09-06 -5.558443e-03
2006-09-07 -1.702234e-02
2006-09-08 -3.414449e-03
2006-09-11 -6.158045e-02
2006-09-12 -3.097963e-03
2006-09-13  3.059872e-02
2006-09-14  7.977268e-03
2006-09-15 -5.981229e-03
2006-09-18  4.033863e-02
2006-09-19 -2.666101e-02
2006-09-20  9.763258e-03
2006-09-21  3.352224e-02
2006-09-22  1.359416e-02
2006-09-25 -2.551676e-02
2006-09-26  2.703116e-02
2006-09-27  1.830485e-02
2006-09-28 -1.076357e-02
2006-09-29 -1.678302e-02
2006-10-03  4.775904e-02
2006-10-04 -1.317110e-02
2006-10-05 -7.225744e-03
2006-10-06  3.271456e-03
2006-10-09 -1.761913e-02
2006-10-10  3.324566e-02
2006-10-11 -1.459435e-02
2006-10-12  1.886865e-02
2006-10-13  5.659126e-02
2006-10-16 -1.164875e-02
2006-10-17  1.910009e-03
2006-10-18 -1.499352e-02
2006-10-19  1.023771e-02
2006-10-20 -1.379976e-02
2006-10-23  1.562179e-03
2006-10-26  2.361318e-02
2006-10-27 -4.913201e-02
2006-10-30  1.624377e-02
2006-10-31 -6.080507e-03
2006-11-01 -4.064872e-04
2006-11-02  2.650924e-03
2006-11-03  3.977865e-03
2006-11-06  2.410128e-03
2006-11-07  3.435247e-02
2006-11-08  2.396368e-02
2006-11-09  8.000023e-03
2006-11-10  1.791637e-02
2006-11-13 -7.144974e-03
2006-11-14 -1.682717e-02
2006-11-15  5.755349e-04
2006-11-16 -4.990098e-03
2006-11-17 -5.200259e-03
2006-11-20 -4.285517e-03
2006-11-21  4.117193e-02
2006-11-22  2.260540e-02
2006-11-23  2.055066e-02
2006-11-24 -1.149137e-02
2006-11-27 -1.070899e-02
2006-11-28 -8.066258e-03
2006-11-29 -1.713052e-03
2006-11-30  5.610429e-03
2006-12-01  1.105043e-02
2006-12-04 -8.227459e-03
2006-12-05 -1.700798e-02
2006-12-06 -4.295264e-02
2006-12-07 -1.102712e-02
2006-12-08 -2.007641e-03
2006-12-11 -3.093665e-02
2006-12-12 -5.866748e-02
2006-12-13  5.221259e-02
2006-12-14  1.161039e-02
2006-12-15 -7.282814e-03
2006-12-18 -1.369241e-03
2006-12-19 -1.665288e-02
2006-12-20 -3.152875e-02
2006-12-21 -8.560510e-03
2006-12-22  2.766449e-02
2006-12-26  2.365604e-02
2006-12-27  2.248401e-02
2006-12-28 -1.505571e-02
2006-12-29  3.774370e-03
2007-01-02 -2.635299e-03
2007-01-03 -4.805955e-03
2007-01-04  3.983255e-03
2007-01-05 -3.808665e-03
2007-01-08 -3.671227e-03
2007-01-09 -2.930936e-02
2007-01-10 -4.074714e-02
2007-01-11  3.185607e-02
2007-01-12  4.667407e-03
2007-01-15  2.175724e-02
2007-01-16  3.899791e-02
2007-01-17 -2.390332e-02
2007-01-18 -3.296106e-03
2007-01-19 -1.728217e-02
2007-01-22  2.494410e-02
2007-01-23 -9.748776e-03
2007-01-24 -2.577178e-03
2007-01-25  7.580702e-03
2007-01-29 -6.354054e-02
2007-01-31 -5.323073e-02
2007-02-01  2.844216e-02
2007-02-02  3.731861e-02
2007-02-05  3.203887e-02
2007-02-06  2.049431e-02
2007-02-07 -1.443143e-02
2007-02-08 -1.001156e-02
2007-02-09 -5.249972e-03
2007-02-12 -1.417255e-01
2007-02-13  1.760704e-02
2007-02-14 -2.527493e-02
2007-02-15 -2.753429e-02
2007-02-19 -9.978841e-03
2007-02-20 -4.454708e-02
2007-02-21  3.754849e-02
2007-02-22  1.736248e-02
2007-02-23  7.962138e-03
2007-02-26  7.780531e-04
2007-02-27  2.825440e-03
2007-02-28 -8.010905e-03
2007-03-01  2.629811e-02
2007-03-02 -1.586172e-02
2007-03-05 -6.518147e-02
2007-03-06  2.376183e-02
2007-03-07  2.965022e-02
2007-03-08  9.642697e-03
2007-03-09 -3.118918e-02
2007-03-12  2.307277e-02
2007-03-13  4.908589e-02
2007-03-14 -4.363670e-02
2007-03-15 -2.708365e-02
2007-03-16 -5.101336e-02
2007-03-19  1.709823e-02
2007-03-20  1.114272e-02
2007-03-21  3.718607e-03
2007-03-22  1.412097e-02
2007-03-23 -5.768720e-03
2007-03-26 -2.082349e-02
2007-03-28 -1.754239e-02
2007-03-29  2.184425e-02
2007-03-30  1.705976e-02
2007-04-02 -4.992506e-02
2007-04-03  7.928318e-03
2007-04-04 -1.637779e-03
2007-04-05  1.171478e-02
2007-04-09  2.002700e-02
2007-04-10  5.496404e-03
2007-04-11  6.201901e-02
2007-04-12 -4.969040e-03
2007-04-13  4.976690e-02
2007-04-16  7.444299e-02
2007-04-17 -3.685840e-02
2007-04-18  3.127665e-02
2007-04-19  5.761497e-05
2007-04-20  8.960017e-03
2007-04-23 -3.831529e-02
2007-04-24  2.062456e-02
2007-04-25  1.803972e-02
2007-04-26  2.935883e-02
2007-04-27 -3.260979e-02
2007-04-30  2.883776e-03
2007-05-03  1.324000e-02
2007-05-04 -4.228227e-03
2007-05-07  7.926729e-03
2007-05-08  3.045609e-03
2007-05-09  3.261141e-02
2007-05-10  5.785583e-03
2007-05-11 -1.800568e-02
2007-05-14  1.520916e-02
2007-05-15 -9.516543e-02
2007-05-16 -2.817866e-03
2007-05-17  2.775216e-03
2007-05-18 -3.836284e-03
2007-05-21  1.323916e-03
2007-05-22  1.612000e-02
2007-05-23  3.996825e-03
2007-05-24 -2.098797e-04
2007-05-25  1.763724e-01
2007-05-28 -6.840949e-02
2007-05-29  1.008011e-02
2007-05-30 -7.848040e-03
2007-05-31  2.415475e-03
2007-06-01 -3.021590e-05
2007-06-04  1.443630e-03
2007-06-05  4.871210e-02
2007-06-06 -3.173116e-02
2007-06-07  4.686277e-02
2007-06-08 -2.277174e-02
2007-06-11  4.153065e-03
2007-06-12 -1.652574e-02
2007-06-13 -2.163031e-02
2007-06-14  1.392963e-02
2007-06-15  5.540325e-02
2007-06-18 -2.404740e-02
2007-06-19  2.476834e-02
2007-06-20 -3.214403e-03
2007-06-21 -4.062905e-03
2007-06-22  1.885169e-03
2007-06-25 -1.139168e-02
2007-06-26  5.302694e-02
2007-06-27  6.470427e-02
2007-06-28 -2.722023e-02
2007-06-29  4.450819e-03
2007-07-02 -4.060801e-03
2007-07-03  9.124868e-03
2007-07-04 -1.551199e-02
2007-07-05 -1.480693e-02
2007-07-06  2.930848e-02
2007-07-09  4.459378e-03
2007-07-10 -4.030226e-02
2007-07-11  3.852039e-03
2007-07-12  1.028218e-02
2007-07-13  6.593757e-03
2007-07-16 -6.244818e-03
2007-07-17  4.930980e-03
2007-07-18  6.297981e-03
2007-07-19  2.119703e-03
2007-07-20  1.477513e-02
2007-07-23  1.954576e-02
2007-07-24 -2.105152e-02
2007-07-25 -6.678269e-02
2007-07-26 -7.477115e-02
2007-07-27  6.186416e-03
2007-07-30 -4.396835e-02
2007-07-31  1.629663e-02
2007-08-01 -5.508570e-02
2007-08-02  2.333404e-02
2007-08-03  1.070602e-02
2007-08-06 -3.785294e-02
2007-08-07  4.233951e-02
2007-08-08  2.309912e-02
2007-08-09 -9.089353e-03
2007-08-10  2.535336e-02
2007-08-13  4.860972e-03
2007-08-14 -3.296784e-03
2007-08-16 -7.494866e-02
2007-08-17 -2.344970e-02
2007-08-20  1.023206e-01
2007-08-21 -5.402527e-02
2007-08-22  4.446350e-02
2007-08-23 -2.377877e-02
2007-08-24 -2.124208e-02
2007-08-27  3.394018e-02
2007-08-28 -2.529035e-02
2007-08-29 -8.436596e-03
2007-08-30  1.994289e-02
2007-08-31  1.075928e-02
2007-09-03 -4.473728e-03
2007-09-04 -3.222030e-03
2007-09-05  2.917794e-02
2007-09-06  8.607023e-03
2007-09-07 -1.402611e-02
2007-09-10 -3.544939e-03
2007-09-11  3.701969e-02
2007-09-12  7.420635e-03
2007-09-13  3.613296e-02
2007-09-14 -7.326132e-03
2007-09-17  1.589007e-02
2007-09-18  3.015983e-02
2007-09-19  2.299382e-02
2007-09-20  2.296000e-02
2007-09-21 -2.386892e-02
2007-09-24 -1.512160e-02
2007-09-25 -5.328794e-03
2007-09-26 -1.031273e-03
2007-09-27  1.069318e-02
2007-09-28  1.396261e-03
2007-10-01  1.581695e-02
2007-10-03  5.300363e-02
2007-10-04  5.443830e-02
2007-10-05  6.719906e-03
2007-10-08 -4.524018e-04
2007-10-09  1.565700e-02
2007-10-10  5.613668e-02
2007-10-11  3.471195e-03
2007-10-12 -4.344601e-02
2007-10-15  3.478735e-02
2007-10-16  1.988078e-02
2007-10-17 -3.962878e-03
2007-10-18 -8.047512e-02
2007-10-19 -4.736631e-02
2007-10-22  1.176582e-02
2007-10-23  8.778568e-02
2007-10-24  9.576961e-02
2007-10-25  1.028867e-02
2007-10-26  1.296552e-02
2007-10-29  2.479506e-02
2007-10-30 -7.746073e-03
2007-10-31 -3.598502e-03
2007-11-01 -1.023271e-03
2007-11-02  3.203781e-04
2007-11-05 -1.543403e-02
2007-11-06 -5.913175e-03
2007-11-07 -1.515872e-02
2007-11-08 -5.284350e-03
2007-11-12  7.472781e-03
2007-11-13  3.306153e-02
2007-11-14  1.816534e-02
2007-11-15  1.586176e-02
2007-11-16  1.715356e-02
2007-11-19  1.532733e-02
2007-11-20 -2.826611e-02
2007-11-21 -6.320105e-02
2007-11-22 -4.216088e-02
2007-11-23  1.616535e-02
2007-11-26  4.039232e-02
2007-11-27 -1.404163e-02
2007-11-28 -3.111977e-02
2007-11-29 -1.574216e-02
2007-11-30  4.216458e-02
2007-12-03 -9.483758e-03
2007-12-04  1.567083e-03
2007-12-05  5.620792e-03
2007-12-06  2.691509e-02
2007-12-07 -2.234326e-03
2007-12-10  3.059120e-02
2007-12-11  2.541423e-02
2007-12-12 -1.631163e-02
2007-12-13 -2.120643e-02
2007-12-14 -7.097052e-03
2007-12-17 -6.586445e-02
2007-12-18  1.663847e-02
2007-12-19  2.276416e-02
2007-12-20 -3.254320e-02
2007-12-24  4.137826e-02
2007-12-26 -1.046373e-02
2007-12-27  2.249056e-02
2007-12-28 -1.803813e-02
2007-12-31  1.818593e-02
2008-01-01  7.419509e-03
2008-01-02  4.847059e-03
2008-01-03  2.455181e-02
2008-01-04  1.371024e-02
2008-01-07  6.578887e-02
2008-01-08  4.614688e-02
2008-01-09 -1.509874e-02
2008-01-10 -1.255510e-02
2008-01-11 -3.888395e-02
2008-01-14  4.343107e-03
2008-01-15 -4.115645e-02
2008-01-16 -2.884197e-02
2008-01-17 -4.801070e-03
2008-01-18 -4.073542e-02
2008-01-21 -3.537196e-02
2008-01-22 -6.216788e-02
2008-01-23  7.652775e-02
2008-01-24 -9.467115e-02
2008-01-25  6.748516e-03
2008-01-28 -7.417599e-02
2008-01-29  8.434911e-02
2008-01-30 -7.125703e-02
2008-01-31 -3.193372e-02
2008-02-01  4.006535e-02
2008-02-04  4.169136e-02
2008-02-05 -2.316605e-02
2008-02-06 -3.443826e-02
2008-02-07 -2.768848e-02
2008-02-08  9.630987e-03
2008-02-11 -2.889459e-02
2008-02-12 -4.097170e-03
2008-02-13  4.285185e-02
2008-02-14  7.922095e-02
2008-02-15 -1.614016e-02
2008-02-18 -2.995281e-02
2008-02-19 -1.930700e-02
2008-02-20 -2.600715e-02
2008-02-21 -4.146042e-04
2008-02-22 -1.415223e-02
2008-02-25 -2.427552e-02
2008-02-26  5.842657e-02
2008-02-27 -3.049468e-02
2008-02-28 -1.683383e-02
2008-02-29 -6.093867e-02
2008-03-03 -1.097531e-01
2008-03-04 -4.755095e-02
2008-03-05 -1.027419e-02
2008-03-07  3.998932e-02
2008-03-10  1.085512e-02
2008-03-11  7.868313e-02
2008-03-12 -1.733612e-02
2008-03-13 -9.621396e-02
2008-03-14  2.821585e-02
2008-03-17 -4.732506e-02
2008-03-18  1.280333e-02
2008-03-19 -1.582637e-02
2008-03-24 -2.215843e-02
2008-03-25  1.720003e-02
2008-03-26 -2.491586e-02
2008-03-27  4.956220e-02
2008-03-28  1.196154e-01
2008-03-31 -2.301940e-02
2008-04-01  6.338206e-02
2008-04-02  1.523507e-02
2008-04-03 -4.663302e-02
2008-04-04  2.041172e-02
2008-04-07  5.559137e-02
2008-04-08 -1.195350e-02
2008-04-09  4.528335e-02
2008-04-10 -4.431783e-02
2008-04-11  2.637272e-03
2008-04-15  7.088964e-03
2008-04-16 -8.364255e-03
2008-04-17  3.382061e-02
2008-04-21  1.989478e-02
2008-04-22 -2.781647e-02
2008-04-23 -3.681303e-02
2008-04-24 -2.402733e-03
2008-04-25  1.569580e-02
2008-04-28 -3.937644e-02
2008-04-29  2.906597e-02
2008-04-30  2.487834e-03
2008-05-02  6.471317e-03
2008-05-05  3.678803e-03
2008-05-06 -1.665034e-02
2008-05-07 -8.768204e-03
2008-05-08 -1.046250e-02
2008-05-09 -3.124255e-02
2008-05-12  3.078182e-02
2008-05-13 -1.576737e-03
2008-05-14  1.907532e-02
2008-05-15  3.111466e-02
2008-05-16  5.169841e-02
2008-05-20  3.392454e-02
2008-05-21 -2.988953e-02
2008-05-22 -6.100736e-02
2008-05-23  2.201622e-02
2008-05-26  2.747679e-02
2008-05-27 -2.533748e-02
2008-05-28 -2.601725e-02
2008-05-29 -5.061508e-02
2008-05-30  8.540596e-03
2008-06-02 -3.314461e-02
2008-06-03 -3.643384e-02
2008-06-04 -4.611426e-02
2008-06-05  8.820108e-02
2008-06-06  3.933876e-02
2008-06-09 -6.734785e-02
2008-06-10  2.901293e-02
2008-06-11  3.731659e-03
2008-06-12 -5.846076e-02
2008-06-13 -3.942873e-02
2008-06-16 -1.316996e-02
2008-06-17  1.130529e-02
2008-06-18  2.266462e-02
2008-06-19 -1.087805e-02
2008-06-20 -1.264627e-02
2008-06-23 -6.683971e-02
2008-06-24  5.004300e-02
2008-06-25  1.860136e-02
2008-06-26 -1.450219e-03
2008-06-27 -5.556660e-02
2008-06-30 -6.350511e-02
2008-07-01 -9.985754e-02
2008-07-02  2.066574e-02
2008-07-03 -1.058841e-01
2008-07-04  6.832886e-02
2008-07-07  1.514254e-02
2008-07-08  1.010783e-02
2008-07-09  5.916429e-02
2008-07-10 -2.004470e-03
2008-07-11 -3.309072e-02
2008-07-14 -2.222891e-02
2008-07-15 -5.555117e-02
2008-07-16  1.666570e-02
2008-07-17  3.523234e-02
2008-07-18 -1.137659e-03
2008-07-21 -2.165642e-03
2008-07-22  2.447572e-02
2008-07-23  9.813979e-02
2008-07-24 -1.817132e-02
2008-07-25 -2.159275e-02
2008-07-28  1.121759e-02
2008-07-29 -7.590382e-03
2008-07-30  3.128247e-02
2008-07-31  2.054437e-02
2008-08-01  6.840276e-02
2008-08-04 -1.245798e-02
2008-08-05  1.992875e-02
2008-08-06  7.856133e-03
2008-08-07 -1.643838e-05
2008-08-08  1.759592e-02
2008-08-11  1.530709e-02
2008-08-12 -2.123583e-02
2008-08-13 -8.224215e-03
2008-08-14 -5.599585e-03
2008-08-18 -3.056315e-02
2008-08-19  1.925497e-02
2008-08-20 -8.246982e-03
2008-08-21 -4.552880e-02
2008-08-22  3.937115e-03
2008-08-25 -4.432645e-02
2008-08-26 -4.303727e-02
2008-08-27 -1.198382e-02
2008-08-28  1.926958e-02
2008-08-29  4.470233e-02
2008-09-01 -5.814022e-03
2008-09-02  5.887436e-02
2008-09-04 -1.186555e-02
2008-09-05 -5.126554e-03
2008-09-08  4.417382e-02
2008-09-09  2.158685e-02
2008-09-10  1.298041e-02
2008-09-11 -6.877206e-02
2008-09-12 -3.538550e-02
2008-09-15 -3.671352e-02
2008-09-16 -4.925652e-02
2008-09-17 -2.144450e-02
2008-09-18  6.406216e-02
2008-09-19  1.082064e-02
2008-09-22 -6.560427e-02
2008-09-23 -2.510208e-02
2008-09-24  1.424640e-02
2008-09-25 -7.634043e-02
2008-09-26 -3.629718e-02
2008-09-29 -1.321165e-01
2008-09-30 -8.765837e-03
2008-10-01 -8.187272e-03
2008-10-03 -2.308664e-02
2008-10-06 -1.482816e-01
2008-10-07 -2.029664e-02
2008-10-08 -9.354752e-02
2008-10-10 -1.940120e-01
2008-10-13  1.422090e-01
2008-10-14  3.741232e-02
2008-10-15 -7.845055e-02
2008-10-16 -9.744113e-02
2008-10-17 -7.924482e-02
2008-10-20 -1.596860e-02
2008-10-21  8.021257e-02
2008-10-22 -7.061930e-02
2008-10-23 -9.386279e-02
2008-10-24 -5.155772e-01
2008-10-27  8.961897e-03
2008-10-29 -1.572422e-02
2008-10-31 -3.826100e-02
2008-11-03  3.144105e-02
2008-11-04  1.906921e-01
2008-11-05  5.740447e-02
2008-11-06  2.565036e-02
2008-11-07  1.605851e-01
2008-11-10 -2.470343e-02
2008-11-11 -1.472394e-01
2008-11-12 -4.084650e-02
2008-11-14 -4.353708e-02
2008-11-17 -1.438335e-03
2008-11-18 -7.194711e-02
2008-11-19 -6.171006e-02
2008-11-20 -2.083573e-02
2008-11-21  5.975807e-02
2008-11-24 -5.468241e-02
2008-11-25 -9.951832e-02
2008-11-26 -4.550521e-02
2008-11-28  2.963124e-02
2008-12-01 -5.387085e-02
2008-12-02 -6.642598e-02
2008-12-03  2.051789e-02
2008-12-04  9.896098e-02
2008-12-05  2.182593e-02
2008-12-08  5.204308e-02
2008-12-10  9.122236e-02
2008-12-11  2.162011e-02
2008-12-12  4.345600e-02
2008-12-15  4.259685e-02
2008-12-16  6.355663e-02
2008-12-17 -9.923335e-02
2008-12-18  1.086101e-01
2008-12-19 -4.744891e-03
2008-12-22  3.584321e-02
2008-12-23 -5.588433e-02
2008-12-24  2.294730e-02
2008-12-26 -2.478940e-02
2008-12-29  6.179690e-02
2008-12-30  5.346980e-03
2008-12-31  2.559082e-02
2009-01-02  3.587525e-02
2009-01-05  4.730371e-02
2009-01-06  1.873567e-03
2009-01-07 -2.555676e-01
2009-01-09  7.047309e-03
2009-01-12 -5.009963e-02
2009-01-13 -4.963949e-02
2009-01-14  4.743991e-02
2009-01-15 -4.142498e-02
2009-01-16  5.116882e-02
2009-01-19  7.478735e-02
2009-01-20 -4.280279e-02
2009-01-21 -4.374996e-02
2009-01-22 -1.374508e-02
2009-01-23 -5.726058e-03
2009-01-27 -3.821024e-02
2009-01-28 -2.328595e-02
2009-01-29 -2.497722e-02
2009-01-30  5.475770e-02
2009-02-02 -6.069118e-02
2009-02-03 -3.393182e-02
2009-02-04 -2.197056e-02
2009-02-05  2.392699e-02
2009-02-06  1.539970e-02
2009-02-09  2.974395e-02
2009-02-10  3.964916e-04
2009-02-11  1.694403e-02
2009-02-12 -3.989502e-03
2009-02-13  2.963513e-02
2009-02-16 -4.546303e-02
2009-02-17 -7.862258e-02
2009-02-18  8.825271e-03
2009-02-19  2.760094e-02
2009-02-20 -3.644663e-02
2009-02-24 -2.411454e-02
2009-02-25  2.611742e-02
2009-02-26 -1.054577e-02
2009-02-27 -5.734735e-03
2009-03-02 -5.264632e-02
2009-03-03 -6.109712e-03
2009-03-04 -9.098182e-04
2009-03-05 -5.330769e-02
2009-03-06 -3.469483e-02
2009-03-09 -5.334212e-03
2009-03-12 -4.366350e-02
2009-03-13  3.869275e-02
2009-03-16  1.758898e-02
2009-03-17  2.702738e-02
2009-03-18  5.424530e-02
2009-03-19 -6.178154e-03
2009-03-20  6.971137e-03
2009-03-23  6.140644e-02
2009-03-24  5.439881e-02
2009-03-25  4.829625e-02
2009-03-26 -5.186996e-03
2009-03-27  1.925447e-02
2009-03-30 -9.524346e-02
2009-03-31  2.429249e-02
2009-04-01  9.495510e-02
2009-04-02  8.973247e-02
2009-04-06  9.856025e-02
2009-04-08  3.453540e-02
2009-04-09 -9.984190e-03
2009-04-13  1.106147e-01
2009-04-15  6.959712e-02
2009-04-16 -2.036715e-01
2009-04-17  3.197813e-02
2009-04-20  1.241373e-02
2009-04-21 -2.029383e-02
2009-04-22  6.857601e-02
2009-04-23  2.133122e-02
2009-04-24  4.937639e-02
2009-04-27 -2.185230e-02
2009-04-28 -6.948338e-02
2009-04-29  5.700012e-02
2009-04-30  5.102445e-03
2009-05-04  3.121557e-02
2009-05-05  9.377345e-02
2009-05-06  1.956206e-02
2009-05-07  4.870230e-02
2009-05-08 -1.522889e-02
2009-05-11 -1.414440e-02
2009-05-12  7.417152e-02
2009-05-13 -4.969317e-02
2009-05-14 -1.665315e-02
2009-05-15  1.418987e-02
2009-05-18  1.975027e-01
2009-05-19 -3.726139e-02
2009-05-20  3.106697e-02
2009-05-21 -2.417477e-02
2009-05-22  3.889410e-02
2009-05-25 -4.921851e-02
2009-05-26 -3.025287e-02
2009-05-27  3.439410e-02
2009-05-28  1.147694e-02
2009-05-29  7.623459e-02
2009-06-01  1.504530e-01
2009-06-02 -2.542865e-02
2009-06-03  1.312744e-01
2009-06-04  8.059136e-02
2009-06-05 -4.365687e-02
2009-06-08 -7.242045e-02
2009-06-09  2.992336e-02
2009-06-10 -1.446023e-02
2009-06-11 -1.962457e-02
2009-06-12 -1.877080e-02
2009-06-15 -1.914529e-02
2009-06-16  2.915106e-02
2009-06-17 -6.639551e-02
2009-06-18 -1.142164e-01
2009-06-19  1.047070e-01
2009-06-22 -1.961332e-02
2009-06-23 -1.721287e-02
2009-06-24  8.721310e-02
2009-06-25  8.507494e-03
2009-06-26  4.934863e-02
2009-06-29 -5.281641e-02
2009-06-30 -1.206476e-01
2009-07-01  2.890198e-02
2009-07-02 -2.330130e-02
2009-07-03  2.503059e-02
2009-07-06 -7.793184e-02
2009-07-07 -1.233605e-02
2009-07-08 -1.111910e-01
2009-07-09 -9.972288e-03
2009-07-10 -3.616416e-02
2009-07-13 -3.505957e-02
2009-07-14  1.104752e-01
2009-07-15  4.615616e-02
2009-07-16 -1.138724e-02
2009-07-17  3.116809e-02
2009-07-20 -1.540163e-02
2009-07-21 -3.416415e-02
2009-07-22  3.139978e-03
2009-07-23  5.529972e-02
2009-07-24  7.001154e-02
2009-07-27  2.948082e-02
2009-07-28  6.019730e-03
2009-07-29 -5.434590e-02
2009-07-30 -2.004803e-02
2009-07-31  5.922785e-03
2009-08-03 -4.207600e-02
2009-08-04  1.801349e-02
2009-08-05 -5.785888e-03
2009-08-06 -4.506591e-02
2009-08-07 -6.093823e-02
2009-08-10 -6.802150e-02
2009-08-11  3.072022e-02
2009-08-12  3.040761e-02
2009-08-13  4.794361e-02
2009-08-14 -2.309451e-02
2009-08-17 -3.414926e-02
2009-08-18  3.437621e-02
2009-08-19 -3.886953e-02
2009-08-20  6.853749e-03
2009-08-21  1.722317e-02
2009-08-24  1.467837e-02
2009-08-25  4.423148e-02
2009-08-26  1.655193e-02
2009-08-27 -2.448305e-02
2009-08-28  2.581012e-02
2009-08-31  9.301986e-04
2009-09-01  1.680335e-02
2009-09-02  2.014767e-02
2009-09-03  3.080938e-02
2009-09-04  3.964916e-04
2009-09-07  2.651279e-02
2009-09-08 -1.430245e-02
2009-09-09 -1.301992e-02
2009-09-10 -2.956256e-02
2009-09-11 -1.205177e-02
2009-09-14 -1.009678e-02
2009-09-15  3.155166e-02
2009-09-16  9.050137e-03
2009-09-17 -6.724647e-03
2009-09-18  1.358130e-02
2009-09-22  1.638882e-02
2009-09-23 -6.358030e-02
2009-09-24 -2.692902e-02
2009-09-25  9.394729e-04
2009-09-29  5.270642e-03
2009-09-30 -9.921330e-03
2009-10-01  7.467525e-03
2009-10-05 -5.704893e-02
2009-10-06  9.704256e-04
2009-10-07 -2.105981e-02
2009-10-08  1.378818e-02
2009-10-09 -1.065331e-02
2009-10-12  1.433396e-02
2009-10-13  2.700698e-03
2009-10-14 -1.526053e-02
2009-10-15  4.161582e-02
2009-10-16  2.637344e-03
2009-10-20 -2.798226e-02
2009-10-21 -7.695992e-03
2009-10-22 -1.716836e-02
2009-10-23 -4.340071e-03
2009-10-26 -3.956043e-02
2009-10-27 -5.679826e-02
2009-10-28 -3.555941e-02
2009-10-29 -3.198661e-02
2009-10-30 -6.545013e-02
2009-11-03 -1.373107e-01
2009-11-04 -5.429082e-02
2009-11-05  1.255063e-01
2009-11-06  5.941988e-02
2009-11-09  1.150280e-03
2009-11-10 -1.939099e-02
2009-11-11  4.032638e-02
2009-11-12  2.519725e-02
2009-11-13 -3.928550e-02
[ reached getOption("max.print") -- omitted 2469 rows ]

### Black-Scholes formula-R

Black-Scholes formula-R > BlackScholes <- function(TypeFlag = c("c", "p"), S, X, Time, r, b, sigma) { TypeFla...