Stock Price Implied Volatility Standard Deviation (SD)

$100 20% 20

SD Increments Data Normalize

-3 40 0.000221592420597
-2.9 42 0.000297626620989
-2.8 44 0.000395772579149
-2.7 46 0.000521046740721
-2.6 48 0.000679148461684
-2.5 50 0.000876415024678
-2.4 52 0.001119726514742
-2.3 54 0.00141635188708
-2.2 56 0.001773729642312
-2.1 58 0.002199179799021
-2 60 0.002699548325659 SD-2 Line
-1.9 62 0.003280790738734 60 0
-1.8 64 0.003947507915045 60 0.0026995
-1.7 66 0.004702453868844
-1.6 68 0.005546041733973
-1.5 70 0.006475879783295
-1.4 72 0.007486373281787
-1.3 74 0.00856842960239
-1.2 76 0.009709302749161
-1.1 78 0.010892608851628
-1 80 0.012098536225957 SD-1 Line
-0.9 82 0.013304262494938 80 0
-0.8 84 0.014484577638074 80 0.0120985
-0.7 86 0.015612696668338
-0.6 88 0.01666123014459
-0.5 90 0.017603266338215
-0.4 92 0.018413507015166
-0.3 94 0.019069390773026
-0.2 96 0.019552134698773
-0.1 98 0.019847627373851
0 100 0.019947114020072 Mean Line
0.1 102 0.019847627373851 100 0
0.2 104 0.019552134698773 100 0.0199471
0.3 106 0.019069390773026
0.4 108 0.018413507015166
0.5 110 0.017603266338215
0.6 112 0.01666123014459
0.7 114 0.015612696668338
0.8 116 0.014484577638074
0.9 118 0.013304262494938
1 120 0.012098536225957 SD+1 Line
1.1 122 0.010892608851628 120 0
1.2 124 0.009709302749161 120 0.0120985
1.3 126 0.00856842960239
1.4 128 0.007486373281787
1.5 130 0.006475879783295
1.6 132 0.005546041733973
1.7 134 0.004702453868844
1.8 136 0.003947507915045
1.9 138 0.003280790738734
2 140 0.002699548325659 SD+2 Line
2.1 142 0.002199179799021 140 0
2.2 144 0.001773729642312 140 0.0026995
2.3 146 0.00141635188708
2.4 148 0.001119726514742
2.5 150 0.000876415024678
2.6 152 0.000679148461684
2.7 154 0.000521046740721
2.8 156 0.000395772579149
2.9 158 0.000297626620989
3 160 0.000221592420597
$20

$40

$60

$80

$100

$120
$120

$140

$160

$180