Dividend and volatility parameters

In order to estimate margins, the parameters can be used in combination with the Margin Estimator.

Please note that the figures contained in this file are estimates. They are based on theoretical assumptions, so should not be used as a basis for making trading decisions.

Dividend estimates
Dividend estimates are an approximation, not a known figure. Dividend estimates will also change from time to time.

Volatility estimates
Only one volatility estimate per class is provided. This figure is a weekly, weighted approximation of implied volatility on all option orders in that class.

No skew of any kind is taken into account. If you do not understand the implications of skew, you should not use these figures.

Volatility estimates are based on historical data. In reality, implied volatility changes constantly and reflects a number of factors including an option’s exercise price and time to expiry.

As both dividend and volatility estimates ultimately are subjective ASX will not enter into any discussion on their validity. Please read the disclaimer before using the information in this file.

The download is in Excel format Current dividend and volatility parameters (Microsoft Excel 44KB). Last Updated 1 December 2008.

2008

01 December 2008 (PDF 33KB)
25 November 2008 (PDF 33KB)
18 November 2008 (PDF 33KB)
11 November 2008 (PDF 33KB)
04 November 2008 (PDF 33KB)
27 October 2008 (PDF 33KB)
20 October 2008 (PDF 33KB)
13 October 2008 (PDF 33KB)
08 October 2008 (PDF 33KB)
29 September 2008 (PDF 33KB)
22 September 2008 (PDF 33KB)
15 September 2008 (PDF 33KB)
08 September 2008 (PDF 33KB)
01 September 2008 (PDF 33KB)
25 August 2008 (PDF 33KB)
18 August 2008 (PDF 33 KB)
11 August 2008 (PDF 33KB)
04 August 2008 (PDF 47KB)
28 July 2008 (PDF 47KB)
21 July 2008 (PDF 47KB)
14 July 2008 (PDF 47KB)
07 July 2008 (PDF 47KB)
30 June 2008 (PDF 47KB)
23 June 2008 (PDF 47KB)
16 June 2008 (PDF 47KB)
11 June 2008 (PDF 47KB)
02 June 2008 (PDF 47KB)
26 May 2008 (PDF 47KB)
19 May 2008 (PDF 47KB)
12 May 2008 (PDF 47KB)
06 May 2008 (PDF 47KB)
28 April 2008 (PDF 47KB)
21 April 2008 (PDF 47KB)
14 April 2008 (PDF 47KB)
07 April 2008 (PDF 47KB)
31 March 2008 (PDF 47KB)
25 March 2008 (PDF 47KB)
17 March 2008 (PDF 47KB)
12 March 2008 (PDF 47KB)
10 March 2008 (PDF 47KB)
03 March 2008 (PDF 47KB)
25 February 2008 (PDF 47KB)
18 February 2008 (PDF 47KB)
11 February 2008 (PDF 47KB)
04 February 2008 (PDF 47KB)
29 January 2008 (PDF 47KB)
21 January 2008 (PDF 47KB)
14 January 2008 (PDF 47KB) 
07 January 2008 (PDF 47 KB)

2007

17 December 2007 (PDF 45 KB)
11 December 2007 (PDF 45 KB)
04 December 2007 (PDF 45 KB)
27 November 2007 (PDF 45 KB)
20 November 2007 (PDF 45KB)
12 November 2007 (PDF 45 KB)
05 November 2007 (PDF 45 KB)
29 October 2007 (PDF 50 KB)
23 October 2007 (PDF 50 KB)
16 October 2007 (PDF 50 KB)
08 October 2007 (PDF 50 KB)
02 October 2007 (PDF 50 KB)
25 September 2007 (PDF 50 KB)
17 September 2007 (PDF 48KB)
11 September 2007 (PDF 48KB) 
03 September 2007 (PDF 48KB)
27 August 2007 (PDF 48KB
21 August 2007 (PDF 45KB)
14 August 2007 (PDF 48KB)
06 August 2007 (PDF 48KB)
30 July 2007 (PDF 48KB)
23 July 2007 (PDF 48KB)
17July 2007 (PDF 48KB)
02 July 2007 (PDF 48KB)
26 June 2007 (PDF 48KB)
18 June 2007 (PDF 48KB)
12 June 2007 (PDF 48KB)
05 June 2007 (PDF 48KB)
28 May 2007 (PDF 48KB) 
21 May 2007 (PDF 48KB 
16 May 2007 (PDF 48KB)
24 April 2007 (PDF 48KB)
10 April 2007 (PDF 48KB)
03 April 2007 (PDF 48KB)
27 March 2007 (PDF 48KB)
20 March 2007 (PDF 48KB)
13 March 2007 (PDF 48KB)
06 March 2007 (PDF 48KB)
27 February 2007 (PDF 48KB)
20 February 2007 (PDF 48KB)
05 February 2007 (PDF 48KB)
29 January 2007 (PDF 48KB)
22 January 2007 (PDF 48KB)
15 January 2007 (PDF 48KB)
08 January 2007 (PDF 48KB)
02 January 2007 (PDF 48KB)

2006

18 December 2006 (PDF 44KB)
11 December 2006 (PDF 44KB)
04 December 2006 (PDF 44KB)
27 November 2006 (PDF 44KB)
20 November 2006 (PDF 44KB)
13 November 2006 (PDF 44KB)
06 November 2006 (PDF 44KB)
30 October 2006 (PDF 44KB)
23 October 2006 (PDF 44KB)
16 October 2006 (PDF 44KB)
09 October 2006 (PDF 44KB)
03 October 2006 (PDF 44KB)
25 September 2006 (PDF 44KB)
18 September 2006 (PDF 44KB)
11 September 2006 (PDF 44KB)
04 September 2006 (PDF 44KB)
28 August 2006 (PDF 44KB)
21 August 2006 (PDF 44KB)
14 August 2006 (PDF 44KB)
07 August 2006 (PDF 44KB)
31 July 2006 (PDF 44KB)
24 July 2006 (PDF 44KB)
17 July 2006 (PDF 44KB)
10 July 2006 (PDF 44KB)
03 July 2006 (PDF 44KB)
26 June 2006 (PDF 44KB)
19 June 2006 (PDF 44KB)
13 June 2006 (PDF 44KB)
05 June 2006 (PDF 44KB)
29 May 2006 (PDF 44KB)
22 May 2006 (PDF 44KB)
18 May 2006 (PDF 44KB) - file not produced Monday 15 May
08 May 2006 (PDF 44KB)
01 May 2006 (PDF 44KB)
24 April 2006 (PDF 44KB)
18 April 2006 (PDF 44KB)
10 April 2006 (PDF 44KB)
03 April 2006 (PDF 44KB)
27 March 2006 (PDF 44KB)
20 March 2006 (PDF 44KB)
13 March 2006 (PDF 44KB)
06 March 2006 (PDF 44KB)
27 February 2006 (PDF 44KB)
20 February 2006 (PDF 44KB)
13 February 2006 (PDF 44KB)
06 February 2006 (PDF 44KB)
30 January 2006 (PDF 44KB)
23 January 2006 (PDF 44KB)
16 January 2006 (PDF 44KB)
09 January 2006 (PDF 44KB)
03 January 2006 (PDF 44KB

2005 

26 December 2005 - due to public holiday, no data available this week
19 December 2005 (PDF 44KB)
12 December 2005 (PDF 44KB)
05 December 2005 (PDF 44KB)
28 November 2005 (PDF 44KB)
21 November 2005 (PDF 44KB)
14 November 2005 (PDF 44KB)
07 November 2005 (PDF 44KB)
31 October 2005 - no data available this week
24 October 2005 (PDF 44KB)
17 October 2005 (PDF 44KB)
11 October 2005 (PDF 44KB)
03 October 2005 - no data available this week
26 September 2005 (PDF 44KB)
19 September 2005 - no data available this week
12 September 2005 (PDF 44KB)
05 September 2005 (PDF 44KB)
29 August 2005 (PDF 44KB)
22 August 2005 (PDF 44KB)
15 August 2005 (PDF 44KB)
08 August 2005 (PDF 44KB)
01 August 2005 (PDF 44KB)
25 July 2005 (PDF 44KB)
18 July 2005 (PDF 44KB)
11 July 2005 (PDF 44KB)
04 July 2005 (PDF 44KB)
27 June 2005 (PDF 44KB)
20 June 2005 (PDF 44KB)
06 June 2005 (PDF 44KB)
30 May 2005 (PDF 44KB)
23 May 2005 (PDF 44KB)
16 May 2005 (PDF 44KB)
09 May 2005 (PDF 44KB)
02 May 2005 (PDF 44KB)
18 April 2005 (PDF 44KB)
11 April 2005 (PDF 44KB)
21 March 2005 (PDF 44KB)
14 March 2005 (PDF 44KB)
07 March 2005 (PDF 44KB)
28 February 2005 (PDF 44KB)
21 February 2005 (PDF 44KB)
14 February 2005 (PDF 44KB)
07 February 2005 (PDF 44KB)
31 January 2005 (PDF 44KB)
24 January 2005 (PDF 44KB)
17 January 2005 (PDF 44KB)
10 January 2005 (PDF 44KB)
04 January 2005 (PDF 44KB)

2004

20 December 2004 (PDF 44KB)
13 December 2004 (PDF 44KB)
06 December 2004 (PDF 44KB)
29 November 2004 (PDF 44KB)
22 November 2004 (PDF 44KB)
15 November 2004 (PDF 44KB)
08 November 2004 (PDF 44KB)
01 November 2004 (PDF 44KB)
25 October 2004 (PDF 44KB)
18 October 2004 (PDF 34KB)
11 October 2004 (PDF 34KB)
30 August 2004 (PDF 39KB)
23 August 2004 (PDF 39KB)
16 August 2004 (PDF 39KB)
26 July 2004 (PDF 39KB)
19 July 2004 (PDF 39KB)
12 July 2004 (PDF 39KB)
06 July 2004 (PDF 39KB)
28 June 2004 (PDF 39KB)
21 June 2004 (PDF 39KB)
15 June 2004 (PDF 39KB)
07 June 2004 (PDF 39KB)
31 May 2004 (PDF 39KB)
24 May 2004 (PDF 39KB)
17 May 2004 (PDF 39KB)
03 May 2004 (PDF 39KB)
26 April 2004 (PDF 39KB)
19 April 2004 (PDF 39KB)
05 April 2004 (PDF 39KB)
29 March 2004 (PDF 39KB)
22 March 2004 (PDF 39KB)
15 March 2004 (PDF 39KB)
08 March 2004 (PDF 39KB)
01 March 2004 (PDF 39KB)
23 February 2004 (PDF 39KB)
16 February 2004 (PDF 39KB)
09 February 2004 (PDF 39KB)
02 February 2004 (PDF 39KB)
19 January 2004 (PDF 39KB)
12 January 2004 (PDF 39KB)
05 January 2004 (PDF 39KB)

Details of dividends declared on option stocks.

Disclaimer
The use of the Dividend and Volatility Parameters is at your risk. It is not a substitute for professional advice and should not be relied on to make investment decisions, which should always be taken with the assistance of a licensed investment adviser.

No liability will be accepted for any loss or damage suffered as a consequence of any use or purported reliance on the Dividend and Volatility Parameters.

Your attention is also drawn to the General Conditions which should be viewed in conjunction with this Disclaimer.