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DateSymbolUnderlying Close Price (A)Underlying Previous Day Close Price (B)Underlying Log Returns (C) = LN(A/B)Previous Day Underlying Volatility (D)Current Day Underlying Daily Volatility (E) = Sqrt(0.995*D*D + 0.005*C*C)Underlying Annualised Volatility (F) = E*Sqrt(365)