Wonderboy: Here are a few place where Volatility is calculated. It's not exactly what you are looking for but might serve as a basis for some derivative work. Volatility is calculated in the spreadsheets described here <A HREF="http://www.gummy-stuff.org/simple-download.htm" target="_blank">http://www.gummy-stuff.org/simple-download.htm</A> and here <A HREF="http://www.gummy-stuff.org/asset-correlation.htm" target="_blank">http://www.gummy-stuff.org/asset-correlation.htm</A> and here <A HREF="http://www.gummy-stuff.org/weekly-data.htm" target="_blank">http://www.gummy-stuff.org/weekly-data.htm</A> Happy Trading and Happy New Year!