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These excerpts taken from the EYE 10-K filed Feb 24, 2009. Determining Fair Value Valuation Method—The Company estimates the fair value of stock options granted and ESPP purchase rights using the Black-Scholes option-pricing model and a single option award approach. Expected Term—The expected term represents the period the Company’s stock-based awards are expected to be outstanding and was determined based on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility—The computation of expected volatility is based on a combination of historical and market-based implied volatility. Implied volatility is based on publicly traded options of the Company’s common stock with a term of one year or greater. Risk-Free Interest Rate—The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. Expected Dividend—No dividends are expected to be paid. Estimated Forfeitures—When estimating forfeitures, the Company considers voluntary termination behavior as well as analysis of actual option forfeitures. The fair value of the Company’s stock-based compensation granted to employees for the years ended December 31, 2008, 2007 and 2006 was estimated using the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP and SIP was $9.06, $14.31 and $17.68 for the years ended December 31, 2008, 2007 and 2006, respectively. Under the ESPP, the weighted average fair value of grants was $2.63, $5.62 and $9.56 for the years ended December 31, 2008, 2007 and 2006, respectively. Determining Fair Value on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility—The computation of expected volatility is based on a combination of historical and market-based implied SIZE="2">Risk-Free Interest Rate—The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. estimated using the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP and SIP was $9.06, $14.31 and Determining Fair Value on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility—The computation of expected volatility is based on a combination of historical and market-based implied SIZE="2">Risk-Free Interest Rate—The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. estimated using the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP and SIP was $9.06, $14.31 and These excerpts taken from the EYE 10-K filed Mar 3, 2008. Determining Fair Value Valuation Method—The Company estimates the fair value of stock options granted and ESPP purchase rights using the Black-Scholes option-pricing model and a single option award approach. Expected Term—The expected term represents the period the Company’s stock-based awards are expected to be outstanding and was determined based on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility—The computation of expected volatility is based on a combination of historical and market-based implied volatility. Implied volatility is based on publicly traded options of the Company’s common stock with a term of one year or greater. Risk-Free Interest Rate—The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. Expected Dividend—No dividends are expected to be paid. Estimated Forfeitures—When estimating forfeitures, the Company considers voluntary termination behavior as well as analysis of actual option forfeitures. The fair value of the Company’s stock-based compensation granted to employees for the year ended December 31, 2007 and 2006 was estimated using the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP and SIP was $14.31 and $17.68 for the years ended December 31, 2007 and 2006, respectively. Under the ESPP, the weighted average fair value of grants was $5.62 and $9.56 for the years ended December 31, 2007 and 2006, respectively.
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Table of ContentsDetermining Fair Value on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility—The computation of expected volatility is based on a combination of historical and market-based implied SIZE="2">Risk-Free Interest Rate—The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP and SIP was $14.31 and $17.68 for 87 Table of ContentsThis excerpt taken from the EYE 8-K filed May 2, 2007. Determining Fair Value Valuation Method—The Company estimates the fair value of stock options granted and ESPP purchase rights using the Black-Scholes option-pricing model and a single option award approach. Expected Term—The expected term represents the period the Company’s stock-based awards are expected to be outstanding and was determined based on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility—The computation of expected volatility is based on a combination of historical and market-based implied volatility. Implied volatility is based on publicly traded options of the Company’s common stock with a term of one year or greater. Risk-Free Interest Rate—The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. Expected Dividend—No dividends are expected to be paid. Estimated Forfeitures—When estimating forfeitures, the Company considers voluntary termination behavior as well as analysis of actual option forfeitures. The fair value of the Company’s stock-based compensation granted to employees for the year ended December 31, 2006 was estimated using the following weighted-average assumptions:
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The weighted average fair value of options granted under the ICP was $17.68 for the year ended December 31, 2006. Under the ESPP, the weighted average fair value of grants was $9.56 for the year ended December 31, 2006. This excerpt taken from the EYE 10-K filed Mar 1, 2007. Determining Fair Value Valuation Method - The Company estimates the fair value of stock options granted and ESPP purchase rights using the Black-Scholes option-pricing model and a single option award approach. Expected Term - The expected term represents the period the Company’s stock-based awards are expected to be outstanding and was determined based on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility - The computation of expected volatility is based on a combination of historical and market-based implied volatility. Implied volatility is based on publicly traded options of the Company’s common stock with a term of one year or greater. Risk-Free Interest Rate - The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. Expected Dividend - No dividends are expected to be paid. Estimated Forfeitures - When estimating forfeitures, the Company considers voluntary termination behavior as well as analysis of actual option forfeitures. 77
The fair value of the Company’s stock-based compensation granted to employees for the year ended December 31, 2006 was estimated using the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP was $17.68 for the year ended December 31, 2006. Under the ESPP, the weighted average fair value of grants was $9.56 for the year ended December 31, 2006. This excerpt taken from the EYE 10-Q filed Nov 8, 2006. Determining Fair Value Valuation Method - The Company estimates the fair value of stock options granted and ESPP purchase rights using the Black-Scholes option-pricing model and a single option award approach. Expected Term - The expected term represents the period the Company’s stock-based awards are expected to be outstanding and was determined based on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility - The computation of expected volatility is based on a combination of historical and market-based implied volatility. Implied volatility is based on publicly traded options of the Company’s common stock with a term of one year or greater. Risk-Free Interest Rate - The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. Expected Dividend - No dividends are expected to be paid. Estimated Forfeitures - When estimating forfeitures, the Company considers voluntary termination behavior as well as analysis of actual option forfeitures. 7 The fair value of the Company’s stock-based compensation granted to employees for the three and nine months ended September 29, 2006 was estimated using the following weighted-average assumptions:
The weighted average fair value of options granted under the ICP was $18.99 and $17.72 for the three and nine months ended September 29, 2006. Under the ESPP, the weighted average fair value of grants was $11.51 for the nine months ended September 29, 2006. There were no ESPP grants during the three months ended September 29, 2006. This excerpt taken from the EYE 10-Q filed Aug 9, 2006. Determining Fair Value Valuation Method - The Company estimates the fair value of stock options granted and ESPP purchase rights using the Black-Scholes option-pricing model and a single option award approach. Expected Term - The expected term represents the period the Company’s stock-based awards are expected to be outstanding and was determined based on historical experience with similar awards, giving consideration to the contractual terms of the stock-based awards, vesting schedules and expectations of future employee behavior as influenced by changes to the terms of its stock-based awards. Expected Volatility - The computation of expected volatility is based on a combination of historical and market-based implied volatility. Implied volatility is based on publicly traded options of the Company’s common stock with a term of one year or greater. Risk-Free Interest Rate - The risk-free interest rate used in the Black-Scholes valuation method is based on the implied yield currently available on U.S. Treasury securities with an equivalent remaining term. Expected Dividend - No dividends are expected to be paid. Estimated Forfeitures - When estimating forfeitures, the Company considers voluntary termination behavior as well as analysis of actual option forfeitures. 7
The fair value of the Company’s stock based compensation granted to employees for the three and six months ended June 30, 2006 was estimated using the following weighted-average assumptions:
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