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Strategies & Market Trends : News Links and Chart Links

SPXL 213.12

-0.1%

Nov 14 4:00 PM EST

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To: John Madarasz who wrote (1547)	3/2/2002 10:26:06 AM
From: Les H	Read Replies (2) of 29596

ivolatility.com is showing the same jump in volatility on yesterday's rally as my chart program ivolatility.com NDX options implied volatility is 35 NDX options historical volatility jumped to 39 from 31 10-day historical volatility jumped to 50 ivolatility.com OEX options implied volatility is 19 OEX options volatility went to 21.5 from 20 I normally see volatility move up in the rally off the first bottom in an IT bottom. The volatility will peak at the second bottom, and then drop as the market rallies out of the W. Historical volatility (HV) also spiked in each of the failed rallies last summer for the NDX. HV fell as the NDX fell since the 21-day MA was also falling at roughly the same rate as the index.

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