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Strategies & Market Trends : News Links and Chart Links

SPXL 194.65

-4.6%

Nov 20 4:00 PM EST

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To: Les H who wrote (2580)	8/27/2002 10:41:40 PM
From: Les H	Read Replies (1) of 29597

Volatility premiums for Tuesday Aug 27, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 471.16 VIX 32.73 + 0.44 30-day volatility 43.47 - 0.17 premium (discount) (10.74) + 0.61 recent peak premiums in the volatility index Aug 5, 2002 + 8.17 S&P 100 418.56 VIX 49.31 30-day volatility 41.14 premium (discount) 8.17 Jul 23, 2002 + 20.02 S&P 100 396.75 VIX 50.48 30-day volatility 30.46 premium (discount) 20.02 NASDAQ 100 (NDX) 974.47 VXN 50.01 + 1.59 30-day volatility 56.88 + 1.29 premium (discount) ( 6.87) + 0.30

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