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Strategies & Market Trends : News Links and Chart Links

SPXL 204.14

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To: Les H who wrote (2622)	9/3/2002 10:08:40 AM
From: Les H	Read Replies (1) of 29597

Volatility premiums for Friday Aug 30, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 460.80 VIX 35.80 - 0.52 30-day volatility 40.92 - 2.01 premium (discount) ( 5.12) + 1.49 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) 942.40 VXN 54.98 - 0.07 30-day volatility 56.42 - 0.35 premium (discount) ( 1.44) + 0.28 recent peak premiums in the volatility index Aug 5, 2002 + 10.28 NASDAQ 100 857.08 VXN 67.52 30-day volatility 57.24 premium (discount) 10.28 Jul 23, 2002 + 18.78 NASDAQ 100 896.82 VXN 66.39 30-day volatility 47.61 premium (discount) 18.78 June 26, 2002 + 31.03 NASDAQ 100 1027.22 VXN 64.14 30-day volatility 33.11 premium (discount) 31.03 May 7, 2002 + 17.11 NASDAQ 100 1159.25 VXN 50.12 30-day volatility 33.01 premium (discount) 17.11

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