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Strategies & Market Trends : News Links and Chart Links

SPXL 200.43

+2.9%

Nov 21 4:00 PM EST

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To: Les H who wrote (2826)	9/16/2002 11:43:38 PM
From: Les H	Read Replies (1) of 29599

Volatility premiums for Monday Sep 16, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 446.66 VIX 40.54 + 1.23 30-day volatility 33.53 - 0.70 premium (discount) 7.01 + 1.93 NASDAQ 100 (NDX) 908.48 VXN 57.73 + 1.88 30-day volatility 48.17 - 0.24 premium (discount) 9.56 + 2.12 QQQ 22.66 QQV 49.42 + 2.10 30-day volatility 42.94 - 0.25 premium (discount) 6.50 + 2.35

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