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Strategies & Market Trends : News Links and Chart Links
SPXL 213.39-5.0%Nov 13 4:00 PM EST

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To: Les H who wrote (3638)11/19/2002 9:06:56 PM
From: Les H  Read Replies (2) of 29596
 
Volatility premiums for Tuesday Nov 19, 2002

volatility index vs. 30-day actual volatility

S&P 100 (OEX) 457.70

VIX 31.36 + 0.25
30-day volatility 29.28 - 0.14
premium (discount) + 2.08 + 0.39

NASDAQ 100 (NDX) 1025.96 QQQ 25.65

VXN 45.52 - 2.57 QQV 40.54 - 1.57
30-day volatility 44.04 + 0.72 30-day volatility 39.89 + 0.57
premium (discount) + 1.48 - 3.29 premium (discount) + 0.65 - 2.14
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