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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: Les H who wrote (3649)11/20/2002 8:40:56 PM
From: Les H  Read Replies (1) of 29596
 
Volatility premiums for Wednesday Nov 20, 2002

volatility index vs. 30-day actual volatility

S&P 100 (OEX) 467.00

VIX 28.66 - 2.70
30-day volatility 28.20 - 1.08
premium (discount) + 0.46 - 1.62

NASDAQ 100 (NDX) 1070.55 QQQ 26.66

VXN 44.82 - 0.70 QQV 37.76 - 2.78
30-day volatility 44.98 + 0.94 30-day volatility 40.59 + 0.70
premium (discount) - 0.16 - 1.64 premium (discount) - 2.83 - 3.48
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