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Strategies & Market Trends : News Links and Chart Links
SPXL 194.72-4.6%Nov 20 4:00 PM EST
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To: Les H who wrote (6594)3/17/2003 6:49:36 PM
From: Les H  Read Replies (1) of 29599
 
Volatility premiums for week ending Monday Mar 17, 2003

S&P 100 (OEX) 438.64 + 14.57

VIX 36.46 + 0.13
30-day volatility 23.56 + 1.82
premium (discount) +12.90 - 1.69

NASDAQ 100 (NDX) 1077.00 + 46.55 QQQ 26.62 + 0.90

VXN 46.67 + 0.87 QQV 41.71 + 2.19
30-day volatility 31.52 + 2.48 30-day volatility 28.48 + 1.56
premium (discount) +15.15 - 1.61 premium (discount) +13.23 + 0.63
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