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Strategies & Market Trends : News Links and Chart Links
SPXL 224.17+0.8%Oct 31 5:00 PM EST
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To: Les H who wrote (6897)4/3/2003 7:42:28 PM
From: Les H  Read Replies (1) of 29591
 
Volatility premiums for week ending Friday Apr 4, 2003 preliminary
S&P 100 (OEX) 445.10 + 7.16
VIX 32.34 + 0.16
30-day volatility 26.79 + 0.74
premium (discount) + 5.55 - 0.58
recent peaks in the volatility index VIX
Oct 9, 2002 + 17.28
S&P 100 392.67
VIX 49.48 intraday high 49.99
30-day volatility 32.20
premium (discount) 17.28
Jul 23, 2002 + 20.02
S&P 100 396.75
VIX 50.48 intraday high 56.74
30-day volatility 30.46
premium (discount) 20.02
Sep 24, 2001 + 15.40
S&P 100 410.88
VIX 45.38 intraday high 57.31
30-day volatility 29.98
premium (discount) 15.40
NASDAQ 100 (NDX) 1064.05 + 17.33 QQQ 26.47 + 0.39
VXN 42.09 - 1.00 QQV 35.05 - 1.78
30-day volatility 34.20 + 0.40 30-day volatility 32.42 + 1.29
premium (discount) + 7.89 - 1.40 premium (discount) + 2.63 - 3.07
recent peaks in the volatility index VXN and QQV
Oct 9, 2002 + 22.70 + 17.33
NASDAQ 100 807.42 QQQ 20.06
VXN 62.38 QQV 54.24
30-day volatility 39.68 30-day volatility 36.91
premium (discount) 22.70 premium (discount) 17.33
Sep 24, 2002 + 14.58 + 13.10
NASDAQ 100 843.61 QQQ 21.03
VXN 59.40 QQV 52.14
30-day volatility 44.82 30-day volatility 39.04
premium (discount) 14.58 premium (discount) 13.10
Jun 26, 2002 + 31.03 + 22.47
NASDAQ 100 1027.22 QQQ 25.45
VXN 64.14 QQV 56.39
30-day volatility 33.11 30-day volatility 33.92
premium (discount) 31.03 premium (discount) 22.47
Jul 23, 2002 + 18.78 + 8.12
NASDAQ 100 896.82 QQQ 22.40
VXN 66.39 QQV 66.39
30-day volatility 47.61 30-day volatility 58.27
premium (discount) 18.78 premium (discount) 8.12
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