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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 (10301)4/23/2004 8:00:34 PM
From: Les H  Read Replies (1) of 29596
 
Volatility premiums for Friday April 23, 2004
.
S&P 500 (SPX) 1140.60 + 0.67 S&P 100 (OEX) 556.80 + 1.56
.
VIX 14.01 - 0.60 VXO 14.22 - 0.37
30-day volatility 13.76 - 0.79 30-day volatility 13.74 - 0.79
premium (discount) + 0.25 + 0.19 premium (discount) + 0.48 + 0.42
.
NASDAQ 100 (NDX) 1497.00 +11.50 QQQ 37.21 + 0.29
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VXN 20.68 - 0.67 QQV 19.11 - 0.16
30-day volatility 23.09 - 0.24 30-day volatility 21.81 - 0.17
premium (discount) - 2.39 - 0.43 premium (discount) - 2.70 + 0.01
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