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Strategies & Market Trends : News Links and Chart Links
SPXL 220.61-2.2%Dec 31 4:00 PM EST
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To: Les H who wrote (10306)4/28/2004 9:19:00 PM
From: Les H  Read Replies (2) of 29607
 
Volatility premiums for Wednesday April 28, 2004
.
S&P 500 (SPX) 1122.40 -15.70 S&P 100 (OEX) 547.84 - 7.78
.
VIX 16.29 + 1.22 VXO 16.72 + 1.74
30-day volatility 13.28 + 0.63 30-day volatility 13.39 + 0.60
premium (discount) + 3.01 + 0.59 premium (discount) + 3.33 + 1.14
.
NASDAQ 100 (NDX) 1453.03 -26.44 QQQ 36.20 - 0.67
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VXN 23.92 + 2.08 QQV 21.78 + 2.10
30-day volatility 22.34 + 0.72 30-day volatility 21.50 + 0.81
premium (discount) + 1.58 + 1.36 premium (discount) + 0.28 + 1.19
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