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To: Les H who wrote (2738)9/9/2002 10:45:17 PM
From: Les H  Read Replies (2) | Respond to of 29599
 
Volatility premiums for Monday Sep 9, 2002

volatility index vs. 30-day actual volatility

S&P 100 (OEX) 451.28

VIX 38.40 - 1.64
30-day volatility 38.15 - 0.40
premium (discount) 0.25 - 1.24

NASDAQ 100 (NDX) 932.23

VXN 55.47 - 1.07
30-day volatility 53.19 - 0.17
premium (discount) 2.28 - 0.90