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To: Les H who wrote (3435)	10/31/2002 11:17:07 AM
From: Les H	Respond to of 29596

SPX gmstechstreet.com reply to above gmstechstreet.com

To: Les H who wrote (3435)	11/1/2002 8:50:38 PM
From: Les H	Read Replies (1) \| Respond to of 29596

Volatility premiums for Friday Nov 1, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 458.16 VIX 33.98 - 1.93 30-day volatility 35.90 + 0.20 premium (discount) -1.92 - 2.13 recent peaks in the volatility index VIX 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) 1019.05 QQQ 25.30 VXN 49.86 - 3.13 QQV 42.04 - 2.68 30-day volatility 45.45 + 0.58 30-day volatility 44.81 + 0.63 premium (discount) 5.11 - 3.71 premium (discount) - 2.77 - 3.31 recent peaks in the volatility index VXN and QQV 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 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