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To: Les H who wrote (3662)11/21/2002 4:49:11 PM
From: Les H  Read Replies (1) | Respond to of 29596
 
Volatility premiums for Thursday Nov 21, 2002

volatility index vs. 30-day actual volatility

S&P 100 (OEX) 477.88

VIX 27.37 - 1.29
30-day volatility 27.48 - 0.72
premium (discount) - 0.09 - 0.57

NASDAQ 100 (NDX) 1118.14 QQQ 27.73

VXN 44.70 - 0.12 QQV 38.59 + 0.83
30-day volatility 44.44 + 0.54 30-day volatility 39.83 - 0.76
premium (discount) + 0.26 + 0.42 premium (discount) - 1.24 + 1.59