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To: Les H who wrote (3668)	11/22/2002 7:48:16 PM
From: Les H	Read Replies (1) \| Respond to of 29596

Volatility premiums for Friday Nov 22, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 475.04 VIX 26.73 - 0.64 30-day volatility 25.57 - 1.98 premium (discount) + 1.16 + 1.34 NASDAQ 100 (NDX) 1116.00 QQQ 27.75 VXN 46.49 + 1.79 QQV 38.54 - 0.05 30-day volatility 43.04 - 1.40 30-day volatility 37.68 - 2.15 premium (discount) + 3.45 + 3.19 premium (discount) - 0.86 + 2.10 Have to be wary watching the historical volatility fall on flat to moderate down days like today. It gives further room for the underlying index to rally and for the VIX/VXN/QQV to fall. The visual equivalent is to see the bollinger or trading bands move up when the index eases down and then rallies back up to the upper bands once again.