SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : News Links and Chart Links -- Ignore unavailable to you. Want to Upgrade?


To: Les H who wrote (4826)1/16/2003 9:25:31 PM
From: Les H  Read Replies (1) | Respond to of 29595
 
Round 8, week 1

moneycentral.msn.com

Richard Rhodes

moneycentral.msn.com

consumer spending

moneycentral.msn.com



To: Les H who wrote (4826)1/17/2003 7:29:19 PM
From: Les H  Read Replies (1) | Respond to of 29595
 
Volatility premiums for week ending Friday Jan 17, 2003

S&P 100 (OEX) 457.36 - 13.05

VIX 28.68 + 1.55
30-day volatility 22.06 - 0.99
premium (discount) + 6.54 + 2.54

recent peaks in the volatility index VIX

Oct 9, 2002 + 17.28

S&P 100 392.67
VIX 49.48 intraday high 49.99
30-day volatility 32.20
premium (discount) 17.28

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) 1017.60 - 69.76 QQQ 25.31 - 1.79

VXN 42.84 + 0.56 QQV 36.67 + 1.51
30-day volatility 35.16 - 0.09 30-day volatility 34.00 + 0.15
premium (discount) + 7.68 + 0.65 premium (discount) + 2.67 + 1.36

recent peaks in the volatility index VXN and QQV

Oct 9, 2002 + 17.28 + 17.33

NASDAQ 100 807.42 QQQ 20.06
VXN 62.38 QQV 54.24
30-day volatility 39.68 30-day volatility 36.91
premium (discount) 22.70 premium (discount) 17.33

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

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