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To: Les H who wrote (10195)4/6/2004 7:52:01 PM
From: Les H  Read Replies (1) | Respond to of 29596
 
Volatility premiums for Tuesday April 6, 2004
.
S&P 500 (SPX) 1148.15 - 2.40 S&P 100 (OEX) 561.58 + 1.28
.
VIX 15.32 + 0.35 VXO 14.49 + 0.61
21-day volatility 15.60 - 0.26 21-day volatility 15.83 - 0.25
premium (discount) - 0.28 + 0.61 premium (discount) - 1.34 + 0.86
.
NASDAQ 100 (NDX) 1493.60 -14.77 QQQ 37.03 - 0.42
.
VXN 22.23 + 1.12 QQV 20.00 + 1.18
21-day volatility 23.51 - 1.08 21-day volatility 21.58 - 1.33
premium (discount) - 1.28 + 2.20 premium (discount) - 1.58 + 2.51