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To: Les H who wrote (10327)4/29/2004 11:02:05 AM
From: Les H  Respond to of 29596
 
Ord

ord-oracle.com



To: Les H who wrote (10327)4/29/2004 9:15:14 PM
From: Les H  Read Replies (1) | Respond to of 29596
 
Volatility premiums for Thursday April 29, 2004
.
S&P 500 (SPX) 1113.90 - 8.50 S&P 100 (OEX) 544.54 - 3.30
.
VIX 16.60 + 0.31 VXO 17.30 + 0.58
30-day volatility 13.02 - 0.26 30-day volatility 13.11 - 0.28
premium (discount) + 3.58 + 0.57 premium (discount) + 4.19 + 0.86
.
NASDAQ 100 (NDX) 1431.36 -21.67 QQQ 35.64 - 0.56
.
VXN 24.90 + 0.98 QQV 22.94 + 1.16
30-day volatility 22.39 + 0.05 30-day volatility 21.58 + 0.08
premium (discount) + 2.51 + 0.93 premium (discount) + 1.36 + 1.08