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Implied Volatility Band Tables: Nov.12, 2013

Daily Implied Volatility Band Tables - Tuesday, November 12, 2013

Daily SPX and Equivalents*

Volatility BandsLower Bands SPXLower Bands Futures* (ES)Lower Bands SPYUpper Bands SPXUpper Bands Futures* (ES)Upper Bands SPY
1.00VB1761.861758.25176.291781.921778.50178.35
1.28VB1759.061755.50176.001784.721781.25178.64
1.50VB1756.851753.25175.781786.931783.50178.86
2.00VB1751.841748.25175.261791.941788.50179.38
2.50VB1746.831743.25174.751796.951793.50179.89

Daily NDX and Equivalents*
Volatility BandsLower Bands NDXLower Bands Futures (NQ)Lower Bands QQQUpper Bands NDXUpper Bands Futures (NQ)Upper Bands QQQ
1.00VB3340.063335.2581.843385.893381.2582.98
1.28VB3333.643329.0081.693392.313387.5083.13
1.50VB3328.603324.0081.563397.353392.7583.26
2.00VB3317.143312.5081.283408.813404.0083.54
2.50VB3305.683301.0081.003420.273415.5083.82

Daily DJI and Equivalents*
Volatility BandsLower Bands DJILower Bands Futures (YM)Lower Bands DIAUpper Bands DJIUpper Bands Futures (YM)Upper Bands DIA
1.00VB1569415644156.721587215822158.50
1.28VB1566915619156.471589715847158.75
1.50VB1564915599156.281591715867158.94
2.00VB1560415555155.831596215912159.39
2.50VB1556015510155.391600615956159.83

Daily RUT and Equivalents*
Volatility BandsLower Bands RUTLower Bands Futures (TF)Lower Bands IWMUpper Bands RUTUpper Bands Futures (TF)Upper Bands IWM
1.00VB1092.661091.50108.331110.341109.10110.13
1.28VB1090.191089.00108.081112.811111.60110.38
1.50VB1088.241087.00107.881114.761113.60110.58
2.00VB1083.821082.60107.431119.181118.00111.03
2.50VB1079.401078.20106.981123.601122.40111.48

*(Futures prices are for the DEC 2013 contract)

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