Fri, 24 Mar 17, 05:50:11 PM UTC
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Implied Volatility Band Indices Weekly – (Example)

Example from week of November 11-15, 2013:

Weekly SPX and Equivalents*
Volatility BandsLower Bands SPXLower Bands Futures (ES)Lower Bands SPYUpper Bands SPXUpper Bands Futures (ES)Upper Bands SPY
1.00VB1748.441744.75175.071792.781789.25179.51
1.28VB1742.231738.75174.451798.991795.50180.13
1.50VB1737.351733.75173.961803.871800.25180.62
2.00VB1726.261722.75172.851814.961811.25181.73
2.50VB1715.171711.50171.741826.051822.50182.84
Weekly NDX and Equivalents*
Volatility BandsLower Bands NDXLower Bands Futures (NQ)Lower Bands QQQUpper Bands NDXUpper Bands Futures (NQ)Upper Bands QQQ
1.00VB3317.153312.5081.313416.533411.7583.77
1.28VB3303.243298.5080.963430.453425.7584.12
1.50VB3292.313287.5080.693441.383436.7584.39
2.00VB3267.463262.7580.073466.223461.5085.01
2.50VB3242.613238.0079.463491.073486.2585.62
Weekly DJI and Equivalents*
Volatility BandsLower Bands DJILower Bands Futures (YM)Lower Bands DIAUpper Bands DJIUpper Bands Futures (YM)Upper Bands DIA
1.00VB15562.3615512155.6015961.2015911159.38
1.28VB15506.5215457155.0716017.0415967159.91
1.50VB15462.6515413154.6516060.9116011160.33
2.00VB15362.9415313153.7116160.6216111161.27
2.50VB15263.2315213152.7616260.3316210162.22
Weekly RUT and Equivalents*

Volatility BandsLower Bands RUTLower Bands Futures (TF)Lower Bands IWMUpper Bands RUTUpper Bands Futures (TF)Upper Bands IWM
1.00VB1080.031078.80107.291119.911118.70111.17
1.28VB1074.441073.20106.751125.501124.30111.71
1.50VB1070.061068.90106.321129.881128.70112.14
2.00VB1060.091058.90105.351139.861138.70113.11
2.50VB1050.121048.90104.381149.831148.60114.08

*(Futures prices are for the DEC 2013 contract)

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