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Sequence Trading


Daily Implied Volatility Band Tables - Wednesday, July 29, 2015


Daily SPX and Equivalents*

Volatility BandsLower Bands SPXLower Bands Futures (ES)Lower Bands SPYUpper Bands SPXUpper Bands Futures (ES)Upper Bands SPY
1.00VB2092.702086.00209.342114.982108.25211.66
1.28VB2089.582083.00209.022118.102111.50211.98
1.50VB2087.122080.50208.762120.562113.75212.24
2.00VB2081.552074.75208.182126.132119.50212.82
2.50VB2075.982069.25207.602131.702125.00213.40

Daily NDX and Equivalents*

Volatility BandsLower Bands NDXLower Bands Futures (NQ)Lower Bands QQQUpper Bands NDXUpper Bands Futures (NQ)Upper Bands QQQ
1.00VB4558.594549.50111.194619.224610.00112.71
1.28VB4550.114541.00110.984627.714618.50112.92
1.50VB4543.444534.25110.814634.384625.25113.09
2.00VB4528.284519.00110.434649.534640.25113.47
2.50VB4513.134504.00110.064664.694655.50113.84

Daily INDU(DJIA) and Equivalents*

Volatility BandsLower Bands DJILower Bands Futures (YM)Lower Bands DIAUpper Bands DJIUpper Bands Futures (YM)Upper Bands DIA
1.00VB1757517491175.651780517722177.71
1.28VB1754217459175.361783717754178.00
1.50VB1751717434175.131786317779178.23
2.00VB1745917376174.611792017837178.75
2.50VB1740217318174.101797817894179.26

Daily RUT and Equivalents*

Volatility BandsLower Bands RUTLower Bands Futures (TF)Lower Bands IWMUpper Bands RUTUpper Bands Futures (TF)Upper Bands IWM
1.00VB1229.991226.00121.951247.371243.40123.97
1.28VB1227.551223.60121.671249.811245.80124.25
1.50VB1225.641221.60121.451251.721247.70124.47
2.00VB1221.291217.30120.951256.071252.10124.97
2.50VB1216.941212.90120.451260.421256.40125.47

*(Futures prices are for the MAR 2015 contract)

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