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Implied Volatility Bands – Monthly: June 2015

Monthly SPX and Equivalents*
Volatility BandsLower Bands SPXLower Bands Futures (ES)Lower Bands SPYUpper Bands SPXUpper Bands Futures (ES)Upper Bands SPY
1.00VB2034.532033.00203.852180.252178.75218.43
1.28VB2014.132012.50201.802200.652199.00220.48
1.50VB1998.101996.50200.202216.682215.00222.08
2.00VB1961.661960.00196.552253.122251.50225.73
2.50VB1925.231923.75192.902289.552288.00229.38
Monthly NDX and Equivalents*
Volatility BandsLower Bands NDXLower Bands Futures (NQ)Lower Bands QQQUpper Bands NDXUpper Bands Futures (NQ)Upper Bands QQQ
1.00VB4339.074338.00105.934677.434676.25114.17
1.28VB4291.694290.50104.784724.814723.75115.32
1.50VB4254.474253.50103.874762.034761.00116.23
2.00VB4169.884168.75101.824846.624845.50118.28
2.50VB4085.294084.2599.764931.214930.00120.34
Monthly DJI and Equivalents*
Volatility BandsLower Bands DJILower Bands Futures (YM)Lower Bands DIAUpper Bands DJIUpper Bands Futures (YM)Upper Bands DIA
1.00VB1738817376171.961863318620184.40
1.28VB1721417202170.221880718794186.14
1.50VB1707717065168.851894418931187.51
2.00VB1676616754165.741925519242190.62
2.50VB1645516442162.631956619553193.73
Monthly RUT and Equivalents*
Volatility BandsLower Bands RUTLower Bands Futures (TF)Lower Bands IWMUpper Bands RUTUpper Bands Futures (TF)Upper Bands IWM
1.00VB1193.751191.90118.681299.321297.50129.10
1.28VB1178.971177.20117.221314.091312.30130.56
1.50VB1167.361165.60116.071325.711323.90131.71
2.00VB1140.971139.20113.461352.101350.30134.32
2.50VB1114.571112.80110.851378.491376.70136.93

*(Futures prices are for the MAR 2015 contract)

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