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Implied Volatility Band Tables – Weekly: July 27-31, 2015

Weekly SPX and Equivalents*
Volatility BandsLower Bands SPXLower Bands Futures (ES)Lower Bands SPYUpper Bands SPXUpper Bands Futures (ES)Upper Bands SPY
1.00VB2050.762044.00205.052108.542101.75210.95
1.28VB2042.672036.00204.222116.632110.00211.78
1.50VB2036.312029.50203.572122.992116.25212.43
2.00VB2021.872015.25202.102137.432130.75213.90
2.50VB2007.422000.75200.622151.882145.25215.38
Weekly NDX and Equivalents*
Volatility BandsLower Bands NDXLower Bands Futures (NQ)Lower Bands QQQUpper Bands NDXUpper Bands Futures (NQ)Upper Bands QQQ
1.00VB4483.234474.50109.254631.524622.75112.95
1.28VB4462.474453.75108.734652.284643.50113.47
1.50VB4446.164437.50108.334668.594659.75113.87
2.00VB4409.094400.25107.404705.664697.00114.80
2.50VB4372.024363.25106.484742.734734.00115.72
Weekly INDU(DJIA) and Equivalents*
Volatility BandsLower Bands DJILower Bands Futures (YM)Lower Bands DIAUpper Bands DJIUpper Bands Futures (YM)Upper Bands DIA
1.00VB1731317233172.901782417744178.14
1.28VB1724117161172.171789617816178.87
1.50VB1718517105171.591795217872179.45
2.00VB1705716977170.281808018000180.76
2.50VB1692916849168.971820818128182.07
Weekly RUT and Equivalents*
Volatility BandsLower Bands RUTLower Bands Futures (TF)Lower Bands IWMUpper Bands RUTUpper Bands Futures (TF)Upper Bands IWM
1.00VB1203.981200.00119.021248.001244.00124.14
1.28VB1197.821193.80118.311254.171250.20124.85
1.50VB1192.971189.00117.751259.011255.00125.41
2.00VB1181.971178.00116.471270.011266.00126.69
2.50VB1170.961167.00115.191281.021277.00127.97

*(Futures prices are for the JUNE 2015 contract)

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