Addendum SPX Implied Volatility Skew as of 28-Jan-2000 by ecj13059

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									Addendum: SPX Implied Volatility Skew as of 28-Jan-2000



                                                  17-Feb-2000

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                  16-Mar-2000

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                     1
Addendum: SPX Implied Volatility Skew as of 28-Jan-2000



                                                  20-Apr-2000

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                  15-Jun-2000

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                     2
Addendum: SPX Implied Volatility Skew as of 28-Jan-2000



                                                  14-Sep-2000

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                  14-Dec-2000

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                     3
Addendum: SPX Implied Volatility Skew as of 28-Jan-2000



                                                  14-Jun-2001

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                  20-Dec-2001

                      0.8


                      0.7


                      0.6


                      0.5
         Volatility




                                                                                     Bid
                                                                                     Ask
                      0.4


                      0.3


                      0.2


                      0.1
                         500   700   900   1100          1300   1500   1700   1900
                                                    Strike




                                                     4

								
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