Options Update: Citigroup (C) & Lehman (LEH)
C Out Of Money June Puts Active; April Volatility Elevated At 67
C is recently down $.24 to $21.83.
C call option volume of 26,147 contracts compares to put volume of 87,450 contracts.
C over all option implied volatility of 67 is above its 26-week average of 43, suggesting larger price movement.
LEH Put Volume Heavy; April Volatility Elevated At 104
LEH is recently down $2.81 to $42.38.
LEH call option volume of 11,229 contracts compares to put volume of 51,601 contracts.
LEH April option implied volatility of 104 is above a level of 87 from March 26 and its 26-week average of 56, suggesting larger price movement.
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