Options Update: Citigroup (C) & Lehman (LEH)

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Citigroup (C)
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.




Lehman (LEH)
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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