Options Update: Amex Financial Select Sector (XLF)
Amex Financial Select Sector (XLF)
XLF Volatility Collapses On Rally
XLF is recently is recently up $.91 to $26.44.
C, BAC, AIG, JPM, WFC, WB & GS are components of the XLF.
XLF call option volume of 176,108 contracts compares to put volume of 63,709 contracts.
XLF May at the money option implied volatility of 32 is below its 26-week average of 35, suggesting decreasing movement.
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