Options Update: Goldman Sachs (GS), JP Morgan Chase (JPM) & Citigroup (C)
Goldman Sachs (GS)
GS Volatility Increases As Shares Near 29-Month Low
GS closed at $158.65.
GS is expected to report Q1 EPS on March 18.
GS March option implied volatility is at 64 and April is at 54. This is above its 6-month average of 43, suggesting larger price movement.
JP Morgan Chase (JPM)
JPM Volatility Elevated As Shares Near Two-Year Low
JPM closed at $37.37.
JPM March option implied volatility is at 50, April is at 55. This is above its 6-month average of 36.
Citigroup (C)
C April Volatility Increases To 69 As Shares Near Nine-Year Low
C closed at $21.17.
C April option implied volatility of 69 is above its 26-week average of 36, suggesting larger price movement.
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About Paul Foster
Paul Foster is a former member of the Chicago Board Options Exchange with 21-years of professional experience in the capital markets, investments, trading, corporate finance, arbitrage, options and mergers & acquisitions. His writing about the options market has appeared in a wide variety of publications.
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