Bank option implied volatility into Brexit vote

HSBC (NYSE: HSBC) current 30-day call IVXM is at 35, compared to a one-month ago level of 26.

Barclays (NYSE: BCS) current 30-day call IVXM is at 61, compared to a one-month ago level of 35.

RBS (NYSE: RBS) current 30-day call IVXM is at 65, compared to a one-month ago level of 39.

You May Also Be Interested In

• Workday (WDAY) short duration puts active as share price down 5.9%
• Las Vegas Sands (LVS) call put ratio 1 call to 1.4 puts into quarter results
• Southwest Airlines (LUV) call put ratio 1 call to 1.7 puts into quarter results