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Bank option implied volatility into Brexit vote and stress test results

June 23, 2016 12:50 PM EDT

Bank of America (NYSE: BAC) current 30-day call IVXM is at 33, compared to a one-month ago level of 28.

JP Morgan (JPM) current 30-day call IVXM is at 23, compared to a one-month ago level of 21.



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