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Bank option implied volatility into Brexit vote and stress test results

June 23, 2016 12:48 PM EDT

Wells Fargo (NYSE: WFC) current 30-day call IVXM is at 24, compared to a one-month ago level of 19.
Citigroup (NYSE: C) current 30-day call IVXM is at 32, compared to a one-month ago level of 27.



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Citi, Options, Wells Fargo