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

• Sabra Health Care REIT (SBRA) 3300 contracts of August 22.5 calls trade, share price up 9.3%
• Intel (INTC) call put ratio 1.8 calls to 1 put amid wide price movement into quarter results
• Alphabet (GOOG) call put ratio 1.9 calls to 1 put into quarter results