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.

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