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Chicago Mercantile CME (news,
chart,
quote) - CME Option implied Volatility at 41 on possible add to S&P 500
CME is a potential candidate to replace CPN in the S&P 500 if CPN is deleted from the index. CME December option implied volatility of 41 is above its 26-week average of 35. Above average option implied volatility suggests increased price fluctuations or risk.
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