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Amex Financial Select Sector XLF (news,
chart,
quote) - XLF volatility Up; Index at five-year low
XLF is recently is recently down 23c to $20.34. XLF call option volume of 47,370 contracts compares to put volume of 24,249 contracts. XLF July call at the money option implied volatility is at 51, puts are at 47; above its 26-week average of 34 according to Track Data, suggesting larger price movement.
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