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Lehman LEH (news,
chart,
quote) - LEH volatility spikes as shares make fresh lows
LEH is recently down$1.86 to $20.38. LEH call option volume of 31,606 contracts compares to put volume of 34,874 contracts. LEH July option implied volatility of 118 is above its 26-week average of 70 according to Track Data, suggesting larger risk.
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