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Lehman LEH (news,
chart,
quote) - LEH put volume & volatility Spikes; shares down 8%
LEH is recently down $1.94 to $20.35. LEH call option volume of 49,627 contracts compares to put volume of 70,791 contracts. LEH July option implied volatility of 131 is above a level of 118 from thirty-minutes ago and its 26-week average of 70 according to Track Data, suggesting larger risk.
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