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LEH

posted by:Paul Foster on Feb 27, 2007, 3:07 pm

Lehman Brothers LEH (news, chart, quote) - LEH March option implied volatility Spikes, suggesting larger Risk

LEH is recently down $3.49 to $74.30. LEH call option volume of 32,765 contracts compares to put volume of 48,026. LEH March option implied volatility of 41 is above its 26-week average of 28 according to Track Data, suggesting larger risk.

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