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Option Update: Citigroup June volatility flat at 40 into investor/analyst day

Posted May 8th 2008 1:40PM by Paul Foster
Filed under: Citigroup Inc. (C), Options

Citigroup (NYSE: C) is recently down 21 cents to $24.27. C will host an onsite Citi Investor/Analyst Day on May 9. Deutsche Bank says, "We are maintaining our Sell rating. We do not expect a grand strategic scheme." C call option volume of 116,539 contracts compares to put volume of 49,498 contracts. C May 25 straddle is priced at $1.47. C June option implied volatility of 40 is near its 26-week average according to Track Data, suggesting non-directional price risk.

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com.

Tags: option implied volatility, OptionImpliedVolatility

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