Option Update: Lehman volatility Aggressive; CNBC reports CFO & COO are out

Posted Jun 12th 2008 9:10AM by Paul FosterPaul Foster RSS Feed
Filed under: Management, Options, Lehman Br Holdings (LEH)

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Lehman (NYSE: LEH) is recently trading at $22.17 in pre-open trading, below its close of $23.75 Wednesday.

CNBC reports CFO & COO will leave the company.

LEH June 24 straddle is priced at $4.90, July 24 straddle is priced at $7.35. LEH June option implied volatility is at 158, July is at 114; above its 26-week average of 65 according to Track Data, suggesting larger risk.

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

Tags: inthenews, leh, lehman brothers, LehmanBrothers, option implied volatility, OptionImpliedVolatility

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Last updated: February 10, 2010: 02:58 AM

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