Filed under: Citigroup Inc. (C), Washington Mutual (WM), Options

Citigroup (NYSE: C) volatility at four-year highs. C November option implied volatility of 41 is above its 26-week average of 25 according to Track Data, suggesting larger price fluctuations.

Washington Mutual (NYSE: WM) volatility at six-year highs on credit exposure concerns. WM is the third-largest mortgage lender in the U.S. with consumer and business banking. WM November option implied volatility of 48 is above its 26-week average of 32 according to Track Data, suggesting larger price fluctuations.

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

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This entry was posted on Friday, October 26th, 2007 at 11:57 am and is filed under Stocks Money News. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.