Volatility as an asset class
Citi (C) is recently down $1.24 to $47.83 on the money center sees FY15 revenue growth for Citicorp in low to mid-single digit percentage. January weekly call option implied volatility is at 31, February is at 27, March is at 26; compared to its 26-week average of 22.
Lennar (LEN) is recently down $3.40 to $42.37 on the home builder says it’s still in early stages of 'protracted, slow growth' housing recovery. February call option implied volatility is at[...]