American International (NYSE:AIG) Option implied volatility in American International Group is showing a marginal elevation ahead of the insurer’s earnings report next Thursday. At 46% it appears that option traders are banking on 15% more price risk to AIG shares over the company month than has already been shown historically elevated to be sure, but well off the restive highs that have characterized AIG options for much of the spring. Front month options are currently pricing in a $4.11 move (8%) on back of the numbers.
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