Varian Medical Systems (VAR) October and November calls active on sharp intra-day rally

October 20, 2016 1:49 PM EDT

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Varian Medical Systems (NYSE: VAR) October and November 105 calls are active on total call volume of 6,900 contracts (200 puts) on General Electric (NYSE: GE) in negotiations with, reports Intereconomia. October call option implied volatility is at 44, November is at 39; compared to its 52-week range of 14 to 34.

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