Amgen (AMGN) calls swept up as implied volatility stays low
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Amgen (NASDAQ: AMGN) August 175 and 177.50 calls are active on total call volume of 10K contracts (6K puts) on renewed takeover chatter. August call option implied volatility is at 20, September is at 18; compared to its 52-week range of 16 to 46.
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