Illumina (ILMN) calls active as shares rally 2%

November 21, 2016 10:21 AM EST

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Illumina (NASDAQ: ILMN) November weekly 137 and 139 calls are active on total call volume of 1,300 contracts (134 puts) on renewed takeover chatter. November weekly call option implied volatility is at 40, December is at 38; compared to its 52-week range of 27 to 55.

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