United Natural Foods (UNFI) September 35 and 40 puts active on elevated volatility into Q4

September 12, 2016 10:53 AM EDT

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United Natural Foods (NASDAQ: UNFI) September call option implied volatility is at 91, October is at 55; compared to its 52-week range of 29 to 56 into the expected release of Q4 results today after the market close. September 35 and 40 puts are active on total put volume 300 contracts (100 calls).



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