Whole Foods (WFM) option volume, volatility and share price pulls back after Thursday’s spike

October 7, 2016 3:31 PM EDT

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Whole Foods Market (NASDAQ: WFM) October weekly and October call option implied volatility is at 32, November is at 39; compared to its 52-week range of 21 to 55 a day after unconfirmed takeover chatter.

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