Whole Foods (WFM) option volume and volatility spike
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Whole Foods Market (NASDAQ: WFM) October 30 and 31 calls were active on total call volume of 64K contracts (17K puts) amid renewed takeover speculation on October 6. October weekly call option implied volatility is at 56, October is at 44; compared to its 52-week range of 21 to 55.
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