Herbalife (HLF) call volume and volatility elevated into Q2 results

Herbalife (NYSE: HLF) August 57 and 60 calls are active on total call volume of 11K (1K puts). August put option implied volatility is at 59, September is at 49; above its six-month average of 37; suggesting larger price movement into the expected release of Q2 results on August 1st.

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