Colgate-Palmolive (CL) option implied volatility flat into quarter results and outlook

January 28, 2021 10:25 AM EST

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Colgate-Palmolive (NYSE: CL) January weekly call option implied volatility is at 50, February is at 25; compared to its 52-week range of 16 to 96 into the expected release of quarter results before the bell on January 29.



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