VMware (VMW) option IV elevated at 78

VMware (NYSE: VMW) May weekly call option implied volatility is at 78, June is at 50; compared to its 52-week range of 20 to 49 into Broadcom (AVGO) into talks to acquire VMware, Reuters reports. Call put ratio 1.2 calls to 1 put into the expected release of quarter results on May 26.

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