Yahoo (YHOO) calls twice as active as puts on low volatility into expected core asset sale
Yahoo! (NASDAQ: YHOO) July weekly 39 and 40 calls are active on total call volume of 35K contracts (18K puts) into the expected sale of core business. July weekly call option implied volatility is at 32, August is at 30; compared to its 52-week range of 25 to 55.