Express Scripts (ESRX) August call volume and option implied volatility elevated on Icahn
Express Scripts (NASDAQ: ESRX) August weekly call option implied volatility is at 48, August is at 55; compared to its 52-week range of 20 to 48 after Carl Icahn says Cigna (CI) dramatically' overpaying for Express Scripts. Call put ratio 5.2 calls to 1 put with focus on August weekly 80 and 84 calls.