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News Breaks | | | | February 11, 2013 | | 10:22 EDT |  | DMND | Diamond Foods calls active on wide price movement
Diamond Foods February 32 and 33 calls are active on total call volume of 43K contracts (24K puts). February call option implied volatility is at 56, March is at 48, June is at 43; compared to its 26-week average of 47 according to Track Data. Active call volume suggests traders taking positions for larger price movement. | |
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