Mylan volatility expected to move on looking at buying Swedish drug maker Meda Mylan volatility is expected to move is looking at buying Swedish drug maker Meda, the Financial Times reports. Overall option implied volatility of 40 is above its 26-week average of 29 according to Track Data, suggesting large price movement.
Mylan November calls active on takeover speculation Mylan November 55 & 57.5 calls are active on total call volume of 7,100 contracts (200 puts) on takeover speculation. November call option implied volatility is at 36, December is at 34; compared to its 26-week average of 32 according to Track Data. Active call volume suggests traders taking positions for upside price movement.