| Origin Agritech is up .42c to $10.42. SEED rallied 100% on November 23 after the Chinese government approved its genetically modified corn seed. Call option volume of 7,850 contracts compares to put volume of 11,075 contracts. SEED December call option implied volatility is at 109, puts are at 174, January call volatility is at 84, puts are at 134; above its 26-week average of 87, according to Track Data, suggesting large price movement. Puts are more expensive than calls because SEED is difficult to borrow. :theflyonthewall.com |