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News Breaks | | | | August 21, 2012 | | 10:53 EDT |  | THS | TreeHouse Foods February calls active
TreeHouse Foods February 60 calls are active on 2,500 contracts. September call option implied volatility is at 22, November is at 29, February is at 30; compared to its 26-week average of 29 according to Track Data. Active call volume suggests traders taking positions for larger price movement. | |
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