Tag Archives: SYY

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Blogging Options: CBOE Mid-day Update 12.9.13

Volatility as an asset class Sysco Corporation (SYY) is recently up $4.36 to $28.60 after announcing the purchase of US Foods. December call option implied volatility of 30, January is at 22, February is at 22; compared to its 26-week average of 17. OSI Systems (OSIS) is recently down $22.74 to $42.43 after announcing that […]