Groupon (GRPN) short duration calls active

January 12, 2017 12:11 PM EST

Groupon (NASDAQ: GRPN) January 3.5 and 4 calls are active on total call volume of 12K contracts (3K puts) on renewed takeover chatter. January weekly call option implied volatility is at 58, January is at 65, February is at 87; compared to its 52-week range of 43 to 108.



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