Yahoo! (YHOO) volatility elevated into management changes

September 7, 2011 10:10 AM UTC
Yahoo! (Nasdaq: YHOO) is recently up 6% following CEO Carol Bartz firing. Jefferies say's "Bartz departure opens door to strategic alternatives." Overall option implied volatility of 54 is above its six-month average of 39 according to Track Data, suggesting larger movement.


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Jefferies & Co, Options, Carol Bartz