Valeant Pharma (VRX) call volume and volatility up into CNBC appearance by Ackman

Valeant Pharma (NYSE: VRX) July 22.5 and 23 calls are active on total call volume of 36K contracts (20K puts) into a CNBC appearance by large shareholder Bill Ackman. July call option implied volatility is at 113, August is at 101; compared to its 52-week range of 29 to 172.

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