Sprouts Farmers Market (SFM) volatility flat into Amazon (AMZN) acquiring Whole Foods Market (WFM)

Sprouts Farmers Market (NASDAQ: SFM)June call option implied volatility is at 45, July is at 33; compared to its 52-week range of 28 to 69 into Amazon (AMZN) acquiring Whole Foods Market (WFM) for $13.7B, including debt.

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