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Colgate-Palmolive (CL) weekly option implied volatility above 60 into EPS and China export outlook

January 30, 2020 10:33 AM EST

Colgate-Palmolive (NYSE: CL) January weekly call option implied volatility is at 61, February is at 22; compared to its 52-week range of 14 to 28 into the expected release of quarter results before the bell on January 31.



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