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General Mills (GIS) option IV low on more calls than puts into quarter results

June 29, 2021 10:48 AM EDT

General Mills (NYSE: GIS) July call option implied volatility is at 23, August is at 21; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on June 30. Call put ratio 2.4 calls to 1 put.



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