Volatility as an asset class
Citrix (CTXS) is recently up $3.86 to $68.94 on Elliott Associates reports 7.1% stake, saying shares worth $90-$100 with changes. June call option implied volatility is at 34, July is at 28, September is at 29; compared to its 52-week range of 17-37.
Lululemon (LULU) is recently down $1.50 to $65.23 on company founder Dennis "Chip" Wilson has filed to sell his family's entire 20.1M share stake in the company. June weekly call option implied volatility[...]