Halozyme Therapeutics Inc. (HALO) was down .05 to 8.30 yesterday.? HALO is trading at one-month highs.
Yesterday, a call spread traded in the HALO Mar 7.5/10 strikes for $1 4,500times. Average contract volume is 504 contracts per day in the name.? Open interest was 7,000 and 1,700, respectively, on the strikes.? The spread looks to be a roll up to a higher strike.? The implied volatility is down three points for March.
30-day implied volatility is 74%.?? 10-day implied volatility is 82%.? 30-day implied volatility is trading under the 10 Day Historical volatility.
Halozyme Therapeutics, Inc. (HALO) is a biopharmaceutical company developing and commercializing products that advance patient care.