Filed under: Options , Kraft Foods’A’ (KFT) Cadbury PLC (NYSE: CBY ) rejected Kraft (NYSE: KFT ) $16.7B for CBY on September 7. CBY over all option implied volatility of 27 is below its 26-week average of 33, according to Track Data, suggesting decreasing price movement

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Options Update: Cadbury volatility low after rejecting Kraft’s $16.7 billion offer

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