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Option Update: Sears Holding June put volatility up into EPS

Posted May 8th 2008 9:26AM by Paul Foster
Filed under: Sears Holdings (SHLD), Options

Sears Holding (NASDAQ: SHLD) closed at $94.94 Wednesday.

SHLD is scheduled to release Q1 results on May 29.

SHLD June call option implied volatility is at 46, puts are at 56. SHLD average option implied volatility over the last 26-weeks average is 46 according to Track Data. SHLD puts are priced higher than calls because SHLD is difficult to borrow.

NASDAQ 100-QQQQ overall implied volatility at 24; 26-week average is 28.

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com

Tags: option implied volatility, OptionImpliedVolatility, sears holding, SearsHolding, shld

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Last updated: May 18, 2008: 10:56 AM

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