Option Update: Retailers volatility flat into EPS & outlook

Posted Aug 18th 2008 10:55AM by Paul Foster
Filed under: Target Corp. (TGT), Gap Inc (GPS), Options, Limited Brands (LTD)

Target (NYSE: TGT) is scheduled to report Q2 EPS on August 19. TGT September & October option implied volatility of 43 is near its 26-week average according to Track Data, suggesting non-directional price movement.

Gap (NYSE: GPS) is scheduled to report Q2 EPS on August 21. GPS September option implied volatility of 47 is near its 26-week average of 43, suggesting slightly larger price movement.

Limited Brands (NYSE: LTD) is scheduled to report Q2 EPS after the market close on August 20. LTD September option implied volatility of 51 is near its 26-week average, suggesting non-directional price movement.

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

Tags: gps, inthenews, limited brands, LimitedBrands, ltd, target, tgt, the gap, TheGap