Option Update: J.C. Penney, Kohl's, Dillard volatility elevated into sales data

Posted Oct 6th 2008 8:28AM by Paul Foster
Filed under: Penney (J.C.) (JCP), Kohl's Corp (KSS), Options

J.C. Penney (NYSE: JCP) closed at $31.37 Friday. JCP is scheduled to report September sales data on October 8. JCP October option implied volatility of 83 is above its 26-week average of 54 according to Track Data, suggesting larger price movement.

Kohl's (NYSE: KSS) closed at $41.47 Friday. KSS is expected to report September sales data on October 8. KSS over all option implied volatility of 65 is above its 26-week average of 48 according to Track Data, suggesting larger price movement.

Dillard (NYSE: DDS) closed at $11.06 Friday. DDS is expected to report September sales data on October 8. DDS overall option implied volatility of 108 is above its 26-week average of 73 according to Track Data, indicating larger price movement.

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

Tags: dds, Dillard, J.C. Penney, J.c.Penney, jcp, kohls, kss, option implied volatility, OptionImpliedVolatility