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Options Update: Sears Holding volatility elevated into EPS and holiday outlook

Posted Nov 4th 2009 8:00AM by Paul Foster
Filed under: Sears Holdings (SHLD), Options

Sears Holding (NASDAQ: SHLD) closed at $68.09. SHLD is scheduled to report Q3 EPS on November 19. SHLD November call option implied volatility is at 49, puts are at 50; December calls are at 52, puts are at 62; verses its 26-week average of 50, according to Track Data, suggesting larger price movement. SHLD puts are more expensive than calls because SHLD is difficult to borrow.

Financial Select Sector - XLF overall volatility at 41; 26-week average is 43.

ISE Sentiment Index-ISEE closed at 154 on 11/3/09. ISEE 10-day moving average is 126.

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

Tags: ISE Sentiment Index-ISEE, IseSentimentIndex-isee, option implied volatility, OptionImpliedVolatility

Indexes	Change	Price
DJIA	+6.51	12,890.46
NASDAQ	+11.37	2,927.23
S&P 500	+1.99	1,351.95

Last updated: February 09, 2012: 11:12 PM

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