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Sears Holding (NASDAQ: SHLD) is recently down $5.25 to $91.14. SHLD call option volume of 22,045 contracts compares to put volume of 31,005 contracts. SHLD January 90 straddle is priced at $8.60. SHLD February call option implied volatility is at 55, puts are at 67, above its 26-week average of 41 according to Track Data, suggesting larger risk.

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

Options Update 1-9-08: Sears puts, volatility spike as SHLD nears 3-year low originally appeared on BloggingStocks on Wed, 09 Jan 2008 15:01:00 EST. Please see our terms for use of feeds.

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