 |
Sears Holding SHLD (news,
chart,
quote) - SHLD volatility up into Loss on economic environment & competition
SHLD is recently trading at $85.85 in pre-open trading, below its close of $89.36. SHLD reported a Q1 loss of (53C) verses consensus of 15c. SHLD June call option implied volatility is at 51, puts are at 57. SHLD average option implied volatility over the last 6-months is 45 according to Track Data, suggesting larger price movement. SHLD puts are priced higher than calls because SHLD is difficult to borrow.
|
|
|
|
