Filed under: Sears Holdings (SHLD), Options

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.

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This entry was posted on Thursday, January 10th, 2008 at 6:31 am and is filed under Stocks Money News. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.