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Lowe's (LOW) November volatility at 46 into EPS

November 10, 2009 3:04 PM EST
Lowe's (NYSE: LOW) is recently down 18c to $21.08. LOW is scheduled to report Q3 EPS on November 16. LOW November 20 straddle is priced at $1.30, December is at $2.10. LOW November option implied volatility is at 46, December is at 40; verses its six-month average of 41 according to Track Data, suggesting non-directional price movement after EPS. Paul Foster

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