Sara Lee (SLE) July volatility at 42, October at 37, average is 45
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Sara Lee (NYSE: SLE) : Sara Lee closed at $9.42. Goldman Sachs has a Sell rating on SLE due to high exposure to commoditized categories. SLE is scheduled to report Q4 EPS on August 12. SLE July option implied volatility is at 42, October is at 37; verses its six-month average of 45, according to Track Data, suggesting decreasing price movement. Paul Foster
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