Sara Lee (SLE) volatility near ten month lows on active call volume
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Sara Lee (NYSE: SLE) : Sara Lee is recently up 28c to $10.04. SLE is scheduled to report Q4 EPS on August 12. SLE call option volume of 7,691 contracts compares to put volume of 778 contracts. SLE July option implied volatility is at 29, August is at 36, October is at 35; verses its six month average of 43, according to Track Data, suggesting decreasing price movement. Paul Foster
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