Sears Holding (SHLD) Nov straddle elevated into EPS and margin outlook
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Sears Holding (Nasdaq: SHLD) is recently up 31c to $67.20. SHLD is schedule to report Q3 EPS on November 19. SHLD over all option implied volatility of 45 is below its six-month average of 50.SHLD November 70 straddle is priced at $7.20, December is at $10.30 according to Track Data. SHLD puts are more expensive than calls because SHLD is difficult to borrow. Paul Foster
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