Groupon (GRPN) put volatility elevated at 124; shares trend to eleven-day high

December 8, 2011 3:19 PM EST
Groupon (Nasdaq: GRPN) January call option implied volatility is at 64, puts at 124 according to Track Data. Put volatility is higher than calls because shares are difficult to borrow and traders taking positions for downside price movement.


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