Sears Holdings (SHLD) volatility elevated into Q3 results and Black Friday outlook

Sears Holdings (Nasdaq: SHLD) is expected to release Q3 results on November 17. November put option implied volatility is at 112, December is at 77; above its 26-week average of 48 according to Track Data suggesting larger price movement. Puts more expensive than calls suggests the company's shares are difficult to borrow.

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