J.C. Penney (JCP) volatility elevated as shares bounce up from two-year low

J.C. Penney (NYSE: JCP) August put option implied volatility is at 81, September is at 66, November is at 65, January is at 61; is above its 26-week average of 45 according to Track Data, suggesting larger price movement into the expected release of Q2 on August 10.

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