Shoe Carnival (SCVL) option implied volatility flat into Q1
Get Alerts SCVL Hot Sheet
Join SI Premium – FREE
Shoe Carnival (NASDAQ: SCVL) June call option implied volatility is at 71, July is at 51; compared to its 52-week range of 37 to 84 into the expected release of Q1 results after the market close on May 24.
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
You May Also Be Interested In
- Market Vectors Oil Services ETF (OIH) call put ratio 1.4 calls to 1 put as oil pulls back
- Canadian Natural Resources (CNQ) 10600 contracts of January 57.50 calls trade
- ExxonMobil (XOM) call put ratio 1.4 calls 1 put as oil prices pull back
Create E-mail Alert Related Categories
Options, Trader TalkRelated Entities
OptionsSign up for StreetInsider Free!
Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!



Tweet
Share