Options Update: Ann Taylor March Volatility Elevated

Filed under: NIKE, Inc'B' (NKE), Options

Ann Taylor (ANN) March put option implied volatility is at 67, April is at 57, June is at 52. This is compared to its 26-week average of 53 according to Track Data, suggesting larger near term price movement into expected Q4 results on March 3.



Nike, Inc. (NKE) March put option implied volatility is at 31, April is at 27, July is at 25. This is compared to its 26-week average of 24 according to Track Data, suggesting larger near term price movement into expected Q3 results on March 17.



Update is by Stock Specialist Paul Foster of theflyonthewall.com

Options Update: Ann Taylor March Volatility Elevated originally appeared on BloggingStocks on Wed, 09 Mar 2011 19:00:00 EST. Please see our terms for use of feeds.

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