J.C. Penney (JCP) option implied volatility elevated into EPS and revenue outlook

J.C. Penney (NYSE: JCP) August call option implied volatility is at 277, September is at 98; compared to its 52-week range of 48 to 113 into the expected release of EPS today before the open. Call put ratio 4.2 calls to 1 put.

You May Also Be Interested In

• Apollo Global Management (APO) call put ratio 1 call to 6.8 puts a focus on a spreader of 9K contracts January 95 and 135 puts
• Tesla (TSLA) call put ratio 1.1 calls to 1 put on 3.3M options
• Infleqtion (INFQ) call put ratio 19 calls to 1 put with a focus on July 30 and August 20 calls as share price up 13.2%