| 11:28 EDT |  | JCP | J.C. Penney puts more active than calls on worse than expected results
J.C. Penney March 16 and 17 puts are active on total put volume of 87K calls (48K calls). March put option implied volatility is at 66, April is at 62, May is at 71, July is at 69; above its 26-week average of 60 according to Track Data, suggests larger price movement. |
