Option Market Alert: JC Penney Company Inc Implied Price Swing Hits An Elevated Level – CML News

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Risk Alert: Before we dive into any analysis we simply note that J. C. Penney Company Inc (NYSE:JCP) risk is elevated. We’ll detail it below — but that’s the lede — the option market is starting to flash those neon lights that signal “risk is rising” with an IV30 of 67.31% versus the IV30 of the S&P 500 at 14.67%. The annual high for J. C. Penney Company Inc IV30 is 112.95%.

To skip ahead of this risk alert and see if buying or selling options has been a winner in J. C. Penney Company Inc, you can go here: Getting serious about option trading.

This is a proprietary risk rating and risk alert system that looks forward for the next month — or really 30 days to be exact — and that includes weekends. The system is based on multiple interactions of data points, many of which come directly from the option market for J. C. Penney Company Inc (NYSE:JCP) . The creator of this model is Capital Market Laboratories (CMLviz.com).

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