Most of today's action has crossed the tape at the stock's April 22.50 call, which has seen volume of 5,700 contracts on open interest of 12,037 contracts. At 9:55 a.m. Eastern time, several blocks totaling 4,475 contracts changed hands at an ask price of $2.35. The implied volatility for this option has increased from 63% to 74.8% today. The 1-month historical volatility for the security currently stands at 56.97%, indicating that this option is relatively expensive in comparison to the security's past performance.
To continue reading this article, click here: http://www.schaeffersresearch.com/commentary/content/bed+bath+beyond+bbby+sees+increase+in+call+trading/optionbytes.aspx?single=true&byteID=92115#92115&source=businesswire
A service of YellowBrix, Inc.