DE Analysis

Deere & Co. (DE)

DE publishes earnings on Wednesday before the opening bell.

I shall use options that trade for the last time 24 days hence, on Dec. 15.

Implied volatility stands at 30%, which is triple the VIX, a measure of the volatility of the S&P 500 index.

DE’s IV stands in the 64th percentile of its annual range and the 85th percentile of its most recent broad movement.

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CRM Analysis

Salesforce.com inc. (CRM)

CRM publishes earnings on Tuesday before the opening bell.

I shall use options that trade for the last time 10 days hence, on Dec. 1.

Implied volatility stands at 33%, which is 3.3 times the VIX, a measure of the volatility of the S&P 500 index.

CRM’s IV stands in the 64th percentile of its annual range and at the pak of its most recent broad movement.

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LOW Analysis

Lowe’s Companies Inc. (LOW)

LOW publishes earnings on Tuesday before the opening bell.

I shall use options that trade for the last time 11 days hence, on Dec. 1.

Implied volatility stands at 27%, which is 2.5 times the VIX, a measure of the volatility of the S&P 500 index.

LOW’s IV stands in the 64th percentile of its annual range and the 76th percentile of its most recent broad movement.

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DLTR Analysis

Dollar Tree Inc. (DLTR)

DLTR publishes earnings on Tuesday before the opening bell.

I shall use options that trade for the last time 11 days hence, on Dec. 1.

Implied volatility stands at 35%, which is 3.3 times the VIX, a measure of the volatility of the S&P 500 index.

DLTR’s IV stands in the 59th percentile of its annual range and the 86th percentile of its most recent broad movement.

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The Week Ahead: Holiday, homes and big-ticket items

 

U.S. markets will be closed on Thursday for the Thanksgiving Day holiday. The U.K., Japan and Australia will be open as usual.

Two major reports are scheduled during the week, existing home sales on Tuesday at 10 a.m. New York time and durable goods orders on Wednesday at 8:30 a.m.

The Federal Open Market Committee minutes of the Nov. 1 meeting will be published on Wednesday at 2 p.m. The committee maintained its target range for the federal funds rate at 1 to 1-1/4 percent.

Fed Chair Janet Yellen will participate in a panel discussion at the New York University Stern School fo Business, on Tuesday beginning at 6 p.m. The event will be streamed live here.
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