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The following table shows the expected stock-price move for U.S. companies about to release quarterly results, according to options data compiled by Bloomberg. Criteria are listed below the table.
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/15 16:00 JCP* J.C. PENNEY CO 9.65 3.05 3.17
05/15 09:30 TJX* TJX COS INC 3.46 1.89 1.83
05/15 08:00 SKS SAKS INC 4.57 2.86 1.60
05/15 Bef-mkt DKS DICK’S SPORTING 6.25 4.41 1.42
05/15 HD* HOME DEPOT INC 2.40 1.90 1.27
05/16 16:30 LTD* LIMITED BRANDS 4.03 2.29 1.76
05/16 07:00 ANF* ABERCROMBIE & FI 9.60 6.90 1.39
05/16 Bef-mkt TGT* TARGET CORP 2.28 2.07 1.10
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/16 06:00 SPLS* STAPLES INC 4.68 4.29 1.09
05/16 CHS CHICO’S FAS INC 7.52 10.44 0.72
* - Company in Standard & Poor’s 500 Index.
The screen used to build this table screened for U.S.
stocks with at least $200 million in market value, options
trading volume yesterday of 500 or more, total open interest
of 10,000 contracts, and share prices at $10 or higher.
To contact the reporter on this story: Wendy Soong in New York at at csoong@Bloomberg.net.
To contact the editor responsible for this story: Alex Tanzi at at atanzi@Bloomberg.net