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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
========================================================================
05/16 Bef-mkt DE* DEERE & CO 4.61 2.04 2.26
05/16 16:30 LTD* LIMITED BRANDS 4.95 2.29 2.16
05/16 06:00 SPLS* STAPLES INC 7.91 4.29 1.84
05/16 07:00 ANF* ABERCROMBIE & FI 11.64 6.90 1.69
05/16 Bef-mkt TGT* TARGET CORP 3.06 2.07 1.48
05/16 CHS CHICO’S FAS INC 10.41 10.44 1.00
05/17 08:30 ROST* ROSS STORES INC 4.60 1.29 3.56
05/17 DLTR* DOLLAR TREE INC 6.45 2.76 2.33
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/17 PLCE CHILDREN’S PLACE 11.06 5.29 2.09
05/17 AMAT* APPLIED MATERIAL 4.71 2.73 1.72
05/17 16:00 GPS* GAP INC/THE 6.58 3.93 1.68
05/17 PCP* PRECISION CASTPT 4.66 2.77 1.68
05/17 GME* GAMESTOP CORP-A 5.95 4.12 1.44
05/17 Aft-mkt CRM* SALESFORCE.COM 12.57 9.18 1.37
05/17 ADSK* AUTODESK INC 7.25 5.52 1.31
05/17 07:00 WMT* WAL-MART STORES 2.76 2.23 1.24
05/17 Aft-mkt ARUN ARUBA NETWORKS I 12.24 11.00 1.11
05/17 SHLD* SEARS HOLDINGS 7.42 7.93 0.93
05/17 08:30 CSC* COMPUTER SCIENCE 9.45 10.22 0.92
05/17 Aft-mkt INTU* INTUIT INC 4.74 6.16 0.77
* - 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