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 ======================================================================== 05/18 08:00 ANN ANN INC 12.06 7.76 1.55 05/18 Bef-mkt FL FOOT LOCKER INC 7.44 4.96 1.50 05/21 LOW* LOWE’S COS INC 4.59 1.56 2.93 05/21 16:00 URBN* URBAN OUTFITTER 4.93 6.79 0.73 * - 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