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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.
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REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
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05/22 Aft-mkt TTWO TAKE-TWO INTERAC 11.93 4.67 2.56
05/22 07:30 BBY* BEST BUY CO INC 13.05 8.21 1.59
05/22 Bef-mkt AZO* AUTOZONE INC 3.90 2.53 1.54
05/22 08:00 RL* RALPH LAUREN COR 8.62 7.10 1.21
05/22 Bef-mkt WSM WILLIAMS-SONOMA 6.33 5.26 1.20
05/22 GES GUESS? INC 9.70 8.64 1.12
05/22 Aft-mkt PETM PETSMART INC 4.14 3.71 1.11
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REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
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05/22 16:00 ADI* ANALOG DEVICES 2.69 2.61 1.03
05/22 07:15 MDT* MEDTRONIC INC 3.03 3.81 0.80
05/22 Aft-mkt DELL* DELL INC 3.94 5.63 0.70
05/23 BIG* BIG LOTS INC 7.17 3.49 2.05
05/23 Aft-mkt NTAP* NETAPP INC 11.12 9.49 1.17
05/23 Bef-mkt TOL TOLL BROTHERS 3.43 3.15 1.09
05/23 AEO AMER EAGLE OUTF 7.33 6.97 1.05
05/23 Aft-mkt HPQ* HEWLETT-PACKARD 6.12 6.13 1.00
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* - 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: Alex Tanzi in DC at at atanzi@Bloomberg.net.
To contact the editor responsible for this story: Alex Tanzi at at atanzi@Bloomberg.net