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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 ======================================================================== 06/07 Bef-mkt NAV NAVISTAR INTL 10.51 3.95 2.66 06/07 SJM* JM SMUCKER CO 4.29 3.64 1.18 06/08 FGP FERRELLGAS-LP 10.50 1.99 5.28 * - 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