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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
========================================================================
06/26 Aft-mkt HRB* H&R BLOCK INC 3.45 5.03 0.69
06/27 Aft-mkt PAYX* PAYCHEX INC 2.04 1.94 1.05
06/27 Bef-mkt GIS* GENERAL MILLS IN 1.21 1.64 0.74
06/27 09:30 MON* MONSANTO CO 2.51 3.48 0.72
06/27 Bef-mkt LEN* LENNAR CORP-A 0.36 4.86 0.07
* - 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