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 ======================================================================== 06/28 Bef-mkt FDO* FAMILY DOLLAR ST 4.68 3.60 1.30 06/28 16:15 NKE* NIKE INC -CL B 5.24 5.37 0.98 06/28 Aft-mkt TIBX TIBCO SOFTWARE 6.25 6.44 0.97 06/29 Bef-mkt STZ* CONSTELLATION-A 5.17 5.67 0.91 * - 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