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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
========================================================================
07/10 07:00 SHAW SHAW GROUP INC 6.44 5.40 1.19
07/11 SCHW* SCHWAB (CHARLES) 3.53 2.12 1.67
07/11 ADTN ADTRAN INC 6.29 4.75 1.32
07/11 17:00 MAR* MARRIOTT INTL-A 3.12 2.92 1.07
* - 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