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 ======================================================================== 01/05 Bef-mkt MON* MONSANTO CO 2.77 2.59 1.07 01/05 TXI TEXAS INDUSTRIES 5.22 4.98 1.05 01/05 Aft-mkt APOL* APOLLO GROUP-A 8.27 8.20 1.01 01/06 CMC COMMERCIAL METAL 4.16 3.67 1.13 * - 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.
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To contact the editor responsible for this story: Alex Tanzi at at atanzi@Bloomberg.net