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 ======================================================================== 03/09 Bef-mkt FGP FERRELLGAS-LP 7.32 1.62 4.52 03/09 CCL* CARNIVAL CORP 5.81 3.33 1.75 03/09 08:00 ANN ANN INC 7.25 7.09 1.02 03/09 DMND DIAMOND FOODS 4.25 6.52 0.65 03/12 16:00 URBN* URBAN OUTFITTER 5.78 6.48 0.89 03/12 Aft-mkt CLNE CLEAN ENERGY FUE 6.24 7.79 0.80 * - 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