Implied Stock-Price Moves for U.S. Companies Reporting Results
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 ======================================================================== 03/27 Bef-mkt LEN* LENNAR CORP-A 5.68 4.74 1.20 03/27 07:30 WAG* WALGREEN CO 2.83 4.69 0.60 03/28 CMC COMMERCIAL METAL 4.32 3.48 1.24 03/28 RHT* RED HAT INC 6.08 6.58 0.92 03/28 Bef-mkt FDO* FAMILY DOLLAR ST 3.54 3.96 0.90 03/28 Aft-mkt MOS* MOSAIC CO/THE 2.49 3.34 0.75 03/28 TXI TEXAS INDUSTRIES 3.26 5.34 0.61 * - 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