Market Snapshot
  • U.S.
  • Europe
  • Asia
Ticker Volume Price Price Delta
DJIA 15,278.60 -15.93 -0.10%
S&P 500 1,647.77 -2.74 -0.17%
Nasdaq 3,451.43 -7.99 -0.23%
Ticker Volume Price Price Delta
STOXX 50 2,764.29 -12.49 -0.45%
FTSE 100 6,654.34 -42.45 -0.63%
DAX 8,305.32 -46.66 -0.56%
Ticker Volume Price Price Delta
Nikkei 14,612.50 +128.47 0.89%
Hang Seng 22,618.70 -51.01 -0.23%
S&P/ASX 200 4,983.50 -78.95 -1.56%

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
========================================================================
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

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