The following table shows the expected stock-price move for U.S. companies about to release
REPORT TICKER IMPLIED AVG POST- DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO ======================================================================== 12/01 Aft-mkt PVH PVH CORP 4.57 2.97 1.54 12/01 Bef-mkt BKS BARNES & NOBLE 12.55 9.21 1.36 12/01 Aft-mkt ULTA ULTA SALON COSME 7.49 8.80 0.85 * - 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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