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 ======================================================================== 03/01 SPPI SPECTRUM PHARMAC 10.91 5.77 1.89 03/01 16:00 ASNA ASCENA RETAIL GR 7.18 3.85 1.87 03/02 BIG* BIG LOTS INC 5.61 3.23 1.74 * - 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.
Before it's here, it's on the Bloomberg Terminal. LEARN MORE