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 ======================================================================== 05/31 16:00 ASNA ASCENA RETAIL GR 6.76 3.99 1.69 05/31 Bef-mkt CIEN CIENA CORP 12.31 9.09 1.36 05/31 Bef-mkt JOY* JOY GLOBAL INC 6.50 5.10 1.28 05/31 Aft-mkt OVTI OMNIVISION TECH 12.88 12.72 1.01 * - 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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