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 ======================================================================== 06/20 Aft-mkt RHT* RED HAT INC 8.18 8.29 0.99 06/20 Aft-mkt BBBY* BED BATH &BEYOND 3.86 5.64 0.68 06/21 07:30 CAG* CONAGRA FOODS 2.71 1.78 1.52 06/21 Bef-mkt KMX* CARMAX INC 6.51 7.14 0.91 * - 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