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 ======================================================================== 11/22 Aft-mkt NUAN NUANCE COMMUNICA 5.27 4.51 1.17 11/22 Bef-mkt CPB* CAMPBELL SOUP CO 1.69 1.78 0.95 11/22 07:15 MDT* MEDTRONIC INC 3.52 4.09 0.86 11/22 Aft-mkt TIVO TIVO INC 5.62 6.94 0.81 11/22 Bef-mkt CHS CHICO’S FAS INC 5.16 7.70 0.67 11/23 DE* DEERE & CO 3.68 2.10 1.75 11/23 GES GUESS? INC 7.69 8.50 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.
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