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 ======================================================================== 04/13 07:00 JPM* JPMORGAN CHASE 3.55 2.09 1.69 04/13 08:00 WFC* WELLS FARGO & CO 3.45 3.49 0.99 04/16 Bef-mkt SCHW* SCHWAB (CHARLES) 3.28 2.04 1.61 04/16 06:00 MAT* MATTEL INC 4.73 3.65 1.30 04/16 Bef-mkt GCI* GANNETT CO 6.50 5.75 1.13 04/16 08:00 C* CITIGROUP INC 4.12 3.85 1.07 * - 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