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 ======================================================================== 06/21 07:30 CAG* CONAGRA FOODS 3.01 1.78 1.69 06/21 Bef-mkt KMX* CARMAX INC 6.68 7.14 0.94 06/22 07:00 DRI* DARDEN RESTAURAN 3.58 3.22 1.11 06/22 CCL* CARNIVAL CORP 3.05 3.18 0.96 * - 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