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
========================================================================
06/04 16:05 DG DOLLAR GENERAL C 3.21 3.87 0.83
* - 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
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