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 ======================================================================== 05/30 Aft-mkt LGF LIONS GATE 5.48 2.84 1.93 * - 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.
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