First off, I’m well aware next week is standard August option expiration week so every company that reports has short dated options available for trading. However, with Hannah heading back to college (USC’s gain and The Options Institute’s loss), gathering all that data would probably take a couple of days. Therefore the list of stocks below is the twenty two companies that have been consistently on the Weeklys list that are reporting earnings.
As a refresher, and because I get emails asking what these numbers mean, here’s what these numbers mean. The Max and Min are the biggest up and down moves for the trading session that occurs after the earnings report. Abs Avg refers to the magnitude of the average move (higher or lower) after earnings. These three figures are based on the last twelve quarters and in cases where there is not three years of data I italicize the data. Finally Last Q is the stock price reaction to the previous quarter’s earnings report.
Finally, since next week is a standard options expiration date, if there’s a stock you are interested in feel free to email me – firstname.lastname@example.org . I’ll dig up the data and post a revision to the list Monday morning.
Finally (a shameless plug), as the week goes along I’ll be tweeting how the stock price changes look compared to history – follow me at @russellrhoads