Special Reports

Since the options market acts as a good gauge of expected future stock movement, this Special Report highlights select stocks of interest that are expected to show increased volatility around their earnings releases.While it is not a big surprise that stocks are expected to experience greater volatility around their earnings releases, this report is intended to give an idea of how the expected volatility in these names rank in comparison to their historical volatility (actual observed movement in the past), and point out some stocks that could see increased volatility.The table below uses options market implied volatility to determine the current expectations for a potential one-day move in the stock (based on a one standard deviation move). We'd note that a stock can be expected to remain within a one standard deviation range about 2/3 (67%) of the time, and to remain within a two standard deviation range roughly 95% of the time. The historical volatility helps give an idea of how...