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Russell 1000 (NYSE:IWF) stock is expected to report earnings this week.
BofA Securities analysts ranked stocks based on the price of call and put options expiring on the Friday following the earnings release compared to historical records.
Stocks are also ranked based on their performance during the quarter Bank of America analysts’ EPS forecasts compared to the Bloomberg consensus; the extent to which the stock is held or short; regarding their reaction over at least eight earnings releases and options in the most recent three months since the last earnings release price.
According to the data, companies are moving if their implied moves and straddle premiums (which involve buying or selling calls and puts on the same asset at the same strike price and expiration date) are lower compared to history. Sexual rankings would be better:
- FOXA – Implied Move: 3.4%; Implied vs Historical: -0.27; Profitable Straddle Premium: -0.04; Implied Volatility Score: -0.15
- Sarepta Therapeutics (SRPT) – Implied Move: 6.2%; Implied vs Historical: 0.19; Profitable Straddle Premium: 0.06; Implied Volatility Score: 0.13
- Lucid Group Inc. (LCID) – Implied Move: 12.8%; Implied vs Historical: 0.23; Profitable Straddle Premium: 1.37; Implied Volatility Score: 0.80
- Illumina (ILMN) – Implied Move: 7.9%; Implied vs Historical: 0.97; Straddle Premium: 2.22; Implied Volatility Score: 1.60
- Williams & Company (WMB) – Implied Move: 1.4%; Implied vs Historical: -0.55; Profitable Straddle Premium: 5.04; Implied Volatility Score: 2.25
- Gilead Sciences Inc. (GILD) – Implied Move: 3.8%; Implied vs Historical: -0.15; Straddle Premium: 5.65; Implied Volatility Score: 2.75
- Baxter International (BAX) – Implied move: 5%; Implied vs. historical: -0.51; Straddle premium: 7.08; Implied volatility score: 3.29
- Lyft (LYFT) – Implied Move: 13.4%; Implied vs Historical: -0.52; Straddle Premium: 7.93; Implied Volatility Score: 3.70
- Robinhood (HOOD) – Implied Move: 11.4%; Implied vs Historical: 0.76; Straddle Premium: 7.57; Implied Volatility Score: 4.17
- Caterpillar (CAT) – Implied Move: 5.2%; Implied vs Historical: -0.04; Straddle Premium: 8.88; Implied Volatility Score: 4.42
- Amgen (AMGN) – Implied Move: 4.3%; Implied vs Historical: 0.14; Straddle Premium: 15.30; Implied Volatility Score: 7.72
- Diamondback Energy (FANG) – Implied Move: 3.5%; Implied vs Historical: 0.30; Straddle Premium: 14.38; Implied Volatility Score: 7.84
- Monster Beverage (MNST) – Implied Move: 5.6%; Implied Move vs. Historical Move: 0.55; Straddle Return Premium: 15.83; Implied Volatility Score: 8.19
- Zillow (Z) – Implied Move: 10.2%; Implied vs Historical: 0.41; Straddle Premium: 15.21; Implied Volatility Score: 8.31
- CF Industries (CF) – Implied Move: 4.1%; Implied vs Historical: 1.21; Straddle Premium: 15.46; Implied Volatility Score: 8.33
- Fortinet (FTNT) – Implied Move: 10.4%; Implied vs Historical: -0.28; Straddle Premium: 17.41; Implied Volatility Score: 8.56
- Airbnb (ABNB) – Implied Move: 8.4%; Implied vs Historical: 0.38; Straddle Premium: 18.46; Implied Volatility Score: 9.42
- Akamai Technologies (AKAM) – Implied Move: 9.3%; Implied vs. Historical: 0.68; Straddle Premium: 21.40; Implied Volatility Score: 11.04
- Toast (TOST) – Implied Move: 15.4%; Implied vs Historical: 0.50; Straddle Premium: 25.92; Implied Volatility Score: 13.21
- Walt Disney (DIS) – Implied Move: 6.5%; Implied vs Historical: -0.30; Straddle Premium: 32.15; Implied Volatility Score: 15.93
