Your guide to this week's major earnings releases
09 Feb 2016At popular request, we’ve put together another earnings guide this week. The table below summarizes options market expectations and average historical earnings price moves for 12 major companies reporting this week.
A couple things caught our eye:
- Blizzard options price in an earnings move that’s more than 2x the historical realized average
- Baidu is the only name where options are pricing in a move less than the historical average
| Expected Move | Average Move | 6m Change | |
| Tues. | |||
| Disney | 5.9% | 3.3% | -19.9% |
| Baidu | 5.2% | 7.6% | -25.7% |
| Wed. | |||
| 18.5% | 14.1% | -49.0% | |
| Tesla | 13.7% | 11.5% | -30.1% |
| Expedia | 12.1% | 9.0% | -32.4% |
| Whole Foods | 10.1% | 9.4% | -5.0% |
| Mylan | 7.5% | 4.4% | +10.1% |
| Time Warner | 6.7% | 2.6% | -12.1% |
| Cisco | 5.8% | 5.9% | -20.3% |
| Thurs. | |||
| Blizzard | 10.4% | 4.8% | -16.9% |
| Wynn | 9.4% | 5.4% | -18.7% |
| Pepsi | 2.6% | 2.1% | -3.8% |
