Optionslam.com Stock Earnings Volatility Report

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Earnings Volatility Filter | Expiration Cycle Volatility

Earnings Volatility Filter

Some stocks can move violently after their Earnings Announcement and others not so much. Each stock develops its own personality that way. OptionSlam's EVR is a unique weighted formula to rate stocks historical volatility immediately following their Earnings announcement. EVRs range from zero to ten with ten being the most volatile. This page provides an opportunity for the trader to identify a list of stocks that move within a prescribed volatility range immediately following an earnings announcement. Use this tool to dial in on a set of stocks whose EVR fits with your personal trading style. Go to our Help section for more information about the Earnings Volatility Filter.

Stocks List Type:
Market:	Optionslam EVR		to
Minimum Average Daily Volume:	Stock Price		to
Tracking Past Movements After Earnings Announcement
Max One Day Move	Movement Percentage	%	to	%
Final One Day Move	Movement Percentage	%	to	%
Tracking Past Movements Based on Options Expiration Cycles:
Max Move Through Expiration	Movement Percentage	%	to	%
Final Move Through Expiration	Movement Percentage	%	to	%
Note: You need to be an Insider Member to Customize This Tool. Please click here to subscribe.

Symbol	EVR	Market	Recent Close	Avg Volume	Max Move Within One Trading Day				Max Move Within Expiration Cycle

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ABAX	4.1	NASDAQ	$46.66	141,525	-6.61% July 26, 2012	-8.31% Oct. 23, 2012	16.16% Jan. 31, 2013	-9.23% April 25, 2013	14.65% Feb 2013	9.6% Mar 2013	7.33% Apr 2013	-8.74% May 2013
ABMD	5.1	NASDAQ	$21.79	403,788	-7.0% Aug. 2, 2012	-33.8% Nov. 1, 2012	-13.87% Feb. 6, 2013	9.29% May 2, 2013	19.93% Feb 2013	25.35% Mar 2013	-8.65% Apr 2013	31.5% May 2013
ACTG	4.5	NASDAQ	$24.55	712,582	-16.88% July 19, 2012	-3.11% Oct. 18, 2012	13.23% Feb. 21, 2013	-27.93% April 18, 2013	13.23% Feb 2013	-10.74% Mar 2013	-25.54% Apr 2013	11.71% May 2013
ADNC	7.4*	NASDAQ	$13.74	218,774	4.46% July 26, 2012	15.55% Oct. 25, 2012	34.61% Jan. 31, 2013	-16.31% May 2, 2013	-None%	-None%	7.94% Apr 2013	21.3% May 2013
AH	4.5*	NYSE	$11.19	478,059	12.01% Feb. 29, 2012	20.9% May 9, 2012	-15.01% Aug. 8, 2012	-10.3% Nov. 7, 2012	8.49% Feb 2013	-34.63% Mar 2013	-15.93% Apr 2013	23.12% May 2013
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