Traders are preparing for bigger swings than usual in companies including Pernod Ricard after their earnings, while they’re expecting smaller moves in Partners Group and Delivery Hero. Here’s a list of Stoxx 600 members reporting in the coming week for which the options market is over- or underpricing volatility relative to fluctuations on sessions following past results:
Here’s how the implied earnings-day moves of these companies fared in past earnings:
- Overpriced: Pernod Ricard (3/4)
- Underpriced: Partners Group (3/4)
- No clear trend: Delivery Hero
Upcoming earnings:
- Aug. 28: Delivery Hero, Partners Group (E), Pernod Ricard
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