Date updated:04-10-2007
For those traders looking for action during earnings season, below we highlight the S&P 500's 20 most volatile stocks on their earnings report days. This is calculated by taking the average absolute percent change of each stock in the S&P 500 on each of their earnings report days going back to the start of the bull market. We also provide the dates that the companies are scheduled to report during this earnings season as well.
From TickerSense.

-
WFMI
Whole Foods Marke - $26.36
- -2.26%
- $26.65
Avg. Absolute Change on Report Day: 12.65% Expected Report Date: 5-3-07

-
SNDK
Sandisk Corporati - $20.24
- +0.60%
- $19.90
Avg. Absolute Change on Report Day: 12.41% Expected Report Date: 4-26-07

-
NVDA
Nvidia Corporatio - $12.90
- -0.62%
- $12.70
Avg. Absolute Change on Report Day: 11.75% Expected Report Date: 5-11-07

-
SANM
Sanmina-sci Corpo - $8.30
- -0.72%
- $8.43
Avg. Absolute Change on Report Day: 11.33% Expected Report Date: 4-25-07

-
AV
Aviva Plc - $13.1425
- 0.00%
- $N/A
Avg. Absolute Change on Report Day: 10.44% Expected Report Date: 4-26-07

-
DYN
Dynegy Inc Cl A N - $1.90
- -1.04%
- $1.95
Avg. Absolute Change on Report Day: 10.43% Expected Report Date: 5-9-07

-
AMZN
Amazon.com - $129.66
- +0.52%
- $127.51
Avg. Absolute Change on Report Day: 10.43% Expected Report Date: 4-25-07

-
GTW
Gtw - $0.00
- N/A
- $N/A
Avg. Absolute Change on Report Day: 9.95% Expected Report Date: 4-27-07
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A. Here's another one:
http://seekingalpha.com/article/173986-s
hipping-three-high-risk-high-reward-opti
ons
Also, DSX, for instance moved up after
hours.
It might depend on your timeframe. The
related indexes appear to be trending
up. (this is not a recommendation).
A. The only one I own : SLX,
too hard pick a winner out all of them
Here are some stocks that moved up on unusual volume on Nov. 19, 2009. more
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Here is the stock list of some of the largest % losers from Nov. 20, 2009. more













10/07/2007 19:21 PM CDT Asked by kelf
any updates before earnings season comes up again? :)