BMW, Generali, Inditex, Porsche, Tecan, VW: Earnings Vol Bets

Options traders are preparing for bigger swings than usual in companies including Rheinmetall and K+S after their earnings, while they’re expecting smaller moves in Partners Group and Porsche. Here’s a list of Stoxx 600 members reporting in the coming week, and the fluctuations the options market is pricing in relative to swings on sessions following past results:

Here’s how the implied earnings-day moves of these companies fared in past earnings:

• Overpriced: Generali (5/8), K+S (7/8), Rheinmetall (7/8), VW (5/8)
• Underpriced: Partners Group (3/4), Porsche (5/8)
• No clear trend: BMW, Daimler Truck, Inditex, Tecan

Upcoming earnings:

• March 11: Partners Group, ...