Delivery Hero, Partners Group, Pernod Ricard: Earnings-Day Vol

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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