As the busy first-quarter season moves along, several stocks still set to report could be due for big swings. First-quarter earnings have boosted stocks this week, as more than 77% companies in the S & P 500 have exceeded analysts' expectations, according to FactSet. The S & P 500's year-over-year earnings growth for the first quarter is running at about 5.6%, according to Friday data from LSEG .
Pro screened for the names with options expiring on Friday that could see significant post-earnings moves either up or down, based on investors' expectations in the options market. We took 85% of the total premium of an at-the-money straddle and used that to calculate the price movement based on that. Here are the names that fit the criteria: Peloton has the highest expected implied post-earnings move of 21%, according to FactSet.