News Headline Summary

Price swings factored in by US options market ahead of S&P 500 after market earnings; BRK/B, VNR

US options market pricing the following for after market earnings today:

- Berkshire Hathaway B (BRK/B) March 16 100 straddle prices in a 4% price swing.
- Vanguard Natural (VNR) March 16 22.5 straddle prices in a 4% price swing.

Print 20:39, 01 Mar 2013 - US Equities - Source: RANsquawk