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With the third quarter earnings season fast approaching (it starts next Tuesday with Alcoa's (NYSE:AA) report), below we have updated our list of the most volatile stocks on their earnings report days. To make the list, the stock has to have at least 16 quarterly earnings reports on record in our Interactive Earnings Report Database. As shown, TZOO is at the top of the list with an average change of +/-15.67% on its historical earnings report days. To average a one-day change of more than 15% in either direction on a quarterly basis is pretty amazing, but TZOO does it. There are both high priced and low priced stocks that make up the list, but nearly all of them are Nasdaq listed companies. Some other notables on the list include FSLR, ISRG, NFLX and CROX.


Source: Most Volatile Stocks On Earnings Reports