Implied Stock-Price Moves for U.S. Companies Reporting Results

The following table shows the expected stock-price move for U.S. companies about to release quarterly results, according to options data compiled by Bloomberg. Criteria are listed below the table.

REPORT        TICKER                       IMPLIED   AVG POST-
10/12 07:00   PEP*     PEPSICO INC            1.89     2.43     0.78
10/12 Bef-mkt HST*     HOST HOTELS & RE       1.98     2.74     0.72
10/13 07:00   JPM*     JPMORGAN CHASE         5.21     1.87     2.78
10/13         SWY*     SAFEWAY INC            6.56     4.47     1.47
10/13 08:00   FAST*    FASTENAL CO            4.09     3.28     1.25
10/13 Bef-mkt FCS      FAIRCHILD SEMICO       5.59     4.81     1.16
10/13 Aft-mkt GOOG*    GOOGLE INC-CL A        7.83     7.35     1.07

* - Company in Standard & Poor’s 500 Index.

     The screen used to build this table screened for U.S.
stocks with at least $200 million in market value, options
trading volume yesterday of 500 or more, total open interest
of 10,000 contracts, and share prices at $10 or higher.

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