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-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/19         KMP      KINDER MORGAN EN       2.10     0.56     3.76
10/19 Bef-mkt MTB*     M&T BANK CORP          4.90     1.57     3.13
10/19 06:30   BK*      BANK NY MELLON         6.45     2.35     2.75
10/19 Bef-mkt USB*     US BANCORP             5.31     1.99     2.67
10/19 07:30   STJ*     ST JUDE MEDICAL        5.81     2.21     2.63
10/19 Aft-mkt CAKE     CHEESECAKE FACTO      11.52     4.95     2.33
10/19 Bef-mkt UTX*     UNITED TECH CORP       3.33     1.58     2.10
10/19 07:15   MS*      MORGAN STANLEY         9.02     4.32     2.09
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/19 16:00   CBST     CUBIST PHARM           4.61     2.27     2.03
10/19 Aft-mkt AMLN     AMYLIN PHARM INC       6.92     3.54     1.95
10/19 Bef-mkt CMA*     COMERICA INC           8.03     4.11     1.95
10/19 Bef-mkt FCX*     FREEPORT-MCMORAN       5.69     3.08     1.85
10/19 16:00   EW*      EDWARDS LIFE           6.05     3.32     1.82
10/19 Aft-mkt TSCO     TRACTOR SUPPLY         5.43     3.24     1.67
10/19 Aft-mkt WDC*     WESTERN DIGITAL        9.17     5.59     1.64
10/19 Aft-mkt AXP*     AMERICAN EXPRESS       4.71     2.97     1.59
10/19         TRV*     TRAVELERS COS IN       3.71     2.36     1.58
10/19 Aft-mkt EBAY*    EBAY INC               6.77     4.37     1.55
10/19         WYNN*    WYNN RESORTS LTD       6.61     4.31     1.53
10/19 Bef-mkt ABT*     ABBOTT LABS            2.66     1.75     1.52
10/19         LRCX     LAM RESEARCH           5.56     3.68     1.51
10/19 Aft-mkt SLM*     SLM CORP               8.00     5.47     1.46
10/19         XLNX*    XILINX INC             4.10     2.85     1.44
10/19 Aft-mkt PLCM     POLYCOM INC           13.96    10.00     1.40
10/19         PNC*     PNC FINANCIAL SE       5.12     3.77     1.36
10/19         BWLD     BUFFALO WILD WIN       9.00     6.64     1.35
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/19 Aft-mkt RVBD     RIVERBED TECHNOL      13.44    10.20     1.32
10/19         AEP*     AMERICAN ELECTRI       1.61     1.26     1.27
10/19 Bef-mkt APOL*    APOLLO GROUP-A        11.95     9.42     1.27
10/19         ROC      ROCKWOOD HOLDING       7.46     6.17     1.21
10/19 16:00   SYK*     STRYKER CORP           4.47     3.71     1.20
10/19 16:00   CRUS     CIRRUS LOGIC INC      10.76     9.03     1.19
10/19         TXT*     TEXTRON INC            7.11     6.03     1.18
10/19 16:15   FNF      FIDELITY NATL-A        5.37     4.73     1.14
10/20 Aft-mkt RMBS     RAMBUS INC            16.44     3.27     5.02
10/20         NFX*     NEWFIELD EXPLORA       8.13     2.04     3.99
10/20         BX       BLACKSTONE GROUP       7.61     3.04     2.50
10/20 06:00   DHR*     DANAHER CORP           4.56     1.84     2.48
10/20         NBL*     NOBLE ENERGY INC       4.40     1.80     2.45
10/20         ALK      ALASKA AIR GROUP       5.58     2.48     2.25
10/20         APH*     AMPHENOL CORP-A        5.81     2.73     2.13
10/20 Bef-mkt ESI      ITT EDUCATIONAL       13.38     6.33     2.11
10/20 Bef-mkt BBT*     BB&T CORP              5.98     2.87     2.09
10/20         NUE*     NUCOR CORP             3.82     2.00     1.91
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/20         SCHN     SCHNITZER STEEL        7.49     4.09     1.83
10/20 Aft-mkt TPX      TEMPUR-PEDIC INT      10.35     5.72     1.81
10/20 08:00   T*       AT&T INC               1.86     1.04     1.80
10/20 Aft-mkt CB*      CHUBB CORP             3.96     2.30     1.72
10/20 Bef-mkt MHP*     MCGRAW-HILL COS        4.09     2.42     1.69
10/20         CY       CYPRESS SEMICON        6.46     3.87     1.67
10/20 16:15   ALTR*    ALTERA CORP            5.84     3.57     1.64
10/20 Bef-mkt ADS      ALLIANCE DATA          8.19     5.07     1.61
10/20         DO*      DIAMOND OFFSHORE       4.40     2.78     1.58
10/20 06:30   FITB*    FIFTH THIRD BANC       7.10     4.53     1.57
10/20 Aft-mkt SYNA     SYNAPTICS INC          7.43     4.81     1.55
10/20 07:00   PM*      PHILIP MORRIS IN       2.67     1.87     1.43
10/20 16:05   COF*     CAPITAL ONE FINA       6.82     4.99     1.37
10/20 06:30   LLY*     ELI LILLY & CO         2.32     1.74     1.33
10/20 Aft-mkt MSFT*    MICROSOFT CORP         3.36     2.52     1.33
10/20 Bef-mkt UNP*     UNION PAC CORP         3.31     2.51     1.32
10/20 16:00   MXIM     MAXIM INTEGRATED       5.26     4.33     1.21
10/20 Aft-mkt SNDK*    SANDISK CORP           8.45     7.22     1.17
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/20 Aft-mkt INFA     INFORMATICA CORP       5.97     5.35     1.12
10/20         BAX*     BAXTER INTL INC        4.23     4.49     0.94
10/20 16:00   CMG*     CHIPOTLE MEXICAN       6.58     7.44     0.88
10/20 16:00   IBKR     INTERACTIVE BROK       5.53     6.28     0.88
10/20 07:00   PENN     PENN NATL GAMING       5.65     6.48     0.87
10/20 Bef-mkt TZOO     TRAVELZOO INC         12.91    16.27     0.79
10/20 Aft-mkt ACTG     ACACIA RESEARCH        8.09    10.76     0.75
10/20 Aft-mkt APKT     ACME PACKET INC        7.09    12.98     0.55

* - 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.

To contact the reporter on this story: Wendy Soong in New York at at csoong@Bloomberg.net.

To contact the editor responsible for this story: Alex Tanzi at at atanzi@Bloomberg.net

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