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
========================================================================
10/24 16:30   TXN*     TEXAS INSTRUMENT       3.00     1.34     2.25
10/24 Aft-mkt VECO     VEECO INSTRUMENT       9.46     4.47     2.12
10/24 07:30   IVZ*     INVESCO LTD            5.44     2.65     2.05
10/24         LO*      LORILLARD INC          5.20     2.67     1.95
10/24 Aft-mkt ZION*    ZIONS BANCORP          8.28     4.63     1.79
10/24 Bef-mkt ETN*     EATON CORP             5.24     3.12     1.68
10/24 07:30   CAT*     CATERPILLAR INC        4.31     3.02     1.43
10/24 Aft-mkt AMGN*    AMGEN INC              2.63     2.15     1.23
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/24 16:05   NFLX*    NETFLIX INC           14.01    13.15     1.07
10/24         KMB*     KIMBERLY-CLARK         2.34     2.84     0.82
10/24         VFC*     VF CORP                3.13     4.91     0.64
10/25 Aft-mkt HGSI     HUMAN GENOME SCI      19.53     3.01     6.48
10/25 Aft-mkt RRC*     RANGE RESOURCES        8.24     3.04     2.71
10/25 06:00   DD*      DU PONT (EI)           3.29     1.49     2.21
10/25 Aft-mkt CCI      CROWN CASTLE INT       3.93     1.84     2.14
10/25 Bef-mkt CE       CELANESE CORP-A        7.53     3.68     2.05
10/25 Bef-mkt NOV*     NATL OILWELL VAR       8.08     3.99     2.03
10/25 07:30   MOLX*    MOLEX INC              7.11     3.94     1.80
10/25 16:00   WU*      WESTERN UNION          5.89     3.29     1.79
10/25 07:00   COH*     COACH INC              7.10     3.98     1.78
10/25 08:00   ITW*     ILLINOIS TOOL WO       4.24     2.60     1.63
10/25 16:00   MCK*     MCKESSON CORP          4.62     2.91     1.59
10/25 Aft-mkt FTI*     FMC TECHNOLOGIES       6.80     4.37     1.56
10/25 Aft-mkt ESRX*    EXPRESS SCRIPT         5.23     3.85     1.36
10/25 Bef-mkt SPG*     SIMON PROPERTY         2.74     2.13     1.29
10/25 Bef-mkt ILMN     ILLUMINA INC          10.49     8.59     1.22
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/25 07:30   MMM*     3M CO                  3.43     2.90     1.18
10/25 07:45   UPS*     UNITED PARCEL-B        2.45     2.18     1.12
10/25 Aft-mkt AMZN*    AMAZON.COM INC         7.25     6.76     1.07
10/25 07:00   UA       UNDER ARMOUR-A         6.09     5.81     1.05
10/25         CMI*     CUMMINS INC            5.03     4.85     1.04
10/25 Aft-mkt PNRA     PANERA BREAD-A         6.12     5.98     1.02
10/25 Aft-mkt RSH      RADIOSHACK CORP        7.33     7.36     1.00
10/25 Aft-mkt BRCM*    BROADCOM CORP-A        5.98     6.09     0.98
10/25 16:15   CHRW*    CH ROBINSON            3.86     4.31     0.89
10/25 Aft-mkt FFIV*    F5 NETWORKS            9.84    11.20     0.88
10/25 08:00   SHW*     SHERWIN-WILLIAMS       3.74     4.68     0.80

* - 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