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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
========================================================================
10/25 Aft-mkt HGSI     HUMAN GENOME SCI      12.11     3.01     4.02
10/25 Bef-mkt BTU*     PEABODY ENERGY         3.72     1.29     2.88
10/25 Aft-mkt RRC*     RANGE RESOURCES        8.05     3.04     2.65
10/25 Aft-mkt CCI      CROWN CASTLE INT       4.46     1.84     2.43
10/25 Aft-mkt TRN      TRINITY INDUSTRI       7.95     3.66     2.18
10/25 Aft-mkt LIFE*    LIFE TECHNOLOGIE       7.48     3.77     1.98
10/25 Bef-mkt NOV*     NATL OILWELL VAR       7.87     3.99     1.97
10/25         X*       US STEEL CORP         12.25     6.58     1.86
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/25 Bef-mkt CE       CELANESE CORP-A        6.71     3.68     1.82
10/25 Bef-mkt DGX*     QUEST DIAGNOSTIC       5.24     3.04     1.72
10/25 07:30   MOLX*    MOLEX INC              6.63     3.94     1.68
10/25 07:00   COH*     COACH INC              6.14     3.98     1.54
10/25 Aft-mkt ESRX*    EXPRESS SCRIPT         5.56     3.85     1.45
10/25 Bef-mkt RAI*     REYNOLDS AMERICA       1.96     1.41     1.39
10/25 16:00   MCK*     MCKESSON CORP          3.97     2.91     1.36
10/25 08:00   ITW*     ILLINOIS TOOL WO       3.49     2.60     1.34
10/25 07:30   MMM*     3M CO                  3.36     2.90     1.16
10/25 Aft-mkt AMZN*    AMAZON.COM INC         7.62     6.76     1.13
10/25 Aft-mkt PNRA     PANERA BREAD-A         6.61     5.98     1.11
10/25         SIAL*    SIGMA-ALDRICH          3.17     2.85     1.11
10/25 Aft-mkt BRCM*    BROADCOM CORP-A        6.59     6.09     1.08
10/25 Bef-mkt ILMN     ILLUMINA INC           9.28     8.59     1.08
10/25         PCAR*    PACCAR INC             4.72     4.40     1.07
10/25 Aft-mkt RSH      RADIOSHACK CORP        7.87     7.36     1.07
10/25 16:15   CHRW*    CH ROBINSON            4.44     4.31     1.03
10/25 Bef-mkt LXK*     LEXMARK INTL-A        13.01    12.87     1.01
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/25 Aft-mkt FFIV*    F5 NETWORKS           11.11    11.20     0.99
10/25 08:00   SHW*     SHERWIN-WILLIAMS       4.17     4.68     0.89
10/25 07:45   UPS*     UNITED PARCEL-B        1.91     2.18     0.88
10/25 07:00   UA       UNDER ARMOUR-A         4.94     5.81     0.85
10/25 06:00   DD*      DU PONT (EI)           1.18     1.49     0.79
10/25         AGCO     AGCO CORP              2.83     3.84     0.74
10/25         CMI*     CUMMINS INC            3.29     4.85     0.68
10/26 Aft-mkt TEX      TEREX CORP            11.43     4.62     2.48
10/26 Aft-mkt V*       VISA INC-CLASS A       4.47     2.01     2.22
10/26 Bef-mkt GLW*     CORNING INC            5.69     2.77     2.05
10/26         HES*     HESS CORP              4.15     2.12     1.95
10/26         BMC*     BMC SOFTWARE INC       6.94     3.59     1.93
10/26         NOC*     NORTHROP GRUMMAN       2.23     1.22     1.83
10/26 Bef-mkt GD*      GENERAL DYNAMICS       2.30     1.28     1.79
10/26 Bef-mkt LMT*     LOCKHEED MARTIN        3.24     1.87     1.73
10/26 Bef-mkt ADP*     AUTOMATIC DATA         2.00     1.22     1.64
10/26 Bef-mkt OC       OWENS CORNING          8.93     5.59     1.60
10/26 Aft-mkt OI*      OWENS-ILLINOIS         6.44     4.09     1.57
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/26 Aft-mkt CYH      COMMUNITY HEALTH       5.47     3.65     1.50
10/26 Bef-mkt MYL*     MYLAN INC              4.43     2.98     1.49
10/26 Aft-mkt COG*     CABOT OIL & GAS        8.56     5.80     1.48
10/26 Bef-mkt PX*      PRAXAIR INC            2.70     1.85     1.46
10/26         ATI*     ALLEGHENY TECH         6.90     5.04     1.37
10/26 08:30   AVY*     AVERY DENNISON         5.21     3.82     1.36
10/26 16:30   CA*      CA INC                 5.43     4.21     1.29
10/26 02:00   VMED     VIRGIN MEDIA INC       3.82     2.97     1.29
10/26         JNY      JONES GROUP INC        8.61     6.91     1.25
10/26         EQIX     EQUINIX INC            6.19     5.00     1.24
10/26         SKX      SKECHERS USA-A         9.73     8.17     1.19
10/26 Aft-mkt SYMC*    SYMANTEC CORP          6.66     5.99     1.11
10/26         AKAM*    AKAMAI TECHNOLOG      12.45    12.44     1.00
10/26 Aft-mkt SLG      SL GREEN REALTY        2.57     2.62     0.98
10/26 Aft-mkt AFL*     AFLAC INC              3.55     3.78     0.94
10/26 Aft-mkt EQR*     EQUITY RESIDENTI       2.26     2.64     0.85
10/26         NVLS*    NOVELLUS SYS           5.32     6.27     0.85
10/26 Aft-mkt JAH      JARDEN CORP            3.72     4.44     0.84
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/26 16:03   AMP*     AMERIPRISE FINAN       4.50     5.47     0.82
10/26 Aft-mkt NSC*     NORFOLK SOUTHERN       1.70     2.08     0.82
10/26 07:30   BA*      BOEING CO/THE          2.24     2.87     0.78
10/26 18:00   TER*     TERADYNE INC           5.27     6.89     0.77
10/26 Aft-mkt SPN      SUPERIOR ENERGY        4.01     5.32     0.75
10/26 Bef-mkt VCI      VALASSIS COMM          7.29    10.05     0.73
10/26 06:00   WLP*     WELLPOINT INC          1.72     2.57     0.67
10/26 07:00   F*       FORD MOTOR CO          3.03     4.78     0.63
10/26         EAT      BRINKER INTL           5.00     8.16     0.61
10/26 18:30   ORLY*    O’REILLY AUTOMOT       2.80     4.90     0.57
10/26         WYN*     WYNDHAM WORLDWID       1.79     3.13     0.57
10/26         SLAB     SILICON LABS           1.61     3.75     0.43
10/26 Aft-mkt SOA      SOLUTIA INC            1.09     3.75     0.29
10/26 Aft-mkt SFSF     SUCCESSFACTORS I       1.78     7.22     0.25

* - 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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