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
========================================================================
11/01 Aft-mkt TRGT     TARGACEPT INC         39.34     3.31    11.88
11/01 Bef-mkt WPI*     WATSON PHARM           4.42     1.45     3.05
11/01         VLO*     VALERO ENERGY          6.78     2.24     3.02
11/01 Bef-mkt AMED     AMEDISYS INC          10.18     4.63     2.20
11/01 Aft-mkt XCO      EXCO RESOURCES I       4.94     2.26     2.18
11/01 07:00   AMT*     AMERICAN TOWER-A       3.75     1.73     2.17
11/01 Bef-mkt OSG      OVERSEAS SHIPHLD       9.96     5.54     1.80
11/01 Aft-mkt OPEN     OPENTABLE INC         12.65     8.92     1.42
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
11/01 Aft-mkt WMB*     WILLIAMS COS INC       6.32     4.52     1.40
11/01 Aft-mkt HTZ      HERTZ GLOBAL HOL       5.97     4.35     1.37
11/01 Aft-mkt PXD*     PIONEER NATURAL        4.37     3.35     1.31
11/01 Aft-mkt CF*      CF INDUSTRIES HO       3.55     2.82     1.26
11/01         ED*      CONS EDISON INC        1.73     1.50     1.15
11/01 Bef-mkt CME*     CME GROUP INC          3.09     2.70     1.14
11/01 Aft-mkt JDSU*    JDS UNIPHASE          10.96    10.55     1.04
11/01 Bef-mkt PFE*     PFIZER INC             2.70     3.12     0.87
11/01 Bef-mkt BHI*     BAKER HUGHES INC       4.60     5.59     0.82
11/01 Bef-mkt ABC*     AMERISOURCEBERGE       2.11     2.66     0.79
11/01 07:00   OSK      OSHKOSH CORP           4.19     5.34     0.78
11/01 Bef-mkt EMR*     EMERSON ELEC CO        3.05     4.12     0.74
11/01 Bef-mkt ADM*     ARCHER-DANIELS         3.42     4.83     0.71
11/01         PBI*     PITNEY BOWES INC       3.27     4.66     0.70
11/01 Aft-mkt WPZ      WILLIAMS PARTNER       1.55     2.26     0.68
11/01 Aft-mkt MYGN     MYRIAD GENETICS        5.13     7.63     0.67
11/01 Aft-mkt ATML     ATMEL CORP             4.68     9.92     0.47
11/01         MRO*     MARATHON OIL           1.27     2.73     0.46
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
11/01         BEXP     BRIGHAM EXPLOR         1.03     5.25     0.20
11/02 Bef-mkt RRD*     RR DONNELLEY & S      12.02     3.04     3.96
11/02 Aft-mkt LBTYA    LIBERTY GLOBAL-A       6.01     2.62     2.29
11/02 Aft-mkt LNC*     LINCOLN NATL CRP       8.54     4.38     1.95
11/02 Aft-mkt VMC*     VULCAN MATERIALS       9.83     5.30     1.86
11/02 Aft-mkt WLL      WHITING PETROLEU       7.22     4.05     1.78
11/02 Aft-mkt CLR      CONTL RES INC/OK       5.65     3.29     1.72
11/02 Aft-mkt TSO*     TESORO CORP            5.05     3.15     1.60
11/02         CMCSA*   COMCAST CORP-A         3.24     2.25     1.44
11/02 Aft-mkt ETP      ENERGY TRANSF PA       3.70     2.81     1.32
11/02         ONXX     ONYX PHARM             3.37     2.56     1.32
11/02 Aft-mkt PRU*     PRUDENTL FINL          3.00     2.48     1.21
11/02         DVN*     DEVON ENERGY CO        2.08     1.83     1.14
11/02 Aft-mkt CXO      CONCHO RESOURCES       3.60     3.25     1.11
11/02 Bef-mkt CTSH*    COGNIZANT TECH-A       4.33     3.95     1.10
11/02 Aft-mkt WLT      WALTER ENERGY          6.58     6.07     1.08
11/02         MA*      MASTERCARD INC-A       4.45     4.28     1.04
11/02         MUR*     MURPHY OIL CORP        4.22     4.25     0.99
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
11/02 16:00   QCOM*    QUALCOMM INC           6.16     6.36     0.97
11/02 Bef-mkt TWX*     TIME WARNER INC        2.35     2.42     0.97
11/02 06:00   HUN      HUNTSMAN CORP          5.50     5.88     0.94
11/02 16:00   KFT*     KRAFT FOODS INC        1.89     2.02     0.94
11/02         DNDN     DENDREON CORP         12.62    13.68     0.92
11/02         EOG*     EOG RESOURCES          3.92     4.52     0.87
11/02 07:00   TRW      TRW AUTOMOTIVE         3.16     3.69     0.86
11/02 Aft-mkt PPO      POLYPORE INTERNA       9.88    12.20     0.81
11/02 Aft-mkt WFM*     WHOLE FOODS MKT        7.05     8.98     0.78
11/02         LVLT     LEVEL 3 COMM INC       3.50     5.08     0.69
11/02 Aft-mkt CAR      AVIS BUDGET GROU       4.92     8.26     0.60
11/02         CLX*     CLOROX CO              0.95     1.87     0.51
11/02         EP*      EL PASO CORP           1.40     2.95     0.47
11/02 Aft-mkt CTL*     CENTURYLINK INC        0.94     2.30     0.41
11/02 Aft-mkt HIG*     HARTFORD FINL SV       1.88     4.71     0.40
11/02         TIE*     TITANIUM METALS        1.99     5.69     0.35
11/02 Bef-mkt EPD      ENTERPRISE PRODU       0.49     2.68     0.18

* - 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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