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
========================================================================
11/21 16:00   ADI*     ANALOG DEVICES         5.79     3.42     1.70
11/21         TSN*     TYSON FOODS-A          6.06     4.35     1.39
11/21 Aft-mkt HPQ*     HEWLETT-PACKARD        6.63     5.60     1.18
11/21 Bef-mkt TECD     TECH DATA CORP         4.49     4.19     1.07
11/21 Aft-mkt DY       DYCOM INDS             9.12     9.04     1.01
11/21 Aft-mkt PSS      COLLECTIVE BRAND       9.20    10.92     0.84
11/22 Aft-mkt NUAN     NUANCE COMMUNICA       6.85     4.51     1.52
11/22 Bef-mkt CPB*     CAMPBELL SOUP CO       2.44     1.78     1.36
REPORT        TICKER                       IMPLIED    AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY %MOVE  ERNS %MOVE RATIO
========================================================================
11/22 07:15   MDT*     MEDTRONIC INC          4.35     4.09     1.06
11/22 Aft-mkt TIVO     TIVO INC               7.13     6.94     1.03
11/22 Bef-mkt CHS      CHICO’S FAS INC        5.86     7.70     0.76

* - 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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