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
========================================================================
01/23 16:30   TXN*     TEXAS INSTRUMENT       2.81     1.54     1.82
01/23 16:05   KSU      KANSAS CITY SOUT       3.09     2.64     1.17
01/23 16:00   VMW      VMWARE INC-CL A        8.13     6.94     1.17
01/23 Bef-mkt HAL*     HALLIBURTON CO         2.91     2.56     1.13
01/23 16:15   WDC*     WESTERN DIGITAL        6.30     5.81     1.09
01/23 Aft-mkt PLCM     POLYCOM INC           10.04    11.08     0.91
01/23 Aft-mkt CSX*     CSX CORP               2.60     2.95     0.88
01/23 16:10   ZION*    ZIONS BANCORP          3.37     4.76     0.71
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/24         BTU*     PEABODY ENERGY         3.88     1.56     2.49
01/24 Aft-mkt AAPL*    APPLE INC              4.12     2.78     1.48
01/24 Aft-mkt TPX      TEMPUR-PEDIC INT       8.54     5.95     1.44
01/24 07:00   EMC*     EMC CORP/MASS          3.95     2.87     1.38
01/24 16:15   ALTR*    ALTERA CORP            5.42     4.81     1.13
01/24 16:30   CA*      CA INC                 4.40     4.08     1.08
01/24         COH*     COACH INC              4.09     3.81     1.07
01/24 Aft-mkt NSC*     NORFOLK SOUTHERN       2.95     3.00     0.98
01/24 Bef-mkt MCD*     MCDONALDS CORP         1.47     1.52     0.97
01/24         IGT*     INTL GAME TECH         3.81     4.67     0.82
01/24         KMB*     KIMBERLY-CLARK         1.89     2.70     0.70
01/24 18:00   STLD     STEEL DYNAMICS         2.90     4.18     0.69
01/24 16:00   SYK*     STRYKER CORP           2.18     3.25     0.67
01/24 Bef-mkt BHI*     BAKER HUGHES INC       3.62     5.82     0.62
01/24         ASH      ASHLAND INC            2.97     6.10     0.49
01/24 Bef-mkt HOG*     HARLEY-DAVIDSON        3.47     8.10     0.43
01/24 Bef-mkt APD*     AIR PRODS & CHEM       0.54     1.62     0.33
01/24 Bef-mkt DGX*     QUEST DIAGNOSTIC       1.46     4.37     0.33
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/24 Aft-mkt YHOO*    YAHOO! INC             0.27     4.21     0.06

* - 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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