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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
========================================================================
01/24 Bef-mkt BTU*     PEABODY ENERGY         3.32     1.56     2.13
01/24 Aft-mkt TPX      TEMPUR-PEDIC INT      11.22     5.95     1.89
01/24 Aft-mkt AAPL*    APPLE INC              4.69     2.78     1.69
01/24 07:00   EMC*     EMC CORP/MASS          4.25     2.87     1.48
01/24 07:00   COH*     COACH INC              5.23     3.81     1.37
01/24 16:30   CA*      CA INC                 4.82     4.08     1.18
01/24 18:00   STLD     STEEL DYNAMICS         4.62     4.18     1.11
01/24 16:15   ALTR*    ALTERA CORP            4.97     4.81     1.03
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/24 Aft-mkt NSC*     NORFOLK SOUTHERN       3.00     3.00     1.00
01/24         KMB*     KIMBERLY-CLARK         2.31     2.70     0.85
01/24 Bef-mkt MCD*     MCDONALDS CORP         1.12     1.52     0.73
01/24         IGT*     INTL GAME TECH         3.24     4.67     0.70
01/24 Bef-mkt BHI*     BAKER HUGHES INC       3.20     5.82     0.55
01/24 Aft-mkt YHOO*    YAHOO! INC             2.25     4.21     0.53
01/24         ASH      ASHLAND INC            3.13     6.10     0.51
01/24 Bef-mkt HOG*     HARLEY-DAVIDSON        3.69     8.10     0.46
01/24 16:00   SYK*     STRYKER CORP           1.19     3.25     0.37
01/25 Aft-mkt SYMC*    SYMANTEC CORP          4.64     4.90     0.95
01/25 Aft-mkt OI*      OWENS-ILLINOIS         4.14     4.57     0.91
01/25 18:00   TER*     TERADYNE INC           6.39     7.11     0.90
01/25 16:05   NFLX*    NETFLIX INC           13.70    16.19     0.85
01/25         PII      POLARIS INDS           5.36     6.57     0.82
01/25 06:00   WLP*     WELLPOINT INC          2.35     2.94     0.80
01/25 07:00   MSI*     MOTOROLA SOLUTIO       3.21     4.08     0.79
01/25         TXT*     TEXTRON INC            4.02     5.19     0.77
01/25 07:30   STJ*     ST JUDE MEDICAL        1.83     2.39     0.76
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/25 16:05   CTXS*    CITRIX SYSTEMS         5.61     7.54     0.74
01/25 Aft-mkt SNDK*    SANDISK CORP           5.30     7.20     0.74
01/25         SLAB     SILICON LABS           3.55     5.02     0.71
01/25 Aft-mkt JEC*     JACOBS ENGIN GRP       2.85     4.31     0.66
01/25         EXC*     EXELON CORP            0.74     1.31     0.56
01/25         LRCX     LAM RESEARCH           2.19     3.98     0.55
01/25         MUR*     MURPHY OIL CORP        2.24     4.17     0.54
01/25 Aft-mkt URI      UNITED RENTALS         5.04    10.34     0.49
01/25         ATI*     ALLEGHENY TECH         2.02     5.05     0.40
01/25 Bef-mkt PX*      PRAXAIR INC            0.70     1.93     0.36

* - 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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