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
========================================================================
01/31 Bef-mkt LLY*     ELI LILLY & CO         3.30     1.21     2.73
01/31         SCCO     SOUTHERN COPPER        3.47     1.66     2.09
01/31 07:00   OSK      OSHKOSH CORP           7.90     4.44     1.78
01/31         NRGY     INERGY LP              5.53     3.34     1.66
01/31 Aft-mkt AMZN*    AMAZON.COM INC         7.51     4.99     1.50
01/31         VLO*     VALERO ENERGY          2.81     1.89     1.49
01/31 08:00   ITW*     ILLINOIS TOOL WO       2.51     1.99     1.26
01/31 16:15   CHRW*    CH ROBINSON            5.55     4.78     1.16
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/31 Aft-mkt BRCM*    BROADCOM CORP-A        5.92     5.20     1.14
01/31 06:00   MAT*     MATTEL INC             3.62     3.23     1.12
01/31 Bef-mkt CE       CELANESE CORP-A        3.03     2.85     1.06
01/31         FTNT     FORTINET INC          12.55    12.01     1.04
01/31 Bef-mkt BIIB*    BIOGEN IDEC INC        2.85     2.84     1.00
01/31         PCAR*    PACCAR INC             4.00     4.14     0.97
01/31 07:45   UPS*     UNITED PARCEL-B        2.28     2.45     0.93
01/31 07:00   HRS*     HARRIS CORP            3.85     4.26     0.90
01/31 06:00   DHR*     DANAHER CORP           1.79     2.08     0.86
01/31 Bef-mkt MHP*     MCGRAW-HILL COS        1.68     2.05     0.82
01/31 Bef-mkt ADM*     ARCHER-DANIELS         3.84     4.78     0.80
01/31 Aft-mkt UIS      UNISYS CORP           13.75    17.39     0.79
01/31 Aft-mkt AFL*     AFLAC INC              3.17     4.07     0.78
01/31         LXK*     LEXMARK INTL-A         8.44    11.70     0.72
01/31         PFE*     PFIZER INC             2.10     3.12     0.67
01/31 Bef-mkt XOM*     EXXON MOBIL CORP       0.93     1.39     0.66
01/31         X*       US STEEL CORP          3.96     6.80     0.58
01/31 Aft-mkt MTW      MANITOWOC CO           2.12     9.20     0.23
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/01 Bef-mkt NI*      NISOURCE INC           2.76     1.00     2.75
02/01         NOC*     NORTHROP GRUMMAN       1.99     1.38     1.44
02/01         BMC*     BMC SOFTWARE INC       7.27     5.10     1.43
02/01 Aft-mkt EA*      ELECTRONIC ARTS        8.61     7.01     1.23
02/01 Aft-mkt SFLY     SHUTTERFLY INC        10.93     8.92     1.23
02/01 08:30   BEN*     FRANKLIN RES INC       3.22     2.77     1.16
02/01 16:05   ALL*     ALLSTATE CORP          2.91     3.24     0.90
02/01 06:00   WHR*     WHIRLPOOL CORP         5.03     5.78     0.87
02/01 Bef-mkt EPD      ENTERPRISE PRODU       1.82     2.13     0.85
02/01 16:00   LVS      LAS VEGAS SANDS        5.23     6.17     0.85
02/01 Aft-mkt GMCR     GREEN MOUNTAIN        13.44    15.99     0.84
02/01         HSY*     HERSHEY CO/THE         2.27     3.01     0.75
02/01 16:00   QCOM*    QUALCOMM INC           4.88     6.62     0.74
02/01         MRO*     MARATHON OIL           2.04     2.88     0.71
02/01 06:00   AET*     AETNA INC              2.87     4.14     0.69
02/01 16:00   CMG*     CHIPOTLE MEXICAN       4.97     7.48     0.66
02/01 Aft-mkt JDSU*    JDS UNIPHASE           6.98    10.82     0.64
02/01 06:00   GRA      WR GRACE & CO          3.74     7.10     0.53

* - 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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