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
========================================================================
02/01 Aft-mkt TSCO     TRACTOR SUPPLY         3.72     2.44     1.52
02/01         BMC*     BMC SOFTWARE INC       7.63     5.10     1.50
02/01 Aft-mkt SFLY     SHUTTERFLY INC        12.25     8.92     1.37
02/01 08:30   BEN*     FRANKLIN RES INC       3.61     2.77     1.30
02/01 Bef-mkt IACI     IAC/INTERACTIVEC       5.53     4.35     1.27
02/01 06:00   WHR*     WHIRLPOOL CORP         7.07     5.78     1.22
02/01 Aft-mkt GMCR     GREEN MOUNTAIN        18.63    15.99     1.17
02/01 Bef-mkt EPD      ENTERPRISE PRODU       2.34     2.13     1.10
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/01 Aft-mkt EA*      ELECTRONIC ARTS        7.35     7.01     1.05
02/01         MRO*     MARATHON OIL           2.98     2.88     1.04
02/01 16:05   ALL*     ALLSTATE CORP          3.23     3.24     1.00
02/01 16:00   LVS      LAS VEGAS SANDS        6.15     6.17     1.00
02/01         HSY*     HERSHEY CO/THE         2.73     3.01     0.91
02/01 Aft-mkt JDSU*    JDS UNIPHASE           9.25    10.82     0.85
02/01 16:00   QCOM*    QUALCOMM INC           5.63     6.62     0.85
02/01 06:00   AET*     AETNA INC              3.27     4.14     0.79
02/01 06:00   GRA      WR GRACE & CO          5.61     7.10     0.79
02/01 16:00   CMG*     CHIPOTLE MEXICAN       5.50     7.48     0.74
02/01 Aft-mkt TSO*     TESORO CORP            2.02     3.43     0.59
02/02         CAVM     CAVIUM INC             8.08     4.08     1.98
02/02 Aft-mkt CTCT     CONSTANT CONTACT       9.36     5.60     1.67
02/02 Aft-mkt VRTX     VERTEX PHARM           3.92     2.62     1.50
02/02 Bef-mkt CAH*     CARDINAL HEALTH        3.05     2.26     1.35
02/02         BX       BLACKSTONE GROUP       3.07     2.37     1.30
02/02 06:30   CI*      CIGNA CORP             3.35     2.60     1.29
02/02 16:00   EW*      EDWARDS LIFE           4.03     3.23     1.25
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/02         DO*      DIAMOND OFFSHORE       3.67     3.06     1.20
02/02 Bef-mkt RGLD     ROYAL GOLD INC         3.19     2.81     1.14
02/02 08:00   VIAB*    VIACOM INC-B           2.86     2.58     1.11
02/02 Bef-mkt HOT*     STARWOOD HOTELS        3.09     2.86     1.08
02/02 Bef-mkt CME*     CME GROUP INC          3.76     3.54     1.06
02/02 Aft-mkt SUN*     SUNOCO INC             3.45     3.25     1.06
02/02         MA*      MASTERCARD INC-A       5.04     4.96     1.02
02/02 Bef-mkt IP*      INTL PAPER CO          3.85     3.96     0.97
02/02         CMI*     CUMMINS INC            4.52     4.70     0.96
02/02 Bef-mkt MRK*     MERCK & CO             1.73     1.85     0.94
02/02 08:00   K*       KELLOGG CO             3.75     4.03     0.93
02/02         VMC*     VULCAN MATERIALS       4.54     4.87     0.93
02/02         AGN*     ALLERGAN INC           2.54     2.88     0.88
02/02 06:30   DOW*     DOW CHEMICAL CO        3.66     4.19     0.87
02/02 Bef-mkt NOV*     NATL OILWELL VAR       2.74     3.38     0.81
02/02         RCL      ROYAL CARIBBEAN        5.34     7.07     0.76
02/02 Bef-mkt CAM*     CAMERON INTERNAT       3.44     5.13     0.67
02/02 Aft-mkt APKT     ACME PACKET INC        9.76    15.44     0.63
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/02         SLE*     SARA LEE CORP          1.33     2.22     0.60
02/02         NVLS*    NOVELLUS SYS           2.57     6.58     0.39
02/02 Bef-mkt SE*      SPECTRA ENERG          0.59     1.52     0.39
02/02 16:05   GILD*    GILEAD SCIENCES        0.98     4.14     0.24

* - 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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