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
========================================================================
C/2011 Aft-mkt LGF      LIONS GATE             8.17     2.16     3.78
C/2011 Aft-mkt NUAN     NUANCE COMMUNICA       8.20     3.43     2.39
C/2011 07:30   SEE*     SEALED AIR CORP        5.66     2.48     2.28
C/2011 Aft-mkt V*       VISA INC-CLASS A       4.03     1.88     2.14
C/2011 06:30   CCE*     COCA-COLA ENTER        3.12     1.70     1.83
C/2011         NBL*     NOBLE ENERGY INC       3.39     1.90     1.79
C/2011 Bef-mkt ALXN     ALEXION PHARM          5.08     3.03     1.68
C/2011 Bef-mkt SNI*     SCRIPPS NET-CL A       5.83     3.60     1.62
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
C/2011 08:30   ICE*     INTERCONTINENTAL       3.67     2.39     1.54
C/2011 Aft-mkt PRU*     PRUDENTL FINL          3.18     2.11     1.51
C/2011 08:30   CSC*     COMPUTER SCIENCE      11.62     7.99     1.45
C/2011 Bef-mkt RAI*     REYNOLDS AMERICA       2.40     1.81     1.32
C/2011 Aft-mkt ATVI     ACTIVISION BLIZZ       5.83     4.63     1.26
C/2011         PBI*     PITNEY BOWES INC       6.36     5.03     1.26
C/2011         WYN*     WYNDHAM WORLDWID       4.39     3.57     1.23
C/2011 Bef-mkt CTSH*    COGNIZANT TECH-A       3.69     3.10     1.19
C/2011 Aft-mkt PAA      PLAINS ALL AMER        1.59     1.47     1.08
C/2011         EXPE*    EXPEDIA INC            5.66     5.44     1.04
C/2011 18:30   ORLY*    O’REILLY AUTOMOT       4.49     4.47     1.01
C/2011 Bef-mkt TWX*     TIME WARNER INC        2.49     2.49     1.00
C/2011 Bef-mkt CVS*     CVS CAREMARK COR       3.47     3.54     0.98
C/2011 08:00   RL*      RALPH LAUREN COR       6.77     7.00     0.97
C/2011 Aft-mkt BGC      GEN CABLE CORP        10.67    11.06     0.96
C/2011         AKAM*    AKAMAI TECHNOLOG      11.78    12.74     0.92
C/2011 07:00   PEP*     PEPSICO INC            2.43     2.63     0.92
C/2011 Bef-mkt BG       BUNGE LTD              4.40     4.81     0.91
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
C/2011         LO*      LORILLARD INC          1.56     1.86     0.84
C/2011 16:00   NWSA*    NEWS CORP-A            3.61     4.44     0.81
C/2011         PM*      PHILIP MORRIS IN       1.70     2.24     0.76
C/2011 16:30   CSCO*    CISCO SYSTEMS          6.51     8.96     0.73
C/2011 16:15   FNF      FIDELITY NATL-A        3.28     4.85     0.68
C/2011 Aft-mkt ATML     ATMEL CORP             6.36    10.03     0.63

* - 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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