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 Bef-mkt TDC*     TERADATA CORP          6.95     1.77     3.92
C/2011 Aft-mkt LGF      LIONS GATE             7.23     2.16     3.35
C/2011 Aft-mkt NUAN     NUANCE COMMUNICA       8.49     3.43     2.48
C/2011 07:30   SEE*     SEALED AIR CORP        4.92     2.48     1.98
C/2011 06:30   CCE*     COCA-COLA ENTER        3.25     1.70     1.91
C/2011         NBL*     NOBLE ENERGY INC       3.41     1.90     1.80
C/2011 Bef-mkt ALXN     ALEXION PHARM          5.14     3.03     1.70
C/2011 Bef-mkt MNTA     MOMENTA PHARMACE       5.42     3.53     1.54
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
C/2011 Aft-mkt ATVI     ACTIVISION BLIZZ       5.76     4.63     1.24
C/2011 Bef-mkt PPL*     PPL CORPORATION        1.63     1.35     1.21
C/2011         PBI*     PITNEY BOWES INC       6.05     5.03     1.20
C/2011 Bef-mkt ACI      ARCH COAL INC          5.08     4.63     1.10
C/2011 Aft-mkt ITMN     INTERMUNE INC          5.89     5.39     1.09
C/2011         SIAL*    SIGMA-ALDRICH          3.45     3.40     1.01
C/2011         EXPE*    EXPEDIA INC            5.24     5.44     0.96
C/2011 07:00   PEP*     PEPSICO INC            2.49     2.63     0.95
C/2011 02:30   NYX*     NYSE EURONEXT          2.27     2.45     0.92
C/2011 Bef-mkt BG       BUNGE LTD              4.39     4.81     0.91
C/2011         LO*      LORILLARD INC          1.40     1.86     0.75
C/2011         PM*      PHILIP MORRIS IN       1.65     2.24     0.74
T/2011         SUN*     SUNOCO INC             1.01     3.25     0.31

* - 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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