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 WPI*     WATSON PHARM           3.56     1.53     2.33
C/2011 Aft-mkt HBI      HANESBRANDS INC        6.90     3.89     1.77
C/2011 07:00   DE*      DEERE & CO             3.09     2.00     1.55
C/2011         EQIX     EQUINIX INC            7.21     5.07     1.42
C/2011 Bef-mkt AFSI     AMTRUST FIN SERV       3.43     2.46     1.39
C/2011 Aft-mkt TEX      TEREX CORP             9.23     6.90     1.34
C/2011 Bef-mkt DVN*     DEVON ENERGY CO        3.03     2.33     1.30
C/2011 07:00   CMCSA*   COMCAST CORP-A         2.42     1.88     1.29
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
C/2011 Bef-mkt MMC*     MARSH & MCLENNAN       3.16     2.45     1.29
C/2011 Aft-mkt TRN      TRINITY INDUSTRI       4.33     3.37     1.28
C/2011         NILE     BLUE NILE INC         10.85     9.11     1.19
C/2011 Aft-mkt CF*      CF INDUSTRIES HO       4.83     4.10     1.18
C/2011         SKX      SKECHERS USA-A         8.16     7.03     1.16
C/2011 Aft-mkt NTAP*    NETAPP INC            10.11     8.75     1.15
C/2011 Aft-mkt FTI*     FMC TECHNOLOGIES       4.39     3.93     1.12
C/2011         CBS*     CBS CORP-B             3.54     3.25     1.09
C/2011 16:05   A*       AGILENT TECH INC       3.99     3.79     1.05
C/2011 Bef-mkt FOSL     FOSSIL INC             8.13     7.84     1.04
C/2011 Aft-mkt CAR      AVIS BUDGET GROU       7.20     7.32     0.98
C/2011 Aft-mkt ETP      ENERGY TRANSF PA       2.45     2.52     0.97
C/2011 Bef-mkt GT*      GOODYEAR TIRE          6.99     7.21     0.97
C/2011 17:00   MAR*     MARRIOTT INTL-A        3.16     3.25     0.97
C/2011 Aft-mkt MET*     METLIFE INC            2.78     2.95     0.94
C/2011 07:00   AVP*     AVON PRODUCTS          5.19     5.74     0.90
C/2011 16:20   NVDA*    NVIDIA CORP            6.29     7.04     0.89
C/2011 07:00   ANF*     ABERCROMBIE & FI       5.24     6.37     0.82
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
C/2011 Aft-mkt CLF*     CLIFFS NATURAL R       4.26     5.21     0.82
C/2011 Aft-mkt CTL*     CENTURYLINK INC        2.15     2.63     0.82
C/2011 Bef-mkt OC       OWENS CORNING          5.02     6.51     0.77
C/2011 Aft-mkt WTW      WEIGHT WATCHERS        9.15    13.64     0.67
C/2011 Aft-mkt VMC*     VULCAN MATERIALS       3.09     4.87     0.63
C/2011 Aft-mkt GGC      GEORGIA GULF           2.17     3.79     0.57
E/2011         STEC     STEC INC               7.15    13.96     0.51

* - 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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