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
========================================================================
02/15 07:00   INCY     INCYTE CORP            7.71     3.15     2.45
02/15 Aft-mkt HBI      HANESBRANDS INC        8.38     3.89     2.15
02/15 07:00   DE*      DEERE & CO             3.76     2.00     1.88
02/15 Aft-mkt CF*      CF INDUSTRIES HO       7.06     4.10     1.72
02/15         EQIX     EQUINIX INC            8.57     5.07     1.69
02/15         NILE     BLUE NILE INC         14.83     9.11     1.63
02/15 Aft-mkt TRN      TRINITY INDUSTRI       5.30     3.37     1.57
02/15 Bef-mkt XEC      CIMAREX ENERGY C       7.48     4.85     1.54
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/15         SKX      SKECHERS USA-A        10.69     7.03     1.52
02/15 Bef-mkt DVN*     DEVON ENERGY CO        3.43     2.33     1.47
02/15 Aft-mkt TEX      TEREX CORP            10.07     6.90     1.46
02/15         CBS*     CBS CORP-B             4.70     3.25     1.45
02/15 07:00   CMCSA*   COMCAST CORP-A         2.73     1.88     1.45
02/15 Aft-mkt NTAP*    NETAPP INC            12.71     8.75     1.45
02/15 16:05   A*       AGILENT TECH INC       4.86     3.79     1.28
02/15 17:00   MAR*     MARRIOTT INTL-A        4.03     3.25     1.24
02/15 Aft-mkt CTL*     CENTURYLINK INC        3.19     2.63     1.21
02/15 06:30   WCG      WELLCARE HEALTH        8.02     6.69     1.20
02/15 07:00   ANF*     ABERCROMBIE & FI       7.61     6.37     1.19
02/15 16:00   ACOM     ANCESTRY.COM INC      11.56     9.87     1.17
02/15 16:20   NVDA*    NVIDIA CORP            7.43     7.04     1.06
02/15 Aft-mkt ATHN     ATHENAHEALTH INC      12.26    11.87     1.03
02/15 Aft-mkt CAR      AVIS BUDGET GROU       7.51     7.32     1.03
02/15 Aft-mkt CLF*     CLIFFS NATURAL R       5.25     5.21     1.01
02/15 Aft-mkt ETP      ENERGY TRANSF PA       2.55     2.52     1.01
02/15 Bef-mkt OC       OWENS CORNING          6.29     6.51     0.97
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/15 Aft-mkt GGC      GEORGIA GULF           3.56     3.79     0.94
02/15 Aft-mkt VMC*     VULCAN MATERIALS       3.56     4.87     0.73
02/15 Bef-mkt DF*      DEAN FOODS CO          8.33    13.17     0.63
02/16 Bef-mkt UPL      ULTRA PETROLEUM        5.28     3.43     1.54
02/16         AMAT*    APPLIED MATERIAL       3.80     2.82     1.35
02/16 Aft-mkt JWN*     NORDSTROM INC          3.89     2.88     1.35
02/16         VFC*     VF CORP                5.43     4.50     1.21
02/16 Bef-mkt WM*      WASTE MANAGEMENT       2.20     1.82     1.21
02/16 08:00   APA*     APACHE CORP            3.27     2.89     1.13
02/16         DTV*     DIRECTV-A              3.53     3.14     1.12
02/16 Aft-mkt ARUN     ARUBA NETWORKS I      11.27    11.20     1.01
02/16         ACOR     ACORDA THERAPEUT       6.52     6.60     0.99
02/16 Aft-mkt ROVI     ROVI CORP             10.72    10.88     0.99
02/16         SPW      SPX CORP               4.33     4.77     0.91
02/16         EOG*     EOG RESOURCES          4.18     5.67     0.74
02/16 06:00   HUN      HUNTSMAN CORP          5.49     7.44     0.74

* - 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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