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
========================================================================
04/19         BTU*     PEABODY ENERGY         4.54     1.58     2.87
04/19 Bef-mkt LH*      LABORATORY CP          3.11     1.52     2.06
04/19 Aft-mkt CB*      CHUBB CORP             4.78     2.64     1.81
04/19 Bef-mkt BBT*     BB&T CORP              3.86     2.20     1.75
04/19 Bef-mkt TRV*     TRAVELERS COS IN       3.87     2.24     1.72
04/19 09:00   NUE*     NUCOR CORP             3.02     1.82     1.66
04/19 Bef-mkt FCX*     FREEPORT-MCMORAN       3.56     2.20     1.61
04/19         BX       BLACKSTONE GROUP       3.50     2.33     1.50
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/19         DO*      DIAMOND OFFSHORE       3.21     2.32     1.39
04/19 06:00   DHR*     DANAHER CORP           2.58     1.88     1.37
04/19         UNP*     UNION PAC CORP         3.54     2.59     1.37
04/19 Aft-mkt MSFT*    MICROSOFT CORP         2.85     2.19     1.30
04/19 16:15   ALTR*    ALTERA CORP            5.45     4.22     1.29
04/19 07:15   MS*      MORGAN STANLEY         5.23     4.18     1.25
04/19 Bef-mkt UNH*     UNITEDHEALTH GRP       2.92     2.35     1.24
04/19 Bef-mkt DD*      DU PONT (EI)           1.89     1.54     1.23
04/19 Aft-mkt TPX      TEMPUR-PEDIC INT       7.99     6.66     1.20
04/19 06:30   FITB*    FIFTH THIRD BANC       5.14     4.39     1.17
04/19         CY       CYPRESS SEMICON        5.35     4.80     1.12
04/19 Aft-mkt ETFC*    E*TRADE FINANCIA       6.07     5.40     1.12
04/19 07:00   EMC*     EMC CORP/MA            3.64     3.28     1.11
04/19 07:30   VZ*      VERIZON COMMUNIC       2.02     1.82     1.11
04/19 07:00   PM*      PHILIP MORRIS IN       2.20     2.09     1.05
04/19 16:05   COF*     CAPITAL ONE FINA       4.32     4.28     1.01
04/19 Bef-mkt SHW*     SHERWIN-WILLIAMS       3.50     3.55     0.99
04/19 16:00   IBKR     INTERACTIVE BROK       4.72     4.80     0.98
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/19 Aft-mkt RVBD     RIVERBED TECHNOL      10.71    11.88     0.90
04/19 16:00   CMG*     CHIPOTLE MEXICAN       6.22     7.27     0.86
04/19         BAX*     BAXTER INTL INC        3.56     4.34     0.82
04/19 Aft-mkt SNDK*    SANDISK CORP           5.17     7.16     0.72
04/19 Aft-mkt NCR      NCR CORP               3.50     5.83     0.60
04/19 Bef-mkt TZOO     TRAVELZOO INC          8.97    16.84     0.53
04/19         WYNN*    WYNN RESORTS LTD       0.94     4.04     0.23
04/20 Bef-mkt HON*     HONEYWELL INTL         3.02     2.20     1.37
04/20         SLB*     SCHLUMBERGER LTD       3.56     2.64     1.35
04/20         AEP*     AMERICAN ELECTRI       1.42     1.07     1.32
04/20         JCI*     JOHNSON CONTROLS       4.33     3.49     1.24
04/20 07:00   UA       UNDER ARMOUR-A         6.52     5.28     1.24
04/20 Bef-mkt MCD*     MCDONALDS CORP         1.99     1.76     1.13
04/20         APH*     AMPHENOL CORP-A        4.69     4.18     1.12
04/20 Bef-mkt GE*      GENERAL ELECTRIC       3.05     3.02     1.01
04/20 Bef-mkt KMB*     KIMBERLY-CLARK         2.37     2.74     0.87
04/20         RCL      ROYAL CARIBBEAN        5.60     7.00     0.80
04/20         TEX      TEREX CORP             4.69     7.46     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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