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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
========================================================================
04/23 Bef-mkt DHI*     DR HORTON INC          5.56     3.33     1.67
04/23 Bef-mkt ETN*     EATON CORP             4.16     2.90     1.43
04/23 16:30   TXN*     TEXAS INSTRUMENT       2.17     1.62     1.34
04/23 08:00   COP*     CONOCOPHILLIPS         1.75     1.56     1.12
04/23 Bef-mkt STI*     SUNTRUST BANKS         4.09     4.10     1.00
04/23 16:00   ALGN     ALIGN TECHNOLOGY      11.42    12.17     0.94
04/23 16:05   NFLX*    NETFLIX INC           12.93    15.98     0.81
04/23 Aft-mkt ZION*    ZIONS BANCORP          3.32     4.89     0.68
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/24 Aft-mkt AAPL*    APPLE INC              6.82     3.38     2.02
04/24 Bef-mkt CE       CELANESE CORP-A        4.12     2.86     1.44
04/24         COH*     COACH INC              4.85     3.83     1.27
04/24         THOR     THORATEC CORP         12.79    10.65     1.20
04/24         FTNT     FORTINET INC          13.82    12.66     1.09
04/24         BWLD     BUFFALO WILD WIN       8.27     7.69     1.08
04/24 08:00   ITW*     ILLINOIS TOOL WO       3.00     2.80     1.07
04/24 Aft-mkt LIFE*    LIFE TECHNOLOGIE       3.91     3.65     1.07
04/24 Bef-mkt BHI*     BAKER HUGHES INC       5.50     5.25     1.05
04/24 Aft-mkt NSC*     NORFOLK SOUTHERN       2.52     2.47     1.02
04/24 Aft-mkt JNPR*    JUNIPER NETWORKS       6.17     6.20     1.00
04/24 Aft-mkt AFL*     AFLAC INC              3.60     3.77     0.96
04/24         X*       US STEEL CORP          5.66     5.97     0.95
04/24 Bef-mkt UTX*     UNITED TECH CORP       1.41     1.58     0.89
04/24         PCAR*    PACCAR INC             3.24     3.87     0.84
04/24 Bef-mkt PH*      PARKER HANNIFIN        3.57     4.54     0.78
04/24         IGT*     INTL GAME TECH         3.43     4.60     0.75
04/24 16:15   CHRW*    CH ROBINSON            3.42     4.81     0.71
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/24         ASH      ASHLAND INC            3.80     5.66     0.67
04/24 08:00   T*       AT&T INC               0.83     1.28     0.65
04/24         MMM*     3M CO                  2.12     3.29     0.64
04/24         LXK*     LEXMARK INTL-A         6.46    10.24     0.63
04/24 Aft-mkt PNRA     PANERA BREAD-A         5.00     7.88     0.63
04/24         HSY*     HERSHEY CO/THE         1.68     3.13     0.54
04/24 07:00   WU*      WESTERN UNION          1.65     3.51     0.47
04/24 Bef-mkt RAI*     REYNOLDS AMERICA       0.56     1.83     0.31
04/24 Aft-mkt QCOR     QUESTCOR PHARM         4.29    14.69     0.29

* - 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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