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
========================================================================
04/24 Aft-mkt AAPL*    APPLE INC              7.01     3.38     2.07
04/24 Bef-mkt CE       CELANESE CORP-A        3.62     2.86     1.27
04/24         THOR     THORATEC CORP         13.46    10.65     1.26
04/24 Aft-mkt JNPR*    JUNIPER NETWORKS       7.33     6.20     1.18
04/24         BWLD     BUFFALO WILD WIN       8.90     7.69     1.16
04/24 16:15   CHRW*    CH ROBINSON            5.09     4.81     1.06
04/24         COH*     COACH INC              4.07     3.83     1.06
04/24 Aft-mkt FTI*     FMC TECHNOLOGIES       4.19     4.00     1.05
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/24         FTNT     FORTINET INC          12.92    12.66     1.02
04/24 Bef-mkt BHI*     BAKER HUGHES INC       5.27     5.25     1.01
04/24 Aft-mkt AMGN*    AMGEN INC              1.94     1.99     0.97
04/24 Aft-mkt NSC*     NORFOLK SOUTHERN       2.41     2.47     0.97
04/24 Aft-mkt AFL*     AFLAC INC              3.59     3.77     0.95
04/24         PCAR*    PACCAR INC             3.48     3.87     0.90
04/24         X*       US STEEL CORP          4.98     5.97     0.83
04/24 08:00   ITW*     ILLINOIS TOOL WO       2.24     2.80     0.80
04/24         LXK*     LEXMARK INTL-A         7.92    10.24     0.77
04/24 07:15   MHP*     MCGRAW-HILL COS        1.35     1.82     0.74
04/24 Bef-mkt CIT      CIT GROUP INC          2.23     3.03     0.73
04/24 Aft-mkt UIS      UNISYS CORP           12.47    18.07     0.69
04/24 Aft-mkt PNRA     PANERA BREAD-A         5.26     7.88     0.67
04/24         HSY*     HERSHEY CO/THE         1.66     3.13     0.53
04/24 Bef-mkt APD*     AIR PRODS & CHEM       0.82     1.87     0.44
04/24         MMM*     3M CO                  1.29     3.29     0.39
04/24         DV*      DEVRY INC              3.64     9.73     0.37
04/24 07:00   WU*      WESTERN UNION          1.25     3.51     0.36
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/24 Aft-mkt QCOR     QUESTCOR PHARM         2.77    14.69     0.19
04/24 Bef-mkt RAI*     REYNOLDS AMERICA       0.14     1.83     0.08
04/25         EQIX     EQUINIX INC            9.68     5.53     1.75
04/25 17:00   XLNX*    XILINX INC             3.19     2.13     1.50
04/25 16:00   CROX     CROCS INC              8.33     5.68     1.47
04/25 07:30   CAT*     CATERPILLAR INC        3.72     2.99     1.25
04/25 Aft-mkt RRC*     RANGE RESOURCES        3.33     2.91     1.14
04/25         SKX      SKECHERS USA-A         8.20     7.67     1.07
04/25 Aft-mkt TEX      TEREX CORP             7.85     7.46     1.05
04/25 Aft-mkt LVS      LAS VEGAS SANDS        5.38     5.28     1.02
04/25 16:00   CRUS     CIRRUS LOGIC INC      11.64    11.50     1.01
04/25 18:00   TER*     TERADYNE INC           6.47     6.39     1.01
04/25         LO*      LORILLARD INC          2.98     3.03     0.98
04/25 Bef-mkt TKR      TIMKEN CO              5.43     5.66     0.96
04/25 18:30   ORLY*    O’REILLY AUTOMOT       3.66     3.86     0.95
04/25 Aft-mkt WLL      WHITING PETROLEU       3.53     4.12     0.86
04/25 Aft-mkt CTXS*    CITRIX SYSTEMS         6.55     7.81     0.84
04/25 Bef-mkt HOG*     HARLEY-DAVIDSON        6.32     7.56     0.84
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/25         DAL      DELTA AIR LI           5.09     6.20     0.82
04/25 Bef-mkt OC       OWENS CORNING          5.75     7.11     0.81
04/25 Aft-mkt WMB*     WILLIAMS COS INC       3.24     4.07     0.80
04/25         ATI*     ALLEGHENY TECH         3.97     5.15     0.77
04/25         AKAM*    AKAMAI TECHNOLOG       9.91    13.58     0.73
04/25 06:00   GRA      WR GRACE & CO          4.08     6.10     0.67
04/25 16:00   ACOM     ANCESTRY.COM INC       7.56    11.51     0.66
04/25 Bef-mkt ROK*     ROCKWELL AUTOMAT       2.94     4.51     0.65
04/25 Aft-mkt COG*     CABOT OIL & GAS        3.94     6.46     0.61
04/25 06:00   WLP*     WELLPOINT INC          1.48     3.39     0.44
04/25 Aft-mkt AVB*     AVALONBAY COMMUN       1.05     2.85     0.37
04/25 Aft-mkt CLF*     CLIFFS NATURAL R       1.55     4.29     0.36
04/25 Bef-mkt NEE*     NEXTERA ENERGY         0.21     0.72     0.30
04/25         WYN*     WYNDHAM WORLDWID       0.78     3.74     0.21
04/25 Bef-mkt GLW*     CORNING INC            0.63     4.33     0.15
04/25         HES*     HESS CORP              0.35     2.38     0.15

* - 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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