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
========================================================================
04/26 Bef-mkt REGN     REGENERON PHARM       10.79     4.16     2.59
04/26 Bef-mkt GR*      GOODRICH CORP          5.09     1.99     2.56
04/26 Aft-mkt SBUX*    STARBUCKS CORP         5.21     2.52     2.07
04/26 16:15   KLAC*    KLA-TENCOR CORP        4.36     2.18     2.00
04/26 Bef-mkt LMT*     LOCKHEED MARTIN        2.80     1.42     1.97
04/26         SWY*     SAFEWAY INC            7.84     3.97     1.97
04/26         UAL      UNITED CONTINENT       4.60     2.78     1.65
04/26         SPPI     SPECTRUM PHARMAC       9.48     5.94     1.60
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/26 16:05   VRSN*    VERISIGN INC           3.60     2.37     1.52
04/26         NBL*     NOBLE ENERGY INC       2.68     1.82     1.48
04/26 Bef-mkt HOT*     STARWOOD HOTELS        4.35     3.00     1.45
04/26 Bef-mkt PTEN     PATTERSON-UTI          4.03     2.83     1.43
04/26 Aft-mkt WDC*     WESTERN DIGITAL        7.43     5.33     1.39
04/26 Aft-mkt SWKS     SKYWORKS SOLUTIO      10.15     7.93     1.28
04/26 Bef-mkt WM*      WASTE MANAGEMENT       2.07     1.61     1.28
04/26 Aft-mkt AMZN*    AMAZON.COM INC         7.31     5.89     1.24
04/26 Bef-mkt ABC*     AMERISOURCEBERGE       3.18     2.58     1.23
04/26         NIHD     NII HOLDING INC        7.54     6.16     1.22
04/26 Aft-mkt MXIM     MAXIM INTEGRATED       3.73     3.10     1.20
04/26 07:00   OSK      OSHKOSH CORP           5.11     4.52     1.13
04/26 08:00   SWI      SOLARWINDS INC        10.86     9.73     1.12
04/26 Aft-mkt ARBA     ARIBA INC              6.03     5.52     1.09
04/26 Bef-mkt TWC*     TIME WARNER CABL       4.90     4.55     1.08
04/26 Aft-mkt CERN*    CERNER CORP            5.08     4.77     1.07
04/26 Bef-mkt BC       BRUNSWICK CORP         8.18     7.71     1.06
04/26 07:00   RTN*     RAYTHEON CO            1.72     1.64     1.05
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/26 07:00   MO*      ALTRIA GROUP INC       1.35     1.31     1.03
04/26         DECK     DECKERS OUTDOOR        8.04     7.86     1.02
04/26 06:00   WHR*     WHIRLPOOL CORP         6.60     6.46     1.02
04/26 Bef-mkt BG       BUNGE LTD              5.11     5.09     1.00
04/26         BWA*     BORGWARNER INC         4.11     4.15     0.99
04/26 Bef-mkt MJN*     MEAD JOHNSON           3.01     3.19     0.94
04/26 Aft-mkt INFA     INFORMATICA CORP       7.02     7.51     0.93
04/26         HP*      HELMERICH & PAYN       3.69     4.04     0.91
04/26         CRR      CARBO CERAMICS         7.73     9.10     0.85
04/26 16:00   EXPE*    EXPEDIA INC            5.08     5.97     0.85
04/26 Bef-mkt VCI      VALASSIS COMM          8.19     9.59     0.85
04/26 Aft-mkt SPN      SUPERIOR ENERGY        4.87     5.85     0.83
04/26 Bef-mkt XOM*     EXXON MOBIL CORP       1.07     1.31     0.82
04/26 Bef-mkt CL*      COLGATE-PALMOLIV       1.75     2.15     0.81
04/26         IPG*     INTERPUBLIC GRP        6.07     7.47     0.81
04/26 Aft-mkt SYNA     SYNAPTICS INC          5.01     6.17     0.81
04/26 07:00   CNX*     CONSOL ENERGY          3.12     3.94     0.79
04/26 Bef-mkt SWC      STILLWATER MININ       5.63     7.52     0.75
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/26         OXY*     OCCIDENTAL PETE        2.49     3.38     0.74
04/26         DDD      3D SYSTEMS CORP       10.76    14.99     0.72
04/26 08:00   K*       KELLOGG CO             2.69     3.72     0.72
04/26 07:45   UPS*     UNITED PARCEL-B        1.58     2.48     0.64
04/26 Aft-mkt CSTR     COINSTAR INC           6.99    11.07     0.63
04/26 06:00   AET*     AETNA INC              2.68     4.37     0.61
04/26 Bef-mkt MYL*     MYLAN INC              1.74     2.89     0.60
04/26 07:00   PEP*     PEPSICO INC            1.72     2.92     0.59
04/26 Bef-mkt CME*     CME GROUP INC          2.00     3.61     0.55
04/26 09:00   CAM*     CAMERON INTERNAT       2.57     4.73     0.54
04/26         DOW*     DOW CHEMICAL CO        2.03     3.88     0.52
04/26 16:05   GILD*    GILEAD SCIENCES        2.27     4.62     0.49
04/27 Bef-mkt NEM*     NEWMONT MINING         3.72     2.49     1.49
04/27 Bef-mkt SPG*     SIMON PROPERTY         1.73     1.67     1.04
04/27 08:00   AXL      AMER AXLE & MFG        4.27     4.34     0.98
04/27 Bef-mkt PG*      PROCTER & GAMBLE       1.46     1.49     0.98
04/27         GT*      GOODYEAR TIRE          7.11     7.50     0.95
04/27         VFC*     VF CORP                3.78     4.58     0.83
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/27 Bef-mkt MRK*     MERCK & CO             1.06     1.66     0.64
04/27 Bef-mkt CPN      CALPINE CORP           1.50     2.39     0.63
04/27 07:00   F*       FORD MOTOR CO          2.28     4.73     0.48
04/27 Bef-mkt IP*      INTL PAPER CO          1.48     3.34     0.44
04/27         CVX*     CHEVRON CORP           0.48     1.19     0.41

* - 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