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

Bloomberg reserves the right to edit or remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.