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
========================================================================
04/27 Bef-mkt CPN      CALPINE CORP           4.65     2.39     1.94
04/27 08:00   AXL      AMER AXLE & MFG        6.47     4.34     1.49
04/27 Bef-mkt NEM*     NEWMONT MINING         2.90     2.49     1.16
04/27 Bef-mkt PG*      PROCTER & GAMBLE       1.38     1.49     0.92
04/27 Bef-mkt MRK*     MERCK & CO             1.42     1.66     0.86
04/27 Bef-mkt NWL*     NEWELL RUBBERMAI       4.14     4.82     0.86
04/27 Bef-mkt SPG*     SIMON PROPERTY         1.37     1.67     0.82
04/27         GT*      GOODYEAR TIRE          5.98     7.50     0.80
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/27         VFC*     VF CORP                3.53     4.58     0.77
04/27         CVX*     CHEVRON CORP           0.86     1.19     0.72
04/27 07:00   F*       FORD MOTOR CO          3.13     4.73     0.66
04/27 Bef-mkt IP*      INTL PAPER CO          1.62     3.34     0.48
04/30 Bef-mkt WPI*     WATSON PHARM           6.58     1.92     3.43
04/30 Aft-mkt VECO     VEECO INSTRUMENT       6.09     3.41     1.79
04/30 Aft-mkt APC*     ANADARKO PETROLE       3.69     2.35     1.57
04/30 Aft-mkt CRK      COMSTOCK RES INC       5.41     3.67     1.48
04/30 Aft-mkt HOLX     HOLOGIC INC            7.88     5.38     1.46
04/30         AWI      ARMSTRONG WORLD        5.24     4.20     1.25
04/30 Aft-mkt SFLY     SHUTTERFLY INC        10.69     8.66     1.23
04/30 Aft-mkt FIRE     SOURCEFIRE INC        10.47    11.22     0.93
04/30 Aft-mkt MAS*     MASCO CORP             5.41     6.78     0.80
04/30 Aft-mkt FST      FOREST OIL CORP        4.49     6.53     0.69

* - 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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