Market Snapshot
  • U.S.
  • Europe
  • Asia
Ticker Volume Price Price Delta
DJIA 15,318.20 +138.38 0.91%
S&P 500 1,651.81 +12.77 0.78%
Nasdaq 3,482.18 +30.05 0.87%
Ticker Volume Price Price Delta
STOXX 50 2,707.85 +6.92 0.26%
FTSE 100 6,377.97 +3.76 0.06%
DAX 8,273.20 +43.69 0.53%
Ticker Volume Price Price Delta
Nikkei 13,245.20 +237.94 1.83%
Hang Seng 20,986.90 -238.99 -1.13%
S&P/ASX 200 4,861.38 +47.03 0.98%

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
========================================================================
05/04 Bef-mkt SE*      SPECTRA ENERG          2.36     1.33     1.77
05/04 07:00   DUK*     DUKE ENERGY CORP       1.58     1.08     1.46
05/04 Bef-mkt PPL*     PPL CORPORATION        1.92     1.52     1.26
05/04         EXC*     EXELON CORP            1.07     1.18     0.91
05/04         EL*      ESTEE LAUDER           6.27     7.43     0.84
05/04         ZOLT     ZOLTEK COS            13.64    16.99     0.80
05/04         TIE*     TITANIUM METALS        3.02     3.92     0.77
05/04         MRX      MEDICIS PHARM-A        5.11     8.24     0.62
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/07 Bef-mkt CTSH*    COGNIZANT TECH-A       5.18     2.54     2.04
05/07 Bef-mkt HFC      HOLLYFRONTIER CO       4.45     2.72     1.63
05/07         BBEP     BREITBURN ENERGY       4.63     3.63     1.28
05/07         DISH     DISH NETWORK-A         5.80     5.08     1.14
05/07 Aft-mkt EA*      ELECTRONIC ARTS        7.65     6.68     1.14
05/07         RAX      RACKSPACE HOSTIN       6.58     5.88     1.12
05/07 Aft-mkt PAA      PLAINS ALL AMER        1.31     1.32     0.99
05/07 Aft-mkt MAKO     MAKO SURGICAL          7.89     8.01     0.98
05/07         PBI*     PITNEY BOWES INC       4.87     5.08     0.96
05/07 Aft-mkt CLNE     CLEAN ENERGY FUE       6.08     6.56     0.93
05/07 Bef-mkt SYY*     SYSCO CORP             3.57     3.91     0.91
05/07 Bef-mkt CDE      COEUR D’ALENE MN       4.99     5.85     0.85
05/07         DNDN     DENDREON CORP         15.59    19.93     0.78
05/07         CAR      AVIS BUDGET GROU       5.06     7.24     0.70
05/07 Aft-mkt ATLS     ATLAS ENERGY LP        1.79     4.42     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

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