Implied Stock-Price Moves for U.S. Companies Reporting Results
By -
Oct 31, 2011
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
========================================================================
11/01 Aft-mkt TRGT TARGACEPT INC 39.34 3.31 11.88
11/01 Bef-mkt WPI* WATSON PHARM 4.42 1.45 3.05
11/01 VLO* VALERO ENERGY 6.78 2.24 3.02
11/01 Bef-mkt AMED AMEDISYS INC 10.18 4.63 2.20
11/01 Aft-mkt XCO EXCO RESOURCES I 4.94 2.26 2.18
11/01 07:00 AMT* AMERICAN TOWER-A 3.75 1.73 2.17
11/01 Bef-mkt OSG OVERSEAS SHIPHLD 9.96 5.54 1.80
11/01 Aft-mkt OPEN OPENTABLE INC 12.65 8.92 1.42
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
11/01 Aft-mkt WMB* WILLIAMS COS INC 6.32 4.52 1.40
11/01 Aft-mkt HTZ HERTZ GLOBAL HOL 5.97 4.35 1.37
11/01 Aft-mkt PXD* PIONEER NATURAL 4.37 3.35 1.31
11/01 Aft-mkt CF* CF INDUSTRIES HO 3.55 2.82 1.26
11/01 ED* CONS EDISON INC 1.73 1.50 1.15
11/01 Bef-mkt CME* CME GROUP INC 3.09 2.70 1.14
11/01 Aft-mkt JDSU* JDS UNIPHASE 10.96 10.55 1.04
11/01 Bef-mkt PFE* PFIZER INC 2.70 3.12 0.87
11/01 Bef-mkt BHI* BAKER HUGHES INC 4.60 5.59 0.82
11/01 Bef-mkt ABC* AMERISOURCEBERGE 2.11 2.66 0.79
11/01 07:00 OSK OSHKOSH CORP 4.19 5.34 0.78
11/01 Bef-mkt EMR* EMERSON ELEC CO 3.05 4.12 0.74
11/01 Bef-mkt ADM* ARCHER-DANIELS 3.42 4.83 0.71
11/01 PBI* PITNEY BOWES INC 3.27 4.66 0.70
11/01 Aft-mkt WPZ WILLIAMS PARTNER 1.55 2.26 0.68
11/01 Aft-mkt MYGN MYRIAD GENETICS 5.13 7.63 0.67
11/01 Aft-mkt ATML ATMEL CORP 4.68 9.92 0.47
11/01 MRO* MARATHON OIL 1.27 2.73 0.46
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
11/01 BEXP BRIGHAM EXPLOR 1.03 5.25 0.20
11/02 Bef-mkt RRD* RR DONNELLEY & S 12.02 3.04 3.96
11/02 Aft-mkt LBTYA LIBERTY GLOBAL-A 6.01 2.62 2.29
11/02 Aft-mkt LNC* LINCOLN NATL CRP 8.54 4.38 1.95
11/02 Aft-mkt VMC* VULCAN MATERIALS 9.83 5.30 1.86
11/02 Aft-mkt WLL WHITING PETROLEU 7.22 4.05 1.78
11/02 Aft-mkt CLR CONTL RES INC/OK 5.65 3.29 1.72
11/02 Aft-mkt TSO* TESORO CORP 5.05 3.15 1.60
11/02 CMCSA* COMCAST CORP-A 3.24 2.25 1.44
11/02 Aft-mkt ETP ENERGY TRANSF PA 3.70 2.81 1.32
11/02 ONXX ONYX PHARM 3.37 2.56 1.32
11/02 Aft-mkt PRU* PRUDENTL FINL 3.00 2.48 1.21
11/02 DVN* DEVON ENERGY CO 2.08 1.83 1.14
11/02 Aft-mkt CXO CONCHO RESOURCES 3.60 3.25 1.11
11/02 Bef-mkt CTSH* COGNIZANT TECH-A 4.33 3.95 1.10
11/02 Aft-mkt WLT WALTER ENERGY 6.58 6.07 1.08
11/02 MA* MASTERCARD INC-A 4.45 4.28 1.04
11/02 MUR* MURPHY OIL CORP 4.22 4.25 0.99
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
11/02 16:00 QCOM* QUALCOMM INC 6.16 6.36 0.97
11/02 Bef-mkt TWX* TIME WARNER INC 2.35 2.42 0.97
11/02 06:00 HUN HUNTSMAN CORP 5.50 5.88 0.94
11/02 16:00 KFT* KRAFT FOODS INC 1.89 2.02 0.94
11/02 DNDN DENDREON CORP 12.62 13.68 0.92
11/02 EOG* EOG RESOURCES 3.92 4.52 0.87
11/02 07:00 TRW TRW AUTOMOTIVE 3.16 3.69 0.86
11/02 Aft-mkt PPO POLYPORE INTERNA 9.88 12.20 0.81
11/02 Aft-mkt WFM* WHOLE FOODS MKT 7.05 8.98 0.78
11/02 LVLT LEVEL 3 COMM INC 3.50 5.08 0.69
11/02 Aft-mkt CAR AVIS BUDGET GROU 4.92 8.26 0.60
11/02 CLX* CLOROX CO 0.95 1.87 0.51
11/02 EP* EL PASO CORP 1.40 2.95 0.47
11/02 Aft-mkt CTL* CENTURYLINK INC 0.94 2.30 0.41
11/02 Aft-mkt HIG* HARTFORD FINL SV 1.88 4.71 0.40
11/02 TIE* TITANIUM METALS 1.99 5.69 0.35
11/02 Bef-mkt EPD ENTERPRISE PRODU 0.49 2.68 0.18
* - 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