Bloomberg News

Implied Stock-Price Moves for U.S. Companies Reporting Results

April 11, 2012

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
========================================================================
04/12 07:00   FAST*    FASTENAL CO            4.26     3.37     1.26
04/12 Aft-mkt GOOG*    GOOGLE INC-CL A        7.24     7.95     0.91
04/13 07:00   JPM*     JPMORGAN CHASE         4.22     2.09     2.01
04/13 08:00   WFC*     WELLS FARGO & CO       3.69     3.49     1.06

* - 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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