Bloomberg News

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

By Wendy Soong
June 25, 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
========================================================================
06/26 Aft-mkt HRB*     H&R BLOCK INC          3.45     5.03     0.69
06/27 Aft-mkt PAYX*    PAYCHEX INC            2.04     1.94     1.05
06/27 Bef-mkt GIS*     GENERAL MILLS IN       1.21     1.64     0.74
06/27 09:30   MON*     MONSANTO CO            2.51     3.48     0.72
06/27 Bef-mkt LEN*     LENNAR CORP-A          0.36     4.86     0.07

* - 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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