Bloomberg News

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

July 19, 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
========================================================================
07/20         SLB*     SCHLUMBERGER LTD       3.64     2.61     1.40
07/20 Bef-mkt BHI*     BAKER HUGHES INC       5.67     5.16     1.10
07/20         AEP*     AMERICAN ELECTRI       1.20     1.10     1.09
07/20 Bef-mkt GE*      GENERAL ELECTRIC       2.92     2.83     1.03
07/20 Bef-mkt STI*     SUNTRUST BANKS         4.01     4.26     0.94
07/20         UAL      UNITED CONTINENT       2.11     3.08     0.68
07/20         APKT     ACME PACKET INC        3.49    10.68     0.33
07/23 Aft-mkt CE       CELANESE CORP-A        6.56     2.49     2.64
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/23 16:30   TXN*     TEXAS INSTRUMENT       2.40     1.54     1.56
07/23 Bef-mkt MCD*     MCDONALDS CORP         1.89     1.84     1.03
07/23 Bef-mkt ETN*     EATON CORP             2.70     2.78     0.97
07/23 Aft-mkt VMW      VMWARE INC-CL A        4.90     5.47     0.90
07/23 Bef-mkt ITMN     INTERMUNE INC          5.84     7.44     0.79
07/23 17:30   ZION*    ZIONS BANCORP          3.07     4.36     0.70
07/23         HLX      HELIX ENERGY SOL       4.24     6.13     0.69
07/23         HAL*     HALLIBURTON CO         1.62     3.39     0.48
07/23 Aft-mkt OLN      OLIN CORP              1.54     3.20     0.48

* - 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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