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                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/01 16:01   SBAC     SBA COMM CORP-A        1.73     4.64     2.68
08/01 06:00   HUM*     HUMANA INC             1.39     2.88     2.07
08/01 16:01   HOLX     HOLOGIC INC            1.30     5.78     4.44
08/01 06:00   ALL*     ALLSTATE CORP          1.07     3.75     3.50
08/01         AWI      ARMSTRONG WORLD        0.92     4.39     4.77
08/01 Aft-mkt BGC      GEN CABLE CORP         0.75     7.48     9.93
08/01 Aft-mkt FST      FOREST OIL CORP        0.70     2.72     3.87
08/01 Aft-mkt PPO      POLYPORE INTERNA       0.69     7.88    11.34
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/01 Aft-mkt APL      ATLAS PIPELINE P       0.59     3.30     5.60
08/02 07:00   AMT*     AMERICAN TOWER-A       2.40     3.22     1.34
08/02 16:00   UNM*     UNUM GROUP             2.28     5.23     2.29
08/02 16:00   CAVM     CAVIUM INC             2.13     7.72     3.62
08/02         MRO*     MARATHON OIL           1.75     2.74     1.56
08/02 Bef-mkt BPI      BRIDGEPOINT EDUC       1.38     7.25     5.26
08/02 Aft-mkt SFSF     SUCCESSFACTORS I       1.29     8.26     6.40
08/02 Aft-mkt HTZ      HERTZ GLOBAL HOL       1.20     4.94     4.12
08/02 Bef-mkt EMR*     EMERSON ELEC CO        1.19     4.41     3.71
08/02         COH*     COACH INC              1.08     3.61     3.34
08/02 08:30   BEN*     FRANKLIN RES INC       1.03     3.09     3.00
08/02 Aft-mkt VMC*     VULCAN MATERIALS       1.03     5.29     5.14
08/02 Bef-mkt ARIA     ARIAD PHARM            0.95     6.05     6.37
08/02 Bef-mkt CTSH*    COGNIZANT TECH-A       0.95     4.94     5.18
08/02 Bef-mkt PH*      PARKER HANNIFIN        0.95     3.60     3.77
08/02         MSTR     MICROSTRATEGY          0.92     9.79    10.66
08/02 07:00   DUK*     DUKE ENERGY CORP       0.89     0.80     0.89
08/02 16:00   HRS*     HARRIS CORP            0.87     5.33     6.14
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/02         PFE*     PFIZER INC             0.85     2.29     2.68
08/02 Aft-mkt RKT      ROCK-TENN CO-A         0.85     3.20     3.76
08/02 Aft-mkt OPEN     OPENTABLE INC          0.82     6.91     8.47
08/02 Aft-mkt CBS*     CBS CORP-B             0.76     4.65     6.10
08/02 Bef-mkt RDC*     ROWAN COMPANIES        0.75     3.60     4.79
08/02 Bef-mkt ADM*     ARCHER-DANIELS         0.71     3.34     4.71
08/02         ACOR     ACORDA THERAPEUT       0.68     3.96     5.83
08/02 02:30   NYX*     NYSE EURONEXT          0.65     1.75     2.70
08/02 Bef-mkt GGP      GENERAL GROWTH P       0.33     2.64     7.90
08/02         HK       PETROHAWK ENERGY       0.27     1.03     3.87

* - 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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