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
========================================================================
08/02 07:00   AMT*     AMERICAN TOWER-A       3.13     4.20     1.34
08/02         SCCO     SOUTHERN COPPER        3.09     3.62     1.17
08/02 07:00   DUK*     DUKE ENERGY CORP       2.41     2.14     0.89
08/02         MRO*     MARATHON OIL           2.31     3.61     1.56
08/02 16:00   CAVM     CAVIUM INC             2.16     7.85     3.62
08/02 16:00   WBMD     WEBMD HEALTH COR       1.76     9.21     5.22
08/02 08:30   BEN*     FRANKLIN RES INC       1.27     3.80     3.00
08/02         ETR*     ENTERGY CORP           1.26     1.76     1.40
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/02 Bef-mkt EMR*     EMERSON ELEC CO        1.25     4.64     3.71
08/02 Bef-mkt FE*      FIRSTENERGY CORP       1.22     2.37     1.95
08/02 Bef-mkt OSG      OVERSEAS SHIPHLD       1.21     6.08     5.04
08/02 Aft-mkt RKT      ROCK-TENN CO-A         1.18     4.43     3.76
08/02         COH*     COACH INC              1.16     3.89     3.34
08/02 Aft-mkt SFSF     SUCCESSFACTORS I       1.15     7.37     6.40
08/02 16:00   HRS*     HARRIS CORP            1.13     6.96     6.14
08/02 Bef-mkt CTSH*    COGNIZANT TECH-A       1.12     5.79     5.18
08/02 Aft-mkt HTZ      HERTZ GLOBAL HOL       1.08     4.46     4.12
08/02 Bef-mkt PH*      PARKER HANNIFIN        1.08     4.09     3.77
08/02         PFE*     PFIZER INC             1.04     2.79     2.68
08/02 Bef-mkt ARIA     ARIAD PHARM            0.98     6.25     6.37
08/02 Aft-mkt VMC*     VULCAN MATERIALS       0.98     5.04     5.14
08/02         PCS*     METROPCS COMMUNI       0.92     8.65     9.36
08/02         TAP*     MOLSON COORS-B         0.92     3.86     4.21
08/02 Aft-mkt OPEN     OPENTABLE INC          0.90     7.61     8.47
08/02 Aft-mkt LNC*     LINCOLN NATL CRP       0.88     5.21     5.93
08/02 Bef-mkt RDC*     ROWAN COMPANIES        0.87     4.18     4.79
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/02 Aft-mkt IO       ION GEOPHYSICAL        0.83     8.01     9.63
08/02 Bef-mkt HS       HEALTHSPRING INC       0.82     6.00     7.35
08/02 Aft-mkt CBS*     CBS CORP-B             0.81     4.95     6.10
08/02 Bef-mkt ADM*     ARCHER-DANIELS         0.80     3.79     4.71
08/02 16:05   VCLK     VALUECLICK INC         0.77     6.63     8.65
08/02 Aft-mkt NLC      NALCO HLDG CO          0.64     2.86     4.50
08/02         HK       PETROHAWK ENERGY       0.53     2.04     3.87
08/02 02:30   NYX*     NYSE EURONEXT          0.53     1.43     2.70
08/03 Aft-mkt PRU*     PRUDENTL FINL          1.91     4.40     2.30
08/03         SPW      SPX CORP               1.74     6.43     3.70
08/03         CMCSA*   COMCAST CORP-A         1.72     3.84     2.24
08/03         DVN*     DEVON ENERGY CO        1.68     3.64     2.17
08/03 Bef-mkt MA*      MASTERCARD INC-A       1.68     5.00     2.97
08/03 Aft-mkt CXO      CONCHO RESOURCES       1.61     4.68     2.91
08/03 Aft-mkt WLT      WALTER ENERGY          1.45     5.86     4.03
08/03 Aft-mkt TSO*     TESORO CORP            1.42     3.83     2.70
08/03 Aft-mkt GDP      GOODRICH PETRO         1.38     6.94     5.03
08/03 Bef-mkt CTL*     CENTURYLINK INC        1.37     2.43     1.77
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/03 Bef-mkt TWX*     TIME WARNER INC        1.37     3.41     2.49
08/03         MDR      MCDERMOTT INTL         1.34     6.24     4.66
08/03 Aft-mkt PXD*     PIONEER NATURAL        1.34     3.61     2.69
08/03 Bef-mkt SE*      SPECTRA ENERG          1.34     1.93     1.44
08/03 Aft-mkt WMB*     WILLIAMS COS INC       1.29     4.85     3.76
08/03 Aft-mkt CVI      CVR ENERGY INC         1.20     5.40     4.51
08/03 06:30   WCG      WELLCARE HEALTH        1.15     8.39     7.30
08/03 Bef-mkt PWR*     QUANTA SERVICES        1.13     5.16     4.56
08/03 Aft-mkt IPI      INTREPID POTASH        1.11     3.04     2.74
08/03 Aft-mkt FIRE     SOURCEFIRE INC         1.10    10.69     9.67
08/03         AGN*     ALLERGAN INC           1.08     2.74     2.55
08/03         CLX*     CLOROX CO              1.07     2.17     2.03
08/03 Aft-mkt CQB      CHIQUITA BRANDS        1.04     6.27     6.02
08/03 07:00   TRW      TRW AUTOMOTIVE         0.97     4.78     4.94
08/03         DNDN     DENDREON CORP          0.96     5.46     5.67
08/03         BID      SOTHEBY’S              0.92     5.31     5.79
08/03 Bef-mkt OC       OWENS CORNING          0.92     5.27     5.72
08/03 Aft-mkt ATML     ATMEL CORP             0.88     7.82     8.86
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/03         ICE*     INTERCONTINENTAL       0.87     2.52     2.88
08/03 Bef-mkt SWC      STILLWATER MININ       0.81     4.88     6.06
08/03 Aft-mkt CAR      AVIS BUDGET GROU       0.77     6.56     8.51
08/03 Aft-mkt HIG*     HARTFORD FINL SV       0.76     4.26     5.62
08/03         ONXX     ONYX PHARM             0.75     3.16     4.20
08/03 Aft-mkt LEAP     LEAP WIRELESS          0.70     7.00     9.98
08/03 Aft-mkt SOLR     GT SOLAR INTERNA       0.70     5.62     8.03
08/03         TIE*     TITANIUM METALS        0.69     3.52     5.11
08/03 Aft-mkt ATVI     ACTIVISION BLIZZ       0.65     3.44     5.31
08/03         THOR     THORATEC CORP          0.18     1.79    10.04

* - 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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