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
========================================================================
08/03 Aft-mkt DVA*     DAVITA INC             2.52     7.11     2.82
08/03 Bef-mkt RRD*     RR DONNELLEY & S       2.06     4.39     2.13
08/03         CMCSA*   COMCAST CORP-A         2.00     4.47     2.24
08/03 Aft-mkt PRU*     PRUDENTL FINL          1.90     4.38     2.30
08/03 Aft-mkt CXO      CONCHO RESOURCES       1.82     5.29     2.91
08/03 Bef-mkt SE*      SPECTRA ENERG          1.79     2.58     1.44
08/03         DVN*     DEVON ENERGY CO        1.77     3.85     2.17
08/03         CLX*     CLOROX CO              1.66     3.38     2.03
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/03 Aft-mkt TSO*     TESORO CORP            1.64     4.43     2.70
08/03 Bef-mkt MA*      MASTERCARD INC-A       1.56     4.64     2.97
08/03 Aft-mkt CVI      CVR ENERGY INC         1.53     6.90     4.51
08/03 Aft-mkt WMB*     WILLIAMS COS INC       1.47     5.51     3.76
08/03 Bef-mkt CTL*     CENTURYLINK INC        1.45     2.58     1.77
08/03         DNDN     DENDREON CORP          1.45     8.21     5.67
08/03 06:30   WCG      WELLCARE HEALTH        1.43    10.40     7.30
08/03 Aft-mkt IPI      INTREPID POTASH        1.42     3.88     2.74
08/03 Bef-mkt TWX*     TIME WARNER INC        1.42     3.53     2.49
08/03         AGN*     ALLERGAN INC           1.39     3.55     2.55
08/03 Aft-mkt PXD*     PIONEER NATURAL        1.27     3.42     2.69
08/03 Aft-mkt WLT      WALTER ENERGY          1.21     4.86     4.03
08/03 07:00   TRW      TRW AUTOMOTIVE         1.15     5.70     4.94
08/03         ICE*     INTERCONTINENTAL       1.10     3.17     2.88
08/03 Bef-mkt PWR*     QUANTA SERVICES        1.07     4.90     4.56
08/03 Aft-mkt LEAP     LEAP WIRELESS          1.06    10.57     9.98
08/03 Bef-mkt OC       OWENS CORNING          1.04     5.92     5.72
08/03 Aft-mkt ATML     ATMEL CORP             0.95     8.44     8.86
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/03 Bef-mkt SWC      STILLWATER MININ       0.91     5.51     6.06
08/03 Aft-mkt ATVI     ACTIVISION BLIZZ       0.84     4.48     5.31
08/03 Aft-mkt SOLR     GT SOLAR INTERNA       0.82     6.55     8.03
08/03 Aft-mkt HIG*     HARTFORD FINL SV       0.80     4.51     5.62
08/03         CEG*     CONSTELLAT ENER        0.75     1.82     2.43
08/03 Aft-mkt CAR      AVIS BUDGET GROU       0.68     5.78     8.51
08/03 Aft-mkt SWI      SOLARWINDS INC         0.65     5.52     8.43
08/03         THOR     THORATEC CORP          0.23     2.31    10.04
08/04         PSA*     PUBLIC STORAGE         3.20     3.61     1.13
08/04         SPPI     SPECTRUM PHARMAC       2.88    10.97     3.80
08/04 Bef-mkt TDC*     TERADATA CORP          2.81     7.74     2.76
08/04 Aft-mkt RBCN     RUBICON TECHNOLO       2.43    13.10     5.38
08/04 Aft-mkt CF*      CF INDUSTRIES HO       2.29     4.60     2.01
08/04 Bef-mkt HCN*     HEALTH CARE REIT       2.07     4.20     2.03
08/04 Bef-mkt DNR*     DENBURY RESOURCE       2.03     5.44     2.68
08/04         EP*      EL PASO CORP           1.81     3.84     2.12
08/04 Bef-mkt VTR*     VENTAS INC             1.77     4.13     2.34
08/04 06:30   CI*      CIGNA CORP             1.60     4.71     2.95
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/04         ARCC     ARES CAPITAL COR       1.59     2.87     1.80
08/04 Bef-mkt HUN      HUNTSMAN CORP          1.57     5.49     3.49
08/04         GPOR     GULFPORT ENERGY        1.56     8.40     5.37
08/04 Aft-mkt MED      MEDIFAST INC           1.43    12.64     8.83
08/04 16:00   KFT*     KRAFT FOODS INC        1.41     2.59     1.83
08/04 Bef-mkt ANR*     ALPHA NATURAL RE       1.39     5.56     4.01
08/04 Aft-mkt MCHP*    MICROCHIP TECH         1.31     2.51     1.91
08/04 Aft-mkt CNW      CON-WAY INC            1.28     7.26     5.65
08/04 08:15   APA*     APACHE CORP            1.27     3.35     2.63
08/04         MHK      MOHAWK INDS            1.27     6.71     5.30
08/04 Aft-mkt SUN*     SUNOCO INC             1.25     5.12     4.11
08/04 Aft-mkt RAX      RACKSPACE HOSTIN       1.19     6.72     5.66
08/04         ANF*     ABERCROMBIE & FI       1.18     6.36     5.41
08/04 13:00   XEC      CIMAREX ENERGY C       1.18     4.21     3.58
08/04         DTV*     DIRECTV-A              1.14     3.30     2.88
08/04 Aft-mkt FSLR*    FIRST SOLAR INC        1.12     8.74     7.79
08/04         CNP*     CENTERPOINT ENER       1.11     1.45     1.31
08/04 Aft-mkt FLR*     FLUOR CORP             0.98     5.47     5.61
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/04         RAH      RALCORP HLDGS          0.96     2.92     3.05
08/04 Aft-mkt HANS     HANSEN NATURAL         0.93     7.05     7.55
08/04 Bef-mkt PXP      PLAINS EXPLORATI       0.87     3.71     4.26
08/04 Aft-mkt SD       SANDRIDGE ENERGY       0.87     8.10     9.32
08/04 Bef-mkt WNR      WESTERN REFINING       0.85     4.01     4.73
08/04 Aft-mkt CENX     CENTURY ALUMINUM       0.84     7.52     8.96
08/04 Bef-mkt CVS*     CVS CAREMARK COR       0.82     3.90     4.77
08/04 Aft-mkt PCLN*    PRICELINE.COM          0.82     9.72    11.88
08/04 Bef-mkt DF*      DEAN FOODS CO          0.78    10.28    13.11
08/04         KND      KINDRED HEALTHCA       0.77     8.32    10.76
08/04         PBI*     PITNEY BOWES INC       0.71     4.20     5.93
08/04 Aft-mkt NFG      NATL FUEL GAS CO       0.67     1.95     2.92
08/04 Aft-mkt AIG*     AMERICAN INTERNA       0.53     3.65     6.86

* - 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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