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
========================================================================
08/09 Bef-mkt NOG      NORTHERN OIL AND       2.89     8.09     2.80
08/09 Aft-mkt EVEP     EV ENERGY PARTNE       2.74     7.16     2.61
08/09 Bef-mkt ATPG     ATP OIL & GAS          2.72    14.49     5.32
08/09         NRGY     INERGY LP              2.29     3.02     1.32
08/09 Bef-mkt RAH      RALCORP HLDGS          1.73     5.29     3.05
08/09 16:15   DIS*     WALT DISNEY CO         1.45     5.07     3.50
08/09 Aft-mkt NUAN     NUANCE COMMUNICA       1.42     6.82     4.81
08/09         ROSE     ROSETTA RESOURCE       1.40     9.68     6.92
REPORT        TICKER                      IMP%MOVE   IMP 1-DAY ABS AVG PX
DATE  TIME    SYM       COMPANY          vs. AVG PX   %MOVE     %CHG
========================================================================
08/09 Bef-mkt CRZO     CARRIZO OIL&GAS        1.39     7.09     5.11
08/09 Bef-mkt JRCC     JAMES RIVER COAL       1.33     6.99     5.25
08/09         DISH     DISH NETWORK-A         1.31     8.42     6.43
08/09 Bef-mkt EPD      ENTERPRISE PRODU       1.26     2.29     1.82
08/09 16:00   CREE     CREE INC               1.24    12.23     9.88
08/09         LINTA    LIBERTY-INTER A        1.22     7.39     6.06
08/09         ENDP     ENDO PHARMA HLDG       1.16     3.95     3.40
08/09 Aft-mkt ROVI     ROVI CORP              1.04     7.53     7.22
08/09 Bef-mkt FOSL     FOSSIL INC             1.02     8.44     8.30
08/09 Aft-mkt MYGN     MYRIAD GENETICS        1.02     9.71     9.54
08/09         SPWRA    SUNPOWER CORP-A        0.73     6.79     9.30
08/10 16:00   NWSA*    NEWS CORP-A            2.69     6.44     2.39
08/10 08:00   AVT      AVNET INC              1.94     6.50     3.35
08/10         UPL      ULTRA PETROLEUM        1.70     5.36     3.15
08/10 08:30   CSC*     COMPUTER SCIENCE       1.52     7.36     4.83
08/10         M*       MACY’S INC             1.46     6.33     4.34
08/10 Aft-mkt CSCO*    CISCO SYSTEMS          0.86     5.76     6.68
08/10 08:00   RL*      POLO RALPH LAURE       0.86     5.94     6.89

* - 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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