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                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/31 Aft-mkt FST      FOREST OIL CORP        8.78     4.36     2.01
10/31 Aft-mkt CAVM     CAVIUM INC             6.05     4.03     1.50
10/31 Aft-mkt APC*     ANADARKO PETROLE       2.85     2.04     1.40
10/31 16:05   ALL*     ALLSTATE CORP          4.41     3.36     1.31
10/31 Aft-mkt BGC      GEN CABLE CORP         7.34     9.85     0.74
11/01 Aft-mkt TRGT     TARGACEPT INC         38.06     3.31    11.50
11/01         VLO*     VALERO ENERGY          7.79     2.24     3.47
11/01 Aft-mkt XCO      EXCO RESOURCES I       6.39     2.26     2.82
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
11/01         VQ       VENOCO INC             6.57     3.29     2.00
11/01 Bef-mkt OSG      OVERSEAS SHIPHLD      10.71     5.54     1.93
11/01         TRI      THOMSON REUTERS        2.61     1.46     1.78
11/01         CVLT     COMMVAULT SYSTEM       7.23     4.29     1.68
11/01 Aft-mkt CF*      CF INDUSTRIES HO       4.10     2.82     1.45
11/01 Bef-mkt CME*     CME GROUP INC          3.43     2.70     1.27
11/01 Aft-mkt OPEN     OPENTABLE INC         10.53     8.92     1.18
11/01 Aft-mkt PXD*     PIONEER NATURAL        3.90     3.35     1.16
11/01 08:45   PEG*     PUB SERV ENTERP        1.57     1.43     1.10
11/01 Aft-mkt WPZ      WILLIAMS PARTNER       2.47     2.26     1.09
11/01 Aft-mkt JDSU*    JDS UNIPHASE          11.37    10.55     1.08
11/01 Bef-mkt RDC*     ROWAN COMPANIES        4.61     4.28     1.08
11/01 Bef-mkt ABC*     AMERISOURCEBERGE       2.44     2.66     0.92
11/01 Bef-mkt BHI*     BAKER HUGHES INC       4.98     5.59     0.89
11/01         SGY      STONE ENERGY           4.41     5.91     0.75
11/01         MRO*     MARATHON OIL           1.90     2.73     0.70
11/01         ED*      CONS EDISON INC        1.02     1.50     0.68
11/01         PBI*     PITNEY BOWES INC       3.15     4.66     0.68
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
11/01 Aft-mkt ATML     ATMEL CORP             2.82     9.92     0.28

* - 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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