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
========================================================================
C/2011 Bef-mkt CPN      CALPINE CORP           3.81     1.86     2.05
C/2011 Aft-mkt SGEN     SEATTLE GENETICS      10.05     6.42     1.57
C/2011 02:30   NYX*     NYSE EURONEXT          3.22     2.45     1.31
C/2011 Aft-mkt RAX      RACKSPACE HOSTIN       6.77     5.16     1.31
C/2011 Bef-mkt PPL*     PPL CORPORATION        1.59     1.35     1.18
C/2011 Aft-mkt MAS*     MASCO CORP             6.00     5.90     1.02
C/2011 Bef-mkt ACI      ARCH COAL INC          4.57     4.63     0.99
T/2011         SUN*     SUNOCO INC             0.97     3.25     0.30

* - 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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