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
========================================================================
02/22 Aft-mkt GDP      GOODRICH PETRO         8.45     3.72     2.27
02/22 Aft-mkt HTZ      HERTZ GLOBAL HOL       9.10     4.39     2.07
02/22 Aft-mkt ONXX     ONYX PHARM             4.51     2.38     1.90
02/22 Aft-mkt ESRX*    EXPRESS SCRIPT         8.71     4.87     1.79
02/22 Aft-mkt CLR      CONTL RES INC/OK       7.05     4.14     1.70
02/22 09:30   TJX*     TJX COS INC            3.20     2.28     1.41
02/22 Aft-mkt PPO      POLYPORE INTERNA      14.72    12.17     1.21
02/22 Aft-mkt WLL      WHITING PETROLEU       3.56     3.47     1.03
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/22 Aft-mkt SGY      STONE ENERGY           5.69     6.00     0.95
02/22         CHS      CHICO’S FAS INC        7.43     8.39     0.89
02/22 Bef-mkt LAMR     LAMAR ADVERTIS-A       8.29     9.35     0.89
02/22 Aft-mkt HPQ*     HEWLETT-PACKARD        4.67     5.49     0.85
02/22 Aft-mkt FLR*     FLUOR CORP             4.43     5.27     0.84
02/22 Bef-mkt RRD*     RR DONNELLEY & S       2.46     3.29     0.75
02/22 Aft-mkt SM       SM ENERGY CO           3.80     6.26     0.61
02/22         DLTR*    DOLLAR TREE INC        2.46     4.20     0.58
02/22 Aft-mkt FLS*     FLOWSERVE CORP         2.71     4.67     0.58
02/22         DDS      DILLARDS INC-A         6.16    11.29     0.55
02/22 Aft-mkt CXO      CONCHO RESOURCES       1.77     3.63     0.49
02/22 Bef-mkt MGM      MGM RESORTS INTE       2.58     6.11     0.42
02/22 Aft-mkt QCOR     QUESTCOR PHARM         1.27    16.11     0.08
02/23         KBR      KBR INC                6.47     2.04     3.17
02/23         SHLD*    SEARS HOLDINGS        13.14     5.84     2.25
02/23         NIHD     NII HOLDING INC       10.90     5.08     2.15
02/23 Aft-mkt LYV      LIVE NATION ENTE       6.20     3.74     1.66
02/23 Aft-mkt IDIX     IDENIX PHARM           9.80     6.72     1.46
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/23         DECK     DECKERS OUTDOOR       10.66     7.78     1.37
02/23 Aft-mkt MNST     MONSTER BEVERAGE       7.75     6.30     1.23
02/23 Aft-mkt TIVO     TIVO INC               7.63     6.33     1.20
02/23         SWY*     SAFEWAY INC            3.95     3.68     1.07
02/23 16:00   CROX     CROCS INC              6.60     6.25     1.06
02/23 Aft-mkt CRM*     SALESFORCE.COM         8.61     8.31     1.04
02/23 Bef-mkt OCR      OMNICARE INC           4.91     5.22     0.94
02/23 Aft-mkt SPN      SUPERIOR ENERGY        5.55     5.98     0.93
02/23 Bef-mkt PXP      PLAINS EXPLORATI       3.90     4.56     0.86
02/23 Bef-mkt TGT*     TARGET CORP            1.59     1.85     0.86
02/23 16:00   GPS*     GAP INC/THE            3.38     4.10     0.82
02/23         ADSK*    AUTODESK INC           5.12     6.42     0.80
02/23 Aft-mkt OVTI     OMNIVISION TECH        9.41    12.18     0.77
02/23         PCS*     METROPCS COMMUNI       6.55    10.38     0.63
02/23 07:00   KSS*     KOHLS CORP             2.28     3.77     0.60
02/23         DDD      3D SYSTEMS CORP        8.41    14.51     0.58
02/23 Aft-mkt AIG*     AMERICAN INTERNA       0.48     4.07     0.12
02/23         DNR*     DENBURY RESOURCE       0.53     4.24     0.12

* - 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

Press spacebar to pause and continue. Press esc to stop.

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.