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
========================================================================
02/23         KBR      KBR INC                7.14     2.04     3.50
02/23 Aft-mkt IDIX     IDENIX PHARM          18.81     6.72     2.80
02/23         NIHD     NII HOLDING INC       10.67     5.08     2.10
02/23         PSA*     PUBLIC STORAGE         1.76     0.93     1.88
02/23 07:45   SHLD*    SEARS HOLDINGS         8.97     5.84     1.54
02/23 16:00   WBMD     WEBMD HEALTH COR       9.39     6.39     1.47
02/23         SWY*     SAFEWAY INC            5.03     3.68     1.37
02/23         DECK     DECKERS OUTDOOR       10.31     7.78     1.32
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/23 Bef-mkt TGT*     TARGET CORP            2.43     1.85     1.31
02/23 16:00   CROX     CROCS INC              8.00     6.25     1.28
02/23 Aft-mkt CRM*     SALESFORCE.COM        10.40     8.31     1.25
02/23 Aft-mkt MNST     MONSTER BEVERAGE       7.75     6.30     1.23
02/23 Aft-mkt RBCN     RUBICON TECHNOLO       6.44     5.32     1.21
02/23         DISH     DISH NETWORK-A         7.03     5.84     1.20
02/23         PCS*     METROPCS COMMUNI      12.45    10.38     1.20
02/23 16:00   GPS*     GAP INC/THE            4.55     4.10     1.11
02/23 Bef-mkt PXP      PLAINS EXPLORATI       4.78     4.56     1.05
02/23 Aft-mkt TIVO     TIVO INC               6.64     6.33     1.05
02/23 Aft-mkt SPN      SUPERIOR ENERGY        5.93     5.98     0.99
02/23 Aft-mkt CENX     CENTURY ALUMINUM       6.91     7.28     0.95
02/23 Bef-mkt OCR      OMNICARE INC           4.58     5.22     0.88
02/23 07:00   KSS*     KOHLS CORP             3.29     3.77     0.87
02/23 Aft-mkt OVTI     OMNIVISION TECH       10.66    12.18     0.87
02/23         ADSK*    AUTODESK INC           5.50     6.42     0.86
02/23 Bef-mkt EXH      EXTERRAN HOLDING       7.47     8.85     0.84
02/23 Aft-mkt AIG*     AMERICAN INTERNA       3.31     4.07     0.81
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/23         DNR*     DENBURY RESOURCE       3.22     4.24     0.76
02/23 Bef-mkt CDE      COEUR D’ALENE MN       4.62     6.24     0.74
02/23 Aft-mkt KND      KINDRED HEALTHCA       7.05     9.99     0.71
02/23         DDD      3D SYSTEMS CORP        8.62    14.51     0.59
02/23 07:30   PEG*     PUB SERV ENTERP        0.80     1.70     0.47
02/23 Bef-mkt IDCC     INTERDIGITAL INC       1.31     3.40     0.38
02/24         DMND     DIAMOND FOODS          9.09     6.52     1.39
02/24         FSLR*    FIRST SOLAR INC       10.37     7.84     1.32
02/24 Bef-mkt FCN      FTI CONSULTING         6.38     5.40     1.18
02/24 08:00   JCP*     J.C. PENNEY CO         4.39     3.80     1.15
02/24 Bef-mkt ANR*     ALPHA NATURAL RE       4.99     6.38     0.78
02/24         MRX      MEDICIS PHARM-A        3.48     7.93     0.44

* - 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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