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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
========================================================================
02/27 Aft-mkt SWN*     SOUTHWESTRN ENGY       6.72     2.46     2.73
02/27         LOW*     LOWE’S COS INC         2.79     1.52     1.84
02/27         DNDN     DENDREON CORP         15.19    18.05     0.84
02/27 Aft-mkt PCLN*    PRICELINE.COM          8.29    10.11     0.82
02/28 Bef-mkt OSG      OVERSEAS SHIPHLD      16.19     5.73     2.83
02/28 Aft-mkt DWA      DREAMWORKS ANI-A       5.14     2.71     1.89
02/28         CVC*     CABLEVISION SY-A       8.19     5.54     1.48
02/28 Bef-mkt HFC      HOLLYFRONTIER CO       4.49     3.21     1.40
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/28         NRG*     NRG ENERGY             3.42     2.80     1.22
02/28 Aft-mkt KOG      KODIAK OIL & GAS       4.55     4.11     1.11
02/28 Bef-mkt CRZO     CARRIZO OIL&GAS        4.82     4.55     1.06
02/28 Bef-mkt RDC*     ROWAN COMPANIES        4.59     4.40     1.04
02/28         ARCC     ARES CAPITAL COR       1.81     2.18     0.83
02/28         DPZ      DOMINO’S PIZZA         5.27     6.51     0.81
02/28 Bef-mkt AZO*     AUTOZONE INC           1.82     2.27     0.80
02/28 Bef-mkt WNR      WESTERN REFINING       5.49     7.30     0.75
02/28 Aft-mkt PANL     UNIVERSAL DISPLA       8.09    11.03     0.73
02/28 Aft-mkt MWE      MARKWEST ENERGY        1.50     2.10     0.71
02/28 Aft-mkt PSS      COLLECTIVE BRAND       6.89    11.79     0.58
02/28 Aft-mkt FE*      FIRSTENERGY CORP       0.41     1.66     0.25

* - 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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