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
========================================================================
03/09 Bef-mkt FGP      FERRELLGAS-LP          7.32     1.62     4.52
03/09         CCL*     CARNIVAL CORP          5.81     3.33     1.75
03/09 08:00   ANN      ANN INC                7.25     7.09     1.02
03/09         DMND     DIAMOND FOODS          4.25     6.52     0.65
03/12 16:00   URBN*    URBAN OUTFITTER        5.78     6.48     0.89
03/12 Aft-mkt CLNE     CLEAN ENERGY FUE       6.24     7.79     0.80

* - 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