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
========================================================================
05/01 Aft-mkt CHK*     CHESAPEAKE ENERG       9.33     3.71     2.52
05/01 Bef-mkt VLO*     VALERO ENERGY          2.74     1.82     1.51
05/01 Aft-mkt OPEN     OPENTABLE INC         12.04     8.46     1.42
05/01 Aft-mkt PHH      PHH CORP               5.82     4.77     1.22
05/01 Bef-mkt OSG      OVERSEAS SHIPHLD       7.58     6.31     1.20
05/01 07:00   TRW      TRW AUTOMOTIVE         4.43     4.20     1.06
05/01         ENDP     ENDO PHARMA HLDG       4.46     4.66     0.96
05/01 Aft-mkt RGR      STURM RUGER & CO       6.97     7.40     0.94
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/01 16:00   CAVM     CAVIUM INC             3.59     3.90     0.92
05/01 16:15   CBS*     CBS CORP-B             2.99     3.25     0.92
05/01 Bef-mkt PFE*     PFIZER INC             2.59     2.83     0.92
05/01 Bef-mkt ADP*     AUTOMATIC DATA         1.35     1.48     0.91
05/01         CMI*     CUMMINS INC            4.10     4.48     0.91
05/01 Bef-mkt FE*      FIRSTENERGY CORP       1.12     1.23     0.91
05/01 Bef-mkt CIE      COBALT INTERNATI       5.24     5.96     0.88
05/01 Aft-mkt BDX*     BECTON DICKINSON       2.38     2.77     0.86
05/01         AVP*     AVON PRODUCTS          4.20     5.05     0.83
05/01 Aft-mkt BRCM*    BROADCOM CORP-A        5.01     6.13     0.82
05/01 Bef-mkt ADM*     ARCHER-DANIELS         3.77     4.94     0.76
05/01         DPZ      DOMINO’S PIZZA         5.97     7.84     0.76
05/01 Bef-mkt BIIB*    BIOGEN IDEC INC        1.88     2.69     0.70
05/01 Bef-mkt EMR*     EMERSON ELEC CO        1.93     2.97     0.65
05/01 Aft-mkt APL      ATLAS PIPELINE P       2.66     4.24     0.63
05/01         THOR     THORATEC CORP          6.35    10.65     0.60
05/01         KLIC     KULICKE & SOFFA        2.98     5.36     0.56
05/01 Aft-mkt NTRI     NUTRISYSTEM INC        5.85    13.54     0.43
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/01 Aft-mkt CVI      CVR ENERGY INC         1.43     5.45     0.26
05/01 06:00   HUN      HUNTSMAN CORP          1.80     7.60     0.24
05/02 Aft-mkt CXW      CORRECTIONS CORP       7.36     1.76     4.18
05/02 Aft-mkt ONXX     ONYX PHARM             9.85     2.38     4.13
05/02         VVUS     VIVUS INC             14.94     7.38     2.02
05/02 Aft-mkt HTZ      HERTZ GLOBAL HOL       7.05     3.61     1.95
05/02 Aft-mkt V*       VISA INC-CLASS A       3.97     2.28     1.74
05/02 Aft-mkt LNC*     LINCOLN NATL CRP       3.86     2.83     1.36
05/02 Bef-mkt RRD*     RR DONNELLEY & S       4.42     3.33     1.33
05/02 16:05   ALL*     ALLSTATE CORP          4.20     3.30     1.27
05/02         EXPD*    EXPEDITORS INTL        3.83     3.18     1.21
05/02         MA*      MASTERCARD INC-A       5.38     4.51     1.19
05/02 Aft-mkt SYMC*    SYMANTEC CORP          4.87     4.23     1.15
05/02         CMCSA*   COMCAST CORP-A         2.29     2.22     1.03
05/02 Bef-mkt IACI     IAC/INTERACTIVEC       4.95     5.02     0.98
05/02         MRO*     MARATHON OIL           2.54     2.66     0.95
05/02 Aft-mkt PRU*     PRUDENTL FINL          2.06     2.17     0.95
05/02 Bef-mkt EPD      ENTERPRISE PRODU       1.97     2.09     0.94
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/02 Bef-mkt CVS*     CVS CAREMARK COR       2.82     3.02     0.93
05/02 Aft-mkt GMCR     GREEN MOUNTAIN        16.19    17.78     0.91
05/02 Aft-mkt WLT      WALTER ENERGY          5.00     5.53     0.90
05/02 Aft-mkt CXO      CONCHO RESOURCES       3.24     3.67     0.88
05/02 06:30   WCG      WELLCARE HEALTH        5.27     6.20     0.85
05/02 Bef-mkt TWX*     TIME WARNER INC        1.86     2.23     0.83
05/02 Aft-mkt PXD*     PIONEER NATURAL        3.76     4.60     0.82
05/02         DVN*     DEVON ENERGY CO        2.45     3.10     0.79
05/02 Aft-mkt PPO      POLYPORE INTERNA       9.65    12.41     0.78
05/02 Aft-mkt CLR      CONTL RES INC/OK       3.39     4.44     0.76
05/02 Aft-mkt APKT     ACME PACKET INC        9.40    13.15     0.71
05/02         ICE*     INTERCONTINENTAL       1.77     2.73     0.65
05/02 Aft-mkt HIG*     HARTFORD FINL SV       3.25     5.12     0.64
05/02 Aft-mkt JDSU*    JDS UNIPHASE           7.18    11.20     0.64
05/02 Aft-mkt WTW      WEIGHT WATCHERS        7.61    12.20     0.62
05/02         AGN*     ALLERGAN INC           1.60     3.10     0.52
05/02 Aft-mkt TSO*     TESORO CORP            1.27     2.85     0.45

* - 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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