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
========================================================================
05/07 Bef-mkt CTSH*    COGNIZANT TECH-A       6.33     2.54     2.50
05/07 Bef-mkt HFC      HOLLYFRONTIER CO       4.28     2.72     1.57
05/07         TSN*     TYSON FOODS-A          5.15     4.10     1.26
05/07         RAX      RACKSPACE HOSTIN       7.32     5.88     1.25
05/07 Aft-mkt EA*      ELECTRONIC ARTS        8.18     6.68     1.22
05/07         DISH     DISH NETWORK-A         5.78     5.08     1.14
05/07 Aft-mkt PAA      PLAINS ALL AMER        1.46     1.32     1.11
05/07 Aft-mkt MAKO     MAKO SURGICAL          8.53     8.01     1.06
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/07 Bef-mkt SYY*     SYSCO CORP             4.15     3.91     1.06
05/07         PBI*     PITNEY BOWES INC       5.15     5.08     1.01
05/07 Aft-mkt CLNE     CLEAN ENERGY FUE       6.02     6.56     0.92
05/07         GSM      GLOBE SPECIALTY        3.97     4.56     0.87
05/07         DNDN     DENDREON CORP         16.73    19.93     0.84
05/07 Bef-mkt ANV      ALLIED NEVADA GO       3.37     4.30     0.78
05/07         CAR      AVIS BUDGET GROU       5.68     7.24     0.78
05/07 Bef-mkt CDE      COEUR D’ALENE MN       4.30     5.85     0.74
05/07 Aft-mkt ATLS     ATLAS ENERGY LP        2.91     4.42     0.66
05/07 Bef-mkt NOG      NORTHERN OIL AND       3.82     9.67     0.40
05/08         TAP*     MOLSON COORS-B         4.19     2.96     1.42
05/08 Bef-mkt HCN*     HEALTH CARE REIT       1.96     1.58     1.24
05/08         DTV*     DIRECTV-A              3.06     2.87     1.07
05/08 Aft-mkt ETP      ENERGY TRANSF PA       2.37     2.44     0.97
05/08 Bef-mkt FOSL*    FOSSIL INC             7.81     8.81     0.89
05/08 16:15   DIS*     WALT DISNEY CO         3.78     4.54     0.83
05/08 Aft-mkt MRX      MEDICIS PHARM-A        5.89     8.24     0.71
05/08 Aft-mkt ETE      ENERGY TRANSFER        0.67     3.43     0.19

* - 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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