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
========================================================================
05/08         EBIX     EBIX INC               9.01     3.97     2.27
05/08 Aft-mkt RGP      REGENCY ENERGY P       3.35     1.53     2.19
05/08         CRZO     CARRIZO OIL&GAS        5.91     4.34     1.36
05/08         TAP*     MOLSON COORS-B         3.99     2.96     1.35
05/08 08:00   PRGO*    PERRIGO CO             3.85     3.37     1.14
05/08 Bef-mkt FOSL*    FOSSIL INC             8.70     8.81     0.99
05/08         DTV*     DIRECTV-A              2.76     2.87     0.96
05/08 16:15   DIS*     WALT DISNEY CO         3.85     4.54     0.85
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/08 Aft-mkt MRX      MEDICIS PHARM-A        6.88     8.24     0.83
05/08 11:00   LINTA    LIBERTY INTERA-A       3.29     4.93     0.67
05/08 Aft-mkt ETP      ENERGY TRANSF PA       1.55     2.44     0.64
05/09 Aft-mkt ATVI     ACTIVISION BLIZZ       5.09     3.76     1.35
05/09 Bef-mkt FCN      FTI CONSULTING         5.53     4.29     1.29
05/09 Aft-mkt MNST     MONSTER BEVERAGE       7.61     6.28     1.21
05/09         BMC*     BMC SOFTWARE INC       6.37     5.76     1.11
05/09         M*       MACY’S INC             3.90     3.72     1.05
05/09 Aft-mkt CTL*     CENTURYLINK INC        2.59     2.60     1.00
05/09 Bef-mkt DTG      DOLLAR THRIFTY         2.99     3.10     0.97
05/09         EOG*     EOG RESOURCES          4.50     5.19     0.87
05/09 Aft-mkt PCLN*    PRICELINE.COM          7.75     9.80     0.79
05/09 Aft-mkt PANL     UNIVERSAL DISPLA       9.42    12.05     0.78
05/09         AOL      AOL INC                7.52     9.95     0.76
05/09 Bef-mkt DF*      DEAN FOODS CO          8.60    12.72     0.68
05/09 16:30   CSCO*    CISCO SYSTEMS          5.15     9.18     0.56
05/09 Aft-mkt TSLA     TESLA MOTORS           6.04    11.99     0.50

* - 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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