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Implied Stock-Price Moves for U.S. Companies Reporting Results

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Nov. 28 (Bloomberg) -- 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.

Also see {EQS /SAMPLE 9474672 /RESULTS <GO>}. For the calculations, see {97 <GO>}. For U.S. Earnings, see {BBEA9 <GO>}.

REPORT        TICKER                       IMPLIED   AVG POST-
11/29         TIF*     TIFFANY & CO           7.34     5.52     1.33
11/29 Aft-mkt OVTI     OMNIVISION TECH       11.01    13.13     0.84
11/30 16:15   ARO      AEROPOSTALE INC        8.61     6.17     1.40
11/30 Bef-mkt AEO      AMER EAGLE OUTF        7.11     6.20     1.15
11/30 Aft-mkt FNSR     FINISAR CORP          14.03    13.44     1.04

* - 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

To contact the editor responsible for this story: Alex Tanzi at at

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