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

Feb. 29 (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-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
03/01         SPPI     SPECTRUM PHARMAC      10.91     5.77     1.89
03/01 16:00   ASNA     ASCENA RETAIL GR       7.18     3.85     1.87
03/02         BIG*     BIG LOTS INC           5.61     3.23     1.74

* - 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