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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,

REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/02 06:30   CI*      CIGNA CORP             5.58     2.34     7.62     3.07
08/02 07:30   SEE*     SEALED AIR CORP        6.11     2.62     9.44     1.53
08/02 Bef-mkt CAH*     CARDINAL HEALTH        3.95     1.98     4.15     1.79
08/02 Bef-mkt TDC*     TERADATA CORP          6.65     3.40     8.87     6.00
08/02 Aft-mkt SBAC     SBA COMM CORP-A        3.20     1.67     3.52     2.08
08/02 Aft-mkt AIG*     AMERICAN INTERNA       5.19     2.83     5.44     1.70w
08/02 Aft-mkt PBI*     PITNEY BOWES INC       8.98     5.14    10.11     1.35
08/02         EXPD*    EXPEDITORS INTL        4.91     2.90     6.72     2.39
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/02 Aft-mkt AREX     APPROACH RESOURC       5.91     3.51    15.53     4.10
08/02 Bef-mkt UPL      ULTRA PETROLEUM        6.02     3.75     8.63     2.05
08/02 Aft-mkt ATVI     ACTIVISION BLIZZ       6.40     4.02     7.40     0.89
08/02 Aft-mkt ZAGG     ZAGG INC               8.40     5.38    12.61     1.40
08/02         NILE     BLUE NILE INC         16.59    10.93    19.08     4.90
08/02 Aft-mkt MHK      MOHAWK INDS            6.07     4.05     8.28     5.50
08/02 16:00   KFT*     KRAFT FOODS INC        2.78     1.91     3.40     1.35
08/02 Aft-mkt SWN*     SOUTHWESTRN ENGY       5.06     3.74     7.43     2.47
08/02         DNR*     DENBURY RESOURCE       6.74     5.16     9.92     1.50
08/02 Aft-mkt OPEN     OPENTABLE INC         12.83     9.76    15.68     5.70
08/02 Aft-mkt CBS*     CBS CORP-B             3.97     3.04     5.59     1.87
08/02 Bef-mkt PXP      PLAINS EXPLORATI       4.73     3.72     7.36     2.94
08/02         TIE*     TITANIUM METALS        3.44     2.90     9.95     1.16
08/02 Aft-mkt ROVI     ROVI CORP             12.16    10.44    15.77     2.11
08/02 Aft-mkt DLB      DOLBY LABORATO-A      10.21     9.08    11.21     3.95
08/02 Aft-mkt MCP      MOLYCORP INC           7.64     6.95     8.04     1.40w
08/02 Aft-mkt SYNA     SYNAPTICS INC          6.43     5.84     9.48     2.50
08/02         DTV*     DIRECTV-A              3.04     2.80     4.25     2.11
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/02 Bef-mkt RDC*     ROWAN COMPANIE-A       4.51     4.22     6.95     2.44
08/02 14:00   APA*     APACHE CORP            3.11     2.93     3.65     3.14w
08/02 Bef-mkt TWC*     TIME WARNER CABL       3.81     3.76     5.18     4.40
08/02 Bef-mkt WNR      WESTERN REFINING       6.22     6.27     8.93     2.10
08/02 Aft-mkt FLR*     FLUOR CORP             5.01     5.10     6.62     3.28
08/02         EXH      EXTERRAN HOLDING       9.29    10.04    16.25     2.40
08/02 08:00   K*       KELLOGG CO             2.84     3.19     3.77     1.80
08/02         OCN      OCWEN FINL CORP        2.86     3.26     7.09     1.40
08/02 Bef-mkt PWR*     QUANTA SERVICES        5.85     6.86     7.05     1.62
08/02         PEET     PEETS COFFEE &         3.54     4.30     3.58     2.70
08/02 Bef-mkt ARIA     ARIAD PHARM            3.06     4.01     8.10     1.55
08/02 07:00   DUK*     DUKE ENERGY CORP       0.69     1.01     2.80     1.90
08/03         SPPI     SPECTRUM PHARMAC      14.53     6.62    17.16     2.40
08/03         MNST*    MONSTER BEVERAGE      10.10     5.88    11.59     7.70
08/03 02:30   NYX*     NYSE EURONEXT          4.08     2.39     5.81     1.48
08/03 Bef-mkt PG*      PROCTER & GAMBLE       1.88     1.75     2.15     1.39w
08/03         EOG*     EOG RESOURCES          5.02     4.96     8.65     8.48
08/03         ED*      CONS EDISON INC        0.79     0.83     2.64     1.70
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/03 08:00   VIAB*    VIACOM INC-B           2.25     2.80     4.56     2.13

* - Company in Standard & Poor’s 500 Index.
w - Weekly option.

Definition:
Average Post Earnings% Move: The average absolute percentage changes in
stock price after earnings from previous eight quarters.
Straddle Implied% Move: Absolute percentage change in stock price,
estimated from the cost of the front-month (or the weekly option if
available),
at-the-money straddle divided by the price of the underlying
from the last trade.
Straddle Cost: Cost to purchase front-month (or the weekly option
if available), at-the-money call and put option contracts.

Criteria: The screen used to build this table looked 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.

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