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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$
=============================================================================
08/08 Aft-mkt CXW      CORRECTIONS CORP       7.13     1.85      NA       NA
08/08         SPPI     SPECTRUM PHARMAC      12.95     6.62    13.49     1.85
08/08 Aft-mkt MNST*    MONSTER BEVERAGE      10.93     5.88    10.97     7.24
08/08 Aft-mkt SGEN     SEATTLE GENETICS      10.53     6.09    10.22     2.52
08/08 Bef-mkt HFC      HOLLYFRONTIER CO       4.21     2.45     6.22     2.45
08/08 Aft-mkt MRX      MEDICIS PHARM-A       11.32     8.07    11.37     3.75
08/08 Aft-mkt CTL*     CENTURYLINK INC        3.76     2.84     3.66     1.53
08/08 Bef-mkt NRG*     NRG ENERGY             2.87     2.38     5.77     1.13
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/08         DISH     DISH NETWORK-A         5.83     4.89     6.85     2.09
08/08         M*       MACY’S INC             4.46     3.76     5.51     2.03
08/08 Aft-mkt PANL     UNIVERSAL DISPLA      14.63    12.41    15.78     5.20
08/08 Aft-mkt AFFY     AFFYMAX INC            9.13     8.13    13.76     2.30
08/08 08:00   RL*      RALPH LAUREN COR       7.79     7.10     7.89    11.84
08/08 Bef-mkt PPL*     PPL CORPORATION        1.57     1.56     2.26     0.65
08/08 Aft-mkt CLR      CONTL RES INC/OK       4.75     4.93     8.06     5.35
08/08 Bef-mkt DF*      DEAN FOODS CO          8.92    10.57    10.15     1.24
08/08 16:00   NWSA*    NEWS CORP-A            3.32     4.43     4.87     1.15
08/08 08:00   CSC*     COMPUTER SCIENCE       7.37    10.21     8.12     2.04
08/08 Bef-mkt LAMR     LAMAR ADVERTIS-A       6.91     9.68     7.21     2.25
08/09 Bef-mkt VPHM     VIROPHARMA INC         8.74     4.08    10.37     2.35
08/09 Aft-mkt LGF      LIONS GATE             6.80     3.24     8.21     1.07
08/09         VHC      VIRNETX HOLDING        5.31     2.82     8.91     2.44w
08/09 16:20   NVDA*    NVIDIA CORP            7.51     5.78     7.14     1.00w
08/09 Bef-mkt AAP      ADVANCE AUTO PAR       8.17     6.92     8.18     5.65
08/09         WIN*     WINDSTREAM CORP        4.53     3.94     5.08     0.51
08/09 Aft-mkt JWN*     NORDSTROM INC          3.67     3.24     5.00     2.72
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/09 Bef-mkt RGLD     ROYAL GOLD INC         2.63     2.44     4.70     3.70
08/09 07:00   KSS*     KOHLS CORP             3.75     3.71     5.46     2.84
08/09         DV*      DEVRY INC              6.60     8.94     8.97     1.75

* - 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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