Bloomberg News

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

May 30, 2012

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
========================================================================
05/31 16:00   ASNA     ASCENA RETAIL GR       6.76     3.99     1.69
05/31 Bef-mkt CIEN     CIENA CORP            12.31     9.09     1.36
05/31 Bef-mkt JOY*     JOY GLOBAL INC         6.50     5.10     1.28
05/31 Aft-mkt OVTI     OMNIVISION TECH       12.88    12.72     1.01

* - 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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