Bloomberg News

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

July 31, 2012

The following table shows the expected stock-price move for U.S. companies about to release quarterly results, according to options data as of the last close compiled by Bloomberg. Definition and criteria are listed below the table.


REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/01 Bef-mkt DTG      DOLLAR THRIFTY         9.37     2.86    12.45     9.40
08/01 Aft-mkt WLT      WALTER ENERGY         10.12     5.08     8.81     3.06w
08/01 Bef-mkt HSP*     HOSPIRA INC            6.16     3.12     8.74     3.05
08/01 16:00   CAVM     CAVIUM INC             7.92     4.38    11.03     3.03
08/01 Bef-mkt AVP*     AVON PRODUCTS         10.31     5.92    11.97     1.85
08/01 Bef-mkt CMCSA*   COMCAST CORP-A         3.32     2.06     4.84     1.56
08/01 Bef-mkt ADP*     AUTOMATIC DATA         1.99     1.32     2.88     1.65
08/01 16:30   CNQR     CONCUR TECH INC        7.82     5.41     8.76     5.95
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/01 Aft-mkt FSLR*    FIRST SOLAR INC        9.74     6.80    11.54     1.64w
08/01 Aft-mkt RGR      STURM RUGER & CO       9.15     6.39    11.89     5.85
08/01 Bef-mkt TWX*     TIME WARNER INC        3.04     2.13     4.36     1.68
08/01 Aft-mkt CAR      AVIS BUDGET GROU       8.84     6.97    12.53     1.85
08/01 Bef-mkt RRD*     RR DONNELLEY & S       5.00     3.98    10.33     1.24
08/01 Aft-mkt MET*     METLIFE INC            2.67     2.17     6.23     1.91
08/01 Bef-mkt OC       OWENS CORNING          7.45     6.12     9.71     2.60
08/01 16:15   HIG*     HARTFORD FINL SV       6.02     4.97     8.61     1.41
08/01         LF       LEAPFROG ENTERPR      10.54     8.78      na       na
08/01 Bef-mkt MRO*     MARATHON OIL           3.76     3.15     6.17     1.66
08/01 Aft-mkt ONXX     ONYX PHARM             2.44     2.10     7.72     5.95
08/01 Aft-mkt TSO*     TESORO CORP            3.30     2.91     6.53     1.81
08/01         AGN*     ALLERGAN INC           3.64     3.26     4.92     4.20
08/01 Bef-mkt DVN*     DEVON ENERGY CO        3.61     3.34     5.61     3.32
08/01 Aft-mkt SGY      STONE ENERGY           6.05     5.58    10.88     2.92
08/01 Aft-mkt GMCR     GREEN MOUNTAIN        23.06    22.41    20.22     3.68w
08/01 Bef-mkt HOG*     HARLEY-DAVIDSON        7.36     7.42     8.81     3.92
08/01 Aft-mkt WMB*     WILLIAMS COS INC       3.75     3.82     4.03     1.28w
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/01 Aft-mkt WTW      WEIGHT WATCHERS       12.88    13.89    13.20     6.60
08/01 Aft-mkt PRU*     PRUDENTL FINL          2.87     3.16     5.39     2.62
08/01         MA*      MASTERCARD INC-A       4.12     4.61     4.54    20.05w
08/01 Aft-mkt MAKO     MAKO SURGICAL          9.88    11.45    16.08     2.15
08/01 Aft-mkt IPI      INTREPID POTASH        3.75     5.20     6.47     1.50
08/01         MUR*     MURPHY OIL CORP        3.20     4.50     5.87     3.20
08/01 Bef-mkt EPD      ENTERPRISE PRODU       1.45     2.13     3.73     2.00
08/01 06:00   HUN      HUNTSMAN CORP          5.54     8.55    10.38     1.30
08/01 Bef-mkt CLMT     CALUMET SPECIALT       0.45     1.96     4.53     1.15
08/02 06:30   CI*      CIGNA CORP             5.44     2.34     7.57     3.13
08/02         NFG      NATL FUEL GAS CO       5.40     2.41     8.49     4.20
08/02 Bef-mkt CAH*     CARDINAL HEALTH        4.04     1.98     4.80     2.08
08/02         MCHP*    MICROCHIP TECH         3.28     1.64     6.36     2.12
08/02 07:30   SEE*     SEALED AIR CORP        5.19     2.62    10.24     1.65
08/02 Bef-mkt TDC*     TERADATA CORP          6.40     3.40     8.65     5.85
08/02 07:00   INCY     INCYTE CORP            7.18     4.21    11.29     2.88
08/02         NILE     BLUE NILE INC         18.18    10.93    19.36     4.90
08/02 Aft-mkt AIG*     AMERICAN INTERNA       4.50     2.83     5.11     1.62w
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/02 Aft-mkt ATVI     ACTIVISION BLIZZ       6.39     4.02     7.15     0.86
08/02 Aft-mkt PBI*     PITNEY BOWES INC       7.90     5.14     9.52     1.26
08/02 Bef-mkt SE*      SPECTRA ENERG          1.86     1.20     5.19     1.60
08/02         EXPD*    EXPEDITORS INTL        4.34     2.90     6.66     2.40
08/02 Aft-mkt SWN*     SOUTHWESTRN ENGY       5.15     3.74     8.67     2.97
08/02 Aft-mkt OPEN     OPENTABLE INC         12.93     9.76    15.36     5.65
08/02 Bef-mkt PXP      PLAINS EXPLORATI       4.93     3.72     8.27     3.40
08/02 Aft-mkt MCP      MOLYCORP INC           8.38     6.95     8.89     1.56w
08/02 16:00   KFT*     KRAFT FOODS INC        2.28     1.91     3.47     1.37
08/02 Bef-mkt UPL      ULTRA PETROLEUM        4.19     3.75     8.68     2.09
08/02 Aft-mkt SYNA     SYNAPTICS INC          6.38     5.84    10.43     2.75
08/02         PSA*     PUBLIC STORAGE         1.28     1.23     3.07     4.60
08/02         OCN      OCWEN FINL CORP        3.35     3.26     7.41     1.45
08/02 Aft-mkt CBS*     CBS CORP-B             3.11     3.04     5.37     1.80
08/02 08:00   K*       KELLOGG CO             3.24     3.19     3.59     1.70
08/02         EXH      EXTERRAN HOLDING      10.15    10.04    14.46     2.20
08/02 14:00   APA*     APACHE CORP            2.92     2.93     3.74     3.28w
08/02         DTV*     DIRECTV-A              2.79     2.80     4.48     2.21
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/02 Aft-mkt FLR*     FLUOR CORP             5.09     5.10     6.79     3.40
08/02 Bef-mkt XEC      CIMAREX ENERGY C       6.81     6.80    13.80     8.06
08/02         BDX*     BECTON DICKINSON       2.83     2.91     3.54     2.70
08/02 Aft-mkt ZAGG     ZAGG INC               4.91     5.38    11.58     1.30
08/02 Bef-mkt CLX*     CLOROX CO              2.12     2.41     3.08     2.25
08/02 Bef-mkt WNR      WESTERN REFINING       5.52     6.27     8.80     2.05
08/02 Bef-mkt GTLS     CHART INDUSTRIES       6.17     7.76    10.70     7.04
08/02 Bef-mkt ARIA     ARIAD PHARM            3.12     4.01     7.86     1.50
08/02 Bef-mkt PWR*     QUANTA SERVICES        5.38     6.86     6.45     1.50
08/02 Bef-mkt CBOE     CBOE HOLDINGS IN       2.41     3.23     5.61     1.60
08/02         PEET     PEETS COFFEE &         2.37     4.30     2.78     2.10

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



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.

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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