Bloomberg News

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

August 06, 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$
=============================================================================
08/07         RAX      RACKSPACE HOSTIN      12.31     5.84    13.04     5.90
08/07 Bef-mkt CRZO     CARRIZO OIL&GAS        6.75     4.16    10.94     2.70
08/07 Bef-mkt FE*      FIRSTENERGY CORP       1.73     1.13     2.53     1.25
08/07 Aft-mkt ETP      ENERGY TRANSF PA       2.23     1.67     4.02     1.75
08/07 Bef-mkt FOSL*    FOSSIL INC            14.79    12.45    16.86    11.54
08/07 Aft-mkt ANV      ALLIED NEVADA GO       5.16     5.00    10.09     2.70
08/07 Bef-mkt EMR*     EMERSON ELEC CO        2.79     2.97     4.64     2.25
08/07 Aft-mkt ESRX*    EXPRESS SCRIPTS        3.78     4.07     5.04     2.86
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/07 16:00   CREE     CREE INC               8.62     9.37    10.97     2.74w
08/07 Bef-mkt CDE      COEUR D’ALENE MN       5.21     5.84     8.12     1.31
08/07 Bef-mkt CVS*     CVS CAREMARK COR       2.77     3.16     4.00     1.79
08/07 Aft-mkt PCLN*    PRICELINE.COM          7.42     8.95     8.77     58.2w
08/07 16:15   DIS*     WALT DISNEY CO         3.39     4.25     4.22     2.10
08/07         CVC*     CABLEVISION SY-A       4.95     6.43      NA       NA
08/08 Aft-mkt CXW      CORRECTIONS CORP       6.49     1.85      NA       NA
08/08         SPPI     SPECTRUM PHARMAC      11.78     6.62    14.32     1.95
08/08 Aft-mkt NUAN     NUANCE COMMUNICA       7.47     4.31     9.42     2.02
08/08 Aft-mkt MNST*    MONSTER BEVERAGE       9.62     5.88    10.86     7.25
08/08 Bef-mkt HFC      HOLLYFRONTIER CO       4.01     2.45     7.08     2.72
08/08 Aft-mkt SGEN     SEATTLE GENETICS       9.66     6.09    11.68     2.88
08/08 Aft-mkt CTL*     CENTURYLINK INC        3.65     2.84     4.07     1.70
08/08         MRX      MEDICIS PHARM-A        8.42     8.07     7.74     2.60
08/08         DISH     DISH NETWORK-A         5.03     4.89     6.57     2.00
08/08 Aft-mkt PANL     UNIVERSAL DISPLA      12.56    12.41    17.15     5.30
08/08 08:00   RL*      RALPH LAUREN COR       7.13     7.10     8.44    12.29
08/08         M*       MACY’S INC             3.54     3.76     5.93     2.21
REPORT        TICKER                         IMPLIED  AVG POST-   STRADDLE
DATE  TIME    SYM       COMPANY              1-DAY%    ERNS%   IMPLIED% COST$
=============================================================================
08/08 Bef-mkt PPL*     PPL CORPORATION        1.47     1.56     2.09     0.60
08/08 Bef-mkt NRG*     NRG ENERGY             1.89     2.38     5.82     1.13
08/08 Aft-mkt CLR      CONTL RES INC/OK       3.81     4.93     7.70     5.10
08/08 16:00   NWSA*    NEWS CORP-A            3.27     4.43     3.84     0.90
08/08 Aft-mkt CPNO     COPANO ENERGY-UN       1.61     2.49     5.13     1.45

* - 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: 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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