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http://www.businessweek.com/news/2012-03-01/implied-stock-price-moves-for-u-dot-s-dot-companies-reporting-results

Bloomberg News

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

March 01, 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
========================================================================
03/02         BIG*     BIG LOTS INC           5.61     3.23     1.74
03/05 Aft-mkt NTRI     NUTRISYSTEM INC        9.72    14.17     0.69
03/05 Aft-mkt PAY      VERIFONE SYSTEMS       4.62     7.00     0.66

* - 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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