Implied Stock-Price Moves for US Companies Reporting Results

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
========================================================================
05/30 Aft-mkt LGF      LIONS GATE             5.48     2.84     1.93

* - 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:
Alex Tanzi in DC at at atanzi@Bloomberg.net.

To contact the editor responsible for this story:
Alex Tanzi at at
atanzi@Bloomberg.net


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