U.S. Stock Options With Biggest Changes in Implied Volatility
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 11:30 a.m. in New York. This {OSCH <GO>} search was limited to options that are more than 10 days from expiration, have trading volume of at least 200 contracts and have strike prices within 5 percent of the underlying security's price.
Top Volatility Increases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
FRG FRONTEER GO FRG US 02/19/11 C9 122.2 119.5 5.30 278.6 508
FRG FRONTEER GO FRG US 02/19/11 C10 83.9 89.4 4.40 576.9 500
CAGC CHINA AGRIT CAGC US 02/19/11 C7.5 66.9 134.8 2.05 -39.7 509
FE FIRSTENERGY FE US 02/19/11 P41 63.0 25.6 1.75 52.2 437
CCME CHINA MEDIA CCME US 02/19/11 C10 52.2 202.8 6.20 -7.5 380
CAGC CHINA AGRIT CAGC US 02/19/11 P9 46.2 139.4 0.95 280.0 3315
FE FIRSTENERGY FE US 04/16/11 P41 45.9 20.9 2.25 -63.1 323
EZCH EZCHIP SEMI EZCH US 03/19/11 C22.5 45.2 60.3 8.50 2.4 201
KKR KKR & CO LP KKR US 02/19/11 P15 41.0 44.7 0.20 300.0 207
FE FIRSTENERGY FE US 02/19/11 P40 37.9 26.0 1.10 100.0 867
ILMN ILLUMINA IN ILMN US 02/19/11 C65 36.0 63.7 6.31 -9.9 200
SIRI SIRIUS XM R SIRI US 06/18/11 C1 32.4 61.4 0.77 2.7 515
FE FIRSTENERGY FE US 02/19/11 P39 31.2 24.8 0.40 100.0 806
SIRI SIRIUS XM R SIRI US 03/19/11 C1 30.8 109.9 0.76 4.1 996
CAGC CHINA AGRIT CAGC US 02/19/11 P7.5 30.7 167.6 0.40 700.0 801
CAGC CHINA AGRIT CAGC US 03/19/11 P9 27.8 119.2 1.45 107.1 265
CCME CHINA MEDIA CCME US 02/19/11 P14 27.5 224.6 1.75 52.2 1013
CAGC CHINA AGRIT CAGC US 03/19/11 P7 26.0 135.7 0.58 241.2 1114
CCME CHINA MEDIA CCME US 02/19/11 P11 25.7 262.1 0.95 90.0 530
CCME CHINA MEDIA CCME US 02/19/11 P12 24.8 249.7 1.15 55.4 1147
FE FIRSTENERGY FE US 02/19/11 P38 24.1 26.6 0.20 53.9 492
CCME CHINA MEDIA CCME US 02/19/11 P16 24.0 198.3 2.45 28.9 793
DCTH DELCATH SYS DCTH US 02/19/11 C10 23.8 63.9 0.80 81.8 407
CCME CHINA MEDIA CCME US 02/19/11 C14 23.8 160.4 3.30 3.1 215
PBR PETROBRAS S PBR US 02/19/11 C33 23.6 39.5 5.10 6.2 235
CCME CHINA MEDIA CCME US 02/19/11 P13 23.2 234.2 1.45 45.0 1348
CCME CHINA MEDIA CCME US 02/19/11 P17 23.2 196.1 2.85 16.3 851
GM GENERAL MOT GM US 02/19/11 P32 22.9 42.8 0.18 100.0 759
SMSC STANDARD MI SMSC US 04/16/11 P25 22.8 35.9 2.00 2.6 371
SIRI SIRIUS XM R SIRI US 02/19/11 C1.5 22.4 82.3 0.27 12.5 1435
GM GENERAL MOT GM US 02/19/11 P33 22.3 41.6 0.35 118.8 585
C CITIGROUP I C US 03/19/11 C3.5 22.1 54.0 1.32 -2.2 1016
CCME CHINA MEDIA CCME US 02/19/11 P10 21.8 282.4 0.78 73.3 1094
HEV ENER1 INC HEV US 09/17/11 P3 21.7 82.4 0.45 12.5 216
CCME CHINA MEDIA CCME US 02/19/11 P15 21.3 208.2 2.05 32.3 1821
CCME CHINA MEDIA CCME US 02/19/11 C16 21.2 142.2 2.05 13.9 222
CCME CHINA MEDIA CCME US 02/19/11 C17 20.8 136.4 1.40 3.7 477
CCME CHINA MEDIA CCME US 02/19/11 P7.5 20.7 325.4 0.44 76.0 610
CCME CHINA MEDIA CCME US 03/19/11 P10 19.2 208.7 1.34 41.0 555
FRG FRONTEER GO FRG US 03/19/11 P10 18.8 63.0 0.05 -91.7 280
TZA SMALL CAP B TZA US 02/19/11 C12 18.2 62.2 2.74 7.0 254
SVU SUPERVALU I SVU US 02/19/11 C7 18.2 56.0 0.70 75.0 211
EWJ ISHARES-JAP EWJ US 03/19/11 C10 18.1 20.8 1.17 -7.9 500
ACH ALUMINUM CO ACH US 02/19/11 C25 18.0 38.9 1.01 -15.8 702
UUP POWERSHARES UUP US 02/19/11 P22 17.2 10.9 0.06 -33.3 504
GM GENERAL MOT GM US 02/19/11 C35 16.7 40.6 1.30 -7.1 1502
KKR KKR & CO LP KKR US 02/19/11 C15 16.7 44.2 1.35 35.0 3248
F FORD MOTOR F US 02/19/11 C13 16.5 54.5 2.53 3.3 209
CLX CLOROX CO CLX US 02/19/11 P60 16.5 25.0 0.25 0.0 3172
DCTH DELCATH SYS DCTH US 02/19/11 C11 16.1 58.5 0.30 150.0 855
DEPO DEPOMED INC DEPO US 02/19/11 P7.5 16.0 97.8 0.05 -50.0 241
CVI CVR ENERGY CVI US 02/19/11 C17.5 15.6 46.9 0.40 -20.0 1274
HLIT HARMONIC IN HLIT US 02/19/11 P7.5 15.5 85.0 0.20 33.3 743
APKT ACME PACKET APKT US 02/19/11 C60 15.1 68.1 6.82 -14.8 463
STEC STEC INC STEC US 02/19/11 P19 15.1 68.6 0.09 -40.0 511
BBBB BLACKBOARD BBBB US 02/19/11 P40 14.8 45.2 2.21 29.2 1131
CLDA CLINICAL DA CLDA US 02/19/11 C30 14.5 94.9 3.20 73.0 659
GM GENERAL MOT GM US 02/19/11 P35 14.2 39.4 1.00 33.3 3999
DCTH DELCATH SYS DCTH US 03/19/11 C11 14.0 71.0 0.80 45.5 885
GM GENERAL MOT GM US 02/19/11 P34 13.8 39.8 0.60 50.0 866
CCME CHINA MEDIA CCME US 03/19/11 P16 13.8 169.9 3.60 20.0 294
MU MICRON TECH MU US 02/19/11 C9 13.5 52.4 1.77 -5.3 222
GM GENERAL MOT GM US 02/19/11 C33 13.4 42.4 2.65 -8.6 345
CCME CHINA MEDIA CCME US 03/19/11 P15 13.3 172.4 2.99 15.0 703
SWC STILLWATER SWC US 02/19/11 C20 13.2 59.4 3.20 -5.9 204
VXX IPATH-S&P S VXX US 02/19/11 P30 13.0 65.7 1.31 -5.1 2977
GM GENERAL MOT GM US 02/19/11 C37 13.0 38.6 0.55 10.0 1511
SIRI SIRIUS XM R SIRI US 03/19/11 C1.5 12.9 61.6 0.31 14.8 2916
VXX IPATH-S&P S VXX US 02/19/11 P27 12.9 56.8 0.22 0.0 2915
VXX IPATH-S&P S VXX US 02/19/11 P29 12.4 63.2 0.82 -1.2 1064
XLF SPDR-FINL S XLF US 02/19/11 C17 12.1 19.7 0.08 -33.3 340
MSCI MSCI INC-A MSCI US 06/18/11 P35 12.0 28.8 2.60 -3.7 892
EMR EMERSON ELE EMR US 02/19/11 C55 11.9 27.6 4.30 -15.7 250
TWX TIME WARNER TWX US 02/19/11 C34 11.6 28.9 1.96 40.0 1248
PHM PULTEGROUP PHM US 02/19/11 P8 11.3 53.1 0.55 48.6 255
PPL PPL CORPORA PPL US 02/19/11 P26 11.2 30.7 1.00 42.9 2040
NXY NEXEN INC NXY US 02/19/11 P22.5 11.1 51.6 0.20 33.3 546
SPY SPDR S&P 50 SPY US 02/19/11 P135 11.1 12.1 5.13 12.2 505
GM GENERAL MOT GM US 02/19/11 P36 11.1 37.8 1.50 25.0 943
GM GENERAL MOT GM US 03/19/11 P33 11.1 35.5 0.75 36.4 340
BX BLACKSTONE BX US 03/19/11 C14 11.0 44.2 3.30 25.9 280
VIA/B VIACOM INC- VIAB US 06/18/11 C44 11.0 24.6 2.50 35.1 200
GM GENERAL MOT GM US 03/19/11 P34 11.0 34.5 1.05 31.2 277
YONG YONGYE INTE YONG US 04/16/11 C7 10.8 67.9 1.05 16.7 373
MLNX MELLANOX TE MLNX US 02/19/11 P26 10.8 40.9 0.50 66.7 393
ASNA ASCENA RETA ASNA US 03/19/11 C30 10.7 33.0 0.60 71.4 343
BAC BANK OF AME BAC US 02/19/11 C12 10.5 50.8 2.40 6.2 520
CCME CHINA MEDIA CCME US 02/19/11 P5 10.4 363.6 0.16 220.0 240
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NLC NALCO HLDG NLC US 02/19/11 C26 -73.4 20.5 1.70 0.0 500 FRG FRONTEER GO FRG US 06/18/11 C14 -70.9 15.7 0.70 75.0 674 FRG FRONTEER GO FRG US 06/18/11 C12.5 -67.4 17.6 1.90 216.7 1042 NWSA NEWS CORP-A NWSA US 02/19/11 P17 -57.7 22.0 0.50 0.0 208 FRG FRONTEER GO FRG US 03/19/11 C12.5 -55.1 25.1 1.95 1200.0 263 BJ BJ'S WHOLES BJ US 02/19/11 C50 -43.8 28.6 0.55 266.7 6776 HAR HARMAN INTL HAR US 02/19/11 P45 -43.6 35.5 0.20 -93.8 567 ONNN ON SEMICOND ONNN US 02/19/11 C11 -40.8 37.3 0.33 -63.3 3813 GMCR GREEN MOUNT GMCR US 02/19/11 P40 -39.0 43.1 2.35 -67.4 510 SGI SILICON GRA SGI US 02/19/11 C14 -38.4 47.3 0.30 0.0 882 HAR HARMAN INTL HAR US 02/19/11 C45 -37.6 39.4 4.50 172.7 1064 SFLY SHUTTERFLY SFLY US 02/19/11 C40 -37.2 40.0 1.20 84.6 426 GMCR GREEN MOUNT GMCR US 02/19/11 C40 -36.9 43.6 0.69 187.5 4139 BJ BJ'S WHOLES BJ US 02/19/11 C47.5 -36.7 28.7 1.65 450.0 292 BJ BJ'S WHOLES BJ US 02/19/11 P47.5 -36.5 28.1 0.70 -83.3 2181 DIA SPDR DJIA T DIA US 02/19/11 P122.75 -36.3 7.1 3.25 10.2 266 GMCR GREEN MOUNT GMCR US 02/19/11 P37 -36.2 44.8 0.85 -80.7 1037 EL ESTEE LAUDE EL US 02/19/11 C95 -35.6 28.6 0.99 560.0 557 GMCR GREEN MOUNT GMCR US 02/19/11 P39 -34.9 44.2 1.80 -71.4 1552 PCX PATRIOT COA PCX US 02/19/11 C22 -34.4 67.2 3.90 -43.9 222 GMCR GREEN MOUNT GMCR US 02/19/11 C39 -34.3 45.1 1.10 292.9 1240 NWSA NEWS CORP-A NWSA US 02/19/11 C17 -33.6 21.0 0.20 33.3 628 AMP AMERIPRISE AMP US 02/19/11 C60 -33.6 27.4 0.60 -83.3 260 GMCR GREEN MOUNT GMCR US 02/19/11 C36 -33.5 45.1 3.05 276.5 828 GMCR GREEN MOUNT GMCR US 02/19/11 P36 -33.4 45.8 0.55 -85.5 701 PCX PATRIOT COA PCX US 02/19/11 C24 -33.3 64.9 2.26 -53.8 351 GMCR GREEN MOUNT GMCR US 02/19/11 P38 -33.2 45.3 1.17 0.0 602 GMCR GREEN MOUNT GMCR US 02/19/11 C38 -33.2 46.0 1.90 341.9 1392 GMCR GREEN MOUNT GMCR US 02/19/11 P35 -33.2 47.3 0.29 -90.5 568 GR GOODRICH CO GR US 02/19/11 C95 -32.8 17.1 0.40 -57.9 200 ISIL INTERSIL CO ISIL US 03/19/11 P12 -32.7 31.3 0.20 0.0 220 SFLY SHUTTERFLY SFLY US 02/19/11 C35 -32.6 42.2 4.60 187.5 388 ENTR ENTROPIC CO ENTR US 02/19/11 C10 -32.3 68.8 1.35 -12.9 950 SBH SALLY BEAUT SBH US 02/19/11 C15 -32.0 37.5 0.30 200.0 1015 SGI SILICON GRA SGI US 02/19/11 C13 -31.5 48.6 0.80 300.0 385 GMCR GREEN MOUNT GMCR US 02/19/11 P34 -31.4 50.5 0.20 -91.9 822 GMCR GREEN MOUNT GMCR US 02/19/11 C37 -31.2 46.5 2.11 245.9 499 GMCR GREEN MOUNT GMCR US 02/19/11 C33 -30.9 50.9 6.00 197.0 313 CVS CVS CAREMAR CVS US 02/19/11 P32 -30.6 24.5 0.35 94.4 509 CVS CVS CAREMAR CVS US 02/19/11 C32 -30.4 25.2 0.99 -62.9 235 GMCR GREEN MOUNT GMCR US 02/19/11 C35 -30.2 49.7 4.15 260.9 1512 CVS CVS CAREMAR CVS US 02/19/11 C33 -29.8 23.0 0.43 -79.3 940 BMC BMC SOFTWAR BMC US 02/19/11 C47.5 -29.7 26.4 1.05 -44.7 373 CVS CVS CAREMAR CVS US 02/19/11 P33 -29.4 22.7 0.65 116.7 1589 GMCR GREEN MOUNT GMCR US 02/19/11 P33 -29.2 52.9 0.16 -92.2 698 IP INTL PAPER IP US 02/19/11 P29 -29.0 27.1 0.80 -8.1 5162 SOLR GT SOLAR IN SOLR US 02/19/11 P10 -28.9 63.8 0.15 -50.0 320 GMCR GREEN MOUNT GMCR US 02/19/11 P32 -28.7 54.6 0.09 -94.6 2870 JNK SPDR BARCLA JNK US 02/19/11 C40 -28.2 4.6 0.35 16.7 200 GMCR GREEN MOUNT GMCR US 02/19/11 C34 -27.8 52.2 5.20 231.2 310 IP INTL PAPER IP US 02/19/11 P28 -27.8 28.8 0.42 -14.3 388 CVS CVS CAREMAR CVS US 02/19/11 P34 -27.3 21.8 1.51 174.6 492 CVS CVS CAREMAR CVS US 02/19/11 C34 -26.8 22.4 0.14 -88.8 1248 OREX OREXIGEN TH OREX US 02/19/11 C2.5 -26.6 66.9 0.40 33.3 690 IP INTL PAPER IP US 02/19/11 C29 -26.2 27.6 0.41 -61.0 456 OTEX OPEN TEXT C OTEX US 02/19/11 C60 -26.1 33.1 0.70 366.7 479 IP INTL PAPER IP US 02/19/11 P27 -25.4 31.1 0.20 -16.7 375 ARO AEROPOSTALE ARO US 02/19/11 P24 -25.4 38.1 0.50 -50.0 991 SO SOUTHERN CO SO US 01/21/12 C30 -25.1 19.4 7.64 0.5 1097 CAH CARDINAL HE CAH US 02/19/11 C43 -24.9 23.3 0.20 -60.0 238 TEN TENNECO INC TEN US 02/19/11 P35 -24.7 40.9 0.50 66.7 212 ARO AEROPOSTALE ARO US 02/19/11 P25 -24.6 37.4 1.00 -42.9 3298 SOLR GT SOLAR IN SOLR US 02/19/11 C10 -24.6 62.8 1.30 -25.7 295 ROST ROSS STORES ROST US 02/19/11 C62.5 -24.4 22.6 5.90 90.3 624 OTEX OPEN TEXT C OTEX US 02/19/11 C50 -24.1 35.3 7.00 197.9 270 ARO AEROPOSTALE ARO US 02/19/11 C25 -24.0 37.5 0.60 15.4 545 FRG FRONTEER GO FRG US 03/19/11 C11 -24.0 40.3 3.30 560.0 508 RDN RADIAN GROU RDN US 02/19/11 P6 -23.6 76.6 0.06 -60.0 260 OTEX OPEN TEXT C OTEX US 02/19/11 C55 -23.6 32.8 2.65 430.0 327 NWSA NEWS CORP-A NWSA US 04/16/11 P17 -23.5 24.7 0.90 0.0 203 ARO AEROPOSTALE ARO US 02/19/11 C23 -23.4 39.3 1.75 31.6 766 ARO AEROPOSTALE ARO US 02/19/11 P23 -23.2 38.4 0.21 -67.7 2529 CACI CACI INTL-A CACI US 02/19/11 C60 -23.1 26.5 0.70 79.5 217 HIG HARTFORD FI HIG US 02/19/11 C29 -23.1 31.1 0.43 -15.7 2151 BJ BJ'S WHOLES BJ US 03/19/11 C47.5 -22.8 30.5 2.56 169.5 3577 EL ESTEE LAUDE EL US 02/19/11 C90 -22.8 32.0 3.60 1185.7 2560 ARO AEROPOSTALE ARO US 02/19/11 C24 -22.6 38.8 1.10 22.2 2304 PTEN PATTERSON-U PTEN US 02/19/11 C22.5 -22.3 38.2 1.30 -33.3 3310 EL ESTEE LAUDE EL US 02/19/11 P90 -22.2 31.5 1.50 0.0 1557 NETL NETLOGIC MI NETL US 02/19/11 C40 -22.0 40.5 1.45 262.5 403 INTC INTEL CORP INTC US 02/19/11 C20 -21.9 26.9 1.45 -8.2 817 YUM YUM! BRANDS YUM US 02/19/11 C50 -21.9 20.2 0.50 72.4 1284 HIG HARTFORD FI HIG US 02/19/11 P28 -21.7 30.5 0.55 -42.1 297 BJ BJ'S WHOLES BJ US 02/19/11 P45 -21.7 31.2 0.15 -94.4 3077 GGG GRACO INC GGG US 02/19/11 P40 -21.3 20.9 0.60 -7.7 301 YUM YUM! BRANDS YUM US 02/19/11 C49 -21.3 20.4 0.95 75.9 1150 VMC VULCAN MATE VMC US 02/19/11 C43 -21.2 34.6 1.25 -19.4 227 NETL NETLOGIC MI NETL US 02/19/11 C41 -21.0 41.0 0.90 190.3 654 DOW DOW CHEMICA DOW US 02/19/11 C37 -20.9 25.2 0.69 -10.4 2013 MRK MERCK & CO MRK US 02/19/11 C32 -20.8 21.7 1.07 -41.2 644 DOW DOW CHEMICA DOW US 02/19/11 C38 -20.7 24.5 0.25 -39.0 407 V VISA INC-CL V US 02/19/11 P70 -20.6 25.3 0.91 -16.5 7309 EL ESTEE LAUDE EL US 02/19/11 P85 -20.4 33.9 0.45 -90.8 424 ROST ROSS STORES ROST US 02/19/11 C65 -20.4 22.8 3.60 148.3 2145 DOW DOW CHEMICA DOW US 02/19/11 C36 -20.3 26.5 1.13 -15.7 1253 LNC LINCOLN NAT LNC US 02/19/11 P30 -20.3 29.4 1.30 19.3 272 V VISA INC-CL V US 02/19/11 P67.5 -20.2 26.4 0.31 -32.6 3362 VMC VULCAN MATE VMC US 02/19/11 P43 -20.0 35.1 1.00 -41.2 353 CYMI CYMER INC CYMI US 02/19/11 C50 -19.7 36.7 1.80 9.1 252 V VISA INC-CL V US 02/19/11 C70 -19.7 25.7 2.34 -23.3 1269 CYMI CYMER INC CYMI US 02/19/11 P50 -19.6 35.8 1.60 -27.3 263 DOW DOW CHEMICA DOW US 02/19/11 P37 -19.6 25.2 0.99 -17.5 598 DOW DOW CHEMICA DOW US 02/19/11 P36 -19.5 26.7 0.47 -35.6 1882 NWS NEWS CORP-B NWS US 02/19/11 P18 -19.5 23.7 0.30 -64.7 707 FE FIRSTENERGY FE US 03/19/11 C41 -19.4 12.4 0.30 -33.3 618 NWSA NEWS CORP-A NWSA US 02/19/11 C16 -19.4 26.2 0.90 80.0 3831 HIG HARTFORD FI HIG US 02/19/11 P27 -19.1 30.9 0.23 -54.0 535 GMCR GREEN MOUNT GMCR US 03/19/11 C40 -19.1 42.6 1.76 300.0 634 BJ BJ'S WHOLES BJ US 03/19/11 C50 -19.0 31.7 1.50 200.0 3117 MA MASTERCARD MA US 02/19/11 C245 -18.8 26.8 2.91 -29.0 462 GMCR GREEN MOUNT GMCR US 03/19/11 C39 -18.8 42.9 2.27 266.1 242 ROST ROSS STORES ROST US 02/19/11 C67.5 -18.8 22.7 1.70 277.8 927 DOW DOW CHEMICA DOW US 02/19/11 C35 -18.8 29.0 2.02 -1.5 258 MA MASTERCARD MA US 02/19/11 C240 -18.7 27.0 5.00 -23.1 678 YUM YUM! BRANDS YUM US 02/19/11 P47 -18.6 21.7 0.15 -80.0 699 YUM YUM! BRANDS YUM US 02/19/11 C48 -18.5 21.5 1.64 74.5 701 NETL NETLOGIC MI NETL US 02/19/11 P37 -18.4 40.4 0.25 -86.8 305 MA MASTERCARD MA US 02/19/11 P240 -18.4 26.5 5.20 -25.2 392 TGT TARGET CORP TGT US 02/19/11 C55 -18.2 20.3 0.30 -36.2 4260 TSO TESORO CORP TSO US 02/19/11 C19 -18.2 37.1 0.66 -36.5 703 NETL NETLOGIC MI NETL US 02/19/11 C39 -18.2 42.0 1.65 205.6 502 GMCR GREEN MOUNT GMCR US 03/19/11 C38 -18.1 43.0 2.51 206.1 629 AMP AMERIPRISE AMP US 03/19/11 P55 -18.1 28.6 0.95 90.0 705 CX CEMEX SAB-S CX US 02/19/11 C10 -18.0 31.9 0.08 -42.9 318 NETL NETLOGIC MI NETL US 02/19/11 C36 -17.9 41.4 4.30 160.6 281 BJ BJ'S WHOLES BJ US 03/19/11 P47.5 -17.9 31.8 1.65 -63.3 1682 V VISA INC-CL V US 02/19/11 P72.5 -17.9 25.2 2.10 -4.1 480 STD BANCO SANTA STD US 02/19/11 P12 -17.8 37.9 0.30 25.0 210 MRK MERCK & CO MRK US 02/19/11 P32 -17.8 21.4 0.21 40.0 1240 ERTS ELECTRONIC ERTS US 02/19/11 C15 -17.8 34.4 2.52 -18.7 240 NOV NATL OILWEL NOV US 02/19/11 C70 -17.8 35.7 6.10 9.9 934 V VISA INC-CL V US 02/19/11 P62.5 -17.7 32.1 0.04 -60.0 569 MA MASTERCARD MA US 02/19/11 P235 -17.7 27.6 3.53 -24.1 385 GMCR GREEN MOUNT GMCR US 03/19/11 C36 -17.6 44.0 3.70 184.6 335 GMCR GREEN MOUNT GMCR US 03/19/11 P36 -17.5 45.4 1.15 -73.3 322 MRK MERCK & CO MRK US 02/19/11 C30 -17.5 32.0 3.00 -6.2 300 MA MASTERCARD MA US 02/19/11 C250 -17.5 26.7 1.68 -38.9 890 CME CME GROUP I CME US 02/19/11 P280 -17.5 30.5 1.40 154.6 526 GMCR GREEN MOUNT GMCR US 03/19/11 P35 -17.4 46.1 0.90 -73.5 315 MRK MERCK & CO MRK US 02/19/11 C31 -17.3 24.8 2.04 -27.1 394 NWSA NEWS CORP-A NWSA US 02/19/11 C15 -17.2 28.7 1.70 54.5 1958 GMCR GREEN MOUNT GMCR US 03/19/11 C34 -17.1 45.6 5.25 152.4 216 GMCR GREEN MOUNT GMCR US 03/19/11 P23 -17.1 58.6 0.02 -89.5 592 GMCR GREEN MOUNT GMCR US 03/19/11 C35 -16.7 44.6 4.75 191.4 305 INTC INTEL CORP INTC US 01/19/13 C10 -16.7 38.9 11.40 -2.1 368 INTC INTEL CORP INTC US 01/21/12 C12.5 -16.7 36.5 8.99 -1.2 250 NOV NATL OILWEL NOV US 02/19/11 P75 -16.6 33.2 1.66 -39.6 532 AMP AMERIPRISE AMP US 03/19/11 C55 -16.6 29.7 4.50 -45.1 220 CVS CVS CAREMAR CVS US 03/19/11 P31 -16.6 25.7 0.41 46.4 218 MA MASTERCARD MA US 02/19/11 P245 -16.5 26.3 8.85 -9.7 218 SOA SOLUTIA INC SOA US 02/19/11 C22.5 -16.5 34.3 1.55 -22.5 1100 OTEX OPEN TEXT C OTEX US 02/19/11 P50 -16.5 40.0 0.05 -96.9 264 NOV NATL OILWEL NOV US 02/19/11 C75 -16.4 33.3 2.55 13.8 970 GMCR GREEN MOUNT GMCR US 03/19/11 C33 -16.4 46.8 6.00 134.4 782 TQNT TRIQUINT SE TQNT US 02/19/11 C12.5 -16.3 46.3 0.90 -30.8 5738 NETL NETLOGIC MI NETL US 02/19/11 C37 -16.2 41.6 3.20 178.3 301 GMCR GREEN MOUNT GMCR US 02/19/11 P30 -16.1 64.6 0.05 -94.2 734 CME CME GROUP I CME US 02/19/11 P290 -16.1 28.7 3.00 130.8 422 BIG BIG LOTS IN BIG US 02/19/11 C32.5 -16.1 25.0 0.45 -10.0 704 FRG FRONTEER GO FRG US 03/19/11 C10 -15.9 45.8 4.30 377.8 262 GMCR GREEN MOUNT GMCR US 03/19/11 P37 -15.8 44.8 1.47 -70.7 217 MRK MERCK & CO MRK US 02/19/11 C33 -15.8 19.1 0.51 -55.3 1649 EW EDWARDS LIF EW US 02/19/11 P85 -15.8 28.6 1.15 -41.0 349 ANF ABERCROMBIE ANF US 02/19/11 C50 -15.6 45.5 1.43 -20.6 3716 FRO FRONTLINE L FRO US 02/19/11 C26 -15.6 36.5 0.60 -20.0 488 CME CME GROUP I CME US 02/19/11 C300 -15.5 28.6 6.43 -62.6 758 CVS CVS CAREMAR CVS US 03/19/11 P32 -15.5 24.5 0.74 89.7 219 ONNN ON SEMICOND ONNN US 04/16/11 C11 -15.5 34.9 0.70 -36.4 263 YUM YUM! BRANDS YUM US 02/19/11 C47 -15.5 22.8 2.43 63.1 320 GMCR GREEN MOUNT GMCR US 03/19/11 P33 -15.4 48.0 0.54 -79.5 394 MCO MOODY'S COR MCO US 02/19/11 C30 -15.3 29.9 0.55 -21.4 474 GMCR GREEN MOUNT GMCR US 03/19/11 P30 -15.3 51.8 0.20 -85.7 270 MA MASTERCARD MA US 02/19/11 P230 -15.3 28.7 1.88 -36.3 476 CHU CHINA UNICO CHU US 02/19/11 P16 -15.3 24.2 0.15 -16.7 210 EL ESTEE LAUDE EL US 02/19/11 C85 -15.2 33.9 6.60 560.0 2132 K KELLOGG CO K US 02/19/11 P50 -15.2 18.1 0.10 -86.7 2432 ANF ABERCROMBIE ANF US 02/19/11 C49 -15.2 45.7 1.89 -18.2 585 TGT TARGET CORP TGT US 02/19/11 C52.5 -15.2 21.1 1.44 -10.6 1059 TGT TARGET CORP TGT US 02/19/11 P52.5 -15.1 21.1 0.59 -23.4 2257 CTCM CTC MEDIA I CTCM US 02/19/11 P22.5 -15.1 27.4 0.60 33.3 200 CI CIGNA CORP CI US 02/19/11 P40 -15.1 28.0 0.31 0.0 206 MCO MOODY'S COR MCO US 02/19/11 P29 -15.0 31.0 0.51 -26.1 319 ANF ABERCROMBIE ANF US 02/19/11 P50 -14.9 45.4 2.40 -12.7 944 CVS CVS CAREMAR CVS US 03/19/11 P34 -14.9 22.5 1.85 98.9 215 YUM YUM! BRANDS YUM US 02/19/11 P46 -14.8 23.6 0.09 -80.0 200 BX BLACKSTONE BX US 02/19/11 C17 -14.8 33.4 0.50 35.1 1102 BJ BJ'S WHOLES BJ US 03/19/11 P45 -14.7 33.1 0.79 -73.8 460 ANF ABERCROMBIE ANF US 02/19/11 C48 -14.7 46.4 2.49 -29.3 210 QLIK QLIK TECHNO QLIK US 02/19/11 C25 -14.6 47.4 0.50 -33.3 620 MAT MATTEL INC MAT US 02/19/11 C24 -14.6 26.5 1.15 43.8 5203 CVS CVS CAREMAR CVS US 03/19/11 C32 -14.5 24.7 1.64 -39.3 201 HES HESS CORP HES US 02/19/11 C75 -14.4 38.3 7.50 -21.1 1682 ANF ABERCROMBIE ANF US 02/19/11 P49 -14.4 45.7 1.91 -12.8 361 APL ATLAS PIPEL APL US 02/19/11 C25 -14.2 27.3 0.60 100.0 477 GPS GAP INC/THE GPS US 02/19/11 P20 -14.1 25.3 0.41 -62.7 720 CVS CVS CAREMAR CVS US 03/19/11 C34 -14.1 22.7 0.48 -70.5 360 SNE SONY CORP-A SNE US 02/19/11 C37 -14.0 24.8 0.35 133.3 412 FE FIRSTENERGY FE US 02/19/11 C40 -13.9 19.9 0.65 -18.8 491 GSK GLAXOSMITHK GSK US 02/19/11 C37.5 -13.8 19.2 0.80 166.7 724 NOV NATL OILWEL NOV US 02/19/11 P70 -13.8 37.3 0.48 -51.0 593 WFR MEMC ELEC M WFR US 02/19/11 P12 -13.8 35.7 0.07 40.0 254 HOT STARWOOD HO HOT US 02/19/11 C60 -13.7 31.8 2.12 -7.8 544 MA MASTERCARD MA US 02/19/11 P225 -13.7 30.3 1.08 -41.0 380 DO DIAMOND OFF DO US 02/19/11 C75 -13.7 30.4 0.90 -15.1 1835 XOM EXXON MOBIL XOM US 02/19/11 C75 -13.4 28.3 7.67 -8.1 405 NETL NETLOGIC MI NETL US 02/19/11 P36 -13.4 42.9 0.15 -89.3 224 HOT STARWOOD HO HOT US 02/19/11 C62.5 -13.3 31.7 0.91 -20.9 646 TQNT TRIQUINT SE TQNT US 02/19/11 P12.5 -13.3 49.3 0.25 25.0 418 ZUMZ ZUMIEZ INC ZUMZ US 02/19/11 P22.5 -13.3 53.3 0.25 -61.5 216 DO DIAMOND OFF DO US 02/19/11 C70 -13.2 32.4 3.95 11.3 911 MRK MERCK & CO MRK US 02/19/11 C34 -13.0 18.2 0.14 -72.0 2042 GMCR GREEN MOUNT GMCR US 02/19/11 P29 -12.9 68.5 0.03 -95.4 2606 CLS CELESTICA I CLS US 02/19/11 C10 -12.9 29.3 1.20 60.0 1000 ANF ABERCROMBIE ANF US 02/19/11 P47 -12.9 47.1 0.98 -25.8 464 RDN RADIAN GROU RDN US 03/19/11 C7 -12.7 71.6 0.70 -33.3 959 AEO AMER EAGLE AEO US 02/19/11 P14.5 -12.6 40.1 0.25 -56.1 5211 CVE CENOVUS ENE CVE US 02/19/11 C35 -12.6 30.3 0.60 -7.7 544 FFIV F5 NETWORKS FFIV US 02/19/11 C105 -12.6 36.0 13.00 41.3 437 WFR MEMC ELEC M WFR US 02/19/11 P11 -12.4 43.3 0.01 0.0 699 UUP POWERSHARES UUP US 02/19/11 C23 -12.4 12.4 0.05 66.7 1109 MRK MERCK & CO MRK US 02/19/11 P34 -12.4 17.6 1.16 68.1 588 HOT STARWOOD HO HOT US 02/19/11 P57.5 -12.3 32.9 0.43 -27.1 580 BMC BMC SOFTWAR BMC US 03/19/11 C50 -12.2 25.2 1.00 -20.0 212 RDWR RADWARE LTD RDWR US 02/19/11 P37 -12.1 42.0 0.95 -32.1 311 XOP SPDR OIL&GA XOP US 03/19/11 C45 -12.1 47.2 12.20 27.2 1900 COST COSTCO WHOL COST US 02/19/11 C75 -12.1 16.0 0.36 500.0 1105 CAH CARDINAL HE CAH US 03/19/11 P40 -12.1 27.1 0.80 -23.8 203 CME CME GROUP I CME US 02/19/11 P300 -11.9 28.1 6.80 151.8 307 IP INTL PAPER IP US 03/19/11 C29 -11.9 29.5 0.91 -36.8 216 XNPT XENOPORT IN XNPT US 03/19/11 C8 -11.9 96.9 1.00 -9.1 464 GPS GAP INC/THE GPS US 02/19/11 C21 -11.8 27.3 0.14 250.0 275 C CITIGROUP I C US 02/19/11 C4 -11.8 47.8 0.83 -2.4 5103 ENTR ENTROPIC CO ENTR US 03/19/11 C10 -11.8 68.2 1.50 -11.8 704 TIVO TIVO INC TIVO US 02/19/11 C10 -11.7 67.6 0.77 -3.8 267 GE GENERAL ELE GE US 03/19/11 C17 -11.7 33.8 3.65 -2.7 233 BJ BJ'S WHOLES BJ US 03/19/11 P42.5 -11.7 34.1 0.35 -83.3 3125 MTG MGIC INVT C MTG US 03/19/11 C8 -11.5 65.3 1.06 -17.8 220 IAG IAMGOLD COR IAG US 02/19/11 C19 -11.5 38.9 0.95 -13.6 393 V VISA INC-CL V US 03/19/11 P65 -11.5 26.3 0.56 -8.2 5367 BX BLACKSTONE BX US 02/19/11 P16 -11.4 38.1 0.11 -68.6 207 V VISA INC-CL V US 03/19/11 P67.5 -11.4 25.4 0.99 -10.8 1839 BKE THE BUCKLE BKE US 02/19/11 C35 -11.3 33.4 1.10 -45.0 266 UNG US NAT GAS UNG US 02/19/11 C5 -11.3 47.9 0.92 -9.8 4420 CME CME GROUP I CME US 02/19/11 C310 -11.2 28.1 3.20 -70.9 1139 V VISA INC-CL V US 03/19/11 P70 -11.2 24.9 1.81 -6.2 2365 GPS GAP INC/THE GPS US 02/19/11 C20 -11.2 26.0 0.43 230.8 2982 RDWR RADWARE LTD RDWR US 02/19/11 C38 -11.2 41.2 1.20 20.0 416 GRS GAMMON GOLD GRS US 09/17/11 C6 -11.1 46.7 2.25 0.0 400 MRK MERCK & CO MRK US 03/19/11 P31 -11.0 21.6 0.36 38.5 608 DB DEUTSCHE BA DB US 02/19/11 P55 -10.9 34.5 0.10 -60.0 290 XOM EXXON MOBIL XOM US 04/16/11 C72.5 -10.9 23.7 10.40 -6.3 612 LTD LIMITED BRA LTD US 02/19/11 C32 -10.9 26.0 0.25 150.0 1643 PII POLARIS IND PII US 02/19/11 C70 -10.9 32.6 7.60 -6.2 200 BKE THE BUCKLE BKE US 02/19/11 P35 -10.8 35.1 0.80 -40.7 353 MA MASTERCARD MA US 02/19/11 P220 -10.8 32.1 0.65 -44.9 383 C CITIGROUP I C US 03/19/11 C2.5 -10.6 84.4 2.32 -1.3 380 CNO CNO FINANCI CNO US 03/19/11 C6 -10.5 43.5 0.60 0.0 200 ORCL ORACLE CORP ORCL US 02/19/11 P34 -10.4 20.1 1.33 33.0 439 FE FIRSTENERGY FE US 02/19/11 C41 -10.3 18.7 0.15 -50.0 976 PBR PETROBRAS S PBR US 02/19/11 C34 -10.2 32.0 4.15 1.2 210 V VISA INC-CL V US 03/19/11 C67.5 -10.1 26.2 4.80 -11.1 269 CVS CVS CAREMAR CVS US 05/21/11 P30 -10.1 26.6 0.79 41.1 243 OREX OREXIGEN TH OREX US 04/16/11 C3 -10.1 89.8 0.40 14.3 260
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Feb/03/2011 16:30 GMT
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