Breaking News

U.S. May Home Prices Rise 0.4% From Previous Month: FHFA
Tweet TWEET

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
=============================================================================
EMN    EASTMAN CHE  EMN US 06/18/11 P105     214.8  24.1   2.30  -69.3    243
SLV    ISHARES SIL  SLV US 06/18/11 P49      202.6  48.5   4.45    4.7    772
WMT    WAL-MART ST  WMT US 01/19/13 P55      175.5  18.1   6.00   -3.4    275
MSFT   MICROSOFT C  MSFT US 01/19/13 C25     154.4  25.9   3.25  -18.8   1036
AMD    ADV MICRO D  AMD US 05/21/11 C9       122.3  34.8   0.34   -2.9    416
GOOG   GOOGLE INC-  GOOG US 05/21/11 P540    111.5  16.7   7.30  -27.0   1097
VXX    IPATH-S&P S  VXX US 05/21/11 C23      108.8  55.9   1.39    3.0    631
QCOM   QUALCOMM IN  QCOM US 05/21/11 C57.5   100.5  20.6   1.30    7.4    481
GLD    SPDR GOLD T  GLD US 05/21/11 P150      97.2  14.3   1.84  -19.6   2566
PBR    PETROBRAS S  PBR US 05/21/11 P37       90.6  27.0   1.02   -5.6    986
MPEL   MELCO CROWN  MPEL US 07/16/11 C10      88.2  48.8   1.05   10.5    212
JBLU   JETBLUE AIR  JBLU US 05/21/11 C5       81.9  59.4   0.70    7.7    830
SCCO   SOUTHERN CO  SCCO US 06/18/11 C37      77.6  38.1   2.10   27.3    582
LNG    CHENIERE EN  LNG US 05/21/11 C9        73.9  64.6   0.60   50.0    362
QQQ    POWERSH-QQQ  QQQ US 05/21/11 C55       73.4  20.5   4.20    0.2   1587
WMT    WAL-MART ST  WMT US 12/17/11 C55       72.0  15.4   2.40    6.7    204
GOOG   GOOGLE INC-  GOOG US 05/21/11 C540     69.8  17.0  10.40   28.4    967
MOS    MOSAIC CO/T  MOS US 06/18/11 C75       62.9  33.4   3.01    4.2    275
AAPL   APPLE INC    AAPL US 05/21/11 C350     62.6  20.7   6.80   23.6   4572
QQQ    POWERSH-QQQ  QQQ US 05/21/11 C54       60.2  23.3   5.15   -0.6    238
CELG   CELGENE COR  CELG US 05/21/11 P57.5    59.2  26.9   0.75  -10.7   1200
EK     EASTMAN KOD  EK US 06/18/11 P2.5       54.4  78.1   0.18   38.5    764
BJ     BJ'S WHOLES  BJ US 06/18/11 C52.5      53.5  28.9   1.30  -13.3   1034
AHS    AMN HEALTHC  AHS US 05/21/11 C7.5      52.8  66.5   1.15  -11.5    750
GLD    SPDR GOLD T  GLD US 08/20/11 P145      49.0  17.4   3.50   -4.1    254
S      SPRINT NEXT  S US 05/21/11 P5          48.5  35.5   0.07  -50.0   2272
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P55       47.3  22.7   2.70    1.5    711
SLV    ISHARES SIL  SLV US 07/16/11 P43       46.6  47.3   2.14    0.9    260
S      SPRINT NEXT  S US 05/21/11 C4          44.6  69.3   1.30   20.4    678
IWM    ISHARES-RUS  IWM US 06/18/11 P83       44.4  22.7   1.48   -4.5  11978
SLV    ISHARES SIL  SLV US 05/21/11 P44       39.4  52.3   1.07    4.9   1212
AAPL   APPLE INC    AAPL US 05/21/11 C310     37.0  29.6  40.50    8.6    490
GERN   GERON CORP   GERN US 05/21/11 C5       36.9  46.5   0.15   25.0   2127
SPWRB  SUNPOWER CO  SPWRB US 01/21/12 P20     36.3  57.4   2.75  -37.5    204
SWKS   SKYWORKS SO  SWKS US 05/21/11 P22      36.2  76.4   0.01  -90.0    200
DPZ    DOMINO'S PI  DPZ US 06/18/11 C15       35.7  44.0   3.60    0.0    395
DIA    SPDR DJIA T  DIA US 05/21/11 C129      35.6   9.5   0.71   34.0    698
SPWRB  SUNPOWER CO  SPWRB US 06/18/11 P16     35.5  60.5   0.05  -97.1    240
ARRY   ARRAY BIOPH  ARRY US 08/20/11 C2.5     33.4 110.5   1.00    5.3   1068
WFC    WELLS FARGO  WFC US 05/21/11 C30       33.3  20.5   0.21  -19.2    971
YRCW   YRC WORLDWI  YRCW US 05/21/11 P1.5     32.5 235.8   0.20   11.1    500
CLMT   CALUMET SPE  CLMT US 11/19/11 P22.5    31.4  29.9   2.60   13.0    295
NKTR   NEKTAR THER  NKTR US 08/20/11 C10      31.0  58.7   1.40   16.7   1083
OXY    OCCIDENTAL   OXY US 05/21/11 C100      29.4  32.3  10.50   76.5    553
RIMM   RESEARCH IN  RIMM US 01/21/12 P45      29.1  38.5   4.30   58.7   1672
SWKS   SKYWORKS SO  SWKS US 05/21/11 P23      29.0  68.1   0.05  -66.7    200
QQQ    POWERSH-QQQ  QQQ US 05/21/11 C56       28.9  18.9   3.24    1.6    470
BKD    BROOKDALE S  BKD US 05/21/11 C25       28.2  47.3   2.40   -2.0    859
SLV    ISHARES SIL  SLV US 01/21/12 P33       27.8  46.8   1.43   -6.5    453
ACOM   ANCESTRY.CO  ACOM US 05/21/11 P30      27.6  75.4   0.05  -95.0    301
VCI    VALASSIS CO  VCI US 05/21/11 C30       27.2  41.4   0.60  -43.4   5036
LEG    LEGGETT & P  LEG US 05/21/11 C25       27.1  23.5   1.30  225.0    407
AVNR   AVANIR PHAR  AVNR US 06/18/11 C4.5     26.2  60.3   0.35   40.0   1285
OXY    OCCIDENTAL   OXY US 05/21/11 P95       26.2  37.2   0.18  -35.7   1976
OXY    OCCIDENTAL   OXY US 05/21/11 P90       25.1  44.3   0.10  -28.6   1790
OXY    OCCIDENTAL   OXY US 05/21/11 P100      24.3  31.0   0.37  -50.7   1580
S      SPRINT NEXT  S US 08/20/11 P4          23.3  43.7   0.07  -22.2    711
GPRO   GEN-PROBE    GPRO US 06/18/11 P75      23.1  44.2   2.50   25.0    474
BZ     BOISE INC    BZ US 05/21/11 C9         22.8  37.6   0.71   42.0   2016
CADX   CADENCE PHA  CADX US 11/19/11 P7.5     22.4  82.2   1.60   17.6    217
PSSI   PSS WORLD M  PSSI US 06/18/11 P30      22.4  30.0   2.20    0.0    300
NXY    NEXEN INC    NXY US 06/18/11 C25       22.3  32.8   1.70   -2.9   1061
SPY    SPDR S&P 50  SPY US 06/18/11 P127      21.6  17.7   0.70   -5.4   1674
ETP    ENERGY TRAN  ETP US 05/21/11 C50       20.0  32.0   5.00    4.2    468
HCN    HEALTH CARE  HCN US 05/21/11 C55       19.8  19.9   0.25  -56.1    344
DF     DEAN FOODS   DF US 05/21/11 C10        19.5  54.5   1.00   11.1   1045
CL     COLGATE-PAL  CL US 08/20/11 C60        19.2  30.6  24.92   17.4    360
SONC   SONIC CORP   SONC US 05/21/11 C10      19.2  39.5   1.00  400.0    401
NSC    NORFOLK SOU  NSC US 05/21/11 C70       19.0  22.1   4.40   10.0    305
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 P22.5   18.5  57.2   2.25  -64.8    898
WPZ    WILLIAMS PA  WPZ US 06/18/11 C45       18.3  44.9  11.40   23.9    426
USNA   USANA HEALT  USNA US 05/21/11 P30      18.2  66.5   0.25  150.0    769
OXY    OCCIDENTAL   OXY US 05/21/11 P105      18.1  26.3   1.00  -54.5    545
SPY    SPDR S&P 50  SPY US 05/21/11 C130      17.8  16.4   6.55    1.2    340
CYOU   CHANGYOU.CO  CYOU US 05/21/11 C45      17.5  54.4   3.10   47.6    231
ZSL    PRSH-ULTSH   ZSL US 01/21/12 P4        17.1 108.5   0.20  300.0    278
PAA    PLAINS ALL   PAA US 05/21/11 C65       17.0  11.5   0.45  -18.2    779
EMR    EMERSON ELE  EMR US 06/18/11 P45       16.3  43.3   0.05  -50.0    368
CVD    COVANCE INC  CVD US 05/21/11 C65       16.1  39.6   1.30   73.3    250
SPWRA  SUNPOWER CO  SPWRA US 05/21/11 C16     16.0  63.3   5.65  514.1   2469
KMX    CARMAX INC   KMX US 05/21/11 C33       15.8  32.3   1.70   54.5   8708
COHR   COHERENT IN  COHR US 05/21/11 C65      15.6  43.4   1.40   86.7    244
AVNR   AVANIR PHAR  AVNR US 09/17/11 C3.5     15.2  46.6   1.00    2.0   1050
SPY    SPDR S&P 50  SPY US 05/21/11 C131      15.0  15.7   5.56    3.0    592
EWJ    ISHARES-JAP  EWJ US 05/21/11 C10       14.9  23.0   0.56    3.7    357
OXY    OCCIDENTAL   OXY US 05/21/11 P110      14.8  23.5   2.39  -65.9    361
OXY    OCCIDENTAL   OXY US 05/21/11 P115      14.4  22.2   5.60  -45.1    458
VCI    VALASSIS CO  VCI US 05/21/11 P27.5     14.4  42.3   0.55  266.7    401
HSOL   HANWHA SOLA  HSOL US 05/21/11 C7       13.9  46.8   0.21  110.0    307
OXY    OCCIDENTAL   OXY US 05/21/11 C110      13.9  24.0   2.62  351.7   2537
HBAN   HUNTINGTON   HBAN US 05/21/11 C7       13.8  22.9   0.06  -14.3    528
S      SPRINT NEXT  S US 05/21/11 C4.5        13.8  41.1   0.82   34.4   1504
YOKU   YOUKU.COM I  YOKU US 05/21/11 C55      13.7  61.6   6.50   16.1    206
OXY    OCCIDENTAL   OXY US 06/18/11 P100      13.6  29.1   1.20  -37.8    201
SPY    SPDR S&P 50  SPY US 05/21/11 C132      13.2  14.9   4.73    1.3   1341
DAL    DELTA AIR L  DAL US 01/21/12 C5        13.1  60.3   5.55   27.6    500
INTC   INTEL CORP   INTC US 05/21/11 C21      13.0  27.5   1.85    1.1   1005
UDN    POWERSHARES  UDN US 06/18/11 C30       13.0  10.7   0.15    0.0    209
OCZ    OCZ TECHNOL  OCZ US 06/18/11 C7.5      13.0 103.5   1.45   20.8    381
CBL    CBL & ASSOC  CBL US 06/18/11 P17.5     12.9  25.0   0.30   20.0    500
GLD    SPDR GOLD T  GLD US 05/21/11 C137      12.8  20.8  13.60    6.2    200
OCZ    OCZ TECHNOL  OCZ US 05/21/11 C7.5      12.8 109.7   1.20   26.3    811
NEM    NEWMONT MIN  NEM US 05/21/11 P52.5     12.6  32.5   0.19   26.7    554
MAS    MASCO CORP   MAS US 05/21/11 P13       12.5  27.4   0.15  -50.0    258
SCCO   SOUTHERN CO  SCCO US 05/21/11 C36      12.4  35.4   1.80   62.2    326
VRX    VALEANT PHA  VRX US 05/21/11 C52.5     12.1  52.9   2.60    6.1   1660
GLD    SPDR GOLD T  GLD US 05/21/11 C140      12.0  18.3  10.50    6.6    608
PXP    PLAINS EXPL  PXP US 05/21/11 C29       11.9  46.4   8.75   10.8    201
CL     COLGATE-PAL  CL US 05/21/11 P75        11.6  25.7   0.04  -33.3   1533
AVNR   AVANIR PHAR  AVNR US 05/21/11 C4.5     11.5  68.0   0.20    0.0    307
SPY    SPDR S&P 50  SPY US 05/21/11 C133      11.4  14.2   3.84    5.2   2705
WPZ    WILLIAMS PA  WPZ US 06/18/11 C55       11.2  18.8   1.50  100.0    556
KMP    KINDER MORG  KMP US 06/18/11 C75       11.1  13.6   3.07   20.4   1038
OXY    OCCIDENTAL   OXY US 05/21/11 C115      10.9  22.9   0.80  900.0   1782
SCCO   SOUTHERN CO  SCCO US 05/21/11 C38      10.8  33.4   0.80   60.0    453
CELG   CELGENE COR  CELG US 06/18/11 C50      10.6  35.5   9.85   15.2    212
SLV    ISHARES SIL  SLV US 05/21/11 C39       10.4  58.8   8.25   -1.8    238
OXY    OCCIDENTAL   OXY US 06/18/11 C105      10.3  26.4   7.25   96.0    379
OPEN   OPENTABLE I  OPEN US 05/21/11 P75      10.3  81.6   0.25   66.7    213
CYOU   CHANGYOU.CO  CYOU US 05/21/11 C46      10.2  51.5   2.11   36.1    204
GERN   GERON CORP   GERN US 06/18/11 C5       10.1  44.4   0.30   36.4   1051
ARG    AIRGAS INC   ARG US 05/21/11 C70       10.1  18.5   0.90   20.0    535
OXY    OCCIDENTAL   OXY US 06/18/11 C110      10.1  25.0   3.60  118.2    215
OXY    OCCIDENTAL   OXY US 08/20/11 P100      10.1  29.4   2.96  -40.8    354

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SPWRA  SUNPOWER CO  SPWRA US 01/21/12 C15    -51.2  22.3   6.90  130.0    282
SPWRB  SUNPOWER CO  SPWRB US 06/18/11 C22.5  -49.9  30.2   0.20  100.0   2000
SPWRA  SUNPOWER CO  SPWRA US 05/21/11 P21    -48.1  31.0   0.29    0.0    371
SPWRA  SUNPOWER CO  SPWRA US 09/17/11 C22    -47.0  22.1   1.36  423.1    237
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 C22.5  -45.1  28.4   0.68  466.7    316
MWW    MONSTER WOR  MWW US 05/21/11 P16      -43.8  42.1   0.45  -15.1   2438
SPWRA  SUNPOWER CO  SPWRA US 01/21/12 C22.5  -43.7  23.0   1.50  172.7    351
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 C18    -42.7  24.4   3.75  886.8    272
INFN   INFINERA CO  INFN US 05/21/11 P8      -42.4  42.3   0.34  -47.7   2228
MWW    MONSTER WOR  MWW US 05/21/11 C17      -42.3  43.7   0.55  -68.6    273
INFN   INFINERA CO  INFN US 05/21/11 P7      -41.8  47.4   0.10  -60.0   1057
CSTR   COINSTAR IN  CSTR US 05/21/11 C50     -41.3  41.1   5.20   25.9   3153
CSTR   COINSTAR IN  CSTR US 05/21/11 P50     -40.6  42.5   0.55  -81.0    518
MWW    MONSTER WOR  MWW US 05/21/11 P17      -40.2  43.6   1.01    6.3   1799
CSTR   COINSTAR IN  CSTR US 05/21/11 C52.5   -39.4  41.3   3.81   27.0    588
CSTR   COINSTAR IN  CSTR US 05/21/11 P55     -39.0  41.2   2.20  -60.0   1110
VPRT   VISTAPRINT   VPRT US 05/21/11 P50     -38.8  36.2   0.70  -50.0    755
CSTR   COINSTAR IN  CSTR US 05/21/11 C55     -38.6  40.5   2.10    7.7   4832
CSTR   COINSTAR IN  CSTR US 05/21/11 P47.5   -38.6  44.7   0.26  -87.0   2172
CSTR   COINSTAR IN  CSTR US 05/21/11 C57.5   -38.1  40.3   1.10   -8.3   2250
SONC   SONIC CORP   SONC US 05/21/11 C10     -38.0  20.6   1.00  400.0    401
CSTR   COINSTAR IN  CSTR US 05/21/11 P52.5   -37.6  42.1   1.10  -73.0    386
CROX   CROCS INC    CROX US 05/21/11 C18     -36.3  37.2   2.30  -33.3    556
CROX   CROCS INC    CROX US 05/21/11 P20     -34.9  36.5   0.65    0.0    245
CROX   CROCS INC    CROX US 05/21/11 P21     -33.8  35.5   1.30   28.7    209
FNF    FIDELITY NA  FNF US 05/21/11 P15      -33.3  17.9   0.10  -80.0   1136
EXPE   EXPEDIA INC  EXPE US 05/21/11 C24     -33.1  23.9   1.53   27.5    395
MSFT   MICROSOFT C  MSFT US 05/21/11 P25     -32.6  18.6   0.27   50.0  20752
IM     INGRAM MICR  IM US 06/18/11 P17.5     -32.6  26.7   0.31  520.0    365
MMI    MOTOROLA MO  MMI US 06/18/11 C24      -32.1  31.1   2.15   34.4    247
CSTR   COINSTAR IN  CSTR US 05/21/11 P45     -31.9  49.0   0.05  -95.8   1839
MSFT   MICROSOFT C  MSFT US 06/18/11 C23     -31.8  22.2   2.68  -29.5    567
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 C20    -31.5  28.4   2.07 1781.8   1014
MSFT   MICROSOFT C  MSFT US 05/21/11 C25     -31.4  18.9   0.80  -56.3   6553
TRLG   TRUE RELIGI  TRLG US 05/21/11 C29     -31.1  41.2   2.40   92.0    448
EXPE   EXPEDIA INC  EXPE US 05/21/11 P25     -30.3  24.9   0.45  -53.6    771
EXPE   EXPEDIA INC  EXPE US 05/21/11 P24     -30.0  25.2   0.20  -66.7    456
CROX   CROCS INC    CROX US 05/21/11 C21     -29.8  38.1   0.35  -73.1    991
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 C17    -29.0  30.8   4.95  638.8    619
EXPE   EXPEDIA INC  EXPE US 05/21/11 C25     -28.9  24.6   0.85   21.4    835
OCLR   OCLARO INC   OCLR US 05/21/11 P10     -28.8  59.0   0.10  -58.3    440
SEP    SPECTRA ENE  SEP US 05/21/11 C35      -28.7  11.9   0.20  300.0    653
CSTR   COINSTAR IN  CSTR US 05/21/11 P42.5   -28.5  53.3   0.06  -91.4    228
FNF    FIDELITY NA  FNF US 06/18/11 P15      -28.4  17.2   0.30  -45.5    542
ARBA   ARIBA INC    ARBA US 05/21/11 C35     -28.3  35.9   0.85   41.7    236
ATHN   ATHENAHEALT  ATHN US 05/21/11 P42     -28.1  43.2   0.55  -42.1    274
VCLK   VALUECLICK   VCLK US 01/19/13 P15     -27.8  32.5   2.35   -6.0    436
SPWRA  SUNPOWER CO  SPWRA US 09/17/11 C18    -27.6  30.7   4.20  303.9    278
MMI    MOTOROLA MO  MMI US 05/21/11 C25      -27.4  38.1   1.70  142.9    761
MSFT   MICROSOFT C  MSFT US 05/21/11 P26     -27.3  19.3   0.81   80.0   6449
VRSN   VERISIGN IN  VRSN US 05/21/11 C37     -27.3  21.2   0.69  -43.0    872
MSFT   MICROSOFT C  MSFT US 05/21/11 P24     -27.2  20.9   0.07    0.0   1510
VRSN   VERISIGN IN  VRSN US 05/21/11 C38     -26.7  20.4   0.41  -43.8    491
SPWRA  SUNPOWER CO  SPWRA US 05/21/11 P20    -26.3  37.3   0.18    0.0    253
CSTR   COINSTAR IN  CSTR US 06/18/11 P50     -26.2  43.6   1.50  -58.7    279
MSFT   MICROSOFT C  MSFT US 05/21/11 C26     -26.2  19.6   0.28  -74.5  35260
MSFT   MICROSOFT C  MSFT US 05/21/11 C24     -25.9  22.0   1.64  -40.6    437
CALX   CALIX INC    CALX US 05/21/11 P20     -25.9  53.2   0.35  -75.0    353
CSTR   COINSTAR IN  CSTR US 06/18/11 C55     -25.9  40.9   3.30   22.2    206
RIMM   RESEARCH IN  RIMM US 05/21/11 C45     -25.9  38.1   4.60  -56.2    375
SPWRA  SUNPOWER CO  SPWRA US 05/21/11 C20    -25.5  36.3   2.00 3900.0    950
FII    FEDERATED I  FII US 06/18/11 P25      -25.2  23.9   0.65  -13.3   2540
MTW    MANITOWOC C  MTW US 05/21/11 P22      -25.0  41.0   1.05    5.0    620
CSTR   COINSTAR IN  CSTR US 06/18/11 C50     -24.9  43.4   6.39   25.3    591
ATHN   ATHENAHEALT  ATHN US 05/21/11 P43     -24.8  43.8   0.80  -27.3    201
GT     GOODYEAR TI  GT US 05/21/11 C15       -24.6  43.4   3.10  129.6    453
VFC    VF CORP      VFC US 05/21/11 P95      -24.5  29.3   0.57   90.0    558
SCEI   SINO CLEAN   SCEI US 05/21/11 C2.5    -24.3  97.1   0.45   80.0    448
RIMM   RESEARCH IN  RIMM US 05/21/11 P37.5   -24.3  48.6   0.02  100.0    362
QLIK   QLIK TECHNO  QLIK US 05/21/11 C31     -23.4  39.9   1.25   92.3    553
HLS    HEALTHSOUTH  HLS US 05/21/11 P25      -23.2  26.7   0.85  -10.5   1016
VPRT   VISTAPRINT   VPRT US 05/21/11 P45     -22.6  51.4   0.30  -33.3    539
RIMM   RESEARCH IN  RIMM US 05/21/11 P40     -21.8  43.0   0.05  150.0    668
SLV    ISHARES SIL  SLV US 01/21/12 C18      -21.7  41.8  29.85   -0.5    281
MSFT   MICROSOFT C  MSFT US 05/21/11 P22.5   -20.8  26.4   0.01  -50.0    442
ARIA   ARIAD PHARM  ARIA US 05/21/11 C8      -20.3  45.8   0.95   18.8    340
KLAC   KLA-TENCOR   KLAC US 05/21/11 C45     -20.3  27.6   0.80    8.1    234
DECK   DECKERS OUT  DECK US 05/21/11 P90     -20.2  36.7   4.50   87.5    317
CX     CEMEX SAB-S  CX US 05/21/11 C9        -20.0  27.5   0.10  -44.4    602
GT     GOODYEAR TI  GT US 05/21/11 C19       -20.0  40.1   0.50  900.0    486
SIMO   SILICON MOT  SIMO US 05/21/11 C10     -19.8  63.1   2.50   56.2    231
RIMM   RESEARCH IN  RIMM US 05/21/11 P42.5   -19.7  40.3   0.15  650.0   1462
CALX   CALIX INC    CALX US 05/21/11 P17.5   -19.4  66.9   0.10  -81.8   2038
DHI    DR HORTON I  DHI US 05/21/11 P12      -18.9  28.6   0.17  -57.5   1098
CAVM   CAVIUM NETW  CAVM US 05/21/11 P44     -18.9  41.7   0.95   -9.5    219
OLN    OLIN CORP    OLN US 05/21/11 C20      -18.8  59.1   5.70  -10.2    303
SWKS   SKYWORKS SO  SWKS US 05/21/11 C28     -18.7  38.0   3.50  233.3   1222
DECK   DECKERS OUT  DECK US 05/21/11 P87.5   -18.7  37.7   3.10   95.0    365
AXL    AMER AXLE &  AXL US 05/21/11 C13      -18.6  36.1   0.35  -12.5    518
AMRN   AMARIN CORP  AMRN US 06/18/11 C9      -18.6  81.3   7.10   22.4    917
CSTR   COINSTAR IN  CSTR US 07/16/11 P50     -18.6  42.9   2.30  -45.5    447
KEG    KEY ENERGY   KEG US 05/21/11 C17.5    -18.5  38.4   0.80  220.0    302
CAT    CATERPILLAR  CAT US 05/21/11 P120     -18.3  22.8   5.45  -34.3    292
MSFT   MICROSOFT C  MSFT US 06/18/11 P24     -18.3  20.2   0.23   53.3   1200
CSTR   COINSTAR IN  CSTR US 07/16/11 P45     -18.0  45.3   0.95  -58.9   1046
SPY    SPDR S&P 50  SPY US 05/21/11 P140     -18.0   9.6   3.95   -7.7    965
MSFT   MICROSOFT C  MSFT US 06/18/11 P25     -17.9  19.1   0.51   59.4   3057
SWN    SOUTHWESTRN  SWN US 05/21/11 P44      -17.7  23.9   1.39  -22.8    379
DECK   DECKERS OUT  DECK US 05/21/11 C90     -17.7  37.1   2.30  -65.2    346
CERN   CERNER CORP  CERN US 05/21/11 C125    -17.6  26.2   2.65  657.1    302
DECK   DECKERS OUT  DECK US 05/21/11 C87.5   -17.5  37.4   3.50  -58.6    248
DECK   DECKERS OUT  DECK US 05/21/11 P80     -17.5  39.2   0.70   75.0    270
NTRI   NUTRISYSTEM  NTRI US 05/21/11 P13     -17.4  42.5   0.05    0.0    200
KLAC   KLA-TENCOR   KLAC US 05/21/11 C46     -17.2  27.4   0.45    0.0    237
MSFT   MICROSOFT C  MSFT US 06/18/11 C24     -17.0  20.9   1.78  -36.6    261
MSFT   MICROSOFT C  MSFT US 06/18/11 P22     -16.9  25.4   0.05    0.0    307
MSFT   MICROSOFT C  MSFT US 06/18/11 C25     -16.9  19.6   0.99  -49.2    987
VPRT   VISTAPRINT   VPRT US 06/18/11 P47.5   -16.9  38.4   1.05  -12.5   2111
DECK   DECKERS OUT  DECK US 05/21/11 C85     -16.8  38.0   4.90  -51.5    284
MSFT   MICROSOFT C  MSFT US 06/18/11 P26     -16.5  18.6   1.03   66.1  12963
MSFT   MICROSOFT C  MSFT US 06/18/11 P23     -16.4  22.4   0.11   37.5    909
SWKS   SKYWORKS SO  SWKS US 05/21/11 C32     -16.4  39.1   0.85  325.0    582
KLAC   KLA-TENCOR   KLAC US 05/21/11 C43     -16.2  29.1   1.80    9.1    232
SWN    SOUTHWESTRN  SWN US 05/21/11 C45      -16.1  24.1   0.38  -13.6    245
SIMO   SILICON MOT  SIMO US 05/21/11 C12.5   -16.1  58.3   0.50   42.9    432
MSFT   MICROSOFT C  MSFT US 07/16/11 C23     -16.1  22.6   2.70  -29.9    205
ZOLL   ZOLL MEDICA  ZOLL US 05/21/11 C50     -15.7  39.3   7.50  188.5    510
SWN    SOUTHWESTRN  SWN US 05/21/11 C44      -15.7  24.0   0.72    7.5   2772
CAT    CATERPILLAR  CAT US 05/21/11 C115     -15.6  23.5   2.97   42.1   7433
SWN    SOUTHWESTRN  SWN US 05/21/11 P43      -15.5  24.5   0.90  -27.4    275
MRK    MERCK & CO   MRK US 05/21/11 P36      -15.5  15.6   0.60  -23.1    383
SWC    STILLWATER   SWC US 05/21/11 C18      -15.4  54.5   4.20   10.5    312
MSFT   MICROSOFT C  MSFT US 06/18/11 C26     -15.3  19.3   0.48  -60.0   4390
GT     GOODYEAR TI  GT US 05/21/11 C18       -15.3  41.9   1.00  354.6    622
SWKS   SKYWORKS SO  SWKS US 05/21/11 C31     -15.3  39.2   1.35  440.0    577
SAP    SAP AG-SPON  SAP US 05/21/11 C67.5    -14.9  19.8   0.25  -16.7   1502
UUP    POWERSHARES  UUP US 06/18/11 C20      -14.9  10.0   0.99   -1.0    528
NOK    NOKIA CORP-  NOK US 10/22/11 C8       -14.9  30.1   1.31   -0.8    602
NG     NOVAGOLD RE  NG US 05/21/11 C12       -14.8  39.4   1.00  -23.1    700
CAT    CATERPILLAR  CAT US 05/21/11 C120     -14.7  22.9   0.93   36.8   3762
SWKS   SKYWORKS SO  SWKS US 05/21/11 C29     -14.6  39.7   2.70  285.7    444
MRK    MERCK & CO   MRK US 05/21/11 P37      -14.4  14.9   1.26  -13.1    217
GT     GOODYEAR TI  GT US 05/21/11 C17       -14.4  42.3   1.65  223.5  11028
MSFT   MICROSOFT C  MSFT US 07/16/11 P23     -14.2  22.0   0.21   23.5    312
RAS    RAIT FINANC  RAS US 07/16/11 C2       -14.1  70.7   0.55  -15.4    300
MSFT   MICROSOFT C  MSFT US 07/16/11 P24     -14.1  20.4   0.37   48.0   1960
MRK    MERCK & CO   MRK US 05/21/11 C37      -13.8  15.3   0.16  -20.0    941
MMI    MOTOROLA MO  MMI US 05/21/11 C24      -13.6  44.2   2.40   92.0    219
MSFT   MICROSOFT C  MSFT US 07/16/11 C24     -13.6  21.2   1.87  -34.6    424
VCI    VALASSIS CO  VCI US 05/21/11 P25      -13.6  41.9   0.10  100.0    615
JKS    JINKOSOLAR-  JKS US 05/21/11 P21      -13.4  78.8   0.20  -66.7   3073
CAT    CATERPILLAR  CAT US 05/21/11 P110     -13.4  25.7   0.83  -60.7   1839
SPY    SPDR S&P 50  SPY US 05/21/11 P139     -13.3  10.0   3.21   -6.4    834
XLF    SPDR-FINL S  XLF US 05/21/11 P15      -13.3  19.8   0.01  -66.7   1613
ORI    OLD REPUB I  ORI US 06/18/11 P12.5    -13.2  17.8   0.30    0.0    214
CAT    CATERPILLAR  CAT US 05/21/11 C105     -13.2  28.4  11.00   30.2   1132
SWKS   SKYWORKS SO  SWKS US 05/21/11 C27     -13.2  42.3   4.40  183.9    691
MSFT   MICROSOFT C  MSFT US 07/16/11 C25     -13.1  19.8   1.17  -42.6   1266
SWKS   SKYWORKS SO  SWKS US 05/21/11 C30     -13.1  40.5   1.95  333.3   1418
SKH    SKILLED HEA  SKH US 10/22/11 P12.5    -13.1  46.0   1.75   16.7    310
EXPE   EXPEDIA INC  EXPE US 07/16/11 C26     -13.0  24.9   0.85   13.3    550
MSFT   MICROSOFT C  MSFT US 07/16/11 P25     -13.0  19.3   0.68   54.5   2871
RIMM   RESEARCH IN  RIMM US 05/21/11 P45     -12.9  38.0   0.41  925.0   5063
MRK    MERCK & CO   MRK US 05/21/11 P35      -12.8  17.1   0.26  -25.7    986
AEM    AGNICO-EAGL  AEM US 05/21/11 C67.5    -12.8  29.6   2.57   14.2    255
BZ     BOISE INC    BZ US 05/21/11 C10       -12.6  32.6   0.20  100.0    570
MMI    MOTOROLA MO  MMI US 06/18/11 P25      -12.5  37.0   0.90  -57.1   1025
AVNR   AVANIR PHAR  AVNR US 05/21/11 C4      -12.5  51.3   0.45   12.5    830
OCLR   OCLARO INC   OCLR US 06/18/11 P10     -12.5  60.8   0.60   20.0    368
HERO   HERCULES OF  HERO US 05/21/11 C6      -12.3  45.0   0.45   80.0    458
S      SPRINT NEXT  S US 05/21/11 C5.5       -12.2  30.5   0.08  100.0  22723
CAT    CATERPILLAR  CAT US 05/21/11 C110     -12.2  25.4   6.53   38.9   3394
CLF    CLIFFS NATU  CLF US 05/21/11 P90      -12.2  35.6   1.55   18.3    899
CLF    CLIFFS NATU  CLF US 05/21/11 C92.5    -12.0  35.6   3.72  -39.0    405
MRK    MERCK & CO   MRK US 05/21/11 C35      -11.9  16.9   1.14    2.7   1578
WY     WEYERHAEUSE  WY US 05/21/11 P22       -11.9  29.7   0.35   75.0    248
CLF    CLIFFS NATU  CLF US 05/21/11 P87.5    -11.8  36.3   1.02   32.5    441
PBI    PITNEY BOWE  PBI US 05/21/11 P25      -11.8  19.2   0.95  126.2    948
SWKS   SKYWORKS SO  SWKS US 05/21/11 P31     -11.8  40.5   1.06  -72.1    385
CIGX   STAR SCIENT  CIGX US 05/21/11 P4      -11.8  90.0   0.40  -33.3    236
ACOM   ANCESTRY.CO  ACOM US 05/21/11 C40     -11.7  54.3   2.60 1633.3   1016
GPL    GREAT PANTH  GPL US 07/16/11 C2.5     -11.7  92.8   1.40   -3.5    302
GT     GOODYEAR TI  GT US 05/21/11 P17       -11.7  44.5   0.25  -79.2    332
MSFT   MICROSOFT C  MSFT US 07/16/11 P26     -11.7  18.8   1.21   55.1    386
SFI    ISTAR FINAN  SFI US 06/18/11 P9       -11.6  37.9   0.25  -54.5    200
CSCO   CISCO SYSTE  CSCO US 06/18/11 C12     -11.5  49.5   5.35    2.9    500
ARBA   ARIBA INC    ARBA US 06/18/11 C35     -11.5  38.9   1.50   42.9    542
CLF    CLIFFS NATU  CLF US 05/21/11 P92.5    -11.4  35.6   2.59   31.5    357
CLF    CLIFFS NATU  CLF US 05/21/11 P85      -11.4  37.2   0.51   10.9    205
TAN    GUGGENHEIM   TAN US 07/16/11 C9       -11.4  26.1   0.35   40.0    456
MSFT   MICROSOFT C  MSFT US 07/16/11 C26     -11.4  19.3   0.67  -51.1   5751
SWKS   SKYWORKS SO  SWKS US 05/21/11 P30     -11.2  40.4   0.65  -77.6    524
ILMN   ILLUMINA IN  ILMN US 05/21/11 P70     -11.1  27.4   1.35   -3.6    381
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1      -11.1  42.5   0.98   -2.0    252
CLF    CLIFFS NATU  CLF US 05/21/11 C90      -11.1  36.1   5.75  -28.1    516
RIMM   RESEARCH IN  RIMM US 05/21/11 C47.5   -11.0  36.6   2.50  -73.5   2300
DRC    DRESSER-RAN  DRC US 05/21/11 C55      -10.4  33.8   0.65  -64.9    269
S      SPRINT NEXT  S US 05/21/11 P5.5       -10.3  32.7   0.30  -36.2    322
XLU    SPDR-UTIL S  XLU US 05/21/11 P33      -10.3  10.8   0.30  -42.3    238
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 C16    -10.3  41.1   5.86  414.0    336
AEM    AGNICO-EAGL  AEM US 05/21/11 P65      -10.2  30.2   0.63  -45.7    368
TSRA   TESSERA TEC  TSRA US 06/18/11 C20     -10.1  36.4   1.40  115.4    281
CIM    CHIMERA INV  CIM US 09/17/11 C4       -10.1  19.6   0.15    0.0    280
DECK   DECKERS OUT  DECK US 06/18/11 P75     -10.1  42.7   1.05   54.4    331
EXPE   EXPEDIA INC  EXPE US 05/21/11 P23     -10.1  30.3   0.06  -76.0    361
SPPI   SPECTRUM PH  SPPI US 05/21/11 P6      -10.1 147.0   0.10    0.0    441

x - Ex-dividend. * - Ex-earnings.

-- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.