U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2011-05-05T15:30:20Z
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
=============================================================================
AAV ADVANTAGE O AAV US 11/19/11 C7 77.2 64.6 1.15 -46.5 756
AIG AMERICAN IN AIG US 01/21/12 C25 54.5 23.1 6.90 1.5 202
ZSL PRSH-ULTSH ZSL US 05/21/11 C14 51.4 152.8 9.10 65.5 632
HRBN HARBIN ELEC HRBN US 05/21/11 C17.5 43.0 118.7 1.60 -5.9 245
FAZ FINANCIAL B FAZ US 05/21/11 C35 39.9 47.0 6.36 22.8 1004
SCO PRSH-U/S CR SCO US 05/21/11 C39 39.5 70.8 4.00 150.0 525
FDO FAMILY DOLL FDO US 06/18/11 C49 39.4 27.2 5.10 -0.6 1000
HRBN HARBIN ELEC HRBN US 06/18/11 P12.5 35.3 153.8 1.00 150.0 515
ZSL PRSH-ULTSH ZSL US 05/21/11 C18 34.0 155.2 5.50 111.5 1044
QQQ POWERSH-QQQ QQQ US 06/30/11 C45 33.2 32.0 13.75 1.9 388
DRYS DRYSHIPS IN DRYS US 06/18/11 C2.5 33.2 104.3 2.06 -4.2 216
HRBN HARBIN ELEC HRBN US 06/18/11 P15 31.7 127.4 1.56 122.9 772
HRBN HARBIN ELEC HRBN US 05/21/11 P15 29.4 147.4 0.70 27.3 1760
ZSL PRSH-ULTSH ZSL US 05/21/11 C16 28.7 148.0 7.00 84.2 627
NVLS NOVELLUS SY NVLS US 06/18/11 C36 27.6 40.5 1.75 400.0 2585
ARO AEROPOSTALE ARO US 07/16/11 C22 27.4 36.9 1.25 -70.9 534
SCO PRSH-U/S CR SCO US 05/21/11 C40 27.3 66.7 5.00 244.8 241
NVLS NOVELLUS SY NVLS US 05/21/11 C35 26.2 43.3 1.35 350.0 3770
UCO PRSH-ULT CR UCO US 05/21/11 C52 26.2 65.6 2.70 -60.3 343
NVLS NOVELLUS SY NVLS US 05/21/11 P33 26.1 43.7 0.40 -52.9 483
USO UNITED STAT USO US 05/21/11 C42 26.1 36.7 0.62 -65.4 4793
NVLS NOVELLUS SY NVLS US 06/18/11 C37 25.9 40.6 1.10 340.0 544
ZSL PRSH-ULTSH ZSL US 05/21/11 C22 25.8 150.0 3.20 220.0 1798
NVLS NOVELLUS SY NVLS US 06/18/11 C35 25.8 41.1 2.20 193.3 374
HRBN HARBIN ELEC HRBN US 06/18/11 P10 25.7 167.1 0.55 175.0 677
ZSL PRSH-ULTSH ZSL US 05/21/11 C20 25.6 147.2 4.20 156.1 2181
USO UNITED STAT USO US 05/21/11 P42 25.5 37.6 2.19 298.2 5422
RAH RALCORP HLD RAH US 06/18/11 P85 24.8 29.3 1.75 -5.4 3421
THC TENET HEALT THC US 05/21/11 P6 24.8 83.4 0.29 16.0 656
SLV ISHARES SIL SLV US 05/21/11 C25 24.8 108.2 10.20 -26.4 329
IAU ISHARES GOL IAU US 10/22/11 C12 24.8 26.5 2.70 -15.6 470
BRCD BROCADE COM BRCD US 05/21/11 C5 24.6 78.7 1.17 3.5 211
ZSL PRSH-ULTSH ZSL US 05/21/11 C21 24.1 146.1 3.79 191.5 1347
UCO PRSH-ULT CR UCO US 05/21/11 P52 23.7 66.7 2.80 522.2 360
MW MEN'S WEARH MW US 06/18/11 C30 23.5 47.2 1.75 0.0 1000
NVLS NOVELLUS SY NVLS US 06/18/11 P31 23.2 43.3 0.50 -28.6 525
RAH RALCORP HLD RAH US 05/21/11 P80 22.9 38.8 0.15 -40.0 860
NVLS NOVELLUS SY NVLS US 05/21/11 C36 22.2 41.7 0.99 890.0 1448
LVLT LEVEL 3 COM LVLT US 09/17/11 C1.5 22.1 59.2 0.25 0.0 1502
ICE INTERCONTIN ICE US 05/21/11 C115 22.1 28.5 2.40 71.4 1462
IWM ISHARES-RUS IWM US 05/21/11 C77 22.1 25.5 5.91 -6.2 293
ZSL PRSH-ULTSH ZSL US 05/21/11 C23 21.9 143.9 2.52 215.0 1594
ZSL PRSH-ULTSH ZSL US 05/21/11 P18 21.6 145.5 0.70 -46.1 380
ZSL PRSH-ULTSH ZSL US 05/21/11 P19 21.6 146.2 1.00 -42.9 652
WRC WARNACO GRO WRC US 05/21/11 P60 21.1 45.9 1.20 20.0 290
ZSL PRSH-ULTSH ZSL US 05/21/11 P17 21.0 145.3 0.50 -41.2 572
CHBT CHINA-BIOTI CHBT US 05/21/11 C10 21.0 80.1 0.59 -46.4 211
HRBN HARBIN ELEC HRBN US 06/18/11 P17.5 20.9 103.7 2.20 25.7 200
USO UNITED STAT USO US 05/21/11 P41 20.6 37.6 1.54 396.8 6575
QQQ POWERSH-QQQ QQQ US 06/30/11 C49 20.2 27.9 9.77 -4.8 200
ARCC ARES CAPITA ARCC US 05/21/11 P17 20.0 19.0 0.30 50.0 212
ZSL PRSH-ULTSH ZSL US 05/21/11 C15 20.0 146.2 8.29 80.2 367
USO UNITED STAT USO US 05/21/11 C40 19.6 37.3 1.47 -56.8 2374
RBCN RUBICON TEC RBCN US 05/21/11 C28 19.4 110.1 2.20 4.8 766
USO UNITED STAT USO US 05/21/11 C41 19.4 36.4 0.97 -62.1 3941
ZSL PRSH-ULTSH ZSL US 05/21/11 C19 19.4 136.6 4.80 128.6 1442
AAV ADVANTAGE O AAV US 05/21/11 C7 19.1 52.8 0.80 -25.9 756
UCO PRSH-ULT CR UCO US 05/21/11 P50 19.1 66.5 2.35 1205.6 233
NVLS NOVELLUS SY NVLS US 05/21/11 P34 19.1 41.5 0.56 -68.9 252
THC TENET HEALT THC US 01/21/12 P6 19.1 38.1 0.70 27.3 392
ZSL PRSH-ULTSH ZSL US 05/21/11 P16 18.9 142.9 0.30 -50.0 257
WMG WARNER MUSI WMG US 11/19/11 C7.5 18.7 25.5 0.75 25.0 500
ZSL PRSH-ULTSH ZSL US 05/21/11 P21 17.8 143.6 1.70 -48.5 480
USO UNITED STAT USO US 05/21/11 C39 17.7 38.2 2.10 -52.8 1400
GLD SPDR GOLD T GLD US 06/18/11 C100 17.6 50.0 46.40 -7.4 200
GLD SPDR GOLD T GLD US 05/21/11 P152 17.5 20.8 7.90 58.0 269
USO UNITED STAT USO US 05/21/11 P40 16.9 37.9 1.01 461.1 17927
AGQ PRSH-ULT SI AGQ US 05/21/11 P200 16.9 146.9 26.00 182.6 563
PBR PETROBRAS S PBR US 05/21/11 C33 16.5 31.9 1.70 -39.3 202
CRME CARDIOME PH CRME US 06/18/11 C5 16.4 72.4 0.60 -7.7 205
ZSL PRSH-ULTSH ZSL US 06/18/11 C15 16.4 118.5 8.40 64.7 351
XLF SPDR-FINL S XLF US 05/21/11 C15 16.1 26.1 1.10 -12.7 1032
ZSL PRSH-ULTSH ZSL US 05/21/11 P20 16.1 143.1 1.35 -42.5 556
THC TENET HEALT THC US 11/19/11 P6 16.1 40.7 0.65 30.0 788
POT POTASH CORP POT US 06/18/11 P55 16.0 38.8 3.32 2.1 632
ZSL PRSH-ULTSH ZSL US 06/18/11 C22 15.6 120.5 4.10 148.5 693
MU MICRON TECH MU US 05/21/11 C8 15.4 70.5 2.68 -6.9 211
EUO PROSH-UL/SH EUO US 05/21/11 C17 15.4 27.2 0.25 150.0 248
SIRI SIRIUS XM R SIRI US 05/21/11 C2 15.3 46.2 0.17 13.3 1211
THC TENET HEALT THC US 08/20/11 C6 15.3 52.6 0.85 6.2 984
SCEI SINO CLEAN SCEI US 05/21/11 C1 15.1 386.4 2.10 -12.5 300
POT POTASH CORP POT US 06/18/11 C53.33 15.0 39.4 2.97 17.9 219
GDX MKT VECT-GO GDX US 05/21/11 P59 14.8 38.3 3.50 70.7 214
SLV ISHARES SIL SLV US 05/21/11 P36 14.8 71.1 2.52 157.1 23326
HRBN HARBIN ELEC HRBN US 05/21/11 P17.5 14.8 112.2 1.25 13.6 779
PBR PETROBRAS S PBR US 05/21/11 C35 14.7 31.4 0.59 -50.0 3730
PBR PETROBRAS S PBR US 05/21/11 C36 14.6 31.1 0.29 -56.7 1792
DF DEAN FOODS DF US 05/21/11 P11 14.4 61.0 0.40 0.0 281
KKR KKR & CO LP KKR US 05/21/11 C18 14.3 33.8 0.30 -14.3 200
AGNC AMERICAN CA AGNC US 06/18/11 C26 14.1 23.8 3.50 9.4 444
PBR PETROBRAS S PBR US 05/21/11 C34 13.9 31.2 1.07 -44.6 886
PXP PLAINS EXPL PXP US 05/21/11 C29 13.9 55.1 6.65 1.5 403
NVLS NOVELLUS SY NVLS US 09/17/11 C36 13.8 37.3 2.85 111.1 204
SWSH SWISHER HYG SWSH US 10/22/11 C5 13.7 78.2 2.10 0.0 200
DRYS DRYSHIPS IN DRYS US 05/21/11 C4.5 13.6 44.4 0.21 16.7 305
SLV ISHARES SIL SLV US 05/21/11 P35 13.6 72.1 1.95 174.7 22298
SLV ISHARES SIL SLV US 05/21/11 P34 13.6 73.3 1.57 201.9 13642
GDX MKT VECT-GO GDX US 05/21/11 C59 13.5 38.4 0.73 -45.1 1001
DIA SPDR DJIA T DIA US 05/21/11 P129 13.4 11.8 3.50 34.1 633
BEXP BRIGHAM EXP BEXP US 06/18/11 C28 13.3 56.5 2.35 -2.1 608
GLD SPDR GOLD T GLD US 05/21/11 P151 13.3 19.9 7.00 62.8 610
QQQ POWERSH-QQQ QQQ US 05/21/11 C56 13.2 20.9 2.77 0.7 2457
GDX MKT VECT-GO GDX US 05/21/11 P58 13.2 38.6 2.79 81.2 840
FDO FAMILY DOLL FDO US 06/18/11 C55 13.2 21.8 1.15 21.1 282
RSX MKT VECT-RU RSX US 01/21/12 C25 13.1 43.4 13.50 -18.2 600
NVLS NOVELLUS SY NVLS US 09/17/11 P31 12.9 39.5 1.30 -29.7 391
SLV ISHARES SIL SLV US 05/21/11 P33 12.8 74.7 1.17 216.2 9454
QQQ POWERSH-QQQ QQQ US 06/30/11 C47 12.8 30.1 11.48 -2.5 200
SLV ISHARES SIL SLV US 05/21/11 C35 12.8 72.4 2.14 -47.8 7997
NVLS NOVELLUS SY NVLS US 09/17/11 P30 12.7 40.4 1.10 -21.4 448
USO UNITED STAT USO US 06/18/11 P42 12.7 33.9 2.81 130.3 2696
EXPE EXPEDIA INC EXPE US 05/21/11 C25 12.6 25.8 0.40 0.0 255
LZ LUBRIZOL CO LZ US 06/18/11 C135 12.5 3.4 0.25 -16.7 1300
LCC US AIRWAYS LCC US 05/21/11 C9 12.4 51.7 0.85 60.4 262
UAL UNITED CONT UAL US 05/21/11 C22 12.4 52.6 3.55 40.9 386
SLV ISHARES SIL SLV US 05/21/11 P32 12.3 77.4 0.90 275.0 14288
KMP KINDER MORG KMP US 05/21/11 P75 12.2 18.0 2.49 50.9 254
C CITIGROUP I C US 05/21/11 C4 12.1 51.6 0.50 -3.9 283
QQQ POWERSH-QQQ QQQ US 06/30/11 C50 12.1 26.6 8.72 -5.2 295
SLV ISHARES SIL SLV US 05/21/11 C33 12.1 74.8 3.30 -44.5 750
FCX FREEPORT-MC FCX US 05/21/11 P52 12.0 44.6 3.11 38.8 241
FDO FAMILY DOLL FDO US 06/18/11 C52.5 12.0 22.5 2.35 -14.6 205
PBR PETROBRAS S PBR US 07/16/11 C35 11.9 31.1 1.59 -23.9 558
ZSL PRSH-ULTSH ZSL US 06/18/11 C21 11.9 117.9 4.50 104.5 529
RBCN RUBICON TEC RBCN US 05/21/11 P25 11.9 111.7 1.20 9.1 280
USO UNITED STAT USO US 06/18/11 C42 11.9 32.8 1.25 -47.7 959
SLV ISHARES SIL SLV US 05/21/11 P31 11.8 79.4 0.67 272.2 8116
SLV ISHARES SIL SLV US 05/21/11 C36 11.8 70.3 1.63 -51.3 16274
ZSL PRSH-ULTSH ZSL US 06/18/11 C20 11.8 117.0 5.00 92.3 872
ZSL PRSH-ULTSH ZSL US 06/18/11 P16 11.7 123.1 0.90 -37.9 417
SLV ISHARES SIL SLV US 05/21/11 P30 11.6 81.9 0.50 316.7 5297
SPPI SPECTRUM PH SPPI US 05/21/11 P8 11.6 60.6 0.35 133.3 318
XLB SPDR-MATERI XLB US 05/21/11 C39 11.6 25.1 1.08 0.9 523
USO UNITED STAT USO US 05/21/11 P39 11.6 38.9 0.64 540.0 7715
SLV ISHARES SIL SLV US 05/21/11 C34 11.5 72.9 2.63 -45.8 3671
USO UNITED STAT USO US 06/18/11 P41 11.5 33.9 2.20 158.8 809
IWM ISHARES-RUS IWM US 05/21/11 C80 11.3 23.3 3.31 -10.1 1779
THC TENET HEALT THC US 11/19/11 P5 11.3 48.6 0.30 20.0 206
USO UNITED STAT USO US 06/18/11 P39 11.3 34.3 1.25 220.5 1958
TBT PROSHARES U TBT US 05/21/11 C35 11.2 26.6 0.48 -23.8 594
XL XL GROUP PL XL US 05/21/11 C22 11.1 32.3 1.50 -9.1 707
QQQ POWERSH-QQQ QQQ US 05/21/11 C57 11.1 19.0 1.88 0.5 3141
XOM EXXON MOBIL XOM US 05/21/11 C85 11.1 20.9 0.44 -58.9 6906
USO UNITED STAT USO US 06/18/11 P40 10.9 33.8 1.62 170.0 3710
ALU ALCATEL-LUC ALU US 05/21/11 P6 10.8 68.6 0.25 0.0 2678
GE GENERAL ELE GE US 05/21/11 C21 10.8 24.2 0.09 -25.0 754
USO UNITED STAT USO US 07/16/11 P42 10.7 34.0 3.30 88.6 470
UAL UNITED CONT UAL US 05/21/11 C23 10.7 50.2 2.40 49.1 1677
XLI SPDR-INDU S XLI US 05/21/11 P39 10.6 18.1 1.20 1.7 2115
NVLS NOVELLUS SY NVLS US 12/17/11 C35 10.6 37.0 4.40 72.5 653
MAKO MAKO SURGIC MAKO US 05/21/11 P25 10.5 49.5 1.35 50.0 572
KLAC KLA-TENCOR KLAC US 05/21/11 C45 10.4 33.1 1.10 83.3 220
SIRI SIRIUS XM R SIRI US 05/21/11 P2 10.4 46.2 0.02 -50.0 485
SPY SPDR S&P 50 SPY US 05/21/11 C140 10.4 12.7 0.05 -37.5 657
SLV ISHARES SIL SLV US 05/21/11 P28 10.4 88.1 0.27 350.0 1089
ABX BARRICK GOL ABX US 05/21/11 C49 10.4 36.6 0.61 -33.0 616
GDX MKT VECT-GO GDX US 05/21/11 C57 10.3 38.4 1.40 -41.7 278
USO UNITED STAT USO US 06/18/11 C41 10.2 32.9 1.56 -48.9 267
SLV ISHARES SIL SLV US 05/21/11 P29 10.1 85.1 0.35 337.5 1788
XOM EXXON MOBIL XOM US 05/21/11 P85 10.1 21.1 3.20 87.1 975
TBT PROSHARES U TBT US 05/21/11 C34 10.0 26.6 0.92 -22.0 1869
KLAC KLA-TENCOR KLAC US 06/18/11 C43 10.0 35.4 3.20 100.0 221
SLV ISHARES SIL SLV US 05/21/11 C32 10.0 76.4 3.85 -45.0 463
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
BMC BMC SOFTWAR BMC US 05/21/11 P52.5 -46.6 28.1 0.75 0.0 220
FTNT FORTINET IN FTNT US 05/21/11 C42 -45.0 25.2 4.20 16.7 258
TBL TIMBERLAND TBL US 05/21/11 C30 -44.2 61.2 1.15 -91.2 234
CNW CON-WAY INC CNW US 05/21/11 P40 -43.6 25.3 1.00 -46.0 521
CTL CENTURYLINK CTL US 05/21/11 C38 -41.6 15.0 2.15 -8.5 1300
STRI STR HOLDING STRI US 05/21/11 P17.5 -41.5 54.5 1.10 -54.2 1239
TBL TIMBERLAND TBL US 05/21/11 P30 -39.8 57.6 1.50 368.8 356
WFMI WHOLE FOODS WFMI US 05/21/11 P60 -39.8 34.7 1.72 -44.5 1063
BMC BMC SOFTWAR BMC US 05/21/11 C52.5 -39.6 28.2 1.35 84.9 11463
WFMI WHOLE FOODS WFMI US 05/21/11 C57.5 -38.9 36.5 3.25 -20.7 292
DXCM DEXCOM DXCM US 05/21/11 P15 -38.9 37.1 0.45 0.0 505
WFMI WHOLE FOODS WFMI US 05/21/11 P57.5 -38.9 35.9 0.70 -63.2 851
WFMI WHOLE FOODS WFMI US 05/21/11 C60 -38.6 35.0 1.70 -36.6 1283
WFR MEMC ELEC M WFR US 05/21/11 P11 -38.2 42.2 0.27 -42.5 3122
WFMI WHOLE FOODS WFMI US 05/21/11 C62.5 -38.2 34.3 0.78 -51.9 4215
WFMI WHOLE FOODS WFMI US 05/21/11 P62.5 -38.0 34.3 2.63 -40.9 224
WFR MEMC ELEC M WFR US 05/21/11 C11 -38.0 42.8 0.44 -47.0 1105
WFMI WHOLE FOODS WFMI US 05/21/11 P55 -36.7 38.7 0.32 -72.2 594
WFR MEMC ELEC M WFR US 05/21/11 P10 -36.5 44.7 0.06 -60.0 760
CNW CON-WAY INC CNW US 05/21/11 C40 -36.2 26.5 0.80 77.8 1181
ERTS ELECTRONIC ERTS US 05/21/11 C22 -35.8 30.2 0.23 27.8 1462
MUR MURPHY OIL MUR US 05/21/11 P70 -35.0 28.7 1.75 18.2 5530
BMC BMC SOFTWAR BMC US 05/21/11 C55 -34.6 31.8 0.51 45.7 522
MUR MURPHY OIL MUR US 05/21/11 P72.5 -34.4 28.1 3.40 38.8 2862
WPZ WILLIAMS PA WPZ US 05/21/11 P50 -34.4 19.3 0.70 55.6 1538
QGEN QIAGEN NV QGEN US 05/21/11 P22.5 -34.2 33.4 1.40 -50.9 1000
ERTS ELECTRONIC ERTS US 05/21/11 C21 -34.1 31.1 0.62 67.6 707
WFR MEMC ELEC M WFR US 05/21/11 C10 -33.3 46.3 1.20 -21.6 211
SWI SOLARWINDS SWI US 05/21/11 P22.5 -33.3 48.5 0.70 -26.3 582
PPO POLYPORE IN PPO US 05/21/11 C55 -33.2 50.7 10.50 200.0 357
ATML ATMEL CORP ATML US 05/21/11 C11 -33.1 59.5 3.20 -15.8 432
HOTT HOT TOPIC I HOTT US 05/21/11 C7 -32.8 43.5 0.15 0.0 200
EXPD EXPEDITORS EXPD US 05/21/11 C55 -32.5 22.9 0.70 0.0 934
MUR MURPHY OIL MUR US 05/21/11 C70 -32.5 29.1 1.25 -72.2 207
PPO POLYPORE IN PPO US 05/21/11 C65 -32.4 50.0 2.85 338.5 522
ERTS ELECTRONIC ERTS US 05/21/11 P20 -32.1 33.5 0.15 -83.2 1360
SVNT SAVIENT PHA SVNT US 05/21/11 P9 -31.8 47.8 0.12 -81.0 356
EL ESTEE LAUDE EL US 05/21/11 C100 -31.6 24.8 0.65 -50.0 358
EL ESTEE LAUDE EL US 05/21/11 C97.5 -31.0 25.5 1.70 -22.7 279
CVS CVS CAREMAR CVS US 05/21/11 C37 -30.8 19.8 0.30 -41.2 2852
JDSU JDS UNIPHAS JDSU US 05/21/11 P22 -30.7 50.7 1.01 -60.2 1363
ERTS ELECTRONIC ERTS US 05/21/11 C20 -30.6 33.8 1.28 62.0 793
JDSU JDS UNIPHAS JDSU US 05/21/11 C23 -29.9 51.0 0.48 60.0 1465
LDK LDK SOLAR C LDK US 05/21/11 C7 -29.6 104.5 3.25 -16.7 468
JDSU JDS UNIPHAS JDSU US 05/21/11 C22 -29.6 51.4 0.82 57.7 5596
JDSU JDS UNIPHAS JDSU US 05/21/11 C21 -29.5 52.2 1.40 66.7 3783
CVS CVS CAREMAR CVS US 05/21/11 C36 -29.4 20.4 0.77 -18.1 663
JDSU JDS UNIPHAS JDSU US 05/21/11 P21 -29.4 51.8 0.60 -67.9 617
MSTR MICROSTRATE MSTR US 06/18/11 P130 -29.2 40.1 4.40 -2.2 203
CECO CAREER EDUC CECO US 05/21/11 C23 -29.0 41.2 0.65 30.0 1611
CVS CVS CAREMAR CVS US 05/21/11 P36 -28.8 20.3 0.50 -37.5 348
PPO POLYPORE IN PPO US 05/21/11 P65 -28.3 51.6 2.55 -74.4 233
JDSU JDS UNIPHAS JDSU US 05/21/11 P20 -28.1 53.9 0.27 -78.6 1616
PPO POLYPORE IN PPO US 05/21/11 C60 -27.7 53.9 6.20 275.8 524
CVS CVS CAREMAR CVS US 05/21/11 P35 -27.6 22.0 0.24 -45.5 858
TDC TERADATA CO TDC US 05/21/11 P50 -27.6 32.3 0.50 -9.1 244
MELI MERCADOLIBR MELI US 05/21/11 C90 -27.3 38.8 3.30 46.7 253
MNTA MOMENTA PHA MNTA US 05/21/11 P18 -26.9 55.2 0.65 -40.9 277
JDSU JDS UNIPHAS JDSU US 05/21/11 C20 -26.6 55.2 2.16 74.2 2996
WFMI WHOLE FOODS WFMI US 05/21/11 P50 -26.1 47.5 0.06 -80.7 260
JDSU JDS UNIPHAS JDSU US 05/21/11 C19 -26.0 56.9 2.85 58.3 559
LEAP LEAP WIRELE LEAP US 05/21/11 C17 -25.5 40.1 0.24 71.4 651
ERTS ELECTRONIC ERTS US 05/21/11 P19 -25.3 38.6 0.04 -91.1 297
JDSU JDS UNIPHAS JDSU US 05/21/11 P19 -24.8 57.7 0.12 -85.9 1261
ERTS ELECTRONIC ERTS US 05/21/11 C19 -24.5 38.3 2.15 61.6 409
MNTA MOMENTA PHA MNTA US 05/21/11 C15 -24.3 60.2 3.29 2.8 200
JDSU JDS UNIPHAS JDSU US 05/21/11 C18 -24.2 61.8 3.95 60.6 266
RL POLO RALPH RL US 05/21/11 C130 -24.1 25.3 1.90 -25.5 642
DPZ DOMINO'S PI DPZ US 06/18/11 C17 -24.1 26.4 3.40 74.4 458
ATML ATMEL CORP ATML US 05/21/11 C14 -24.0 50.2 0.65 -48.0 3610
LEAP LEAP WIRELE LEAP US 05/21/11 C16 -23.8 42.7 0.66 83.3 380
JDSU JDS UNIPHAS JDSU US 05/21/11 P18 -23.5 61.1 0.07 -86.8 956
BMC BMC SOFTWAR BMC US 06/18/11 C52.5 -23.2 27.2 2.45 113.0 226
CADX CADENCE PHA CADX US 06/18/11 C7.5 -23.1 52.3 1.00 -9.1 207
SNI SCRIPPS NET SNI US 05/21/11 P50 -22.9 27.5 2.00 110.5 300
WFMI WHOLE FOODS WFMI US 06/18/11 P57.5 -22.4 34.2 1.60 -38.7 218
RL POLO RALPH RL US 05/21/11 P130 -22.1 25.5 4.30 -8.5 229
WFMI WHOLE FOODS WFMI US 06/18/11 P55 -21.8 35.5 0.99 -43.4 380
WFMI WHOLE FOODS WFMI US 06/18/11 C60 -21.2 33.5 2.88 -16.5 413
SIRI SIRIUS XM R SIRI US 01/21/12 C1 -21.1 36.8 1.15 3.6 235
JDSU JDS UNIPHAS JDSU US 05/21/11 P17 -21.0 67.1 0.04 -87.1 1302
RL POLO RALPH RL US 05/21/11 P125 -20.8 27.3 1.45 -33.8 550
VMC VULCAN MATE VMC US 05/21/11 P44 -20.7 33.7 1.75 17.4 210
WFMI WHOLE FOODS WFMI US 06/18/11 C62.5 -20.2 33.3 1.72 -27.7 273
SNY SANOFI-AVEN SNY US 06/18/11 P41 -20.1 18.2 3.40 21.4 263
JDSU JDS UNIPHAS JDSU US 05/21/11 C16 -19.3 73.1 5.83 42.2 477
NWSA NEWS CORP-A NWSA US 06/18/11 C17 -19.3 26.0 0.95 -5.0 475
BMC BMC SOFTWAR BMC US 06/18/11 C55 -19.3 27.9 1.40 154.6 298
PPO POLYPORE IN PPO US 06/18/11 C60 -19.0 48.9 7.50 158.6 352
VMC VULCAN MATE VMC US 05/21/11 C44 -18.9 34.5 0.70 -56.8 255
MCO MOODY'S COR MCO US 05/21/11 C34 -18.6 34.4 3.90 -22.0 200
SVNT SAVIENT PHA SVNT US 05/21/11 P10 -18.5 43.9 0.40 233.3 684
VMC VULCAN MATE VMC US 05/21/11 C43 -18.4 35.5 1.20 -29.4 221
MGM MGM RESORTS MGM US 06/18/11 C10 -18.2 44.5 4.30 1.2 1500
TSLA TESLA MOTOR TSLA US 05/21/11 C27 -18.1 51.1 1.15 -8.0 583
WPZ WILLIAMS PA WPZ US 06/18/11 C50 -17.7 21.7 1.55 -55.7 204
GM GENERAL MOT GM US 05/21/11 P30 -17.6 33.7 0.20 33.3 745
PPO POLYPORE IN PPO US 06/18/11 C55 -17.5 50.0 11.60 145.2 280
CMTL COMTECH TEL CMTL US 10/22/11 C22.5 -17.4 34.9 5.80 7.4 200
PRU PRUDENTL FI PRU US 05/21/11 C60 -17.4 26.9 1.80 -43.8 821
ERTS ELECTRONIC ERTS US 06/18/11 C22 -17.4 30.5 0.55 61.8 828
JDSU JDS UNIPHAS JDSU US 05/21/11 P16 -17.3 73.8 0.01 -95.0 248
TDC TERADATA CO TDC US 05/21/11 C55 -17.3 34.4 0.50 -66.7 222
CNW CON-WAY INC CNW US 06/18/11 C40 -17.2 27.8 1.10 30.9 330
MUR MURPHY OIL MUR US 06/18/11 P70 -17.0 28.0 2.90 34.9 236
GPOR GULFPORT EN GPOR US 05/21/11 P25 -16.7 62.5 0.90 100.0 271
GM GENERAL MOT GM US 05/21/11 C31 -16.7 31.4 1.31 -45.9 381
ONNN ON SEMICOND ONNN US 05/21/11 C11 -16.3 33.0 0.45 246.2 341
ERTS ELECTRONIC ERTS US 06/18/11 C21 -16.2 31.1 1.10 83.3 318
MSFT MICROSOFT C MSFT US 06/18/11 C23 -16.0 26.9 2.95 1.4 373
HUN HUNTSMAN CO HUN US 05/21/11 C21 -15.9 38.9 0.45 80.0 1676
CVS CVS CAREMAR CVS US 06/18/11 C38 -15.7 20.0 0.39 -23.5 325
TSLA TESLA MOTOR TSLA US 05/21/11 P25 -15.4 55.3 0.50 -33.3 3152
KV/A KV PHARM-A KVA US 09/17/11 P2.5 -15.3 97.1 0.40 -11.1 842
SFLY SHUTTERFLY SFLY US 09/17/11 C55 -15.2 43.8 5.80 -45.0 415
ITUB ITAU UNIBAN ITUB US 06/18/11 C22 -15.1 28.1 1.05 -8.7 2237
ROST ROSS STORES ROST US 05/21/11 C75 -14.9 27.2 4.30 258.3 766
PRU PRUDENTL FI PRU US 05/21/11 P60 -14.6 26.5 0.69 0.0 526
RIG TRANSOCEAN RIG US 05/21/11 C70 -14.4 33.1 1.36 -4.2 2104
JDSU JDS UNIPHAS JDSU US 06/18/11 C21 -14.4 50.9 1.97 61.5 1231
WNR WESTERN REF WNR US 05/21/11 P14 -14.3 59.4 0.23 -34.3 556
SIRI SIRIUS XM R SIRI US 01/21/12 C1.5 -14.2 40.3 0.70 6.1 530
SPY SPDR S&P 50 SPY US 05/21/11 P139 -14.1 10.6 5.33 21.1 2158
EK EASTMAN KOD EK US 06/18/11 P2.5 -14.1 65.2 0.13 -7.1 20344
NWSA NEWS CORP-A NWSA US 06/18/11 P17 -14.1 28.3 0.45 28.6 278
HK PETROHAWK E HK US 05/21/11 C24 -13.9 43.7 0.85 -19.1 330
AVP AVON PRODUC AVP US 05/21/11 P29 -13.9 27.6 0.91 133.3 846
GM GENERAL MOT GM US 05/21/11 C30 -13.8 33.6 2.15 -30.6 943
JDSU JDS UNIPHAS JDSU US 06/18/11 C22.5 -13.6 50.3 1.23 68.5 2719
HK PETROHAWK E HK US 05/21/11 P24 -13.5 43.6 0.80 -19.2 3274
GPS GAP INC/THE GPS US 05/21/11 C24 -13.4 32.1 0.26 -33.3 2405
RIG TRANSOCEAN RIG US 05/21/11 C72.5 -13.4 34.4 0.62 -16.2 943
SPWRA SUNPOWER CO SPWRA US 05/21/11 C22 -13.3 16.5 0.24 60.0 1141
SPY SPDR S&P 50 SPY US 05/21/11 P140 -13.3 9.9 6.28 18.3 488
JDSU JDS UNIPHAS JDSU US 06/18/11 C20 -13.2 52.1 2.65 60.6 747
NWSA NEWS CORP-A NWSA US 06/18/11 C18 -13.1 25.8 0.40 -11.1 375
PRU PRUDENTL FI PRU US 05/21/11 C62.5 -13.1 24.4 0.80 -44.4 434
JDSU JDS UNIPHAS JDSU US 06/18/11 P22.5 -13.1 49.9 1.88 -42.0 447
RIG TRANSOCEAN RIG US 05/21/11 P72.5 -12.9 34.8 4.50 -16.7 252
JDSU JDS UNIPHAS JDSU US 06/18/11 P20 -12.9 52.0 0.74 -56.0 660
IPHS INNOPHOS HO IPHS US 05/21/11 C45 -12.9 29.3 0.70 -33.3 230
SFLY SHUTTERFLY SFLY US 09/17/11 C50 -12.9 45.4 8.50 -4.5 347
SPPI SPECTRUM PH SPPI US 05/21/11 C7 -12.7 58.3 1.40 -12.5 209
RIG TRANSOCEAN RIG US 05/21/11 P70 -12.7 33.9 2.99 -18.1 674
HMY HARMONY GOL HMY US 05/21/11 P14 -12.7 38.9 0.55 83.3 559
WFR MEMC ELEC M WFR US 07/16/11 C10 -12.6 45.0 1.48 -16.4 212
GM GENERAL MOT GM US 05/21/11 C33 -12.5 33.4 0.39 -64.5 18235
ROST ROSS STORES ROST US 05/21/11 C77.5 -12.5 26.8 2.30 360.0 368
ID L-1 IDENTIT ID US 05/21/11 P10 -12.3 48.9 0.05 0.0 300
WFR MEMC ELEC M WFR US 07/16/11 P10 -12.2 44.4 0.36 -14.3 267
WFR MEMC ELEC M WFR US 07/16/11 P11 -12.2 42.5 0.60 -25.0 567
JDSU JDS UNIPHAS JDSU US 06/18/11 P21 -12.0 51.0 1.11 -50.7 1443
WNR WESTERN REF WNR US 05/21/11 C16 -11.9 57.6 0.40 -33.3 1528
LEAP LEAP WIRELE LEAP US 05/21/11 P15 -11.8 49.2 0.17 -74.6 483
PBR PETROBRAS S PBR US 05/21/11 P34 -11.7 30.8 0.75 87.5 908
HMY HARMONY GOL HMY US 05/21/11 C13 -11.7 45.1 1.05 -36.4 5503
HK PETROHAWK E HK US 05/21/11 C25 -11.6 44.4 0.47 -25.4 1289
MGA MAGNA INTL MGA US 05/21/11 P45 -11.5 38.9 0.15 0.0 255
JDSU JDS UNIPHAS JDSU US 06/18/11 P18 -11.5 54.9 0.29 -65.9 483
GPS GAP INC/THE GPS US 05/21/11 P24 -11.5 31.8 1.07 -7.0 290
RIG TRANSOCEAN RIG US 05/21/11 P67.5 -11.5 34.4 1.59 -26.7 722
GPS GAP INC/THE GPS US 05/21/11 P23 -11.4 31.8 0.54 -14.3 1209
ATML ATMEL CORP ATML US 06/18/11 P13 -11.4 50.3 0.40 -11.1 250
EWT ISHARES-TAI EWT US 05/21/11 P16 -11.3 18.2 0.44 -2.2 400
ETP ENERGY TRAN ETP US 05/21/11 P50 -11.2 19.1 0.55 120.0 212
SPWRA SUNPOWER CO SPWRA US 05/21/11 P21 -11.1 23.9 0.25 25.0 260
MNTA MOMENTA PHA MNTA US 06/18/11 P16 -11.1 74.8 0.85 -15.0 299
GM GENERAL MOT GM US 05/21/11 P31 -11.1 33.5 0.50 100.0 274
FAST FASTENAL CO FAST US 05/21/11 C65 -11.0 19.5 1.60 -17.9 531
JCP J.C. PENNEY JCP US 05/21/11 P35 -11.0 42.1 0.32 23.1 2591
LYG LLOYDS BANK LYG US 07/16/11 C3 -11.0 43.2 0.50 -44.4 278
SPPI SPECTRUM PH SPPI US 05/21/11 P6 -10.7 102.2 0.05 0.0 495
BMC BMC SOFTWAR BMC US 05/21/11 C50 -10.7 39.3 3.50 141.4 255
HK PETROHAWK E HK US 05/21/11 P25 -10.6 44.5 1.49 2.8 1233
JCP J.C. PENNEY JCP US 05/21/11 P34 -10.5 45.0 0.22 46.7 605
JNJ JOHNSON&JOH JNJ US 05/21/11 C60 -10.4 22.2 5.32 -7.5 660
ARIA ARIAD PHARM ARIA US 06/18/11 C8 -10.2 56.3 0.95 18.8 1012
PBR PETROBRAS S PBR US 05/21/11 P35 -10.1 30.7 1.29 79.2 670
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net
-0- May/05/2011 15:30 GMT
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