Breaking News

Zillow Buys Trulia for $3.5 Billion in Stock
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
=============================================================================
NLY    ANNALY CAPI  NLY US 08/20/11 P18       69.2  18.3   0.55  175.0   8739
NLY    ANNALY CAPI  NLY US 08/20/11 C18       63.3  18.3   0.18  -25.0   6626
NLY    ANNALY CAPI  NLY US 09/17/11 C18       42.1  17.8   0.31  -13.9    701
NLY    ANNALY CAPI  NLY US 09/17/11 P18       42.1  17.0   0.68   94.3    704
NLY    ANNALY CAPI  NLY US 08/20/11 C17       40.6  26.8   0.86  -20.4    960
NLY    ANNALY CAPI  NLY US 09/17/11 P17       35.6  21.8   0.30  200.0   2078
AMTD   TD AMERITRA  AMTD US 08/20/11 C21      34.8  32.5   0.35  250.0   1830
NLY    ANNALY CAPI  NLY US 08/20/11 P17       33.7  25.8   0.21  250.0   9460
YRCW   YRC WORLDWI  YRCW US 08/20/11 P0.5     31.8 365.7   0.10  100.0   2305
NLY    ANNALY CAPI  NLY US 10/22/11 C18       31.8  17.4   0.35  -14.6    510
AGNC   AMERICAN CA  AGNC US 08/20/11 C30      29.2  16.3   0.15  -40.0    491
NLY    ANNALY CAPI  NLY US 10/22/11 P18       27.8  14.2   1.15   45.6    406
K      KELLOGG CO   K US 08/20/11 C52.5       26.6  19.9   3.60   38.5    299
XLI    SPDR-INDU S  XLI US 08/20/11 P38       26.4  19.8   1.46    0.7    326
LNG    CHENIERE EN  LNG US 08/20/11 C11       26.3  81.7   0.95   58.3   2484
HK     PETROHAWK E  HK US 01/21/12 C25        26.0  29.5  13.39    1.1   5000
SIRI   SIRIUS XM R  SIRI US 08/20/11 P2       25.9  59.8   0.06   20.0    301
VQ     VENOCO INC   VQ US 08/20/11 C12.5      24.4  60.8   2.40  118.2    750
HTS    HATTERAS FI  HTS US 09/17/11 C27       24.0  22.0   2.00    0.0    200
NLY    ANNALY CAPI  NLY US 10/22/11 C17       24.0  20.2   0.94  -18.3   1796
TOT    TOTAL SA-SP  TOT US 08/20/11 C48       23.4  42.7   8.40   -3.8    412
CLWR   CLEARWIRE -  CLWR US 08/20/11 C3       22.9 116.6   0.35    0.0    486
PDS    PRECISION D  PDS US 09/17/11 C15       22.6  32.6   3.00   20.0    238
LDK    LDK SOLAR C  LDK US 08/20/11 C7        22.5  56.0   0.47    0.0    629
ING    ING GROEP-A  ING US 08/20/11 P11       22.4  51.6   0.40   25.0   1130
NLY    ANNALY CAPI  NLY US 09/17/11 P16       22.2  25.5   0.15  200.0    210
AGNC   AMERICAN CA  AGNC US 08/20/11 C29      21.4  19.5   0.55  -38.9    679
FRX    FOREST LABS  FRX US 08/20/11 C32       21.4  32.8   6.12   -4.4    380
BX     BLACKSTONE   BX US 08/20/11 C16        21.4  42.5   1.61   -6.4    260
LDK    LDK SOLAR C  LDK US 08/20/11 C6        21.3  49.3   1.15  -10.2    804
HK     PETROHAWK E  HK US 09/17/11 C25        21.3  63.1  13.40    1.1    255
MMYT   MAKEMYTRIP   MMYT US 08/20/11 P22.5    20.7  61.5   1.45   20.8    446
BX     BLACKSTONE   BX US 08/20/11 C17        20.7  37.7   0.98    6.5   2089
AGNC   AMERICAN CA  AGNC US 09/17/11 C30      20.5  17.4   0.35  -36.4    270
NCR    NCR CORP     NCR US 08/20/11 C21       20.2  25.5   0.40   14.3    250
NLY    ANNALY CAPI  NLY US 08/20/11 C16       19.9  33.0   1.80  -13.9    234
ISS    ISOFTSTONE   ISS US 08/20/11 P12.5     19.2 110.1   0.95   11.8    500
MSFT   MICROSOFT C  MSFT US 01/21/12 C20      19.1  30.5   7.80    5.4    296
PBR    PETROBRAS S  PBR US 08/20/11 P31       19.0  34.1   0.19  -32.1    336
PBR    PETROBRAS S  PBR US 08/20/11 P33       19.0  29.7   0.56  -34.9    494
HRBN   HARBIN ELEC  HRBN US 08/20/11 C12      18.6 102.0   7.10   -4.0    271
NLY    ANNALY CAPI  NLY US 08/20/11 P16       18.6  33.0   0.11  175.0   1488
CSR    CHINA SECUR  CSR US 09/17/11 C5        18.3  71.1   0.75   -6.2    374
BPAX   BIOSANTE PH  BPAX US 09/17/11 C3.5     18.2  76.7   0.40  -11.1    538
SVU    SUPERVALU I  SVU US 08/20/11 C9        18.1  67.6   0.50   11.1    299
ONTY   ONCOTHYREON  ONTY US 09/17/11 P6       18.1 135.8   0.40    0.0    300
VMED   VIRGIN MEDI  VMED US 08/20/11 P29      18.0  41.9   1.45  -42.0    307
PBR    PETROBRAS S  PBR US 08/20/11 P35       17.9  27.0   1.50  -30.2    339
NUVA   NUVASIVE IN  NUVA US 08/20/11 P30      17.8  58.1   0.80   33.3    394
PBR    PETROBRAS S  PBR US 08/20/11 P34       17.7  28.3   0.93  -35.4   1064
IMAX   IMAX CORP    IMAX US 08/20/11 P25      17.5  65.7   1.35  170.0    243
PBR    PETROBRAS S  PBR US 08/20/11 P32       17.5  31.3   0.33  -34.0    202
NLY    ANNALY CAPI  NLY US 10/22/11 P16       17.4  20.4   0.28   86.7    323
HK     PETROHAWK E  HK US 08/20/11 C27        16.6  65.3  11.45    0.9    200
AAPL   APPLE INC    AAPL US 08/20/11 C345     16.6  31.6  50.36    3.3    378
ONTY   ONCOTHYREON  ONTY US 08/20/11 P8       16.6 114.2   0.50    0.0    453
SVU    SUPERVALU I  SVU US 08/20/11 P9        16.4  68.4   0.80   14.3   3631
CDE    COEUR D'ALE  CDE US 08/20/11 C30       16.1  56.4   1.05   10.5   2597
SNTS   SANTARUS IN  SNTS US 02/18/12 P2.5     16.0  69.3   0.20  -20.0    381
JBLU   JETBLUE AIR  JBLU US 09/17/11 P5       15.8  49.3   0.20   25.0    383
DOX    AMDOCS LTD   DOX US 08/20/11 P32.5     15.7  26.6   1.35    0.0    750
NBL    NOBLE ENERG  NBL US 08/20/11 C95       15.4  31.8   4.40    2.1   1515
SOA    SOLUTIA INC  SOA US 08/20/11 P20       15.4  53.7   0.50   78.6   4266
V      VISA INC-CL  V US 08/20/11 C92.5       15.4  28.9   1.67   28.5    686
AMD    ADV MICRO D  AMD US 08/20/11 P6        15.2  60.0   0.02    0.0    217
MU     MICRON TECH  MU US 08/20/11 C7         15.0  48.4   0.96  -15.8    406
NLY    ANNALY CAPI  NLY US 10/22/11 P17       14.8  16.5   0.60   71.4    464
VMED   VIRGIN MEDI  VMED US 08/20/11 P28      14.8  42.2   0.87  -53.0    500
V      VISA INC-CL  V US 08/20/11 P90         14.8  29.8   2.89   -3.7    239
GLD    SPDR GOLD T  GLD US 08/20/11 C145      14.7  20.6  12.55   11.0   2562
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P62       14.6  16.6   2.82    5.2    600
BLUD   IMMUCOR INC  BLUD US 08/20/11 P25      14.5  23.7   0.10    0.0    457
SVU    SUPERVALU I  SVU US 08/20/11 P8        14.4  66.6   0.30   50.0    651
YRCW   YRC WORLDWI  YRCW US 08/20/11 P1       14.3 398.0   0.40   14.3    585
HK     PETROHAWK E  HK US 09/17/11 C24        14.3  57.2  14.38    1.3    230
SDS    PROSHARES U  SDS US 08/20/11 C18       14.3  28.3   2.02   10.4    205
STD    BANCO SANTA  STD US 08/20/11 P11       14.2  41.9   0.60   33.3    420
DOW    DOW CHEMICA  DOW US 08/20/11 C36       14.1  31.5   1.21   34.4    778
PPL    PPL CORPORA  PPL US 08/20/11 P27       14.1  19.9   0.15    0.0    502
AGCO   AGCO CORP    AGCO US 08/20/11 C50      14.0  42.6   2.30   51.3   1097
DOW    DOW CHEMICA  DOW US 08/20/11 C37       13.9  30.5   0.77   57.1    438
GTXI   GTX INC      GTXI US 08/20/11 P5       13.8  77.5   0.58    5.5    200
WFM    WHOLE FOODS  WFM US 08/20/11 P60       13.6  49.2   0.89   -2.2    504
DOW    DOW CHEMICA  DOW US 08/20/11 C35       13.5  32.6   1.82   26.4   4766
V      VISA INC-CL  V US 08/20/11 C90         13.5  29.6   2.84   22.9    345
WFM    WHOLE FOODS  WFM US 08/20/11 C65       13.5  47.2   4.40   25.7   2148
CSC    COMPUTER SC  CSC US 08/20/11 P35       13.5  37.4   0.65   62.5    704
ETFC   E*TRADE FIN  ETFC US 08/20/11 C17      13.4  49.8   0.60  114.3    638
PBR    PETROBRAS S  PBR US 08/20/11 C32       13.3  31.2   2.45   46.7   1525
LLY    ELI LILLY &  LLY US 08/20/11 C40       13.3  15.8   0.13   18.2    207
XME    SPDR S&P ME  XME US 08/20/11 P60       13.3  43.1   0.21   -8.7   1754
AGNC   AMERICAN CA  AGNC US 01/21/12 C26      13.2  21.6   3.20  -11.1    500
WFM    WHOLE FOODS  WFM US 08/20/11 C67.5     13.2  45.3   3.15   40.0    461
CDE    COEUR D'ALE  CDE US 08/20/11 C29       13.2  56.4   1.50    7.1   2584
IWM    ISHARES-RUS  IWM US 08/20/11 C78       13.1  27.1   6.02   -8.9    458
KKR    KKR & CO LP  KKR US 12/17/11 C16       13.1  36.9   1.25    4.2    301
GLD    SPDR GOLD T  GLD US 08/20/11 P141      13.0  22.6   0.11   10.0    200
WFM    WHOLE FOODS  WFM US 08/20/11 C70       13.0  44.4   2.00   48.1    678
DOW    DOW CHEMICA  DOW US 08/20/11 P35       12.9  32.2   0.76  -13.6    264
GLD    SPDR GOLD T  GLD US 08/20/11 C148      12.9  18.8   9.75   14.0    256
WFM    WHOLE FOODS  WFM US 08/20/11 P65       12.9  45.4   2.20  -10.9   2595
SLB    SCHLUMBERGE  SLB US 08/20/11 P70       12.8  54.1   0.09   80.0    270
ETFC   E*TRADE FIN  ETFC US 08/20/11 P13      12.7  57.1   0.07  -30.0    626
AGCO   AGCO CORP    AGCO US 08/20/11 P45      12.7  45.0   0.50  -28.6    278
IWM    ISHARES-RUS  IWM US 08/20/11 C86       12.5  20.8   0.85  -11.5   4700
GLD    SPDR GOLD T  GLD US 08/20/11 C150      12.4  18.0   8.00   17.6   1370
MMYT   MAKEMYTRIP   MMYT US 08/20/11 C22.5    12.4  51.0   1.30    0.0    214
GLD    SPDR GOLD T  GLD US 08/20/11 C152      12.4  17.6   6.35   22.1    860
KKR    KKR & CO LP  KKR US 08/20/11 C16       12.3  46.5   0.85   30.8    639
DIA    SPDR DJIA T  DIA US 08/20/11 C124      12.3  17.2   3.35   -9.5    237
S      SPRINT NEXT  S US 08/20/11 C5          12.2  44.0   0.31   -3.1   1117
IWM    ISHARES-RUS  IWM US 08/20/11 C82       12.2  24.2   2.93  -10.4    933
BIDU   BAIDU INC-S  BIDU US 08/20/11 C160     12.2  58.2   7.65   21.4   1968
DOW    DOW CHEMICA  DOW US 08/20/11 P34       12.2  33.3   0.43  -17.3    368
INFA   INFORMATICA  INFA US 09/17/11 C55      12.2  36.7   2.65   -5.4    249
IWM    ISHARES-RUS  IWM US 08/20/11 C79       12.2  26.4   5.17   -8.5    402
IWM    ISHARES-RUS  IWM US 08/20/11 C84       12.1  22.4   1.75   -7.4   2822
GLD    SPDR GOLD T  GLD US 08/20/11 P144      12.0  20.7   0.18  -10.0    211
TLT    ISHARES BAR  TLT US 08/20/11 C94       12.0  15.5   2.15  -15.7    361
IWM    ISHARES-RUS  IWM US 08/20/11 C85       12.0  21.6   1.24   -8.8  23548
WFM    WHOLE FOODS  WFM US 08/20/11 P62.5     11.9  46.8   1.47   -3.9    567
CNQR   CONCUR TECH  CNQR US 08/20/11 P50      11.9  38.2   2.85   -5.0    350
HL     HECLA MININ  HL US 08/20/11 P8         11.8  50.6   0.20  -16.7    282
ZSL    PRSH-ULTSH   ZSL US 08/20/11 C13       11.8  88.8   1.30   -3.7    952
ETFC   E*TRADE FIN  ETFC US 08/20/11 P15      11.7  53.6   0.35  -36.4    649
IWM    ISHARES-RUS  IWM US 08/20/11 C87       11.7  19.9   0.52  -18.8    226
MSFT   MICROSOFT C  MSFT US 01/19/13 C17.5    11.6  30.5  10.15    1.2    517
ATPG   ATP OIL & G  ATPG US 08/20/11 C16      11.6  50.4   0.56  -18.8    731
SPY    SPDR S&P 50  SPY US 08/20/11 P139      11.5  14.0   5.60   12.9   1282
HOLI   HOLLYSYS AU  HOLI US 08/20/11 C7.5     11.5 105.6   1.50  -50.0    447
SPY    SPDR S&P 50  SPY US 08/20/11 P140      11.4  13.6   6.33   11.4    423
IWM    ISHARES-RUS  IWM US 08/20/11 C83       11.4  23.3   2.28  -10.2  21169
TMO    THERMO FISH  TMO US 08/20/11 P65       11.2  28.0   2.25   25.0    494
IWM    ISHARES-RUS  IWM US 08/20/11 C80       11.2  25.6   4.41   -7.2    809
XLF    SPDR-FINL S  XLF US 08/20/11 P14       11.2  29.1   0.10  100.0   1011
GLD    SPDR GOLD T  GLD US 08/20/11 P151      11.2  17.6   0.71  -21.1    514
SLW    SILVER WHEA  SLW US 08/20/11 C32       11.2  57.1   7.45   -2.2    795
HK     PETROHAWK E  HK US 01/21/12 P21        11.2  50.0   0.05    0.0   5000
BIDU   BAIDU INC-S  BIDU US 08/20/11 P155     11.2  57.4   9.05   -3.7    397
MO     ALTRIA GROU  MO US 08/20/11 C27        11.2  15.0   0.12  -20.0   2115
IWM    ISHARES-RUS  IWM US 08/20/11 C81       11.1  25.0   3.66   -9.6   1611
DIA    SPDR DJIA T  DIA US 08/20/11 C127      11.1  15.2   1.50  -13.8    721
GLD    SPDR GOLD T  GLD US 08/20/11 P142      11.1  21.9   0.13   -7.1    416
ONTY   ONCOTHYREON  ONTY US 08/20/11 P9       11.1 106.1   0.90   28.6    334
GLD    SPDR GOLD T  GLD US 08/20/11 P149      11.0  18.3   0.48  -12.7    858
GLD    SPDR GOLD T  GLD US 08/20/11 P145      11.0  20.1   0.20  -13.0    501
GLD    SPDR GOLD T  GLD US 08/20/11 P146      11.0  19.5   0.24  -20.0    353
V      VISA INC-CL  V US 08/20/11 P85         10.9  32.6   1.13   -3.4    315
HOLI   HOLLYSYS AU  HOLI US 08/20/11 P7.5     10.9 136.8   0.75  226.1    471
SSO    PROSHARES U  SSO US 08/20/11 C56       10.9  30.6   1.07   -9.3    586
XLF    SPDR-FINL S  XLF US 08/20/11 P15       10.9  23.9   0.30   30.4  93646
BIDU   BAIDU INC-S  BIDU US 08/20/11 P150     10.8  57.6   6.70   -3.6    374
GLD    SPDR GOLD T  GLD US 08/20/11 P147      10.8  19.0   0.31  -13.9    645
DIA    SPDR DJIA T  DIA US 08/20/11 C122      10.7  18.5   4.85   -5.8    259
TBT    PROSHARES U  TBT US 08/20/11 P33       10.7  31.0   0.98  -13.3    477
ATPG   ATP OIL & G  ATPG US 08/20/11 C15      10.7  51.7   1.04   -3.7    380
SLB    SCHLUMBERGE  SLB US 08/20/11 C92.5     10.7  28.3   4.30   26.5   1404
LLY    ELI LILLY &  LLY US 08/20/11 C39       10.6  15.3   0.39    5.4   2529
AKAM   AKAMAI TECH  AKAM US 08/20/11 P31      10.6  54.8   2.28   12.3    213
UIS    UNISYS CORP  UIS US 08/20/11 C26       10.6  61.4   1.41  -19.4    262
AAPL   APPLE INC    AAPL US 08/20/11 C370     10.5  25.8  26.90    5.3    645
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P61       10.5  17.4   2.02    7.5   1250
CSR    CHINA SECUR  CSR US 08/20/11 C5        10.5  72.3   0.60  -14.3    321
BIDU   BAIDU INC-S  BIDU US 08/20/11 C155     10.5  58.0   9.80   15.3   2189
EPD    ENTERPRISE   EPD US 08/20/11 P42       10.5  20.0   0.54   20.0    202
GSK    GLAXOSMITHK  GSK US 08/20/11 C45       10.4  18.3   0.45   87.5    201
NYB    NY COMM BAN  NYB US 08/20/11 C14       10.4  24.5   0.35  -40.7    386
GLD    SPDR GOLD T  GLD US 08/20/11 P143      10.4  21.2   0.15   -6.2    202
BRCM   BROADCOM CO  BRCM US 08/20/11 C31      10.4  51.3   4.40   -8.3    510
KSU    KANSAS CITY  KSU US 08/20/11 C65       10.4  28.2   0.85   30.8    277
BIDU   BAIDU INC-S  BIDU US 08/20/11 C150     10.4  57.8  12.36   12.4   1935
SPY    SPDR S&P 50  SPY US 08/20/11 P134      10.4  17.2   2.50   20.2  25177
VXX    IPATH-S&P S  VXX US 08/20/11 C19       10.4  54.2   2.65   23.3    754
AKAM   AKAMAI TECH  AKAM US 08/20/11 P30      10.3  54.9   1.72   14.7    202
POT    POTASH CORP  POT US 08/20/11 C60       10.2  36.2   3.70   17.5    880
CLX    CLOROX CO    CLX US 08/20/11 P70       10.2  22.7   0.50   25.0    654
GLD    SPDR GOLD T  GLD US 08/20/11 C154      10.2  17.1   4.76   23.6    806
WFT    WEATHERFORD  WFT US 08/20/11 P20       10.2  46.8   0.98   -1.0    859
ETFC   E*TRADE FIN  ETFC US 08/20/11 P14      10.1  54.8   0.16  -36.0    239
GOOG   GOOGLE INC-  GOOG US 08/20/11 C640     10.1  21.9   5.30   -3.6    765
DIA    SPDR DJIA T  DIA US 08/20/11 C128      10.1  14.4   1.05  -16.0    291
AAPL   APPLE INC    AAPL US 08/20/11 C350     10.1  30.3  45.44    3.2    833
FAS    FINL BULL 3  FAS US 08/20/11 C26       10.1  58.1   1.03  -17.6   1199
SLV    ISHARES SIL  SLV US 08/20/11 C36       10.1  43.9   3.85    5.5   1096
POT    POTASH CORP  POT US 08/20/11 P55       10.1  38.8   0.34    0.0   1410
YRCW   YRC WORLDWI  YRCW US 09/17/11 P1       10.1 364.0   0.50    4.2    650
LYG    LLOYDS BANK  LYG US 10/22/11 C3        10.0  53.1   0.28  -30.0    300
STX    SEAGATE TEC  STX US 08/20/11 P13       10.0  42.7   0.14  -12.5    642

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
RPTP   RAPTOR PHAR  RPTP US 08/20/11 P5      -49.4 121.3   0.50  -33.3   3045
XLY    SPDR-CONS D  XLY US 08/20/11 P41      -49.2  17.7   0.78    9.9    500
RPTP   RAPTOR PHAR  RPTP US 09/17/11 C5      -46.4  87.4   0.90    0.0    370
RPTP   RAPTOR PHAR  RPTP US 11/19/11 C2.5    -45.9  82.2   3.10  -22.5    846
EK     EASTMAN KOD  EK US 08/20/11 C1.5      -35.6  91.7   0.88  -14.6    405
YRCW   YRC WORLDWI  YRCW US 09/17/11 C0.5    -34.2 101.9   0.48  -17.2    265
LPHI   LIFE PARTNE  LPHI US 08/20/11 C5      -33.8  72.1   0.50   42.9   2318
GURE   GULF RESOUR  GURE US 08/20/11 C2.5    -30.9  89.5   1.35   -6.9    342
RPTP   RAPTOR PHAR  RPTP US 11/19/11 C5      -30.5  80.8   1.20  -54.4   4063
XLY    SPDR-CONS D  XLY US 01/21/12 P39      -30.5  21.3   1.66    1.8   5000
NEOP   NEOPROBE CO  NEOP US 08/20/11 C3      -29.3  80.0   0.30    0.0    201
YRCW   YRC WORLDWI  YRCW US 08/20/11 C0.5    -28.6 146.8   0.48   -9.4    633
RPTP   RAPTOR PHAR  RPTP US 11/19/11 P5      -28.4 102.2   0.95  -13.6    206
HCA    HCA HOLDING  HCA US 08/20/11 C30      -27.6  28.6   0.40  -88.2    500
IBKR   INTERACTIVE  IBKR US 01/21/12 C12     -25.4  26.5   3.20    0.0   1800
GDXJ   MARKET VECT  GDXJ US 08/20/11 C31     -25.1  33.7   8.10    5.2    500
SLAB   SILICON LAB  SLAB US 08/20/11 P35     -23.5  33.3   0.80  344.4    572
TLAB   TELLABS INC  TLAB US 08/20/11 C3.5    -23.3  51.1   0.74  -17.8    203
HCA    HCA HOLDING  HCA US 08/20/11 P30      -21.0  30.9   1.40  366.7   2225
KMB    KIMBERLY-CL  KMB US 08/20/11 C67.5    -18.5  12.7   0.75  -42.3    228
IRE    BANK IRELAN  IRE US 01/21/12 C1       -18.0  62.3   0.35   16.7    256
TIN    TEMPLE-INLA  TIN US 08/20/11 C30      -18.0  22.5   1.40    3.7    253
TIN    TEMPLE-INLA  TIN US 08/20/11 P30      -16.4  21.8   0.35  -30.0   2620
TIN    TEMPLE-INLA  TIN US 08/20/11 C32      -15.8  20.2   0.25  -16.7    741
KMB    KIMBERLY-CL  KMB US 08/20/11 P67.5    -15.8  13.2   1.00   -2.0    566
HERO   HERCULES OF  HERO US 10/22/11 C4.5    -15.3  56.7   0.55  -31.2   3320
HCA    HCA HOLDING  HCA US 03/17/12 P25      -15.2  30.6   1.05    0.0   2014
KMB    KIMBERLY-CL  KMB US 08/20/11 C70      -14.1  12.9   0.15  -62.5    208
ROP    ROPER INDS   ROP US 08/20/11 C90      -13.8  17.1   0.50   66.7    492
SIRI   SIRIUS XM R  SIRI US 08/20/11 C2      -13.5  53.8   0.26   13.0    602
NCR    NCR CORP     NCR US 09/17/11 P20      -12.4  27.7   0.55  -15.4    418
XLY    SPDR-CONS D  XLY US 08/20/11 C41      -12.2  17.4   0.66  -15.4    701
P      PANDORA MED  P US 12/17/11 C16        -12.0  35.7   2.75  -11.3   1015
C      CITIGROUP I  C1 US 01/21/12 C2.5      -11.9  40.8   1.47   -4.5    550
GLD    SPDR GOLD T  GLD US 09/30/11 P115     -11.3  25.7   0.01  -80.0   2076
USG    USG CORP     USG US 09/17/11 C13      -11.2  42.1   0.65  -27.8    626
HOLI   HOLLYSYS AU  HOLI US 08/20/11 P5      -11.1 175.0   0.20  100.0    302
KMB    KIMBERLY-CL  KMB US 08/20/11 P65      -10.9  15.4   0.25  -24.2    217
LO     LORILLARD I  LO US 09/17/11 P100      -10.1  29.3   2.35   46.9    243
ZSL    PRSH-ULTSH   ZSL US 01/19/13 C13      -10.1  63.5   4.10  -10.7    351

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.