Breaking News

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
=============================================================================
SHY    ISHARES 1-3  SHY US 09/17/11 P84       87.3   4.7   0.45   80.0   2222
AVNR   AVANIR PHAR  AVNR US 08/20/11 C3.5     66.4  71.5   0.50  -23.1    200
TLVT   TELVENT GIT  TLVT US 02/18/12 P40      56.0   3.0   0.40   60.0   2855
HRBN   HARBIN ELEC  HRBN US 08/20/11 C11      48.9 134.7   6.33  -10.8    786
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10      38.7  99.4   7.30  -14.1    -63
ICON   ICONIX BRAN  ICON US 08/20/11 C22.5    37.6  35.8   1.60  -48.4    200
HRBN   HARBIN ELEC  HRBN US 08/20/11 C17      35.6 109.4   1.60  -27.3    239
NLY    ANNALY CAPI  NLY US 10/22/11 C13       33.9  43.9   4.40   -4.3    381
WCRX   WARNER CHIL  WCRX US 08/20/11 P22      33.3  45.6   1.20   60.0   3001
HRBN   HARBIN ELEC  HRBN US 08/20/11 C16      31.9 115.4   2.25  -22.4    381
SHY    ISHARES 1-3  SHY US 08/20/11 P84       31.1   3.9   0.20   11.1    332
HRBN   HARBIN ELEC  HRBN US 08/20/11 P17      30.1 197.0   3.60   67.4    709
HRBN   HARBIN ELEC  HRBN US 08/20/11 C13      29.9 127.1   3.90  -26.4   1033
HRBN   HARBIN ELEC  HRBN US 08/20/11 C14      27.7 126.0   3.30  -28.3    365
HRBN   HARBIN ELEC  HRBN US 08/20/11 P15      26.7 216.1   2.60   67.7   1815
HRBN   HARBIN ELEC  HRBN US 08/20/11 P16      25.8 202.6   3.00   66.7    463
NWL    NEWELL RUBB  NWL US 08/20/11 C15       24.6  41.8   0.55   -8.3   2729
HRBN   HARBIN ELEC  HRBN US 09/17/11 P16      24.0 201.7   4.60   39.4   1877
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15      22.6  88.4   3.80  -20.8    280
HRBN   HARBIN ELEC  HRBN US 08/20/11 P14      22.0 220.0   2.10   61.5    371
HRBN   HARBIN ELEC  HRBN US 09/17/11 P11      22.0 249.9   2.60   73.3    527
HRBN   HARBIN ELEC  HRBN US 09/17/11 P9       21.4 271.6   1.95   77.3    249
HRBN   HARBIN ELEC  HRBN US 09/17/11 P10      21.0 261.0   2.35   67.9   2843
HRBN   HARBIN ELEC  HRBN US 08/20/11 P13      21.0 229.1   1.80   71.4    627
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C54       20.6  28.5   4.87  -15.2   1079
HRBN   HARBIN ELEC  HRBN US 08/20/11 P12      19.9 241.2   1.55   72.2    453
UUP    POWERSHARES  UUP US 08/20/11 P20       19.9  15.7   0.04    0.0    253
HRBN   HARBIN ELEC  HRBN US 08/20/11 P10      19.8 270.2   1.10  100.0   1802
HLF    HERBALIFE L  HLF US 08/20/11 C57.5     18.5  53.2   3.09  -14.2    400
HRBN   HARBIN ELEC  HRBN US 08/20/11 P8       17.7 280.8   0.65  116.7    814
MSI    MOTOROLA SO  MSI US 08/20/11 C47       17.6  36.0   0.93    8.1    509
XME    SPDR S&P ME  XME US 08/20/11 P65       17.5  35.5   1.12   49.3    205
MSI    MOTOROLA SO  MSI US 08/20/11 C46       17.5  36.2   1.35    6.3    430
DEPO   DEPOMED INC  DEPO US 09/17/11 P5       17.3  93.9   0.10  -33.3    244
BBBB   BLACKBOARD   BBBB US 08/20/11 P42      16.8  18.0   0.15   50.0    640
SPY    SPDR S&P 50  SPY US 08/20/11 C125      16.8  24.8   7.63  -14.8    892
REDF   REDIFF.COM   REDF US 08/20/11 C10      16.6  87.7   0.75    0.0    220
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C55       16.3  27.5   4.01  -17.1   1033
SUG    SOUTHERN UN  SUG US 08/20/11 P42.5     15.8  15.3   0.35   75.0    469
ALU    ALCATEL-LUC  ALU US 08/20/11 P5        15.4  60.5   0.40  150.0    565
HLF    HERBALIFE L  HLF US 08/20/11 C60       15.2  54.3   2.20   -6.4    941
HRBN   HARBIN ELEC  HRBN US 12/17/11 P9       15.1 206.9   2.45    8.9    341
DIA    SPDR DJIA T  DIA US 08/20/11 C120      14.8  21.0   4.65  -15.4    226
HRBN   HARBIN ELEC  HRBN US 12/17/11 P11      14.6 194.6   2.90    0.0    -12
HYG    ISH-IBOXX H  HYG US 08/20/11 P91       14.5   8.3   1.10   57.1    303
IACI   IAC/INTERAC  IACI US 10/22/11 P35      14.5  31.7   0.35  -56.2    291
SPY    SPDR S&P 50  SPY US 08/20/11 C126      14.1  24.2   6.75  -14.6    825
QPSA   QUEPASA COR  QPSA US 08/20/11 C7.5     13.6  59.1   1.10  -45.0    227
BP     BP PLC-ADR   BP US 08/20/11 C44        13.5  26.7   1.72  -26.8   1191
HRBN   HARBIN ELEC  HRBN US 12/17/11 P10      13.3 198.3   3.50   40.0   -211
QID    PROSHARES Q  QID US 08/20/11 C47       13.2  45.9   2.35   66.7    245
SF     STIFEL FINA  SF US 08/20/11 C40        13.2  32.3   0.90  -33.3    515
BK     BANK NY MEL  BK US 09/17/11 C25        12.6  27.4   1.23   -8.9    345
BAC    BANK OF AME  BAC US 08/20/11 P10       12.5  38.6   0.45   25.0  12218
NUS    NU SKIN ENT  NUS US 08/20/11 P40       12.5  48.6   2.40   26.3   1396
FTNT   FORTINET IN  FTNT US 09/17/11 C17.5    12.5  55.5   3.30  -10.3    231
BP     BP PLC-ADR   BP US 08/20/11 C45        12.5  26.0   1.16  -30.5    877
SPY    SPDR S&P 50  SPY US 08/20/11 C127      12.4  23.5   5.92  -17.3   1418
MMM    3M CO        MMM US 08/20/11 C92.5     12.2  19.9   0.37  -36.2    512
SAFM   SANDERSON F  SAFM US 08/20/11 C40      12.1  37.3   4.80  -25.0    750
SIRI   SIRIUS XM R  SIRI US 09/17/11 C1.5     12.1  73.7   0.65   -4.4    502
BP     BP PLC-ADR   BP US 08/20/11 C46        12.1  25.5   0.75  -25.0    261
SPWRB  SUNPOWER CO  SPWRB US 08/20/11 C16     11.9  48.7   0.60  -57.1    500
DAN    DANA HOLDIN  DAN US 08/20/11 C18       11.7  47.3   0.45  -25.0    203
SPY    SPDR S&P 50  SPY US 08/20/11 C128      11.6  22.6   5.15  -18.2   2408
HYG    ISH-IBOXX H  HYG US 09/17/11 P88       11.4  10.4   0.50  -41.2    228
NETL   NETLOGIC MI  NETL US 08/20/11 C37      11.4  52.2   1.30  -46.9    756
SPY    SPDR S&P 50  SPY US 09/30/11 C120      11.4  24.9  13.13  -13.6    300
SNDK   SANDISK COR  SNDK US 08/20/11 C43      11.4  40.9   1.61  -26.1   1074
TQNT   TRIQUINT SE  TQNT US 08/20/11 P9       11.4  83.1   0.30   50.0    402
BAC    BANK OF AME  BAC US 09/17/11 P8        11.4  49.8   0.10   66.7   3380
VXX    IPATH-S&P S  VXX US 08/20/11 P24       11.3  81.2   2.51  -13.8    503
GS     GOLDMAN SAC  GS US 08/20/11 P140       11.1  25.1   5.95   29.4    326
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C56       11.0  25.6   3.17  -19.1    522
SNDK   SANDISK COR  SNDK US 08/20/11 C44      11.0  40.5   1.25  -19.4    624
AAPL   APPLE INC    AAPL US 08/20/11 C330     11.0  39.5  64.00  -12.9    400
QPSA   QUEPASA COR  QPSA US 08/20/11 P7.5     10.9 153.5   0.80   60.0    570
EMR    EMERSON ELE  EMR US 08/20/11 C52.5     10.9  31.3   0.70  -69.6    286
TQNT   TRIQUINT SE  TQNT US 08/20/11 P10      10.9  75.3   0.65   44.4    795
VIIX   VELOCITY VI  VIIX US 08/20/11 P45      10.9  71.8   1.45  -19.4    282
HSC    HARSCO CORP  HSC US 09/17/11 P30       10.8  38.6   1.55  106.7    200
SPY    SPDR S&P 50  SPY US 08/20/11 C129      10.8  21.9   4.40  -20.1   2949
VWO    VANGUARD MS  VWO US 10/22/11 P49       10.7  23.8   2.60    0.0    244
BP     BP PLC-ADR   BP US 08/20/11 C43        10.7  27.8   2.48  -23.7    206
TIVO   TIVO INC     TIVO US 08/20/11 P10      10.6  47.9   0.70   32.1    455
ADP    AUTOMATIC D  ADP US 08/20/11 C55       10.6  19.5   0.25  -26.5    249
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C61       10.6  18.7   0.32  -36.0  18313
SNDK   SANDISK COR  SNDK US 08/20/11 P44      10.4  39.8   2.50   47.1    234
SNDK   SANDISK COR  SNDK US 08/20/11 P43      10.3  40.5   1.94   54.0    479
AGNC   AMERICAN CA  AGNC US 09/17/11 C30      10.3  21.5   0.30  -33.3    337
IVR    INVESCO MOR  IVR US 10/22/11 C20       10.3  25.8   1.10   -8.3    368
UAL    UNITED CONT  UAL US 08/20/11 C19       10.3  45.9   0.54  -21.7    300
BAC    BANK OF AME  BAC US 09/17/11 P9        10.2  42.9   0.27   42.1  12398
C      CITIGROUP I  C1 US 08/20/11 C3.5       10.2  40.4   0.39  -26.4    730
HL     HECLA MININ  HL US 08/20/11 C6         10.1  69.6   2.35   -5.2    200
NWL    NEWELL RUBB  NWL US 09/17/11 C15       10.0  36.3   0.75    0.0    247
SPY    SPDR S&P 50  SPY US 09/17/11 C124      10.0  22.8   9.24  -11.7   1012

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CHRW   CH ROBINSON  CHRW US 08/20/11 C70     -49.4  28.2   5.02  -44.2    500
XLV    SPDR-HEALTH  XLV US 08/20/11 P36      -47.9  13.8   1.50   38.9    500
XME    SPDR S&P ME  XME US 08/20/11 P56      -47.4  46.9   0.13  -43.5    750
CHRW   CH ROBINSON  CHRW US 08/20/11 C72.5   -46.5  24.0   3.00  -40.0   1001
ILMN   ILLUMINA IN  ILMN US 08/20/11 C55     -46.3  38.4   5.18    0.0    227
CHRW   CH ROBINSON  CHRW US 08/20/11 C67.5   -45.6  31.6   6.96  -44.3    590
KMP    KINDER MORG  KMP US 08/20/11 C72.5    -42.4   7.4   0.29  -48.2    337
QCOR   QUESTCOR PH  QCOR US 08/20/11 C32     -38.3  47.4   1.20  242.9    626
MDY    SPDR S&P MI  MDY US 08/20/11 P157     -34.6  30.7   0.60  -25.0    246
JNPR   JUNIPER NET  JNPR US 08/20/11 C26     -33.7  44.3   0.71  -88.1   3492
KMP    KINDER MORG  KMP US 09/17/11 C72.5    -33.5   8.8   0.68  -33.3    613
XME    SPDR S&P ME  XME US 08/20/11 P66      -30.7  34.7   1.40   44.3    472
XME    SPDR S&P ME  XME US 03/17/12 P52      -30.5  39.8   2.06    0.0    218
RFMD   RF MICRO DE  RFMD US 08/20/11 C7      -29.6  44.1   0.30   20.0    222
AMZN   AMAZON.COM   AMZN US 08/20/11 C230    -28.4  30.5   4.70   27.0   2165
AMZN   AMAZON.COM   AMZN US 08/20/11 C225    -27.7  31.2   6.85   30.5   3313
AMZN   AMAZON.COM   AMZN US 08/20/11 C235    -27.4  30.3   3.05   20.6   2333
AMZN   AMAZON.COM   AMZN US 08/20/11 P225    -27.4  31.2   7.25  -54.7   1082
AMZN   AMAZON.COM   AMZN US 08/20/11 P230    -27.1  30.7  10.32  -47.5    435
AMZN   AMAZON.COM   AMZN US 08/20/11 P220    -26.5  32.2   5.10  -61.1   1607
AMZN   AMAZON.COM   AMZN US 08/20/11 C215    -26.4  33.2  12.90   34.0   1884
AMZN   AMAZON.COM   AMZN US 08/20/11 P215    -26.3  33.1   3.60  -65.6   1043
TRN    TRINITY IND  TRN US 08/20/11 C33      -26.2  38.8   0.85  -72.6   1776
AMZN   AMAZON.COM   AMZN US 08/20/11 C220    -26.2  32.4   9.70   38.6   2061
AMZN   AMAZON.COM   AMZN US 08/20/11 P235    -25.9  30.6  13.85  -40.3    352
CTAS   CINTAS CORP  CTAS US 08/20/11 P30     -25.3  26.6   0.10  100.0   1053
ILMN   ILLUMINA IN  ILMN US 08/20/11 P55     -24.0  46.4   0.85  240.0    242
AMZN   AMAZON.COM   AMZN US 08/20/11 C210    -24.0  34.5  16.55   36.8   2026
AMZN   AMAZON.COM   AMZN US 08/20/11 P210    -24.0  34.3   2.37  -69.6   2262
BWLD   BUFFALO WIL  BWLD US 08/20/11 P60     -23.9  42.5   0.60  -58.6    242
AMZN   AMAZON.COM   AMZN US 08/20/11 C205    -23.9  35.4  21.35   40.7    351
JNPR   JUNIPER NET  JNPR US 08/20/11 P26     -23.3  43.6   1.66  654.5    623
BWLD   BUFFALO WIL  BWLD US 08/20/11 C65     -23.0  40.9   3.20  -11.1    274
ENR    ENERGIZER H  ENR US 08/20/11 C80      -22.7  29.4   3.00   33.3    211
JNPR   JUNIPER NET  JNPR US 09/17/11 C26     -22.6  43.7   1.20    0.0   1576
LZ     LUBRIZOL CO  LZ US 12/17/11 C135      -22.5   0.7   0.05    0.0    282
PNRA   PANERA BREA  PNRA US 08/20/11 P115    -22.2  32.4   2.00  100.0   1269
PNRA   PANERA BREA  PNRA US 08/20/11 P120    -21.9  31.6   4.00  128.6    324
BWLD   BUFFALO WIL  BWLD US 08/20/11 P65     -21.9  39.9   2.25  -31.8    450
PNRA   PANERA BREA  PNRA US 08/20/11 C120    -21.8  31.9   3.60  -67.3    225
ASML   ASML HOLDIN  ASML US 08/20/11 C32.5   -21.4  34.5   4.90   53.1   2926
AMR    AMR CORP     AMR US 09/17/11 C2       -21.4 115.7   2.13    0.0    230
JNPR   JUNIPER NET  JNPR US 08/20/11 P25     -20.9  45.0   1.14  776.9   2685
ELY    CALLAWAY GO  ELY US 08/20/11 C6       -20.6  39.7   0.75   15.4    200
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C1.5    -20.6  75.7   0.85    6.2   2570
CZZ    COSAN LTD -  CZZ US 08/20/11 C12.5    -20.4  39.3   0.40  -42.9   3007
PNRA   PANERA BREA  PNRA US 08/20/11 C125    -20.2  31.1   1.70  -77.9    555
GLW    CORNING INC  GLW US 08/20/11 P15      -20.1  34.7   0.16   77.8   1636
GLW    CORNING INC  GLW US 08/20/11 P16      -20.0  32.3   0.44   91.3   1793
RFMD   RF MICRO DE  RFMD US 08/20/11 C6      -19.9  53.6   0.95   46.1    705
CHRW   CH ROBINSON  CHRW US 08/20/11 P77.5   -19.7  20.6   3.20  204.8    359
AMZN   AMAZON.COM   AMZN US 08/20/11 P200    -19.4  37.3   1.09  -75.2   3161
AMZN   AMAZON.COM   AMZN US 08/20/11 C200    -19.1  37.2  24.98   35.8    430
EWJ    ISHARES-JAP  EWJ US 09/17/11 P8       -19.0  38.4   0.01  -75.0    205
CHRW   CH ROBINSON  CHRW US 08/20/11 P75     -18.8  22.3   2.00  292.2    790
AFFY   AFFYMAX INC  AFFY US 08/20/11 P6      -18.7  83.0   0.20  -20.0    333
ENR    ENERGIZER H  ENR US 08/20/11 P75      -18.7  31.8   0.40  -74.2    319
ZAGG   ZAGG INC     ZAGG US 08/20/11 C12.5   -18.6  49.5   3.30  -13.4    522
LVS    LAS VEGAS S  LVS US 08/20/11 P44      -18.6  38.7   0.53  -56.6    850
CHRW   CH ROBINSON  CHRW US 08/20/11 P72.5   -18.6  24.0   1.10  340.0    425
EUO    PROSH-UL/SH  EUO US 08/20/11 C16      -18.5  18.4   1.00   33.3    207
SXL    SUNOCO LOGI  SXL US 08/20/11 P85      -18.4  15.9   2.10  -41.7    200
ERTS   ELECTRONIC   ERTS US 08/20/11 P23     -18.3  35.0   0.55  -19.1   5853
LVS    LAS VEGAS S  LVS US 08/20/11 C45      -18.1  38.4   3.31   12.6   2492
GLW    CORNING INC  GLW US 08/20/11 P17      -18.1  32.4   1.00   81.8   5544
QCOR   QUESTCOR PH  QCOR US 08/20/11 C29     -17.9  57.1   3.20  300.0    904
LVS    LAS VEGAS S  LVS US 08/20/11 P46      -17.9  38.0   1.14  -44.1    671
WLP    WELLPOINT I  WLP US 08/20/11 P67.5    -17.9  26.9   0.85   84.8   3035
CCMP   CABOT MICRO  CCMP US 08/20/11 C40     -17.8  35.4   1.40  -70.2    245
DAL    DELTA AIR L  DAL US 08/20/11 P7       -17.7  51.5   0.22   57.1    373
LVS    LAS VEGAS S  LVS US 08/20/11 P43      -17.6  39.2   0.35  -61.5    948
WLP    WELLPOINT I  WLP US 08/20/11 P65      -17.5  29.3   0.40   60.0    230
WLP    WELLPOINT I  WLP US 08/20/11 P70      -17.4  25.2   1.76   95.6   2872
LVS    LAS VEGAS S  LVS US 08/20/11 P45      -17.3  38.7   0.77  -51.0   1486
LVS    LAS VEGAS S  LVS US 08/20/11 C42      -17.3  39.7   5.55   11.0    235
DAL    DELTA AIR L  DAL US 08/20/11 C7       -17.2  53.0   0.63  -42.2    370
LVS    LAS VEGAS S  LVS US 08/20/11 P42      -17.2  39.7   0.24  -64.2    248
R      RYDER SYSTE  R US 08/20/11 C60        -17.1  27.6   1.50   35.1   1118
ERTS   ELECTRONIC   ERTS US 08/20/11 C24     -17.1  35.0   0.62  -35.4    205
LVS    LAS VEGAS S  LVS US 08/20/11 C40      -16.9  40.1   7.80   17.3    230
LVS    LAS VEGAS S  LVS US 08/20/11 C48      -16.9  37.9   1.65   11.5   1973
ILMN   ILLUMINA IN  ILMN US 09/17/11 P55     -16.9  41.9   1.63  191.1   2253
JNY    JONES GROUP  JNY US 08/20/11 C12      -16.6  38.8   0.65  225.0    360
IDCC   INTERDIGITA  IDCC US 09/17/11 C46     -16.5  82.1  28.30   -2.1    256
XME    SPDR S&P ME  XME US 08/20/11 P68      -16.4  33.0   2.25   57.3    334
CVX    CHEVRON COR  CVX US 08/20/11 C100     -16.2  25.4   6.70  -22.4    433
WLP    WELLPOINT I  WLP US 08/20/11 C70      -16.2  25.6   2.00  -57.0    788
LVS    LAS VEGAS S  LVS US 08/20/11 P48      -16.0  38.1   2.07  -34.3   1160
LVS    LAS VEGAS S  LVS US 08/20/11 C43      -15.9  40.2   5.05   17.4    560
THC    TENET HEALT  THC US 08/20/11 C6       -15.8  41.4   0.20    0.0    650
GLW    CORNING INC  GLW US 08/20/11 C16      -15.8  33.0   0.66  -56.0   2288
LVS    LAS VEGAS S  LVS US 08/20/11 C49      -15.7  38.0   1.25   10.6   2635
LVS    LAS VEGAS S  LVS US 08/20/11 C47      -15.6  38.5   2.11   12.2   2607
JNPR   JUNIPER NET  JNPR US 10/22/11 C23     -15.5  45.7   3.30  -58.5    376
ONTY   ONCOTHYREON  ONTY US 08/20/11 C8      -15.5  90.2   0.70  -17.6    313
LVS    LAS VEGAS S  LVS US 08/20/11 P41      -15.3  41.0   0.14  -69.6    400
TLAB   TELLABS INC  TLAB US 01/21/12 C3      -15.2  45.8   1.40  -17.6   1585
SXL    SUNOCO LOGI  SXL US 08/20/11 C85      -15.2  16.1   1.10   46.7    213
QCOR   QUESTCOR PH  QCOR US 08/20/11 C28     -14.9  59.3   3.80  230.4    214
AMZN   AMAZON.COM   AMZN US 09/17/11 C230    -14.8  31.5   8.45   42.0    340
DWA    DREAMWORKS   DWA US 08/20/11 P20      -14.8  39.8   0.15  -66.7    222
GLW    CORNING INC  GLW US 08/20/11 C17      -14.8  32.8   0.23  -72.6   5618
TEVA   TEVA PHARM-  TEVA US 08/20/11 P42.5   -14.7  25.6   0.19   -5.0    529
AET    AETNA INC    AET US 08/20/11 P41      -14.5  29.5   0.78   -1.3    903
AMZN   AMAZON.COM   AMZN US 09/17/11 C225    -14.5  32.0  10.38   35.7    630
AET    AETNA INC    AET US 08/20/11 P42      -14.5  28.4   1.16   -2.5   1817
LVS    LAS VEGAS S  LVS US 08/20/11 P50      -14.4  38.2   3.31  -26.4    872
MYL    MYLAN INC    MYL US 08/20/11 P24      -14.4  32.5   1.38   20.0   1253
HL     HECLA MININ  HL US 08/20/11 C7        -14.3  53.6   1.25   -8.8    306
TEVA   TEVA PHARM-  TEVA US 08/20/11 P45     -14.3  22.1   0.70   14.8   4611
ERTS   ELECTRONIC   ERTS US 08/20/11 P20     -14.3  42.6   0.05  -58.3    300
AGNC   AMERICAN CA  AGNC US 08/20/11 P26     -14.1  35.0   0.20    0.0    290
GILD   GILEAD SCIE  GILD US 08/20/11 C44     -14.1  24.6   0.50   -7.4   2253
AKS    AK STEEL HL  AKS US 09/17/11 C11      -14.1  50.6   1.85  -19.9    255
AET    AETNA INC    AET US 08/20/11 C43      -14.0  27.9   0.86  -31.2   1380
MYL    MYLAN INC    MYL US 08/20/11 P22      -13.9  38.0   0.39  -13.3    566
NDAQ   NASDAQ OMX   NDAQ US 08/20/11 P24     -13.9  32.6   1.00   33.3    286
MT     ARCELORMITT  MT US 08/20/11 C33       -13.8  38.4   0.83  -21.7    473
LVS    LAS VEGAS S  LVS US 08/20/11 P49      -13.7  38.2   2.70  -28.0    244
AMZN   AMAZON.COM   AMZN US 09/17/11 C220    -13.6  32.6  13.12   36.7    589
CHRW   CH ROBINSON  CHRW US 08/20/11 C75     -13.6  22.2   1.50  -74.6    684
MYL    MYLAN INC    MYL US 08/20/11 P23      -13.6  35.4   0.76    0.0   1651
MT     ARCELORMITT  MT US 08/20/11 P33       -13.4  38.4   1.56  -22.4    337
RFMD   RF MICRO DE  RFMD US 08/20/11 P6      -13.3  54.7   0.05  -75.0    582
ATI    ALLEGHENY T  ATI US 08/20/11 P60      -13.2  43.4   1.98   32.0    391
LLTC   LINEAR TECH  LLTC US 08/20/11 P30     -13.2  27.6   1.36  126.7    205
ACE    ACE LTD      ACE US 08/20/11 C70      -13.1  18.8   0.55   57.1    200
AMZN   AMAZON.COM   AMZN US 09/17/11 P225    -13.1  32.1  11.25  -37.5    439
TMO    THERMO FISH  TMO US 08/20/11 P60      -13.0  27.4   1.50    7.1    666
AET    AETNA INC    AET US 08/20/11 P39      -13.0  32.3   0.34   -8.1   1125
AMZN   AMAZON.COM   AMZN US 09/17/11 P220    -13.0  32.7   8.85  -42.2    482
AMZN   AMAZON.COM   AMZN US 09/17/11 C210    -13.0  34.0  20.30   39.0    455
ILMN   ILLUMINA IN  ILMN US 09/17/11 P60     -12.9  38.6   3.47  215.4    468
AMZN   AMAZON.COM   AMZN US 08/20/11 P190    -12.9  41.7   0.50  -77.7   1326
JNPR   JUNIPER NET  JNPR US 10/22/11 P20     -12.8  50.1   0.53  231.2    302
OCN    OCWEN FINL   OCN US 08/20/11 C12.5    -12.7  32.5   0.85   -5.6    500
AMZN   AMAZON.COM   AMZN US 09/17/11 P215    -12.6  33.4   6.77  -46.5    425
GILD   GILEAD SCIE  GILD US 08/20/11 C42     -12.6  26.7   1.46    2.8   1533
CIGX   STAR SCIENT  CIGX US 08/20/11 C1.5    -12.5 228.0   2.70   -7.8    250
TPX    TEMPUR-PEDI  TPX US 08/20/11 C75      -12.5  37.0   2.35  487.5    470
LVS    LAS VEGAS S  LVS US 08/20/11 C50      -12.4  38.9   0.98   15.3   8335
GILD   GILEAD SCIE  GILD US 08/20/11 P42     -12.4  26.7   1.06  -14.5   2315
AMZN   AMAZON.COM   AMZN US 09/17/11 C215    -12.3  33.3  16.18   33.7    354
ETFC   E*TRADE FIN  ETFC US 08/20/11 P14     -12.1  48.4   0.15  -21.1   1027
GILD   GILEAD SCIE  GILD US 08/20/11 P38     -12.0  34.8   0.15  -54.5    401
MT     ARCELORMITT  MT US 08/20/11 P31       -12.0  37.4   0.80  -15.8   3097
AET    AETNA INC    AET US 08/20/11 C44      -11.9  27.7   0.56  -32.5    758
PAA    PLAINS ALL   PAA US 08/20/11 C62.5    -11.6  14.0   0.80  -50.0    243
SPY    SPDR S&P 50  SPY US 08/20/11 P138     -11.6  14.9   6.59   22.0   1344
TEVA   TEVA PHARM-  TEVA US 08/20/11 C45     -11.5  23.9   1.48  -29.9   3097
HAL    HALLIBURTON  HAL US 08/20/11 C50      -11.5  38.1   6.15  -12.4   1422
PX     PRAXAIR INC  PX US 08/20/11 P100      -11.4  23.3   1.40   16.7    500
FAST   FASTENAL CO  FAST US 08/20/11 P30     -11.4  29.7   0.10  100.0    645
MMYT   MAKEMYTRIP   MMYT US 09/17/11 P22.5   -11.3  47.6   1.50    0.0    381
HTS    HATTERAS FI  HTS US 08/20/11 P28      -11.2  14.0   0.50   66.7    207
SD     SANDRIDGE E  SD US 09/17/11 C10       -11.2  62.9   2.16   -5.7   1512
JNPR   JUNIPER NET  JNPR US 10/22/11 P23     -11.2  45.5   1.25  290.6    620
BBD    BRADESCO-AD  BBD US 08/20/11 P19      -11.1  27.4   0.67   31.4    277
EEM    ISHARES-EMG  EEM US 01/19/13 C47      -11.1  25.6   5.35   -7.0   2000
JNPR   JUNIPER NET  JNPR US 10/22/11 C26     -11.1  43.2   1.65  -68.6   1014
QCOR   QUESTCOR PH  QCOR US 10/22/11 C22     -11.0  67.3  10.00   56.2    202
SGEN   SEATTLE GEN  SGEN US 12/17/11 C15     -10.9  51.5   3.20  -13.5    255
IGT    INTL GAME T  IGT US 08/20/11 C19      -10.9  33.7   0.50   25.0    263
AGNC   AMERICAN CA  AGNC US 08/20/11 P28     -10.8  25.7   0.55   10.0    319
DPZ    DOMINO'S PI  DPZ US 12/17/11 C25      -10.6  31.3   3.20   45.5    417
JNPR   JUNIPER NET  JNPR US 09/17/11 P26     -10.6  43.4   2.26  564.7    691
GLW    CORNING INC  GLW US 09/17/11 C15      -10.5  33.8   1.39  -43.3    210
ETFC   E*TRADE FIN  ETFC US 08/20/11 C16     -10.4  48.5   0.71  -32.4    650
STD    BANCO SANTA  STD US 09/17/11 C10      -10.3  47.0   0.85  -22.7    400
CHRW   CH ROBINSON  CHRW US 09/17/11 P75     -10.3  21.9   2.80    0.0    280
KCI    KINETIC CON  KCI US 09/17/11 C70      -10.3   9.5   0.30  -25.0   6611
UUP    POWERSHARES  UUP US 08/20/11 C21      -10.2   9.5   0.25   47.1   3847
LSI    LSI CORP     LSI US 08/20/11 C6       -10.2  50.3   0.60  -25.0    740
AMZN   AMAZON.COM   AMZN US 08/20/11 P185    -10.2  43.9   0.40  -72.4    666

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.