U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-02-02T16:30:24Z
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
=============================================================================
FE FIRSTENERGY FE US 02/18/12 C40 83.6 52.4 4.50 76.5 432
MNKD MANNKIND CO MNKD US 02/18/12 C2.5 69.7 47.3 0.18 -5.3 788
R RYDER SYSTE R US 02/18/12 C55 64.4 27.3 0.60 -77.4 244
AMKR AMKOR TECH AMKR US 09/22/12 C4 52.8 53.2 2.18 0.0 200
EXC EXELON CORP EXC US 02/18/12 C38 51.8 18.8 1.50 -14.3 505
PXD PIONEER NAT PXD US 03/17/12 C60 43.2 70.7 44.20 17.6 500
SO SOUTHERN CO SO US 02/18/12 C45 40.6 11.7 0.28 -31.7 267
ZNGA ZYNGA INC- ZNGA US 02/18/12 C8 40.3 115.3 4.49 72.7 671
REE RARE ELEMEN REE US 02/18/12 C6 40.1 67.7 1.65 71.9 896
REE RARE ELEMEN REE US 04/21/12 C5 37.9 51.4 2.75 34.1 256
ZNGA ZYNGA INC- ZNGA US 02/18/12 C12 33.5 106.5 1.05 320.0 3474
ZNGA ZYNGA INC- ZNGA US 02/18/12 C10 32.5 110.4 2.30 139.6 750
ZNGA ZYNGA INC- ZNGA US 02/18/12 P12 32.0 108.7 1.01 -42.3 5898
ZNGA ZYNGA INC- ZNGA US 02/18/12 C11 31.9 111.6 1.60 190.9 1852
ZNGA ZYNGA INC- ZNGA US 02/18/12 P11 31.7 110.1 0.60 -42.9 1109
RIGL RIGEL PHARM RIGL US 02/18/12 C10 30.9 60.2 0.80 100.0 200
FE FIRSTENERGY FE US 03/17/12 C45 30.4 16.3 0.54 440.0 1672
XLU SPDR-UTIL S XLU US 02/18/12 C33 28.9 17.6 1.78 -1.1 382
AMLN AMYLIN PHAR AMLN US 02/18/12 C14 27.1 90.5 3.40 106.1 257
SA SEABRIDGE G SA US 02/18/12 P20 26.8 52.9 0.15 -75.0 349
ANGI ANGIE'S LIS ANGI US 02/18/12 C7.5 26.3 182.6 6.70 -6.9 382
VXX IPATH-S&P S VXX US 02/18/12 C24 26.0 55.3 1.99 -17.1 429
DCTH DELCATH SYS DCTH US 02/18/12 C4 25.5 84.7 0.51 104.0 280
ARNA ARENA PHARM ARNA US 04/21/12 C2 24.9 129.0 0.40 14.3 687
NDAQ NASDAQ OMX NDAQ US 02/18/12 C26 24.8 23.5 0.10 -33.3 7567
AMLN AMYLIN PHAR AMLN US 02/18/12 C15 22.8 85.3 2.61 117.5 708
SA SEABRIDGE G SA US 02/18/12 C20 22.6 52.3 2.55 240.0 514
V VISA INC-CL V US 02/18/12 P92.5 20.9 38.6 0.19 0.0 221
FTR FRONTIER CO FTR US 01/18/14 C3 20.0 41.8 1.30 -3.7 200
GPS GAP INC/THE GPS US 02/18/12 P19 20.0 39.8 0.05 -85.3 595
EXC EXELON CORP EXC US 02/18/12 C39 20.0 13.9 0.65 -23.5 527
REE RARE ELEMEN REE US 02/18/12 C7 19.8 80.9 0.85 112.5 1116
LNKD LINKEDIN CO LNKD US 03/17/12 C80 19.6 62.7 5.10 112.5 2737
GGC GEORGIA GUL GGC US 02/18/12 C35 19.5 49.1 1.35 8.0 582
RRGB RED ROBIN G RRGB US 02/18/12 P30 19.2 60.7 0.70 27.3 918
KFN KKR FINANCI KFN US 02/18/12 P9 19.0 25.8 0.30 0.0 200
LNKD LINKEDIN CO LNKD US 03/17/12 C77.5 18.9 63.0 6.20 72.2 392
GGC GEORGIA GUL GGC US 02/18/12 P35 18.7 51.7 1.65 37.5 536
LNKD LINKEDIN CO LNKD US 03/17/12 C75 18.1 63.8 7.20 62.9 250
AMLN AMYLIN PHAR AMLN US 02/18/12 C13 18.0 88.8 4.20 62.8 5372
AMLN AMYLIN PHAR AMLN US 02/18/12 P8 17.9 166.0 0.02 -71.4 214
BAC BANK OF AME BAC US 02/18/12 C4.5 16.7 119.1 2.95 2.4 272
LNKD LINKEDIN CO LNKD US 02/18/12 C72.5 16.6 77.7 7.00 70.7 722
CRR CARBO CERAM CRR US 02/18/12 P85 16.5 71.3 0.85 30.8 827
WHR WHIRLPOOL C WHR US 02/18/12 P55 16.3 50.2 0.17 -32.0 235
AXL AMER AXLE & AXL US 02/18/12 P11 16.1 61.9 0.14 -30.0 210
GPS GAP INC/THE GPS US 02/18/12 C19 16.1 39.5 2.45 206.2 1431
AMLN AMYLIN PHAR AMLN US 03/17/12 C13 15.9 75.6 4.65 32.9 2876
LNKD LINKEDIN CO LNKD US 05/19/12 C77.5 15.3 54.2 8.40 41.4 258
SWKS SKYWORKS SO SWKS US 02/18/12 C20 15.0 52.3 3.23 57.6 278
ARNA ARENA PHARM ARNA US 04/21/12 P1.5 14.8 126.0 0.26 62.5 798
LNKD LINKEDIN CO LNKD US 02/18/12 C80 14.6 73.4 2.90 116.4 350
SWHC SMITH & WES SWHC US 06/16/12 C4 14.6 53.8 1.40 7.7 250
V VISA INC-CL V US 02/18/12 C97.5 14.6 36.9 8.30 47.7 478
LNKD LINKEDIN CO LNKD US 03/17/12 P75 14.5 65.5 6.24 -10.6 280
AMLN AMYLIN PHAR AMLN US 02/18/12 P16 14.4 82.8 0.60 -53.9 535
FSC FIFTH STREE FSC US 02/18/12 C10 14.2 19.9 0.20 66.7 201
AUQ AURICO GOLD AUQ US 02/18/12 C9 14.1 46.4 1.00 25.0 1729
QIHU QIHOO 360 T QIHU US 02/18/12 P17.5 14.1 92.2 0.80 6.7 205
LNKD LINKEDIN CO LNKD US 02/18/12 C75 14.1 74.3 5.10 79.0 326
MR MINDRAY MED MR US 03/17/12 P22.5 14.1 65.7 0.35 0.0 240
QQQ POWERSH-QQQ QQQ US 02/18/12 P63 14.1 14.6 1.89 -12.9 558
WHR WHIRLPOOL C WHR US 02/18/12 P57.5 14.1 45.1 0.31 -41.5 328
V VISA INC-CL V US 02/18/12 P97.5 13.8 34.6 0.53 -38.4 506
APKT ACME PACKET APKT US 02/18/12 P30 13.8 80.5 2.20 0.0 435
WFR MEMC ELEC M WFR US 03/17/12 C3 13.5 103.3 2.10 21.4 559
APKT ACME PACKET APKT US 02/18/12 C30 13.4 81.4 1.75 21.5 379
NGD NEW GOLD IN NGD US 02/18/12 C11 13.4 42.4 1.35 35.0 327
WHR WHIRLPOOL C WHR US 02/18/12 P60 13.3 40.9 0.63 -44.2 636
ZNGA ZYNGA INC- ZNGA US 03/17/12 C12 13.2 89.1 1.40 129.5 1270
VXX IPATH-S&P S VXX US 02/18/12 C25 13.2 60.4 1.44 -23.0 802
LNKD LINKEDIN CO LNKD US 04/21/12 C75 13.1 55.6 8.60 62.3 211
GLD SPDR GOLD T GLD US 02/18/12 C155 13.0 29.4 16.10 8.8 504
STX SEAGATE TEC STX US 02/18/12 C22 13.0 49.1 4.00 14.3 300
ZNGA ZYNGA INC- ZNGA US 03/17/12 C10 12.7 91.5 2.65 71.0 397
MPC MARATHON PE MPC US 02/18/12 P35 12.7 51.4 0.05 0.0 573
PBY PEP BOYS MM PBY US 02/18/12 P15 12.6 10.8 0.10 0.0 650
MIPS MIPS TECH I MIPS US 02/18/12 C6 12.5 66.1 0.60 93.5 208
AMLN AMYLIN PHAR AMLN US 03/17/12 C15 12.3 71.9 3.00 104.1 312
REE RARE ELEMEN REE US 02/18/12 C8 12.3 76.4 0.35 250.0 3276
AMLN AMYLIN PHAR AMLN US 02/18/12 C17 12.2 84.9 1.26 193.0 1801
SPW SPX CORP SPW US 02/18/12 P65 12.2 43.6 0.60 -25.0 244
CSCO CISCO SYSTE CSCO US 02/18/12 C17 12.1 55.2 2.95 2.4 294
TZOO TRAVELZOO I TZOO US 02/18/12 C27.5 12.1 49.3 0.80 60.0 206
STT STATE ST CO STT US 02/18/12 P37 12.0 33.5 0.04 -88.2 1000
ZNGA ZYNGA INC- ZNGA US 03/17/12 P12 12.0 93.7 1.45 -39.6 200
AMLN AMYLIN PHAR AMLN US 03/17/12 P15 11.9 71.2 0.74 -35.6 221
STT STATE ST CO STT US 02/18/12 P38 11.9 30.6 0.15 -34.8 1000
AMD ADV MICRO D AMD US 02/18/12 C7 11.8 44.7 0.22 15.8 2427
V VISA INC-CL V US 02/18/12 P100 11.7 32.6 0.90 -41.9 1276
ABX BARRICK GOL ABX US 02/18/12 P43 11.7 35.9 0.02 -50.0 414
SUN SUNOCO INC SUN US 02/18/12 C40 11.7 34.1 0.44 33.3 1533
AMLN AMYLIN PHAR AMLN US 03/17/12 P14 11.6 71.8 0.37 -43.9 257
STT STATE ST CO STT US 02/18/12 P40 11.5 26.8 0.46 -37.8 1003
GPS GAP INC/THE GPS US 02/18/12 P20 11.4 35.5 0.15 -82.1 246
S SPRINT NEXT S US 02/18/12 C1.5 11.3 130.0 0.74 1.4 300
SLV ISHARES SIL SLV US 02/18/12 C28 11.3 48.3 5.35 9.2 215
UPS UNITED PARC UPS US 03/17/12 C80 11.1 14.4 0.31 10.7 14795
CRR CARBO CERAM CRR US 03/17/12 P85 11.0 59.8 2.05 -16.3 711
GLD SPDR GOLD T GLD US 02/18/12 C160 10.9 24.0 11.37 15.4 2170
FE FIRSTENERGY FE US 07/21/12 C44 10.9 16.2 1.70 112.5 818
CMED CHINA MEDIC CMED US 09/22/12 P1 10.9 205.1 0.50 66.7 300
VXX IPATH-S&P S VXX US 02/18/12 C26 10.8 64.5 1.10 -23.1 679
SRCL STERICYCLE SRCL US 02/18/12 P80 10.8 33.6 0.45 0.0 293
OAS OASIS PETRO OAS US 03/17/12 C25 10.6 59.2 6.90 0.0 500
LNKD LINKEDIN CO LNKD US 02/18/12 P80 10.6 72.9 6.90 -26.6 250
TSN TYSON FOODS TSN US 02/18/12 P19 10.4 36.5 0.80 6.7 340
GRPN GROUPON INC GRPN US 02/18/12 P20 10.4 112.7 0.80 -30.4 211
FE FIRSTENERGY FE US 04/21/12 C43 10.2 17.4 1.80 111.8 306
ZNGA ZYNGA INC- ZNGA US 06/16/12 P10 10.2 89.7 1.50 -14.8 326
FTNT FORTINET IN FTNT US 02/18/12 C22 10.1 54.3 4.05 30.6 412
ZNGA ZYNGA INC- ZNGA US 03/17/12 C11 10.1 87.6 1.95 85.7 3200
CMED CHINA MEDIC CMED US 06/16/12 P1 10.1 243.9 0.40 60.0 272
AXL AMER AXLE & AXL US 02/18/12 P12 10.1 52.2 0.40 8.1 530
GRPN GROUPON INC GRPN US 02/18/12 P21 10.0 112.2 1.09 -29.7 1185
DELL DELL INC DELL US 02/18/12 P18 10.0 24.0 0.52 -24.6 497
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
OTEX OPEN TEXT C OTEX US 02/18/12 P60 -60.7 28.7 1.40 -83.9 341
OTEX OPEN TEXT C OTEX US 02/18/12 C60 -51.5 30.3 1.25 150.0 666
OTEX OPEN TEXT C OTEX US 02/18/12 C55 -50.7 32.3 5.20 181.1 473
RLD REALD INC RLD US 02/18/12 C10 -50.6 44.8 1.35 125.0 467
BMC BMC SOFTWAR BMC US 02/18/12 C37 -50.5 25.1 1.40 33.3 273
EEM ISHARES-EMG EEM US 12/22/12 P27 -49.2 40.4 0.78 -23.5 1005
BMC BMC SOFTWAR BMC US 02/18/12 C38 -47.6 26.1 0.75 7.1 475
BMC BMC SOFTWAR BMC US 02/18/12 P36 -46.9 27.7 0.20 -88.2 231
BMC BMC SOFTWAR BMC US 02/18/12 C39 -45.1 26.7 0.35 -22.2 289
BMC BMC SOFTWAR BMC US 02/18/12 P35 -44.8 28.5 0.10 -90.9 423
GMCR GREEN MOUNT GMCR US 02/18/12 P65 -43.8 65.6 3.75 -70.6 2649
GMCR GREEN MOUNT GMCR US 02/18/12 C55 -42.0 69.4 9.80 106.3 1672
DOX AMDOCS LTD DOX US 02/18/12 P30 -41.8 16.8 0.45 -51.1 566
GMCR GREEN MOUNT GMCR US 02/18/12 C60 -41.8 67.5 5.90 105.6 3651
GMCR GREEN MOUNT GMCR US 02/18/12 P60 -41.4 68.0 1.66 -82.4 1485
GMCR GREEN MOUNT GMCR US 02/18/12 P55 -41.3 70.5 0.60 -90.5 1772
GMCR GREEN MOUNT GMCR US 02/18/12 P57.5 -41.2 68.9 1.00 -86.7 796
DOX AMDOCS LTD DOX US 02/18/12 C30 -40.9 16.7 0.40 -38.5 335
GMCR GREEN MOUNT GMCR US 02/18/12 C57.5 -40.5 68.8 8.00 128.6 483
GMCR GREEN MOUNT GMCR US 02/18/12 C52.5 -40.5 71.7 12.05 106.0 668
QCOM QUALCOMM IN QCOM US 02/18/12 C60 -40.3 21.7 1.89 16.7 10842
CMG CHIPOTLE ME CMG US 02/18/12 P355 -40.2 25.5 5.00 -24.2 480
GMCR GREEN MOUNT GMCR US 02/18/12 P52.5 -40.0 72.0 0.37 -92.3 1503
QCOM QUALCOMM IN QCOM US 02/18/12 P60 -39.9 21.6 0.52 -74.0 2651
CMG CHIPOTLE ME CMG US 02/18/12 P365 -39.6 24.9 9.60 -5.0 361
BCO BRINK'S CO/ BCO US 02/18/12 P25 -39.6 35.2 0.25 -80.0 203
QCOM QUALCOMM IN QCOM US 02/18/12 P62.5 -39.6 20.9 1.78 -50.6 1475
QCOM QUALCOMM IN QCOM US 02/18/12 C62.5 -39.5 21.2 0.57 -21.9 8852
CMG CHIPOTLE ME CMG US 02/18/12 C375 -38.4 25.1 2.45 -76.7 321
CMG CHIPOTLE ME CMG US 02/18/12 C380 -38.2 24.5 1.55 -80.9 412
CMG CHIPOTLE ME CMG US 02/18/12 C370 -37.9 25.4 3.90 -69.3 483
CMG CHIPOTLE ME CMG US 02/18/12 P350 -37.9 26.8 3.40 -35.9 809
SLE SARA LEE CO SLE US 02/18/12 C20 -37.7 18.8 0.20 33.3 238
HA HAWAIIAN HO HA US 02/18/12 C6 -37.6 28.9 0.40 -11.1 1174
CMG CHIPOTLE ME CMG US 02/18/12 C365 -37.4 25.8 5.80 -64.0 378
CMG CHIPOTLE ME CMG US 02/18/12 P345 -37.2 27.8 2.40 -41.5 305
CMG CHIPOTLE ME CMG US 02/18/12 C360 -37.2 26.6 8.10 -56.0 207
CMG CHIPOTLE ME CMG US 02/18/12 P360 -36.7 26.4 7.00 -14.6 617
QCOM QUALCOMM IN QCOM US 02/18/12 P57.5 -36.2 23.8 0.12 -87.0 1673
GMCR GREEN MOUNT GMCR US 02/18/12 P48 -36.1 78.3 0.12 -95.8 271
GMCR GREEN MOUNT GMCR US 02/18/12 C50 -35.9 78.0 14.52 100.3 742
GMCR GREEN MOUNT GMCR US 02/18/12 P50 -35.8 78.0 0.21 -94.3 4749
JDSU JDS UNIPHAS JDSU US 02/18/12 C12 -35.5 52.7 0.66 -57.4 1520
JDSU JDS UNIPHAS JDSU US 02/18/12 P11 -35.2 52.3 0.10 -41.2 329
CDNS CADENCE DES CDNS US 03/17/12 P12 -35.1 28.4 0.60 0.0 323
OTEX OPEN TEXT C OTEX US 03/17/12 P55 -35.1 33.8 0.90 -78.6 212
CMG CHIPOTLE ME CMG US 02/18/12 P340 -35.0 29.3 1.70 -46.9 478
MA MASTERCARD MA US 02/18/12 C385 -34.9 24.0 5.00 130.4 422
EA ELECTRONIC EA US 02/18/12 C20 -34.7 38.3 0.54 54.3 3627
EA ELECTRONIC EA US 02/18/12 P20 -34.6 37.9 0.66 -63.7 312
MA MASTERCARD MA US 02/18/12 C395 -34.4 23.4 2.05 95.2 281
QCOM QUALCOMM IN QCOM US 02/18/12 C57.5 -33.9 24.3 3.91 26.1 3666
GMCR GREEN MOUNT GMCR US 02/18/12 P47 -33.6 81.8 0.09 -96.5 609
CMG CHIPOTLE ME CMG US 02/18/12 P335 -33.6 30.1 1.03 -59.5 226
AZN ASTRAZENECA AZN US 02/18/12 P45 -33.4 14.9 0.55 57.1 2278
MA MASTERCARD MA US 02/18/12 P380 -33.2 24.1 8.00 -66.9 312
CDNS CADENCE DES CDNS US 02/18/12 C12 -32.8 33.2 0.25 127.3 1037
IP INTL PAPER IP US 02/18/12 C32 -32.8 22.9 0.51 -7.3 462
ENTR ENTROPIC CO ENTR US 02/18/12 C7 -32.7 56.0 0.25 66.7 244
GMCR GREEN MOUNT GMCR US 02/18/12 P46 -32.6 82.8 0.07 -96.9 517
EA ELECTRONIC EA US 02/18/12 C19 -32.4 40.2 1.20 73.9 1700
MA MASTERCARD MA US 02/18/12 C390 -32.4 23.5 3.15 96.9 603
R RYDER SYSTE R US 02/18/12 P50 -32.2 31.4 0.25 0.0 203
CDNS CADENCE DES CDNS US 02/18/12 C11 -32.2 33.0 0.70 75.0 1003
EA ELECTRONIC EA US 02/18/12 P19 -32.0 39.3 0.30 -73.9 703
BMC BMC SOFTWAR BMC US 03/17/12 C38 -31.8 25.4 1.30 36.8 223
SFLY SHUTTERFLY SFLY US 02/18/12 C25 -31.4 61.9 1.40 -27.5 803
GMCR GREEN MOUNT GMCR US 02/18/12 P45 -31.2 84.8 0.05 -97.4 731
LVS LAS VEGAS S LVS US 02/18/12 C50 -30.9 34.2 1.83 -15.3 4266
IP INTL PAPER IP US 02/18/12 P31 -30.8 25.5 0.37 -58.0 7734
K KELLOGG CO K US 02/18/12 C50 -30.5 15.5 0.80 33.3 345
CDNS CADENCE DES CDNS US 03/17/12 P11 -30.5 28.1 0.20 0.0 330
LVS LAS VEGAS S LVS US 02/18/12 C52.5 -30.4 33.0 0.65 -38.7 5124
LVS LAS VEGAS S LVS US 02/18/12 C45 -30.4 34.8 6.05 10.0 290
LVS LAS VEGAS S LVS US 02/18/12 P52.5 -30.2 33.3 2.41 -29.1 514
BMC BMC SOFTWAR BMC US 03/17/12 P37 -30.2 26.6 0.95 -54.8 261
GMCR GREEN MOUNT GMCR US 02/18/12 P44 -30.1 87.2 0.05 -97.0 212
WBC WABCO HOLDI WBC US 02/18/12 P50 -30.1 38.6 0.10 -93.3 1665
HAIN HAIN CELEST HAIN US 02/18/12 C40 -30.1 24.3 1.45 107.1 1670
JDSU JDS UNIPHAS JDSU US 02/18/12 C11 -29.8 54.9 1.39 -39.6 300
CI CIGNA CORP CI US 02/18/12 P41 -29.8 28.2 0.25 -35.9 2108
LVS LAS VEGAS S LVS US 02/18/12 P50 -29.8 34.6 1.09 -44.7 2651
MA MASTERCARD MA US 02/18/12 C380 -29.7 24.5 7.10 129.0 972
MA MASTERCARD MA US 02/18/12 C370 -29.7 25.7 13.00 145.3 539
GMCR GREEN MOUNT GMCR US 02/18/12 P43 -29.4 89.4 0.03 -97.9 342
LVS LAS VEGAS S LVS US 02/18/12 P49 -29.2 35.5 0.76 -50.6 752
SFLY SHUTTERFLY SFLY US 02/18/12 P25 -28.9 63.4 1.30 -29.7 3987
EA ELECTRONIC EA US 02/18/12 P18 -28.8 42.2 0.10 -85.9 8726
LVS LAS VEGAS S LVS US 02/18/12 C49 -28.7 35.2 2.43 -11.0 1180
GMCR GREEN MOUNT GMCR US 03/17/12 P60 -28.7 61.8 3.37 -67.6 523
ANF ABERCROMBIE ANF US 02/18/12 C41 -28.6 50.9 1.83 -62.6 212
GMCR GREEN MOUNT GMCR US 03/17/12 C57.5 -28.4 60.2 9.29 102.0 690
GMCR GREEN MOUNT GMCR US 03/17/12 C60 -28.3 60.5 7.60 97.4 2404
GMCR GREEN MOUNT GMCR US 03/17/12 P62.5 -28.2 61.0 4.40 -64.4 1853
GMCR GREEN MOUNT GMCR US 03/17/12 P65 -28.2 60.5 5.55 -60.4 542
RDS/B ROYAL DUTCH RDSB US 02/18/12 C70 -28.1 24.5 2.90 -14.7 284
OTEX OPEN TEXT C OTEX US 02/18/12 P50 -27.8 49.7 0.10 -94.6 265
GMCR GREEN MOUNT GMCR US 03/17/12 C52.5 -27.8 61.5 13.20 100.3 264
GMCR GREEN MOUNT GMCR US 03/17/12 C55 -27.6 61.8 11.10 100.0 307
GMCR GREEN MOUNT GMCR US 03/17/12 C62.5 -27.6 59.9 6.14 107.4 239
GMCR GREEN MOUNT GMCR US 03/17/12 C67.5 -27.6 58.7 4.05 114.3 349
LVS LAS VEGAS S LVS US 02/18/12 P48 -27.6 36.1 0.48 -58.6 1342
LVS LAS VEGAS S LVS US 02/18/12 C47 -27.4 35.6 4.10 6.5 314
MWE MARKWEST EN MWE US 02/18/12 C55 -27.3 26.1 3.30 -13.2 294
LVS LAS VEGAS S LVS US 02/18/12 C48 -27.2 35.9 3.30 -1.2 1005
GMCR GREEN MOUNT GMCR US 03/17/12 P55 -26.9 63.1 1.75 -75.7 1265
GMCR GREEN MOUNT GMCR US 03/17/12 P57.5 -26.9 62.3 2.51 -71.0 502
LVS LAS VEGAS S LVS US 02/18/12 P47 -26.7 36.9 0.32 -60.5 410
MA MASTERCARD MA US 02/18/12 C365 -26.6 26.5 17.16 138.3 491
MA MASTERCARD MA US 02/18/12 P360 -26.5 27.0 1.89 -85.0 235
EA ELECTRONIC EA US 02/18/12 C18 -26.3 43.9 1.98 69.2 8001
GMCR GREEN MOUNT GMCR US 03/17/12 P50 -26.3 64.4 0.81 -82.6 1560
GMCR GREEN MOUNT GMCR US 03/17/12 P52.5 -25.8 64.0 1.20 -79.8 581
ANF ABERCROMBIE ANF US 02/18/12 P36 -25.7 55.8 0.26 136.4 419
SO SOUTHERN CO SO US 02/18/12 C44 -25.5 13.4 0.87 -35.1 498
TSCO TRACTOR SUP TSCO US 02/18/12 C80 -25.5 28.4 1.55 -55.7 280
GMCR GREEN MOUNT GMCR US 03/17/12 P44 -25.4 66.7 0.27 -88.7 268
CAM CAMERON INT CAM US 02/18/12 P52.5 -25.3 31.0 1.00 -12.3 5120
RCL ROYAL CARIB RCL US 02/18/12 P29 -25.1 37.2 1.00 -37.5 628
GMCR GREEN MOUNT GMCR US 03/17/12 P42 -25.1 68.4 0.18 -89.9 753
ANF ABERCROMBIE ANF US 02/18/12 P37 -25.0 54.5 0.41 173.3 571
ANF ABERCROMBIE ANF US 02/18/12 P38 -25.0 53.0 0.54 200.0 356
GMCR GREEN MOUNT GMCR US 03/17/12 P45 -24.9 66.7 0.30 -88.6 379
ANF ABERCROMBIE ANF US 02/18/12 P39 -24.9 51.7 0.83 232.0 523
ALL ALLSTATE CO ALL US 02/18/12 C31 -24.9 19.5 0.34 161.5 1259
PCX PATRIOT COA PCX US 03/17/12 C4 -24.8 87.4 4.45 18.7 210
LVS LAS VEGAS S LVS US 02/18/12 P46 -24.7 37.5 0.17 -70.2 220
MA MASTERCARD MA US 02/18/12 C360 -24.6 28.3 21.50 104.8 691
GMCR GREEN MOUNT GMCR US 02/18/12 P42 -24.6 94.0 0.06 -95.0 332
MTOR MERITOR INC MTOR US 02/18/12 C6 -24.4 89.6 0.60 -36.8 429
MA MASTERCARD MA US 02/18/12 P355 -24.4 28.0 1.33 -87.0 322
ANF ABERCROMBIE ANF US 02/18/12 P40 -24.2 50.9 1.18 227.8 1942
LVS LAS VEGAS S LVS US 02/18/12 P45 -24.2 38.3 0.10 -75.0 523
RCL ROYAL CARIB RCL US 02/18/12 C28 -24.2 39.3 1.49 15.5 341
EA ELECTRONIC EA US 02/18/12 C17 -24.1 46.9 3.00 64.8 1542
CDNS CADENCE DES CDNS US 03/17/12 C12 -24.0 28.4 0.30 100.0 410
GMCR GREEN MOUNT GMCR US 02/18/12 P40 -24.0 96.3 0.03 -96.5 1160
ANF ABERCROMBIE ANF US 02/18/12 P41 -24.0 49.9 1.71 249.0 1307
SNE SONY CORP-A SNE US 02/18/12 P17 -24.0 34.3 0.40 100.0 375
RCL ROYAL CARIB RCL US 02/18/12 C29 -23.9 37.4 0.67 -18.3 560
LVS LAS VEGAS S LVS US 02/18/12 C46 -23.8 37.7 5.35 12.9 657
GMCR GREEN MOUNT GMCR US 02/18/12 P41 -23.8 97.2 0.04 -96.3 246
CMG CHIPOTLE ME CMG US 03/17/12 P370 -23.6 24.2 17.30 8.8 470
ENER ENERGY CONV ENER US 06/16/12 C0.5 -23.4 74.9 0.69 13.1 223
MA MASTERCARD MA US 02/18/12 C355 -23.4 28.3 25.10 104.1 369
EXXI ENERGY XXI EXXI US 02/18/12 C37 -23.3 39.2 0.48 20.0 976
FE FIRSTENERGY FE US 02/18/12 C45 -23.3 16.0 0.15 200.0 471
ANF ABERCROMBIE ANF US 02/18/12 P42 -23.1 49.4 2.18 230.3 875
PTEN PATTERSON-U PTEN US 02/18/12 P19 -23.0 41.9 0.60 -25.0 1072
MA MASTERCARD MA US 02/18/12 C350 -23.0 29.5 30.20 100.0 1030
RCL ROYAL CARIB RCL US 02/18/12 P28 -22.9 38.5 0.47 -58.0 458
EXEL EXELIXIS IN EXEL US 02/18/12 C6 -22.8 55.6 0.20 33.3 214
QCOM QUALCOMM IN QCOM US 02/18/12 P55 -22.8 29.0 0.04 -89.5 1859
MA MASTERCARD MA US 02/18/12 P350 -22.8 28.9 0.95 -88.0 653
BSX BOSTON SCIE BSX US 02/18/12 C6 -22.7 36.9 0.08 -74.2 1452
ANF ABERCROMBIE ANF US 02/18/12 P43 -22.5 48.8 3.05 258.8 3271
SLE SARA LEE CO SLE US 02/18/12 P19 -22.4 22.0 0.10 -75.0 1158
LVS LAS VEGAS S LVS US 02/18/12 C44 -22.1 39.4 7.25 15.1 504
PTEN PATTERSON-U PTEN US 02/18/12 P18 -22.1 43.7 0.34 -15.0 585
CMI CUMMINS INC CMI US 02/18/12 C110 -22.0 29.1 4.50 164.7 1556
ANF ABERCROMBIE ANF US 02/18/12 C42 -21.8 49.8 1.31 -74.8 637
AMP AMERIPRISE AMP US 02/18/12 P48 -21.8 36.6 0.85 6.2 220
DOW DOW CHEMICA DOW US 02/18/12 P34 -21.8 24.5 0.80 -14.0 329
ANF ABERCROMBIE ANF US 02/18/12 P32 -21.7 65.4 0.11 175.0 221
K KELLOGG CO K US 02/18/12 P50 -21.6 16.3 0.40 -66.7 329
MA MASTERCARD MA US 02/18/12 P345 -21.5 30.0 0.66 -89.3 265
CMG CHIPOTLE ME CMG US 03/17/12 C370 -21.4 24.7 8.70 -47.4 433
LVS LAS VEGAS S LVS US 02/18/12 P44 -21.4 40.0 0.07 -74.1 256
JDSU JDS UNIPHAS JDSU US 03/17/12 P12 -21.2 49.0 0.69 13.1 1153
CMI CUMMINS INC CMI US 02/18/12 C115 -21.2 27.3 1.65 266.7 1715
DOW DOW CHEMICA DOW US 02/18/12 C35 -21.1 22.7 0.21 -47.5 2649
CMG CHIPOTLE ME CMG US 03/17/12 P360 -21.0 25.6 12.20 1.7 208
CMG CHIPOTLE ME CMG US 03/17/12 P350 -20.7 26.5 8.20 -4.7 804
DB DEUTSCHE BA DB US 02/18/12 C45 -20.7 44.4 1.40 -26.3 277
JDSU JDS UNIPHAS JDSU US 03/17/12 C12 -20.7 50.1 0.97 -44.2 404
DO DIAMOND OFF DO US 02/18/12 C65 -20.6 18.3 0.36 -25.0 213
EXXI ENERGY XXI EXXI US 02/18/12 C34 -20.6 46.3 1.80 12.5 2381
CAM CAMERON INT CAM US 02/18/12 C55 -20.6 30.6 0.70 -50.0 747
CI CIGNA CORP CI US 02/18/12 C44 -20.5 26.1 0.57 -75.5 271
ZUMZ ZUMIEZ INC ZUMZ US 02/18/12 P25 -20.1 56.2 0.05 -70.6 399
BZH BEAZER HOME BZH US 02/18/12 C2.5 -19.7 108.2 0.85 6.2 360
CME CME GROUP I CME US 02/18/12 C260 -19.6 25.0 4.00 135.3 485
CMG CHIPOTLE ME CMG US 03/17/12 P340 -19.6 28.1 5.52 -9.5 517
RCL ROYAL CARIB RCL US 02/18/12 C27 -19.5 42.3 1.38 -27.4 545
DOW DOW CHEMICA DOW US 02/18/12 P33 -19.4 27.2 0.42 -23.6 381
CMG CHIPOTLE ME CMG US 03/17/12 C380 -19.4 24.6 5.10 -55.3 364
MA MASTERCARD MA US 02/18/12 P340 -19.4 30.8 0.33 -93.0 555
CI CIGNA CORP CI US 02/18/12 C45 -19.3 26.1 0.29 -83.6 492
QCOM QUALCOMM IN QCOM US 03/17/12 C62.5 -19.2 22.5 1.30 14.0 3572
QCOM QUALCOMM IN QCOM US 03/17/12 P62.5 -19.1 22.6 2.68 -36.9 777
CME CME GROUP I CME US 02/18/12 C250 -19.0 25.6 9.65 129.8 248
EA ELECTRONIC EA US 02/18/12 P17 -18.9 48.0 0.05 -84.4 1625
CMG CHIPOTLE ME CMG US 03/17/12 P330 -18.9 29.6 3.64 -11.2 1723
CMG CHIPOTLE ME CMG US 03/17/12 P325 -18.8 30.3 2.80 -22.2 261
GPS GAP INC/THE GPS US 02/18/12 C22 -18.8 31.4 0.32 966.7 241
CMI CUMMINS INC CMI US 02/18/12 C105 -18.8 32.9 8.50 102.9 575
CME CME GROUP I CME US 02/18/12 P260 -18.7 25.7 7.30 -55.5 672
ALL ALLSTATE CO ALL US 02/18/12 C30 -18.6 21.6 0.94 176.5 6328
EGLE EAGLE BULK EGLE US 06/16/12 P1 -18.6 76.5 0.10 0.0 330
QCOM QUALCOMM IN QCOM US 02/18/12 C52.5 -18.5 34.7 8.85 22.1 318
CME CME GROUP I CME US 02/18/12 P250 -18.4 25.9 2.65 -70.9 335
QCOM QUALCOMM IN QCOM US 03/17/12 C60 -18.2 23.5 2.62 25.4 1331
DOW DOW CHEMICA DOW US 02/18/12 C34 -18.1 24.9 0.59 -30.6 700
DOW DOW CHEMICA DOW US 02/18/12 C33 -18.1 27.2 1.17 -19.3 363
EA ELECTRONIC EA US 03/17/12 P20 -18.1 37.1 1.07 -50.2 300
DPM DCP MIDSTRE DPM US 03/17/12 C50 -18.0 15.6 0.45 -25.0 1058
DOW DOW CHEMICA DOW US 02/18/12 P32 -17.7 30.4 0.24 -25.0 1058
EA ELECTRONIC EA US 03/17/12 C20 -17.7 37.8 0.95 53.2 419
STD BANCO SANTA STD US 02/18/12 C8 -17.6 34.0 0.40 11.1 1125
RCL ROYAL CARIB RCL US 02/18/12 C26 -17.6 45.2 3.15 20.2 1052
ADS ALLIANCE DA ADS US 02/18/12 P105 -17.4 29.0 0.25 -75.0 215
ANF ABERCROMBIE ANF US 03/17/12 P40 -17.3 43.0 1.87 125.3 836
JAG JAGUAR MINI JAG US 02/18/12 C7 -17.2 46.3 0.35 -18.6 253
ANF ABERCROMBIE ANF US 03/17/12 P41 -17.1 42.2 2.43 138.2 301
ANF ABERCROMBIE ANF US 03/17/12 P35 -17.1 46.7 0.53 140.9 826
MTOR MERITOR INC MTOR US 03/17/12 P6 -17.0 75.6 0.40 -20.0 312
ANF ABERCROMBIE ANF US 03/17/12 P33 -16.9 48.8 0.34 126.7 213
QCOM QUALCOMM IN QCOM US 03/17/12 P60 -16.9 23.4 1.42 -47.0 2168
EA ELECTRONIC EA US 03/17/12 P19 -16.8 37.9 0.66 -55.1 261
BMC BMC SOFTWAR BMC US 05/19/12 C39 -16.5 27.8 1.85 23.3 301
ANF ABERCROMBIE ANF US 03/17/12 C43 -16.4 41.6 1.51 -73.3 624
EA ELECTRONIC EA US 02/18/12 P16 -16.4 51.9 0.02 -87.5 1260
EA ELECTRONIC EA US 03/17/12 C19 -16.4 38.5 1.54 60.4 490
MA MASTERCARD MA US 02/18/12 P335 -16.3 32.1 0.30 -91.5 320
QCOM QUALCOMM IN QCOM US 03/17/12 C57.5 -16.0 25.0 4.50 28.6 478
BMC BMC SOFTWAR BMC US 05/19/12 P37 -15.9 29.1 2.10 -36.4 298
DVAX DYNAVAX TEC DVAX US 07/21/12 P2.5 -15.8 73.9 0.12 -58.3 5000
HOT STARWOOD HO HOT US 02/18/12 P50 -15.8 30.2 0.30 66.7 759
LVS LAS VEGAS S LVS US 02/18/12 P43 -15.8 42.4 0.05 -70.6 429
K KELLOGG CO K US 03/17/12 C50 -15.8 15.0 0.95 26.7 298
MRK MERCK & CO MRK US 02/18/12 P37 -15.7 17.4 0.16 6.7 4559
QCOM QUALCOMM IN QCOM US 03/17/12 P57.5 -15.5 24.8 0.71 -53.9 1081
CMI CUMMINS INC CMI US 02/18/12 P105 -15.3 30.6 0.48 -84.5 1191
CX CEMEX SAB-S CX US 02/18/12 C7 -15.3 48.9 0.65 71.0 3835
HOT STARWOOD HO HOT US 02/18/12 P52.5 -15.3 29.0 0.87 42.6 438
HOT STARWOOD HO HOT US 02/18/12 P55 -15.1 27.9 1.97 36.8 431
RENN RENREN INC- RENN US 02/18/12 C4 -14.7 102.9 1.70 47.8 769
K KELLOGG CO K US 03/17/12 P50 -14.6 14.8 0.95 -44.1 498
TEN TENNECO INC TEN US 02/18/12 C35 -14.6 40.7 0.85 112.5 207
BMC BMC SOFTWAR BMC US 08/18/12 C37 -14.6 28.2 3.68 9.5 380
NG NOVAGOLD RE NG US 02/18/12 P9 -14.6 49.4 0.20 100.0 231
QCOM QUALCOMM IN QCOM US 03/17/12 C55 -14.5 26.7 6.70 26.4 306
MFN MINEFINDERS MFN US 02/18/12 C15 -14.1 29.0 0.35 40.0 1215
BMC BMC SOFTWAR BMC US 05/19/12 P36 -14.1 30.2 1.60 -43.9 394
ATPG ATP OIL & G ATPG US 02/18/12 C7 -14.0 104.0 0.44 18.9 271
BX BLACKSTONE BX US 02/18/12 C16 -14.0 32.0 0.62 -26.2 382
CMI CUMMINS INC CMI US 02/18/12 P110 -13.9 28.1 1.40 -73.1 970
HOT STARWOOD HO HOT US 02/18/12 C55 -13.6 27.8 0.65 -57.5 1247
MRK MERCK & CO MRK US 02/18/12 C38 -13.4 15.9 0.52 -42.9 521
MA MASTERCARD MA US 02/18/12 P330 -13.3 33.9 0.20 -92.3 442
CME CME GROUP I CME US 03/17/12 C260 -13.3 24.4 6.70 76.3 560
K KELLOGG CO K US 02/18/12 P47.5 -13.2 20.3 0.05 -84.4 287
QCOM QUALCOMM IN QCOM US 03/17/12 P55 -13.2 26.5 0.32 -61.0 408
IP INTL PAPER IP US 03/17/12 P31 -13.1 26.7 0.81 -30.8 200
DO DIAMOND OFF DO US 02/18/12 P62.5 -13.1 30.7 1.04 -38.8 215
WRC WARNACO GRO WRC US 02/18/12 C55 -13.0 34.3 3.85 140.6 1000
PHM PULTEGROUP PHM US 02/18/12 C7 -13.0 57.6 0.74 -23.7 373
TGB TASEKO MINE TGB US 02/18/12 C3 -12.9 62.3 0.80 6.7 216
EXXI ENERGY XXI EXXI US 03/17/12 P30 -12.9 49.8 0.55 -57.7 903
EXXI ENERGY XXI EXXI US 02/18/12 P27 -12.8 69.2 0.05 -75.0 230
KMI KINDER MORG KMI US 03/17/12 C32.5 -12.8 12.6 0.50 -9.1 298
TGT TARGET CORP TGT US 02/18/12 C52.5 -12.7 17.4 0.50 35.1 3308
AIZ ASSURANT IN AIZ US 02/18/12 P40 -12.5 27.1 0.55 -68.0 200
BMC BMC SOFTWAR BMC US 01/19/13 C35 -12.4 30.1 5.03 -13.3 374
ALL ALLSTATE CO ALL US 02/18/12 C29 -12.4 24.9 1.71 96.5 1773
CI CIGNA CORP CI US 03/17/12 C41 -12.3 30.8 3.00 -42.9 259
NLY ANNALY CAPI NLY US 02/18/12 C17 -12.1 11.0 0.12 0.0 306
CME CME GROUP I CME US 02/18/12 P240 -12.1 29.1 0.95 -79.3 215
ENTR ENTROPIC CO ENTR US 03/17/12 C7 -12.0 53.6 0.40 100.0 467
EXXI ENERGY XXI EXXI US 02/18/12 C36 -12.0 42.7 0.80 23.1 471
ANN ANN INC ANN US 02/18/12 P23 -11.9 35.1 0.90 246.2 407
AA ALCOA INC AA US 02/18/12 C9 -11.8 38.5 1.44 14.3 373
CMI CUMMINS INC CMI US 02/18/12 P100 -11.7 34.9 0.15 -88.5 244
GMCR GREEN MOUNT GMCR US 02/18/12 P38 -11.7 111.9 0.04 -94.3 207
LSI LSI CORP LSI US 02/18/12 C8 -11.7 33.5 0.20 0.0 430
TSO TESORO CORP TSO US 02/18/12 C25 -11.5 35.8 0.64 -11.1 239
LVS LAS VEGAS S LVS US 03/17/12 P47 -11.5 36.7 1.01 -32.7 446
DO DIAMOND OFF DO US 03/17/12 C61 -11.4 18.7 3.05 11.3 334
BX BLACKSTONE BX US 03/17/12 P17 -11.4 27.6 1.24 7.8 336
LVS LAS VEGAS S LVS US 03/17/12 P46 -11.3 37.5 0.86 -28.3 798
SPH SUBURBAN PR SPH US 03/17/12 C45 -11.2 14.7 0.30 -40.0 500
QCOM QUALCOMM IN QCOM US 03/17/12 P52.5 -11.2 28.6 0.15 -62.5 266
PG PROCTER & G PG US 04/21/12 C42.5 -11.1 34.6 20.85 1.3 217
LVS LAS VEGAS S LVS US 03/17/12 P50 -11.0 34.8 2.16 -17.6 1408
GMCR GREEN MOUNT GMCR US 02/18/12 P35 -11.0 127.7 0.04 -91.1 234
ZUMZ ZUMIEZ INC ZUMZ US 02/18/12 P30 -10.9 48.7 1.35 -44.9 282
MRK MERCK & CO MRK US 02/18/12 C37 -10.9 17.7 1.21 -30.9 761
LVS LAS VEGAS S LVS US 03/17/12 P48 -10.9 36.2 1.28 -29.7 526
NG NOVAGOLD RE NG US 03/17/12 P8 -10.9 60.1 0.25 66.7 241
TGT TARGET CORP TGT US 02/18/12 C50 -10.9 17.8 2.27 35.9 999
LVS LAS VEGAS S LVS US 03/17/12 P52.5 -10.7 33.5 3.50 -14.6 982
BX BLACKSTONE BX US 02/18/12 P14 -10.6 44.1 0.03 50.0 454
LVS LAS VEGAS S LVS US 03/17/12 P44 -10.6 39.2 0.50 -37.5 759
MA MASTERCARD MA US 03/17/12 P340 -10.6 28.8 2.40 -71.6 244
VIAB VIACOM INC- VIAB US 03/17/12 C47 -10.6 24.2 1.45 -19.4 560
LVS LAS VEGAS S LVS US 03/17/12 P45 -10.6 38.7 0.67 -29.5 1179
DO DIAMOND OFF DO US 03/17/12 C65 -10.5 19.3 1.17 15.8 213
CME CME GROUP I CME US 03/17/12 P260 -10.5 24.8 11.67 -41.9 393
LVS LAS VEGAS S LVS US 03/17/12 C52.5 -10.4 33.1 1.58 -1.2 2365
NOV NATL OILWEL NOV US 02/18/12 C80 -10.3 28.8 0.75 70.5 605
LNG CHENIERE EN LNG US 02/18/12 C13 -10.3 73.8 0.55 -31.2 18482
MA MASTERCARD MA US 02/18/12 P325 -10.0 34.6 0.16 -90.9 251
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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