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
=============================================================================
IVR    INVESCO MOR  IVR US 03/17/12 P16      660.0  10.2   0.05  -83.3    201
SHLD   SEARS HOLDI  SHLD US 03/17/12 C32.5    56.5 120.5  29.38   49.8    204
ODP    OFFICE DEPO  ODP US 03/17/12 P2        32.8 183.2   0.05   66.7    245
INTC   INTEL CORP   INTC US 03/17/12 C23      26.7  33.6   3.70   -1.3    852
OREX   OREXIGEN TH  OREX US 04/21/12 C2.5     23.1 123.0   1.40   64.7    205
LPX    LOUISIANA-P  LPX US 03/17/12 P7        23.1  54.5   0.10    0.0    679
SDS    PROSHARES U  SDS US 03/17/12 C15       22.1  27.7   1.32   -7.7    670
HDY    HYPERDYNAMI  HDY US 01/19/13 C1        21.7 133.5   0.60  -20.0    556
EBAY   EBAY INC     EBAY US 03/17/12 C30      19.9  38.1   6.10   28.4   1343
MSFT   MICROSOFT C  MSFT US 03/17/12 C28      19.7  29.3   3.55    9.6    335
KONG   KONGZHONG-A  KONG US 03/17/12 C5       18.9  76.2   0.35  -12.5    203
IBKR   INTERACTIVE  IBKR US 04/21/12 P16      18.5  22.7   0.55    0.0    831
PBY    PEP BOYS MM  PBY US 10/20/12 C15       17.7   3.6   0.25    0.0    980
OREX   OREXIGEN TH  OREX US 04/21/12 C3       15.9 112.1   1.10   69.2    211
PAL    NORTH AMER   PAL US 03/17/12 C3        15.8  60.2   0.15   50.0    400
WLL    WHITING PET  WLL US 03/17/12 P42.5     15.6  71.8   0.05    0.0   5004
IBM    IBM          IBM US 03/17/12 P180      15.3  23.7   0.20  -44.4    353
WAC    WALTER INVE  WAC US 09/22/12 P17       15.2  43.9   1.02   -1.0    247
F      FORD MOTOR   F US 03/17/12 C11         15.2  36.1   1.45    7.4    320
OREX   OREXIGEN TH  OREX US 04/21/12 C3.5     14.9 106.3   0.75  114.3    233
LVLT   LEVEL 3 COM  LVLT US 03/17/12 P23      14.4  38.6   1.25  -66.2    200
IBM    IBM          IBM US 03/17/12 P185      14.2  20.5   0.34  -50.7   1182
GPS    GAP INC/THE  GPS US 03/17/12 P21       14.1  45.5   0.24   26.3   4291
S      SPRINT NEXT  S US 04/21/12 C2          13.7  61.6   0.40   25.0    327
COH    COACH INC    COH US 03/17/12 P55       13.4  62.7   0.05    0.0    201
IRDM   IRIDIUM COM  IRDM US 03/17/12 P7.5     13.0  47.9   0.25    0.0   1844
ODP    OFFICE DEPO  ODP US 03/17/12 C3        12.7 103.3   0.30   20.0    278
MSFT   MICROSOFT C  MSFT US 03/17/12 C29      12.2  23.7   2.62   11.5    391
EBAY   EBAY INC     EBAY US 03/17/12 P35      12.0  25.5   0.49  -48.4    673
LNG    CHENIERE EN  LNG US 03/17/12 P9        12.0 111.3   0.05    0.0    569
CBST   CUBIST PHAR  CBST US 03/17/12 C43      11.9  29.1   1.10   69.2   2090
EBAY   EBAY INC     EBAY US 03/17/12 P36      11.7  24.9   0.88  -44.6    688
AKS    AK STEEL HL  AKS US 04/21/12 C4        11.6 112.2   4.15    1.2    248
EBAY   EBAY INC     EBAY US 03/17/12 C33      11.4  28.2   3.22   70.4    298
JNK    SPDR BARCLA  JNK US 04/21/12 P39       11.4  10.8   0.50   11.1    262
EBAY   EBAY INC     EBAY US 03/17/12 P33      11.4  28.1   0.11  -60.7    280
IBM    IBM          IBM US 03/17/12 P190      11.3  17.9   0.78  -51.2   1962
EBAY   EBAY INC     EBAY US 03/17/12 C35      11.1  25.3   1.54  129.8    397
SNDK   SANDISK COR  SNDK US 03/17/12 P46      11.0  33.5   0.55  -31.2    225
EBAY   EBAY INC     EBAY US 03/17/12 C36      10.9  24.9   0.93  244.4   1588
AEP    AMERICAN EL  AEP US 03/17/12 P39       10.9  14.4   1.10  340.0    704
IBM    IBM          IBM US 03/17/12 C190      10.8  18.5   9.10   70.1   1664
MTW    MANITOWOC C  MTW US 03/17/12 C14       10.6  58.5   2.15   -2.3   2232
DMND   DIAMOND FOO  DMND US 03/17/12 P15      10.6 115.8   0.12  140.0   1010
SHLD   SEARS HOLDI  SHLD US 03/17/12 P30      10.6 150.5   0.13  -56.7    242
SLV    ISHARES SIL  SLV US 03/17/12 C30       10.3  39.4   4.35   22.5    484
ARNA   ARENA PHARM  ARNA US 01/19/13 C1       10.2 154.8   1.30    8.3    212

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
UNG    US NAT GAS   UNG US 04/21/12 P20      -92.3  43.0   0.77  -93.1    300
UNG    US NAT GAS   UNG US 04/21/12 P19      -91.9  44.8   0.48    0.0    353
UNG    US NAT GAS   UNG2 US 03/17/12 P5      -85.2  46.0   0.09    0.0    275
JACK   JACK IN THE  JACK US 03/17/12 P22.5   -43.7  28.5   0.20  -71.4    263
SHLD   SEARS HOLDI  SHLD US 03/17/12 C50     -41.3  44.0  12.60  152.0    289
TEA    TEAVANA HOL  TEA US 03/17/12 C22.5    -40.4  34.7   1.65    3.1    260
NIHD   NII HOLDING  NIHD US 03/17/12 C19     -40.3  46.9   2.20  -59.3    365
SWY    SAFEWAY INC  SWY US 03/17/12 P19      -39.6  29.0   0.15  114.3   1494
QCOR   QUESTCOR PH  QCOR US 03/17/12 P34     -38.9  48.4   0.60  -73.9   2218
SKUL   SKULLCANDY   SKUL US 03/17/12 C15     -38.9  54.3   0.90  -52.6    384
QCOR   QUESTCOR PH  QCOR US 03/17/12 P32     -38.7  50.6   0.23  -85.2    878
QCOR   QUESTCOR PH  QCOR US 03/17/12 C34     -38.3  50.2   3.80   15.2    260
SHLD   SEARS HOLDI  SHLD US 03/17/12 C57.5   -37.9  50.1   6.00  159.7    975
QCOR   QUESTCOR PH  QCOR US 03/17/12 P35     -37.7  49.1   0.85  -70.2    660
QCOR   QUESTCOR PH  QCOR US 03/17/12 C35     -37.3  49.2   3.00   11.1    267
DRYS   DRYSHIPS IN  DRYS US 03/17/12 C2.5    -36.8  79.3   1.22   18.4   1549
SWY    SAFEWAY INC  SWY US 03/17/12 C20      -36.7  27.0   0.75  -72.5    422
SHLD   SEARS HOLDI  SHLD US 03/17/12 C52.5   -36.6  48.2  10.30  178.4    786
SHLD   SEARS HOLDI  SHLD US 03/17/12 C55     -36.3  49.6   8.25  186.5   1639
SHLD   SEARS HOLDI  SHLD US 03/17/12 C65     -36.1  55.8   2.42  142.0   1748
SHLD   SEARS HOLDI  SHLD US 03/17/12 C62.5   -36.0  54.8   3.50  182.3    880
QCOR   QUESTCOR PH  QCOR US 03/17/12 P36     -35.8  49.5   1.18  -66.3    830
SHLD   SEARS HOLDI  SHLD US 03/17/12 C60     -35.6  53.8   4.75  187.9   3082
KSS    KOHLS CORP   KSS US 03/17/12 C50      -34.3  23.8   0.95  -67.8    737
HPQ    HEWLETT-PAC  HPQ US 03/17/12 P28      -33.4  24.8   0.97   38.6   2417
ARNA   ARENA PHARM  ARNA US 03/17/12 C2      -33.4  94.1   0.13  -27.8   1932
PPO    POLYPORE IN  PPO US 03/17/12 P40      -33.2  50.2   3.10   87.9    415
KSS    KOHLS CORP   KSS US 03/17/12 P48      -33.1  26.1   0.67   34.0   1067
FCEL   FUELCELL EN  FCEL US 03/17/12 C1      -32.8 127.5   0.75  -11.8    280
KBR    KBR INC      KBR US 03/17/12 C36      -32.7  27.5   0.70   79.5    974
HPQ    HEWLETT-PAC  HPQ US 03/17/12 P27      -32.7  25.7   0.49   22.5   7040
AAPL   APPLE INC    AAPL US 05/19/12 C340    -32.5  26.8 175.70    2.6    500
DISH   DISH NETWOR  DISH US 03/17/12 C30     -32.5  32.9   0.85  -22.7    308
SPY    SPDR S&P 50  SPY US 03/17/12 P141     -32.1   5.9   5.32   -8.8   2288
HPQ    HEWLETT-PAC  HPQ US 03/17/12 C28      -32.0  25.1   0.45  -71.3   4679
SKUL   SKULLCANDY   SKUL US 03/17/12 P15     -31.9  57.2   0.70  -30.0    283
ANGI   ANGIE'S LIS  ANGI US 04/21/12 C17.5   -31.9  36.1   0.75    0.0    300
HPQ    HEWLETT-PAC  HPQ US 03/17/12 C27      -31.6  26.0   0.93  -59.6   3167
PPO    POLYPORE IN  PPO US 03/17/12 P35      -31.4  52.5   0.70   75.0   1254
SHLD   SEARS HOLDI  SHLD US 03/17/12 P62.5   -31.2  81.0   5.05    0.0    441
HPQ    HEWLETT-PAC  HPQ US 03/17/12 C26      -31.2  27.7   1.52  -52.5    387
QCOR   QUESTCOR PH  QCOR US 04/21/12 P31     -31.2  52.9   1.05  -59.9    375
SWY    SAFEWAY INC  SWY US 03/17/12 P21      -31.2  26.3   0.92  268.0   3159
SHLD   SEARS HOLDI  SHLD US 03/17/12 P65     -31.0  84.3   6.60  -59.4   1342
AVGO   AVAGO TECHN  AVGO US 03/17/12 P35     -30.9  31.9   0.50  -60.0    836
SNPS   SYNOPSYS IN  SNPS US 03/17/12 C30     -30.9  19.1   0.80  -33.3    685
PPO    POLYPORE IN  PPO US 03/17/12 C40      -30.5  51.7   1.20  -76.9    851
QCOR   QUESTCOR PH  QCOR US 04/21/12 P33     -30.5  52.1   1.65  -48.4   2033
HPQ    HEWLETT-PAC  HPQ US 03/17/12 C25      -30.3  30.4   2.40  -42.9    275
KSS    KOHLS CORP   KSS US 03/17/12 P50      -30.2  24.2   1.40   64.7    630
KSS    KOHLS CORP   KSS US 03/17/12 P49      -30.1  25.1   1.00   33.3    285
DISH   DISH NETWOR  DISH US 03/17/12 C29     -30.1  34.5   1.45   -6.5   1031
PCS    METROPCS CO  PCS US 03/17/12 C10      -30.0  47.9   1.39   54.4    219
PPO    POLYPORE IN  PPO US 03/17/12 C35      -29.9  52.9   3.90  -55.6    640
HPQ    HEWLETT-PAC  HPQ US 03/17/12 P26      -29.8  27.6   0.25   25.0   4662
SKUL   SKULLCANDY   SKUL US 03/17/12 C12.5   -29.4  65.8   2.50  -32.4    251
QIHU   QIHOO 360 T  QIHU US 03/17/12 C17.5   -29.4  59.0   1.15  -23.3   1633
SHLD   SEARS HOLDI  SHLD US 04/21/12 C65     -29.2  49.1   3.90    0.0    677
QIHU   QIHOO 360 T  QIHU US 03/17/12 P17.5   -28.8  68.0   1.05  -40.0    382
SWY    SAFEWAY INC  SWY US 03/17/12 P20      -28.7  27.9   0.35  250.0    913
QCOR   QUESTCOR PH  QCOR US 04/21/12 P35     -28.5  51.6   1.90  -55.3    345
SWY    SAFEWAY INC  SWY US 03/17/12 C21      -28.2  26.7   0.25  -88.1   1567
DDD    3D SYSTEMS   DDD US 03/17/12 C22.5    -27.9  50.3   2.70  237.5    230
WMB    WILLIAMS CO  WMB US 03/17/12 C30      -27.9  21.7   0.13  -74.5   1054
RGR    STURM RUGER  RGR US 03/17/12 P40      -27.7  37.9   0.70  -32.0    204
SHLD   SEARS HOLDI  SHLD US 03/17/12 P60     -27.4  80.9   3.70  -66.4    989
QIHU   QIHOO 360 T  QIHU US 03/17/12 C15     -26.9  69.9   3.30    3.1    208
MELA   MELA SCIENC  MELA US 03/17/12 C5      -26.7  54.0   0.30  500.0    624
WMB    WILLIAMS CO  WMB US 03/17/12 P28      -26.1  21.7   0.48   14.3    258
IMAX   IMAX CORP    IMAX US 03/17/12 C24     -25.7  53.2   1.70   -5.6    259
LTD    LIMITED BRA  LTD US 03/17/12 P45      -25.5  24.8   0.80  -38.5   1717
LTD    LIMITED BRA  LTD US 03/17/12 C48      -25.4  22.4   0.25  -46.8    204
SHLD   SEARS HOLDI  SHLD US 06/16/12 C50     -25.4  39.2  13.43   80.3    661
FUN    CEDAR FAIR   FUN US 09/22/12 C22.5    -25.3  38.1   6.20   -0.8    312
SHLD   SEARS HOLDI  SHLD US 03/17/12 P57.5   -25.1  81.0   2.69  -69.8    921
IVR    INVESCO MOR  IVR US 03/17/12 C17      -24.9  11.8   0.15  200.0    433
HPQ    HEWLETT-PAC  HPQ US 03/17/12 P25      -24.7  30.0   0.10   -9.1    961
IMAX   IMAX CORP    IMAX US 03/17/12 P24     -24.6  52.8   0.95  -44.4    339
WMB    WILLIAMS CO  WMB US 03/17/12 C29      -24.2  21.8   0.37  -60.6    209
DDD    3D SYSTEMS   DDD US 03/17/12 C25      -24.1  50.1   0.70  100.0   1058
CHS    CHICO'S FAS  CHS US 03/17/12 C13      -24.1  28.3   1.95   -4.9    581
NIHD   NII HOLDING  NIHD US 04/21/12 P20     -23.7  44.4   0.95   46.1    228
FLR    FLUOR CORP   FLR US 03/17/12 C65      -23.5  26.0   0.90   80.0   1693
TWI    TITAN INTL   TWI US 03/17/12 C25      -23.3  41.6   1.05  -56.2    215
DRYS   DRYSHIPS IN  DRYS US 03/17/12 C3.5    -23.1  71.8   0.37   23.3   3442
FLR    FLUOR CORP   FLR US 03/17/12 C62.5    -23.0  27.7   2.12   76.7    693
GE     GENERAL ELE  GE US 06/16/12 C13       -22.9  37.6   6.15   -3.9   1000
PVA    PENN VIRGIN  PVA US 03/17/12 P5       -22.9  59.3   0.30  100.0    220
QCOR   QUESTCOR PH  QCOR US 07/21/12 P39     -22.9  55.9   7.90  -16.8    200
SXCI   SXC HEALTH   SXCI US 03/17/12 C65     -22.6  34.5   3.30   78.4    311
IMAX   IMAX CORP    IMAX US 03/17/12 C23     -22.5  56.1   2.50    8.7    230
PCS    METROPCS CO  PCS US 03/17/12 P10      -22.2  52.4   0.15  -72.7    307
SKUL   SKULLCANDY   SKUL US 06/16/12 C15     -22.1  50.7   1.90  -33.3    512
SHLD   SEARS HOLDI  SHLD US 03/17/12 C47.5   -22.1  55.5  15.15  140.5    210
HPQ    HEWLETT-PAC  HPQ US 04/21/12 C28      -21.8  25.4   0.85  -56.0   2239
SHLD   SEARS HOLDI  SHLD US 03/17/12 P55     -21.6  81.4   1.90  -74.2    849
FLS    FLOWSERVE C  FLS US 03/17/12 C125     -21.6  24.2   1.02  -15.0    208
NUVA   NUVASIVE IN  NUVA US 03/17/12 P15     -21.4  55.0   1.05   16.7    301
HPQ    HEWLETT-PAC  HPQ US 04/21/12 P28      -21.3  25.3   1.50   44.2    421
PPO    POLYPORE IN  PPO US 04/21/12 P35      -21.3  51.2   1.65   32.0    378
DDS    DILLARDS IN  DDS US 03/17/12 C60      -21.2  38.0   1.44  260.0    213
FLR    FLUOR CORP   FLR US 03/17/12 P62.5    -21.2  28.0   1.41  -58.5    302
SHLD   SEARS HOLDI  SHLD US 06/16/12 C55     -21.1  44.1  10.35   86.5    233
QCOR   QUESTCOR PH  QCOR US 07/21/12 P32     -21.1  59.2   3.00  -41.2    523
TSL    TRINA SOLAR  TSL US 03/17/12 C7       -21.0  84.2   2.00  -28.6    804
AA     ALCOA INC    AA US 03/17/12 C9        -21.0  32.6   1.49    4.9    308
AMT    AMERICAN TO  AMT US 03/17/12 C65      -20.9  20.1   0.45  -43.8    264
AVGO   AVAGO TECHN  AVGO US 03/17/12 C35     -20.9  35.3   2.30   12.2   1310
SHLD   SEARS HOLDI  SHLD US 04/21/12 P60     -20.7  85.1   6.95  -50.4    343
PPO    POLYPORE IN  PPO US 04/21/12 C40      -20.7  50.2   2.25  -63.7    291
CLWR   CLEARWIRE -  CLWR US 03/17/12 C1.5    -20.6 100.0   0.65    0.0    885
HPQ    HEWLETT-PAC  HPQ US 04/21/12 C27      -20.5  26.4   1.25  -51.9    961
HPQ    HEWLETT-PAC  HPQ US 04/21/12 P27      -20.4  26.3   1.01   38.4   2359
LTD    LIMITED BRA  LTD US 03/17/12 P44      -20.3  26.8   0.45  -45.8    321
QCOR   QUESTCOR PH  QCOR US 07/21/12 P33     -20.1  59.9   4.00  -29.8    247
IMAX   IMAX CORP    IMAX US 04/21/12 P23     -20.0  49.9   1.40    0.0    699
NLY    ANNALY CAPI  NLY US 03/17/12 C17      -19.6   9.1   0.03  -25.0    493
TSL    TRINA SOLAR  TSL US 03/17/12 P9       -19.6  82.2   0.73   14.1    310
TWI    TITAN INTL   TWI US 03/17/12 P25      -19.5  39.3   0.80   33.3    337
SHLD   SEARS HOLDI  SHLD US 03/17/12 P52.5   -19.3  82.9   1.33  -76.5    613
HPQ    HEWLETT-PAC  HPQ US 04/21/12 P26      -19.1  27.4   0.60   22.4   1378
LTD    LIMITED BRA  LTD US 03/17/12 C46      -18.9  24.8   1.05  -16.0    452
TGT    TARGET CORP  TGT US 03/17/12 C52.5    -18.8  19.3   1.79   24.3   1674
GNK    GENCO SHIPP  GNK US 03/17/12 P7       -18.6  87.4   0.50   66.7   1429
SHLD   SEARS HOLDI  SHLD US 06/16/12 C60     -18.6  47.2   8.05  103.8    227
CLR    CONTL RES I  CLR US 03/17/12 C95      -18.5  39.4   3.80   11.8    276
FRO    FRONTLINE L  FRO US 03/17/12 C4       -18.5  69.7   1.10  -21.4    440
ONXX   ONYX PHARM   ONXX US 03/17/12 P38     -18.4  38.8   1.49  -21.2    270
FLR    FLUOR CORP   FLR US 03/17/12 C60      -18.4  30.8   3.90   73.3    211
QCOR   QUESTCOR PH  QCOR US 07/21/12 P35     -18.3  61.1   4.40  -33.3   1004
UEC    URANIUM ENE  UEC US 05/19/12 C2.5     -18.3  57.0   1.50  -18.9    200
ADI    ANALOG DEVI  ADI US 03/17/12 C40      -18.2  21.3   0.55  -35.3    224
KSS    KOHLS CORP   KSS US 04/21/12 C49      -18.2  25.6   2.23  -45.6    730
HPQ    HEWLETT-PAC  HPQ US 04/21/12 P25      -17.7  28.8   0.38   31.0    789
FCEL   FUELCELL EN  FCEL US 04/21/12 C1      -17.6 131.4   0.65  -13.3    259
DRYS   DRYSHIPS IN  DRYS US 03/17/12 P3      -17.5  81.4   0.05  -64.3   3511
HPQ    HEWLETT-PAC  HPQ US 05/19/12 P28      -17.2  26.4   1.80   34.3   1743
VXX    IPATH-S&P S  VXX US 04/21/12 P17      -17.2  65.9   0.18   38.5    451
TGT    TARGET CORP  TGT US 03/17/12 P52.5    -17.2  19.2   0.43  -58.2    498
HPQ    HEWLETT-PAC  HPQ US 05/19/12 C28      -17.0  26.4   1.10  -50.9   3507
HPQ    HEWLETT-PAC  HPQ US 05/19/12 P27      -17.0  27.4   1.22   23.2   2398
ONXX   ONYX PHARM   ONXX US 03/17/12 P37     -16.9  39.6   1.04  -23.0    270
ARII   AMERICAN RA  ARII US 03/17/12 C30     -16.8  41.9   0.90  -65.4    255
TRX    TANZANIAN R  TRX US 03/17/12 C4       -16.6  63.7   0.35   40.0    213
DANG   E-COMMERCE   DANG US 06/16/12 C4      -16.6  72.8   2.35  -28.8   1000
HPQ    HEWLETT-PAC  HPQ US 05/19/12 C26      -16.6  28.5   2.17  -40.5   1363
HPQ    HEWLETT-PAC  HPQ US 05/19/12 C27      -16.4  27.5   1.61  -44.1   1159
ESV    ENSCO PLC-A  ESV US 03/17/12 C60      -16.3  25.4   0.90   80.0   1207
AGNC   AMERICAN CA  AGNC US 03/17/12 C31     -16.3   9.1   0.08   14.3    405
OREX   OREXIGEN TH  OREX US 03/17/12 C3      -16.2 107.9   0.85   70.0   3034
QCOR   QUESTCOR PH  QCOR US 03/17/12 P27     -16.2  75.0   0.05  -89.8   4410
CLR    CONTL RES I  CLR US 03/17/12 P90      -16.2  42.2   1.66  -48.1    666
FLS    FLOWSERVE C  FLS US 03/17/12 P110     -16.1  30.7   0.60  -53.9    214
ADI    ANALOG DEVI  ADI US 03/17/12 P39      -16.0  22.5   0.85    6.2    239
DNR    DENBURY RES  DNR US 03/17/12 C20      -16.0  32.0   1.35  145.4    246
HPQ    HEWLETT-PAC  HPQ US 05/19/12 P26      -16.0  28.7   0.91   24.7   1300
GNK    GENCO SHIPP  GNK US 03/17/12 P6       -15.9 103.5   0.20   33.3    257
FLR    FLUOR CORP   FLR US 03/17/12 P57.5    -15.9  33.0   0.31  -74.2    287
ESV    ENSCO PLC-A  ESV US 03/17/12 C57.5    -15.9  26.4   2.20   76.0    738
TSL    TRINA SOLAR  TSL US 03/17/12 C9       -15.7  81.1   0.67  -49.6    933
GE     GENERAL ELE  GE US 03/17/12 C18       -15.7  25.0   1.35   -1.5    653
KBR    KBR INC      KBR US 04/21/12 C36      -15.5  30.7   1.10   27.9    210
VXX    IPATH-S&P S  VXX US 04/21/12 P16      -15.5  63.4   0.09   50.0    494
GE     GENERAL ELE  GE US 01/19/13 C10       -15.4  44.1   9.35   -0.2    488
DANG   E-COMMERCE   DANG US 03/17/12 P6      -15.4  67.3   0.25   25.0   1200
SXCI   SXC HEALTH   SXCI US 03/17/12 P62.5   -15.4  37.8   1.30  -49.0    325
SHLD   SEARS HOLDI  SHLD US 04/21/12 P50     -15.3  83.0   2.76  -60.6    963
QQQ    POWERSH-QQQ  QQQ US 04/21/12 C53      -15.2  25.0  10.72    3.0    440
AUY    YAMANA GOLD  AUY US 03/17/12 C18      -15.2  31.8   0.60   53.9    832
WLL    WHITING PET  WLL US 03/17/12 C60      -15.0  36.0   1.85   60.9    757
SPXU   PROSHARES U  SPXU US 03/17/12 C9      -14.9  34.9   1.30    0.0    278
WLL    WHITING PET  WLL US 03/17/12 C55      -14.8  38.8   5.11   54.9    374
SWY    SAFEWAY INC  SWY US 04/21/12 P18      -14.8  29.2   0.15    0.0    668
WLL    WHITING PET  WLL US 03/17/12 C52.5    -14.7  41.1   7.50   44.2   5060
GNK    GENCO SHIPP  GNK US 04/21/12 P6       -14.7  96.7   0.45   12.5    291
FWLT   FOSTER WHEE  FWLT US 03/17/12 C24     -14.6  38.4   1.47   44.1    237
QIHU   QIHOO 360 T  QIHU US 03/17/12 P10     -14.5 137.6   0.15  -25.0    284
DRYS   DRYSHIPS IN  DRYS US 03/17/12 C3      -14.5  81.3   0.78   34.5   1022
DNR    DENBURY RES  DNR US 03/17/12 C21      -14.5  30.7   0.70  204.3    752
PBY    PEP BOYS MM  PBY US 04/21/12 C15      -14.4   7.0   0.25   25.0   1000
HPQ    HEWLETT-PAC  HPQ US 05/19/12 P25      -14.3  30.1   0.63   21.1   1052
WLL    WHITING PET  WLL US 03/17/12 C57.5    -14.3  37.3   3.30   65.0  10359
FRO    FRONTLINE L  FRO US 03/17/12 P5       -14.2  53.0   0.20    0.0    246
WLL    WHITING PET  WLL US 03/17/12 P55      -14.2  38.9   0.65  -63.9    277
SHLD   SEARS HOLDI  SHLD US 03/17/12 P50     -14.2  86.0   0.90  -78.8   2184
HPQ    HEWLETT-PAC  HPQ US 04/21/12 P24      -14.2  30.9   0.23    0.0    237
CDE    COEUR D'ALE  CDE US 03/17/12 C30      -14.2  36.0   0.85    0.0    752
FWLT   FOSTER WHEE  FWLT US 03/17/12 C25     -14.2  36.5   0.90   69.8   1295
KSS    KOHLS CORP   KSS US 04/21/12 P45      -14.1  30.0   0.65   18.2    412
QIHU   QIHOO 360 T  QIHU US 04/21/12 P17.5   -14.0  78.6   1.95  -30.4    255
HPQ    HEWLETT-PAC  HPQ US 05/19/12 P24      -14.0  31.7   0.46   27.8    583
GNK    GENCO SHIPP  GNK US 04/21/12 P7       -13.9  88.7   0.85   30.8   1262
DANG   E-COMMERCE   DANG US 03/17/12 P5      -13.8  88.8   0.10  100.0    200
OAS    OASIS PETRO  OAS US 03/17/12 C35      -13.1  41.3   0.85   41.7    324
FWLT   FOSTER WHEE  FWLT US 03/17/12 P24     -12.9  38.3   0.48  -58.3    448
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C13     -12.8  54.4   0.70   16.7   1193
ESV    ENSCO PLC-A  ESV US 03/17/12 C55      -12.8  28.7   4.10   64.0    606
TGT    TARGET CORP  TGT US 03/17/12 P50      -12.8  22.0   0.16  -52.9   1318
SHLD   SEARS HOLDI  SHLD US 06/16/12 P55     -12.7  91.7   8.80  -33.8    440
DMND   DIAMOND FOO  DMND US 03/17/12 C22.5   -12.6  58.5   2.15  -10.4    234
UNH    UNITEDHEALT  UNH US 03/17/12 C50      -12.5  26.7   4.95   -5.7    784
ESV    ENSCO PLC-A  ESV US 03/17/12 P57.5    -12.4  27.8   1.55  -40.4    334
PWER   POWER-ONE I  PWER US 03/17/12 C5      -12.4  59.6   0.15  -50.0    305
EGLE   EAGLE BULK   EGLE US 06/16/12 P1      -12.3  97.4   0.10  100.0    516
LGF    LIONS GATE   LGF US 06/16/12 P13      -12.2  50.2   1.50    0.0   1470
DRYS   DRYSHIPS IN  DRYS US 03/17/12 P3.5    -12.2  71.7   0.18  -45.5   1925
PVA    PENN VIRGIN  PVA US 04/21/12 P5       -12.1  61.0   0.45    0.0    244
DVA    DAVITA INC   DVA US 04/21/12 P70      -11.9  32.1   0.20  -88.0    245
DMND   DIAMOND FOO  DMND US 03/17/12 C21     -11.8  58.9   3.00  -14.3    300
MNST   MONSTER BEV  MNST US 03/17/12 C57.5   -11.8  45.2   1.70    0.0    476
CLR    CONTL RES I  CLR US 03/17/12 P85      -11.7  46.3   0.76  -56.6   1112
HPQ    HEWLETT-PAC  HPQ US 08/18/12 C28      -11.7  28.4   1.81  -38.6    707
LGF    LIONS GATE   LGF US 06/16/12 P12      -11.2  50.9   1.00  -23.1   1389
SHLD   SEARS HOLDI  SHLD US 09/22/12 P57.5   -11.2  93.6  14.65    0.0    218
FLR    FLUOR CORP   FLR US 04/21/12 C65      -11.1  27.1   1.90   72.7    207
WPI    WATSON PHAR  WPI US 03/17/12 P60      -11.1  24.4   2.00  -20.0    555
KSS    KOHLS CORP   KSS US 07/21/12 P50      -11.1  26.1   3.69   23.0   1368
VHC    VIRNETX HOL  VHC US 03/17/12 C24      -11.0  77.1   1.75   -5.4    320
ESV    ENSCO PLC-A  ESV US 03/17/12 P52.5    -11.0  33.3   0.25  -64.3    228
PCS    METROPCS CO  PCS US 05/19/12 C11      -11.0  48.1   1.10   46.7    215
SHLD   SEARS HOLDI  SHLD US 04/21/12 P45     -10.9  85.4   1.60  -64.3    289
SHLD   SEARS HOLDI  SHLD US 06/16/12 P50     -10.8  91.0   6.20  -39.2    494
UUP    POWERSHARES  UUP US 03/17/12 P22      -10.8   7.4   0.18   38.5    618
HPQ    HEWLETT-PAC  HPQ US 08/18/12 C27      -10.7  29.1   2.34  -36.8    296
ESRX   EXPRESS SCR  ESRX US 03/17/12 P50     -10.6  46.8   1.10  -42.1   2186
NWSA   NEWS CORP-A  NWSA US 03/17/12 C20     -10.6  22.1   0.15  -11.8    200
AUY    YAMANA GOLD  AUY US 03/17/12 C17      -10.5  33.6   1.22   41.9    870
MNST   MONSTER BEV  MNST US 03/17/12 P50     -10.5  49.4   0.70  -30.0    429
AUY    YAMANA GOLD  AUY US 03/17/12 P17      -10.5  33.2   0.19  -59.6    579
LGF    LIONS GATE   LGF US 06/16/12 P11      -10.4  52.6   0.65  -18.8   1012
LGF    LIONS GATE   LGF US 03/17/12 C12      -10.4  59.3   1.35   12.5   1119
DNR    DENBURY RES  DNR US 03/17/12 P21      -10.4  31.5   0.50  -69.7    280
HPQ    HEWLETT-PAC  HPQ US 08/18/12 P27      -10.4  29.6   2.11   19.2   2666
F      FORD MOTOR   F US 01/19/13 C5         -10.3  46.4   7.45    1.5    300
AEA    ADVANCE AME  AEA US 07/21/12 P10      -10.3  10.5   0.15    0.0   1068
OCR    OMNICARE IN  OCR US 03/17/12 C33      -10.2  31.3   2.25   -2.2    500
LGF    LIONS GATE   LGF US 06/16/12 C12      -10.2  52.1   2.00    5.3   1002
TK     TEEKAY CORP  TK US 04/21/12 P27.5     -10.1  28.4   1.25  -19.4    465
HPQ    HEWLETT-PAC  HPQ US 08/18/12 P28      -10.1  29.0   2.66   26.1    717
SWY    SAFEWAY INC  SWY US 06/16/12 P18      -10.0  29.7   0.35    0.0    200
WLL    WHITING PET  WLL US 03/17/12 P50      -10.0  45.0   0.15  -72.7    500

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

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

Press spacebar to pause and continue. Press esc to stop.

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.