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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 3:00 p.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 500 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
=============================================================================
FSIN   FUSHI COPPE  FSIN US 04/21/12 P7.5     92.4 116.9   0.80  100.0   1507
AVP    AVON PRODUC  AVP US 04/21/12 P20       85.3  42.1   0.05  -93.9   1279
AVP    AVON PRODUC  AVP US 04/21/12 C20       76.1  39.2   2.75 1618.8   1070
T      AT&T INC     T US 04/21/12 C30         71.8  23.2   1.55   21.1   1016
YPF    YPF SA-ADR   YPF US 04/21/12 C25       65.7  63.8   0.90  -76.3    845
VZ     VERIZON COM  VZ US 04/21/12 C37        56.5  19.3   1.57   25.6    639
FSIN   FUSHI COPPE  FSIN US 04/21/12 P5       54.7 210.2   0.25  150.0   2441
AVP    AVON PRODUC  AVP US 04/21/12 C19       52.6  36.5   3.70  469.2   2029
MDT    MEDTRONIC I  MDT US 04/21/12 C34       49.7  50.8   5.60   43.6   3850
BMY    BRISTOL-MYE  BMY US 04/21/12 C32       49.0  26.3   1.89    7.4  36485
FSIN   FUSHI COPPE  FSIN US 05/19/12 P5       48.9 171.5   0.50  100.0   1001
AVP    AVON PRODUC  AVP US 05/19/12 P19       48.8  41.7   0.25  -66.7   2967
JNK    SPDR BARCLA  JNK US 04/21/12 C39       48.5   9.4   0.50   -9.1    867
BMY    BRISTOL-MYE  BMY US 04/21/12 C31       47.5  37.0   2.90   21.3  11907
MDT    MEDTRONIC I  MDT US 04/21/12 C37       46.1  26.3   2.60   16.6   4550
MDT    MEDTRONIC I  MDT US 04/21/12 C37       46.1  26.3   2.60   16.6   4550
FSIN   FUSHI COPPE  FSIN US 06/16/12 P7.5     44.5  86.1   1.20   60.0    626
MON    MONSANTO CO  MON US 04/21/12 C62.5     44.1  72.6  19.25   13.2   1435
AVP    AVON PRODUC  AVP US 04/21/12 P21       43.5  36.3   0.20    0.0   4669
MON    MONSANTO CO  MON US 04/21/12 C60       41.6  81.6  21.75   11.5    880
JPM    JPMORGAN CH  JPM US 04/21/12 C41       39.5  42.7   5.39   10.0 173488
FSIN   FUSHI COPPE  FSIN US 06/16/12 P5       39.4 138.1   0.60  100.0   1441
MON    MONSANTO CO  MON US 04/21/12 C65       38.7  63.8  16.80   12.6   1720
JPM    JPMORGAN CH  JPM US 04/21/12 C40       37.3  49.2   6.30    5.9 278144
JPM    JPMORGAN CH  JPM US 04/21/12 C27       36.6 142.4  19.15   33.9   1300
AVP    AVON PRODUC  AVP US 05/19/12 C22       36.4  37.8   1.70    0.0   2125
AVP    AVON PRODUC  AVP US 07/21/12 C20       34.6  36.8   3.20  276.5    562
JPM    JPMORGAN CH  JPM US 04/21/12 C38       34.3  62.1   8.31    7.1 176541
LDK    LDK SOLAR C  LDK US 04/21/12 C4        33.9  71.7   0.19   -9.5    512
SIRI   SIRIUS XM R  SIRI US 04/21/12 C2       33.6  48.4   0.38   40.7    543
THRX   THERAVANCE   THRX US 04/21/12 P17.5    33.0  77.4   0.10  -66.7   1004
FSIN   FUSHI COPPE  FSIN US 06/16/12 C7.5     31.5  76.2   1.10   37.5    865
JPM    JPMORGAN CH  JPM US 04/21/12 C35       31.5  82.1  11.25    8.7  18575
AVP    AVON PRODUC  AVP US 07/21/12 C22       31.3  34.9   2.00  769.6   2328
JPM    JPMORGAN CH  JPM US 04/21/12 C34       30.8  89.0  12.15   -0.4  11520
HUN    HUNTSMAN CO  HUN US 04/21/12 C15       30.6  43.6   0.55  266.7   6248
JPM    JPMORGAN CH  JPM US 04/21/12 C33       30.2  96.0  13.15    2.3   7400
MON    MONSANTO CO  MON US 04/21/12 C67.5     30.0  53.9  14.30   13.9   6390
JPM    JPMORGAN CH  JPM US 04/21/12 C32       29.7 103.2  14.15    2.9  13420
AVP    AVON PRODUC  AVP US 05/19/12 P22       29.5  37.3   0.97    0.0    906
DEO    DIAGEO PLC-  DEO US 04/21/12 C100      29.4  14.1   0.95  375.0   1088
JPM    JPMORGAN CH  JPM US 04/21/12 C31       27.4 110.6  15.20   16.0   2050
MDT    MEDTRONIC I  MDT US 05/19/12 C34       27.0  34.5   5.60   10.9   6654
JPM    JPMORGAN CH  JPM US 04/21/12 C20       26.9 210.9  26.15    1.8   1040
JPM    JPMORGAN CH  JPM US 04/21/12 C29       26.5 126.1  17.20   38.7    800
JPM    JPMORGAN CH  JPM US 04/21/12 C42       26.1  36.2   4.35    9.6 111620
JPM    JPMORGAN CH  JPM US 04/21/12 C28       26.1 134.1  18.20   35.8   1350
CSCO   CISCO SYSTE  CSCO US 04/21/12 C16      25.3  80.5   5.25    1.9  15510
DFS    DISCOVER FI  DFS US 04/21/12 C27       25.2  63.6   6.70    6.3   8000
JPM    JPMORGAN CH  JPM US 04/21/12 C37       25.0  68.7   9.30    3.2  57966
MDT    MEDTRONIC I  MDT US 05/19/12 C33       24.4  38.0   6.60   18.9   2380
JPM    JPMORGAN CH  JPM US 04/21/12 C36       24.4  75.3  10.15    2.3  50407
JPM    JPMORGAN CH  JPM US 04/21/12 C39       24.2  55.6   7.30    5.8 178760
DFS    DISCOVER FI  DFS US 04/21/12 C26       24.1  72.4   7.70   -3.8   3200
JPM    JPMORGAN CH  JPM US 04/21/12 C30       23.9 118.2  16.20    1.2   1700
CSCO   CISCO SYSTE  CSCO US 04/21/12 C14      23.8 111.2   7.20    7.5   8216
AXP    AMERICAN EX  AXP US 04/21/12 C48       23.8  54.5  10.15   -1.9   3000
AXP    AMERICAN EX  AXP US 04/21/12 C47       23.2  59.4  11.15   -4.4   2788
DFS    DISCOVER FI  DFS US 04/21/12 C25       22.7  81.3   8.70    4.8   4000
LOGI   LOGITECH IN  LOGI US 05/19/12 P7       22.6  56.1   0.25  -16.7   2010
CSCO   CISCO SYSTE  CSCO US 04/21/12 C15      22.0  95.4   6.20    1.6  15290
GRPN   GROUPON INC  GRPN US 04/21/12 C15      21.9  53.6   1.10  -68.6    502
JPM    JPMORGAN CH  JPM US 05/19/12 C38       21.8  40.6   8.25    4.3  19899
FSIN   FUSHI COPPE  FSIN US 09/22/12 P2.5     21.8 154.5   0.35  133.3    501
LDK    LDK SOLAR C  LDK US 04/21/12 P4        21.0 107.7   0.43   34.4    582
JPM    JPMORGAN CH  JPM US 05/19/12 C36       20.9  49.2  10.15    5.7   1760
DFS    DISCOVER FI  DFS US 04/21/12 C28       20.9  55.1   5.70   14.0   5600
AXP    AMERICAN EX  AXP US 04/21/12 C46       20.8  63.2  12.15   -5.3   1290
KSS    KOHLS CORP   KSS US 04/21/12 P47       20.8  29.1   0.11  -72.5   1020
AXP    AMERICAN EX  AXP US 04/21/12 C45       20.5  68.1  13.15   -5.6   2030
BAC    BANK OF AME  BAC US 04/21/12 C7        20.5  76.4   2.73    6.6    636
KSS    KOHLS CORP   KSS US 04/21/12 P49       20.4  26.9   0.35  -41.7   3064
EP     EL PASO COR  EP US 04/21/12 P29        20.4  21.1   0.20    0.0   1198
JPM    JPMORGAN CH  JPM US 05/19/12 C37       20.3  42.3   9.15    0.9   6305
CSCO   CISCO SYSTE  CSCO US 04/21/12 C17      20.1  62.8   4.20    0.5  34589
CBG    CBRE GROUP   CBG US 04/21/12 P18       19.7  44.2   0.05  -75.0  12000
LOW    LOWE'S COS   LOW US 04/21/12 P29       19.6  30.9   0.12   20.0   9435
TLT    ISHARES BAR  TLT US 04/21/12 C112      19.5  15.7   1.79   17.0    842
CSCO   CISCO SYSTE  CSCO US 04/21/12 C13      19.3 122.2   8.20   17.1   2680
CTCT   CONSTANT CO  CTCT US 06/16/12 P22.5    19.0  54.3   0.45  -30.8   1537
ROST   ROSS STORES  ROST US 04/21/12 P55      19.0  27.3   0.25    0.0   1455
IDTI   INTEGRAT DE  IDTI US 05/19/12 C6       18.6  49.4   1.25   -3.9    600
ILMN   ILLUMINA IN  ILMN US 04/21/12 P46      18.3  58.9   0.55   57.1    877
SCEI   SINO CLEAN   SCEI US 09/22/12 C2       18.0 127.4   0.95   -5.0   2015
HUN    HUNTSMAN CO  HUN US 04/21/12 C14       17.8  39.5   1.15  155.6   1606
F      FORD MOTOR   F US 04/21/12 P11         17.7  35.8   0.02  100.0   2032
JPM    JPMORGAN CH  JPM US 05/19/12 C35       17.5  53.5  11.20    5.7   8761
RRD    RR DONNELLE  RRD US 04/21/12 P13       17.3  48.0   1.10   15.8    960
CXDC   CHINA XD PL  CXDC US 04/21/12 P5       17.3 117.9   0.45   28.6    907
HUN    HUNTSMAN CO  HUN US 04/21/12 P15       17.1  39.2   0.50  -50.0    718
ORLY   O'REILLY AU  ORLY US 04/21/12 P90      17.1  19.7   0.60  -29.4    716
TLT    ISHARES BAR  TLT US 04/21/12 C113      17.1  15.4   1.24   15.9    614
KSS    KOHLS CORP   KSS US 04/21/12 C50       16.8  25.9   2.10   82.6    930
KO     COCA-COLA C  KO US 04/21/12 C70        16.7  18.2   4.20    2.4    692
GRPN   GROUPON INC  GRPN US 04/21/12 P16      16.7  84.4   1.40  366.7    975
ILMN   ILLUMINA IN  ILMN US 04/21/12 P47      16.7  55.1   0.65   14.0    870
TLT    ISHARES BAR  TLT US 12/22/12 P80       16.4  25.5   0.47   11.9    583
GRPN   GROUPON INC  GRPN US 04/21/12 C16      16.3  53.3   0.55  -78.4   1146
JPM    JPMORGAN CH  JPM US 05/19/12 C33       16.3  62.6  13.10    0.4   1110
ILMN   ILLUMINA IN  ILMN US 04/21/12 C52.5    16.0  40.3   1.74   -3.3   1439
BSFT   BROADSOFT I  BSFT US 05/19/12 P35      15.9  68.1   1.10  -37.1   1115
MRVL   MARVELL TEC  MRVL US 04/21/12 P14      15.9  38.9   0.04  -20.0   2022
AXP    AMERICAN EX  AXP US 04/21/12 C52.5     15.8  33.1   5.68    5.2   1080
CSX    CSX CORP     CSX US 04/21/12 C20       15.8  39.1   2.22   29.8    993
CSCO   CISCO SYSTE  CSCO US 04/21/12 C18      15.5  49.4   3.25    1.9 141435
KMI    KINDER MORG  KMI US 04/21/12 C35       15.1  27.3   4.20   13.5   6020
AXP    AMERICAN EX  AXP US 04/21/12 C40       15.1  95.0  18.15    6.3   1260
EXXI   ENERGY XXI   EXXI US 04/21/12 C35      15.1  42.8   2.90   45.0   1560
ROST   ROSS STORES  ROST US 04/21/12 P57.5    15.0  24.5   0.80   -3.6    942
JPM    JPMORGAN CH  JPM US 05/19/12 C32       14.8  67.3  14.15    5.0   1772
T      AT&T INC     T US 04/21/12 C31         14.7  12.8   0.57   67.7   2161
ROST   ROSS STORES  ROST US 04/21/12 C57.5    14.3  24.2   1.75    9.4   1215
GPS    GAP INC/THE  GPS US 04/21/12 P26       14.2  33.1   0.56  -13.8   3357
RENN   RENREN INC-  RENN US 05/19/12 C6       14.2  85.3   0.55   22.2   2241
CNP    CENTERPOINT  CNP US 05/19/12 C20       14.2  23.3   0.60   33.3   1976
RENN   RENREN INC-  RENN US 04/21/12 C6       14.1  73.5   0.29   93.3   3885
PAL    NORTH AMER   PAL US 06/16/12 P2.5      14.0  63.3   0.20    0.0    500
ILMN   ILLUMINA IN  ILMN US 04/21/12 P49      13.7  47.8   0.95   35.7   6787
RRD    RR DONNELLE  RRD US 04/21/12 C13       13.7  40.8   0.20    0.0   1000
GPS    GAP INC/THE  GPS US 04/21/12 C26       13.6  33.1   0.93   20.8   2606
TLT    ISHARES BAR  TLT US 04/21/12 C115      13.4  15.0   0.56   16.7   1068
NUS    NU SKIN ENT  NUS US 04/21/12 P55       13.3  32.4   0.95   35.7   1589
VZ     VERIZON COM  VZ US 04/21/12 C38        13.3  15.5   0.67   59.5   4184
ILMN   ILLUMINA IN  ILMN US 04/21/12 P50      13.2  45.1   1.15   27.8   7164
JPM    JPMORGAN CH  JPM US 05/19/12 C30       13.2  77.0  16.15    0.9    700
CSCO   CISCO SYSTE  CSCO US 04/21/12 C12      13.2 139.5   9.20    1.7   3600
BMY    BRISTOL-MYE  BMY US 04/21/12 C33       13.2  14.9   0.88   11.4 202641
ILMN   ILLUMINA IN  ILMN US 04/21/12 P52.5    13.0  38.9   2.34   33.7    632
GPS    GAP INC/THE  GPS US 04/21/12 C25       13.0  34.2   1.59   12.0   1193
HBAN   HUNTINGTON   HBAN US 04/21/12 C6       12.9  34.6   0.58   20.8    584
ALTR   ALTERA CORP  ALTR US 04/21/12 C41      12.9  30.5   0.50   -9.1    732
MYL    MYLAN INC    MYL US 04/21/12 P22       12.8  28.4   0.11    0.0   1116
KMX    CARMAX INC   KMX US 04/21/12 C34       12.8  45.6   1.80    5.9   2958
SCHW   SCHWAB (CHA  SCHW US 05/19/12 P13      12.8  42.3   0.25    0.0   4210
OVTI   OMNIVISION   OVTI US 04/21/12 P18      12.8  47.7   0.10  -41.2    930
XME    SPDR S&P ME  XME US 04/21/12 P43       12.8  48.4   0.13  -38.1   1185
IWM    ISHARES-RUS  IWM US 04/21/12 P66       12.3  45.8   0.02    0.0    600
OVTI   OMNIVISION   OVTI US 04/21/12 P21      12.2  42.7   0.85  -41.4    522
OKE    ONEOK INC    OKE US 04/21/12 C82.5     12.1  14.8   0.65  -13.3   2000
KMI    KINDER MORG  KMI US 04/21/12 C37.5     12.1  10.7   1.75   45.8   1546
TQNT   TRIQUINT SE  TQNT US 05/19/12 C7       12.1  55.5   0.40  -11.1   2138
RL     RALPH LAURE  RL US 04/21/12 P150       12.0  39.9   0.20  -20.0    510
NYX    NYSE EURONE  NYX US 04/21/12 P28       12.0  34.3   0.18    0.0    580
LDK    LDK SOLAR C  LDK US 06/16/12 C4        11.9  63.2   0.38   -5.0   1206
RL     RALPH LAURE  RL US 04/21/12 P135       11.9  58.4   0.03  -40.0    500
KSS    KOHLS CORP   KSS US 04/21/12 P50       11.8  25.0   0.60  -40.0    799
NYX    NYSE EURONE  NYX US 04/21/12 P29       11.8  31.8   0.30  -28.6    526
WAG    WALGREEN CO  WAG US 04/21/12 C33       11.7  24.4   1.90   77.6   1103
AGNC   AMERICAN CA  AGNC US 05/19/12 C30      11.6  12.8   0.49   63.3    752
JWN    NORDSTROM I  JWN US 04/21/12 P55       11.6  22.1   0.62  -15.1   1044
LDK    LDK SOLAR C  LDK US 05/19/12 P4        11.5 126.0   0.77   26.2    619
T      AT&T INC     T US 04/21/12 P30         11.5  14.4   0.07  -30.0    729
SPY    SPDR S&P 50  SPY US 04/21/12 P111      11.5  42.0   0.02    0.0    846
KSS    KOHLS CORP   KSS US 04/21/12 C52.5     11.4  24.8   0.65  116.7   2973
NYX    NYSE EURONE  NYX US 04/21/12 C29       11.4  31.9   2.09   91.7   1023
HYG    ISH-IBOXX H  HYG US 05/19/12 C91       11.2   5.4   0.35  -46.1   1030
MON    MONSANTO CO  MON US 04/21/12 P80       11.2  30.8   1.43  -40.7   1016
QQQ    POWERSH-QQQ  QQQ US 04/21/12 P50       11.1  53.7   0.01    0.0    840
DPZ    DOMINO'S PI  DPZ US 05/19/12 C33       10.9  42.6   4.79   14.1   2198
ACOM   ANCESTRY.CO  ACOM US 05/19/12 P17.5    10.9  62.8   0.15  -40.0   2510
DISH   DISH NETWOR  DISH US 04/21/12 P27      10.9  56.1   0.05    0.0   1321
NYX    NYSE EURONE  NYX US 04/21/12 C30       10.9  29.3   0.99   32.0   3659
GPS    GAP INC/THE  GPS US 04/21/12 C27       10.9  32.8   0.47   30.6   1693
CHK    CHESAPEAKE   CHK US 04/21/12 P22       10.8  41.8   0.31  -22.5  11320
WAG    WALGREEN CO  WAG US 04/21/12 P33       10.8  24.1   0.25  -45.6   1634
RENN   RENREN INC-  RENN US 04/21/12 C5       10.7  69.6   0.80   23.1   1487
CSCO   CISCO SYSTE  CSCO US 05/19/12 C16      10.6  49.2   5.25    8.2   5100
MON    MONSANTO CO  MON US 04/21/12 C85       10.6  29.3   0.90  136.8   1410
DE     DEERE & CO   DE US 04/21/12 P75        10.6  27.9   0.14  -26.3    641
AVP    AVON PRODUC  AVP US 05/19/12 C23       10.5  38.3   1.12    0.0   3534
MON    MONSANTO CO  MON US 04/21/12 C82.5     10.5  29.9   1.83  101.1   4266
SHLD   SEARS HOLDI  SHLD US 04/21/12 C60      10.5  55.3   7.10    0.0    937
BMY    BRISTOL-MYE  BMY US 06/16/12 C29       10.5  29.2   4.90    1.0   1920
CLNE   CLEAN ENERG  CLNE US 04/21/12 P19      10.4  62.3   0.40   33.3    517
MON    MONSANTO CO  MON US 04/21/12 P75       10.4  34.1   0.38  -43.3    705
SYY    SYSCO CORP   SYY US 05/19/12 C25       10.3  40.3   5.00   -7.4   1800
ROST   ROSS STORES  ROST US 04/21/12 C60      10.3  22.6   0.60   20.0   1240
FDO    FAMILY DOLL  FDO US 04/21/12 C65       10.3  25.6   0.60  -20.0    659
SSO    PRO ULT S&P  SSO US 06/16/12 C48       10.3  35.8  11.80    2.6    616
AA     ALCOA INC    AA US 04/21/12 P9         10.2  44.3   0.05  -37.5   2148
JBLU   JETBLUE AIR  JBLU US 04/21/12 C5       10.2  51.4   0.15  -25.0    520
JPM    JPMORGAN CH  JPM US 06/16/12 C33       10.2  49.6  13.15    1.5  26850
MON    MONSANTO CO  MON US 04/21/12 C80       10.2  30.7   3.20   71.1   2420
PRU    PRUDENTL FI  PRU US 04/21/12 P55       10.2  40.0   0.05  -68.8    511
TEVA   TEVA PHARM-  TEVA US 04/21/12 P42.5    10.1  25.3   0.13  -27.8    706
WAG    WALGREEN CO  WAG US 04/21/12 P34       10.1  23.0   0.55  -40.9   2495
ALTR   ALTERA CORP  ALTR US 04/21/12 P39      10.0  32.1   1.00   42.9    513
WPI    WATSON PHAR  WPI US 04/21/12 C65       10.0  38.6   3.60   20.0   1215
GIS    GENERAL MIL  GIS US 04/21/12 C39       10.0  10.6   0.62   10.7    563

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
KITD   KIT DIGITAL  KITD US 05/19/12 C5      -46.4  75.7   2.75    3.8   1523
AVP    AVON PRODUC  AVP US 04/21/12 C23      -34.5  34.3   0.57 1040.0  10615
FTR    FRONTIER CO  FTR US 04/21/12 P4.5     -33.0  23.8   0.25  -44.4   3127
MCP    MOLYCORP IN  MCP US 04/21/12 C30      -30.0  25.2   4.98   25.8   1074
CSCO   CISCO SYSTE  CSCO US 01/19/13 C8      -26.3  64.5  13.25   10.9    780
VXX    IPATH-S&P S  VXX US 09/22/12 P7       -23.4  76.5   0.13    0.0   1060
JPM    JPMORGAN CH  JPM US 01/19/13 C20      -23.0  63.7  26.20    0.6 121000
GPN    GLOBAL PAYM  GPN US 04/21/12 P45      -20.6  40.4   1.15  -17.9    715
JNK    SPDR BARCLA  JNK US 04/21/12 P39      -20.3  11.7   0.30  -14.3    690
KITD   KIT DIGITAL  KITD US 04/21/12 C7.5    -19.9 110.0   0.75  -11.8    568
EP     EL PASO COR  EP US 05/19/12 C28       -18.6  21.3   2.10    3.5   1985
AVP    AVON PRODUC  AVP US 04/21/12 P22      -17.5  35.6   0.40  -87.5  10534
ESRX   EXPRESS SCR  ESRX US 04/21/12 P52.5   -17.5  29.0   0.37  -68.1   1827
TNB    THOMAS & BE  TNB US 06/16/12 P67.5    -17.4  10.6   0.10  -60.0    508
TWER   TOWERSTREAM  TWER US 06/16/12 C2.5    -17.3 114.5   2.70    8.0    719
ESRX   EXPRESS SCR  ESRX US 04/21/12 C52.5   -16.9  29.1   3.40   19.3   1137
ESRX   EXPRESS SCR  ESRX US 04/21/12 P55     -15.6  27.3   0.90  -62.7   1181
ESRX   EXPRESS SCR  ESRX US 04/21/12 C55     -15.3  27.5   1.60   16.8   2672
GE     GENERAL ELE  GE US 04/21/12 C18       -14.9  28.0   2.12    0.9   1057
PFF    ISHARES S&P  PFF US 04/21/12 P39      -14.4   7.7   0.30  -25.0    519
SPRD   SPREADTRUM-  SPRD US 08/18/12 P15     -14.2  55.4   1.45  -34.1    750
ESRX   EXPRESS SCR  ESRX US 04/21/12 P50     -14.1  32.9   0.14  -74.1   6780
ITUB   ITAU UNIBAN  ITUB US 04/21/12 P19     -14.1  27.5   0.35  -41.7   1054
ESRX   EXPRESS SCR  ESRX US 04/21/12 C57.5   -13.7  26.7   0.56   40.0  11754
GRMN   GARMIN LTD   GRMN US 04/21/12 C44     -12.7  22.1   3.40    0.9    988
SCEI   SINO CLEAN   SCEI US 04/21/12 C2      -12.6 156.8   0.55  -31.2    684
ESRX   EXPRESS SCR  ESRX US 05/19/12 C50     -12.2  33.4   6.38   27.6    884
SPRD   SPREADTRUM-  SPRD US 08/18/12 P17     -12.1  52.2   2.30  -21.0    861
TWO    TWO HARBORS  TWO US 05/19/12 C10      -12.0  13.2   0.30  -25.0   1395
DANG   E-COMMERCE   DANG US 04/21/12 C7      -11.9  71.3   2.00   53.9   2534
SPRD   SPREADTRUM-  SPRD US 08/18/12 P16     -11.8  53.6   1.85  -27.4   1010
ESRX   EXPRESS SCR  ESRX US 06/16/12 P57.5   -11.7  26.8   3.75  -20.2   1257
CLF    CLIFFS NATU  CLF US 04/21/12 C75      -11.6  34.1   0.81   14.1   2700
DTV    DIRECTV-A    DTV US 04/21/12 C47      -11.5  16.8   3.00   15.8   1868
SRE    SEMPRA ENER  SRE US 04/21/12 C60      -11.5  10.3   1.25   78.6    643
ESRX   EXPRESS SCR  ESRX US 06/16/12 P52.5   -11.4  29.8   1.53  -43.3   1352
PCAR   PACCAR INC   PCAR US 04/21/12 P47     -10.9  23.1   0.90  -30.8    644
LMCA   LIBERTY MED  LMCA US 05/19/12 P85     -10.8  26.5   1.60  -28.9   6088
ORI    OLD REPUB I  ORI US 05/19/12 C10      -10.8  29.7   0.85    0.0    840
JPM    JPMORGAN CH  JPM US 01/19/13 C23      -10.8  53.9  23.20    0.9  82000
ESRX   EXPRESS SCR  ESRX US 05/19/12 P52.5   -10.8  32.3   1.19  -43.3    866
TWER   TOWERSTREAM  TWER US 09/22/12 C5      -10.7  85.5   1.35    8.0    746
ESRX   EXPRESS SCR  ESRX US 06/16/12 C57.5   -10.3  27.2   1.89   -1.1    807
GE     GENERAL ELE  GE US 05/19/12 C17       -10.1  28.5   3.10    4.4    560

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

-- Bloomberg News

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