U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-08-01T15:30:08Z
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
=============================================================================
AMLN AMYLIN PHAR AMLN US 01/19/13 C31 5862.0 59.5 0.03 0.0 386
AMLN AMYLIN PHAR AMLN US 01/19/13 C30 1087.4 54.2 1.01 3.1 377
LH LABORATORY LH US 08/18/12 P87.5 105.5 20.9 2.05 -39.7 211
KCG KNIGHT CAPI KCG US 01/19/13 P7.5 85.3 82.9 1.10 423.8 1142
REE RARE ELEMEN REE US 09/22/12 C3 68.6 88.7 1.15 0.0 245
VOD VODAFONE GR VOD US 09/22/12 C25 61.8 27.5 4.50 0.0 307
KCG KNIGHT CAPI KCG US 10/20/12 P7.5 60.5 95.8 1.05 600.0 4628
KCG KNIGHT CAPI KCG US 09/22/12 P7.5 53.0 113.1 0.60 0.0 2800
PKX POSCO-ADR PKX US 08/18/12 P85 49.4 22.4 4.20 -18.8 200
REE RARE ELEMEN REE US 08/18/12 C4 37.6 81.7 0.35 -22.2 494
MTW MANITOWOC C MTW US 08/18/12 C9 37.5 102.1 3.10 0.0 421
IDCC INTERDIGITA IDCC US 08/18/12 P25 36.9 74.0 0.20 -50.0 473
SDS PRO ULTSHRT SDS US 08/18/12 C13 36.6 41.3 2.05 -1.0 1396
SDS PRO ULTSHRT SDS US 08/18/12 C14 29.6 33.6 1.10 -2.6 4049
VTR VENTAS INC VTR US 08/18/12 P65 29.3 23.5 0.40 33.3 5007
CLMT CALUMET SPE CLMT US 11/17/12 C25 27.1 27.4 1.35 8.0 209
REE RARE ELEMEN REE US 08/18/12 C3 25.8 117.8 1.20 -38.5 1543
LVLT LEVEL 3 COM LVLT US 08/18/12 C17 25.1 60.1 2.00 -23.1 935
NOK NOKIA CORP- NOK US 08/18/12 P2 25.0 111.3 0.04 0.0 1545
LVLT LEVEL 3 COM LVLT US 08/18/12 C18 24.2 55.5 1.15 -20.7 2426
AFL AFLAC INC AFL US 08/18/12 P45 21.9 27.7 1.67 -9.7 579
FRX FOREST LABS FRX US 08/18/12 P33 21.7 37.1 1.05 75.0 1357
AFL AFLAC INC AFL US 08/18/12 P46 20.5 27.0 2.11 -26.2 802
FRX FOREST LABS FRX US 09/22/12 P33 20.4 28.5 1.43 68.2 1146
AFL AFLAC INC AFL US 08/18/12 P46 19.7 26.9 2.11 -26.2 802
LH LABORATORY LH US 09/22/12 C90 19.5 21.3 1.75 150.0 217
AFL AFLAC INC AFL US 08/18/12 C44 19.4 28.7 1.14 56.2 466
AFL AFLAC INC AFL US 08/18/12 C45 19.4 27.2 0.71 102.9 591
AFL AFLAC INC AFL US 08/18/12 C43 19.2 30.5 1.74 20.0 396
AFL AFLAC INC AFL US 08/18/12 P44 18.9 29.0 1.12 -6.7 763
ISIS ISIS PHARM ISIS US 08/18/12 C12 18.9 87.4 0.95 5.6 257
REE RARE ELEMEN REE US 08/18/12 P4 18.5 85.9 0.26 73.3 1070
LF LEAPFROG EN LF US 08/18/12 C10 18.5 97.2 1.90 13.8 3076
FRX FOREST LABS FRX US 09/22/12 C34 18.2 29.2 1.05 -0.9 1275
ATPG ATP OIL & G ATPG US 09/22/12 C1 18.1 128.2 0.50 0.0 440
AFL AFLAC INC AFL US 08/18/12 C42 18.0 32.8 2.70 24.4 269
AFL AFLAC INC AFL US 08/18/12 C42 18.0 32.8 2.70 24.4 269
AFL AFLAC INC AFL US 08/18/12 P43 17.7 30.9 0.73 -8.8 354
AN AUTONATION AN US 08/18/12 P40 17.5 35.8 1.95 39.3 260
BRK/B BERKSHIRE H BRKB US 08/18/12 C80 17.4 21.0 4.70 -6.0 2430
FRX FOREST LABS FRX US 08/18/12 P32 17.4 35.9 0.65 116.7 397
HYG ISH-IBOXX H HYG US 09/22/12 P91 17.2 10.4 1.20 -14.3 2128
DD DU PONT (EI DD US 08/18/12 C50 16.9 20.4 1.01 65.6 1093
NVS NOVARTIS AG NVS US 08/18/12 C57.5 16.9 17.2 1.25 -22.8 346
GT GOODYEAR TI GT US 08/18/12 P11 16.8 52.5 0.25 -16.7 533
TAP MOLSON COOR TAP US 10/20/12 C35 16.6 34.5 7.58 35.4 202
TRN TRINITY IND TRN US 09/22/12 P30 16.6 41.2 2.50 0.0 748
XLF SPDR-FINL S XLF US 08/18/12 C14 16.4 25.4 0.78 1.3 318
NWSA NEWS CORP-A NWSA US 01/19/13 C17.5 16.3 29.9 5.85 8.7 266
HUM HUMANA INC HUM US 08/18/12 P60 16.3 35.5 0.55 -38.9 236
DAN DANA HOLDIN DAN US 08/18/12 C12 16.2 46.1 0.90 -33.3 688
VZ VERIZON COM VZ US 08/18/12 P47 16.2 15.1 1.59 -16.3 1853
FRX FOREST LABS FRX US 08/18/12 C33 15.8 36.2 1.05 -8.7 775
REE RARE ELEMEN REE US 09/22/12 C4 15.7 75.2 0.52 -13.3 236
IDCC INTERDIGITA IDCC US 08/18/12 P20 15.7 120.7 0.05 -80.0 413
BRK/B BERKSHIRE H BRKB US 08/18/12 C82.5 15.5 18.3 2.34 -13.7 1907
ODFL OLD DOMINIO ODFL US 08/18/12 P40 15.4 47.9 1.20 -9.8 293
GT GOODYEAR TI GT US 08/18/12 C11 15.2 50.4 0.85 21.4 421
FRX FOREST LABS FRX US 09/22/12 C33 15.0 29.2 1.45 -6.5 1281
NVS NOVARTIS AG NVS US 08/18/12 P57.5 14.8 16.6 0.45 73.1 255
BRK/B BERKSHIRE H BRKB US 08/18/12 P80 14.7 21.9 0.22 120.0 1249
IDCC INTERDIGITA IDCC US 09/22/12 P25 14.7 58.2 0.50 -63.0 276
BRK/B BERKSHIRE H BRKB US 08/18/12 P82.5 14.4 18.4 0.54 74.2 1430
SO SOUTHERN CO SO US 08/18/12 C44 14.2 40.6 4.35 1.2 342
VXX IPATH-S&P S VXX US 08/18/12 C12 14.1 73.9 1.66 -12.6 262
NEON NEONODE INC NEON US 08/18/12 C5 14.0 103.8 0.35 -22.2 1919
PEP PEPSICO INC PEP US 08/18/12 P75 13.9 13.8 2.88 19.0 890
HUM HUMANA INC HUM US 08/18/12 P62.5 13.9 33.3 1.25 -37.5 324
DD DU PONT (EI DD US 08/18/12 C49 13.8 21.5 1.81 49.6 888
NAVB NAVIDEA BIO NAVB US 08/18/12 C3 13.8 113.4 0.30 -66.7 201
LVLT LEVEL 3 COM LVLT US 09/22/12 C17 13.8 54.6 2.10 2.4 274
MTZ MASTEC INC MTZ US 10/20/12 C15 13.8 43.2 1.50 -11.8 230
SO SOUTHERN CO SO US 08/18/12 C45 13.6 31.8 3.40 4.6 371
WTW WEIGHT WATC WTW US 10/20/12 P45 13.1 55.4 2.28 -3.0 1509
BG BUNGE LTD BG US 09/22/12 P67.5 13.0 23.1 2.85 0.0 494
GT GOODYEAR TI GT US 08/18/12 P12 12.9 46.8 0.56 -32.5 662
AGN ALLERGAN IN AGN US 08/18/12 P75 12.7 47.1 0.10 -81.8 215
VZ VERIZON COM VZ US 08/18/12 C44 12.7 17.5 1.70 22.3 340
XLF SPDR-FINL S XLF US 08/18/12 P14 12.7 25.5 0.08 0.0 231
DD DU PONT (EI DD US 08/18/12 P50 12.6 20.9 0.88 -29.6 5674
NVS NOVARTIS AG NVS US 08/18/12 C55 12.6 19.1 3.35 3.1 1577
WM WASTE MANAG WM US 08/18/12 P35 11.9 17.7 1.00 42.9 350
NOK NOKIA CORP- NOK US 09/22/12 C2.5 11.8 84.2 0.32 39.1 2669
ATPG ATP OIL & G ATPG US 08/18/12 P1 11.8 361.3 0.17 13.3 324
NOK NOKIA CORP- NOK US 08/18/12 P2.5 11.7 82.1 0.17 -26.1 10524
HUM HUMANA INC HUM US 08/18/12 P65 11.6 33.0 2.40 -31.4 414
NOK NOKIA CORP- NOK US 09/22/12 P2 11.4 95.0 0.11 -15.4 376
JNJ JOHNSON&JOH JNJ US 08/18/12 P65 11.4 20.6 0.06 0.0 717
NOK NOKIA CORP- NOK US 09/22/12 P2.5 11.4 83.9 0.30 -16.7 2247
LVLT LEVEL 3 COM LVLT US 08/18/12 P18 11.4 53.9 0.45 -13.5 275
ISIS ISIS PHARM ISIS US 08/18/12 C11 11.3 88.7 1.60 3.2 327
DD DU PONT (EI DD US 08/18/12 P49 11.2 22.4 0.53 -22.1 927
IDCC INTERDIGITA IDCC US 08/18/12 C30 11.2 57.1 2.20 528.6 383
LVLT LEVEL 3 COM LVLT US 09/22/12 P17 11.1 52.1 0.70 -6.7 301
KCG KNIGHT CAPI KCG US 08/18/12 P7.5 11.1 143.5 0.48 0.0 4701
PCYC PHARMACYCLI PCYC US 08/18/12 P43 11.1 85.1 0.45 50.0 215
P PANDORA MED P US 08/18/12 P10 11.0 93.1 0.85 6.2 314
VZ VERIZON COM VZ US 08/18/12 P46 11.0 15.3 0.83 -21.7 3028
NOK NOKIA CORP- NOK US 08/18/12 C2 10.9 104.5 0.57 29.6 1252
NTSP NETSPEND HO NTSP US 11/17/12 P7.5 10.9 77.8 0.85 54.5 524
BRK/B BERKSHIRE H BRKB US 08/18/12 C87.5 10.8 14.5 0.25 47.1 430
VZ VERIZON COM VZ US 08/18/12 C47 10.8 15.5 0.12 100.0 2995
TLT ISHARES BAR TLT US 09/22/12 P133 10.7 17.9 6.00 0.8 956
NXY NEXEN INC NXY US 03/16/13 P18 10.7 48.8 0.80 45.5 393
VZ VERIZON COM VZ US 08/18/12 P44 10.7 17.3 0.15 -16.7 2246
DD DU PONT (EI DD US 08/18/12 C48 10.4 22.8 2.66 37.8 334
SNE SONY CORP-A SNE US 08/18/12 P11 10.4 64.1 0.20 0.0 322
OREX OREXIGEN TH OREX US 01/18/14 C4.5 10.3 97.4 2.15 4.9 507
AFL AFLAC INC AFL US 09/22/12 C46 10.2 24.8 0.86 38.7 249
VZ VERIZON COM VZ US 08/18/12 C46 10.2 15.5 0.40 73.9 3788
GRMN GARMIN LTD GRMN US 08/18/12 C32 10.2 55.8 6.50 0.0 201
BRK/B BERKSHIRE H BRKB US 08/18/12 P85 10.2 15.6 1.26 21.1 1055
PFE PFIZER INC PFE US 08/18/12 P23 10.2 23.0 0.12 -7.7 1211
WTW WEIGHT WATC WTW US 10/20/12 P47.5 10.1 53.0 3.60 13.9 548
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
TRLG TRUE RELIGI TRLG US 08/18/12 P23 -52.4 42.7 1.05 40.0 206
TRLG TRUE RELIGI TRLG US 08/18/12 P22 -51.0 44.1 0.40 -33.3 354
ENR ENERGIZER H ENR US 08/18/12 P70 -50.2 22.0 1.00 81.8 240
PVR PENN VIRGIN PVR US 08/18/12 C25 -49.8 9.6 0.70 -12.5 888
GRMN GARMIN LTD GRMN US 08/18/12 C37 -41.6 31.4 1.80 -34.5 468
GRMN GARMIN LTD GRMN US 08/18/12 C38 -41.5 31.1 1.58 -23.3 377
GRMN GARMIN LTD GRMN US 08/18/12 P39 -41.3 31.3 1.04 -49.3 589
GRMN GARMIN LTD GRMN US 08/18/12 C35 -41.1 32.3 5.10 32.5 323
AVP AVON PRODUC AVP US 08/18/12 P14 -39.7 47.4 0.25 -44.4 207
GRMN GARMIN LTD GRMN US 08/18/12 P38 -39.6 32.5 0.83 -46.1 532
GRMN GARMIN LTD GRMN US 08/18/12 P40 -39.5 31.6 2.04 -20.6 605
GRMN GARMIN LTD GRMN US 08/18/12 C39 -38.9 31.7 1.00 -36.7 256
GRMN GARMIN LTD GRMN US 08/18/12 C40 -38.6 31.6 0.48 -56.8 1071
SIMG SILICON IMA SIMG US 08/18/12 C5 -38.2 71.4 0.25 400.0 681
RJET REPUBLIC AI RJET US 08/18/12 C5 -37.8 53.9 0.15 0.0 500
FTR FRONTIER CO FTR US 08/18/12 C4 -37.7 32.8 0.35 133.3 2110
ALL ALLSTATE CO ALL US 08/18/12 C38 -37.6 17.4 0.13 1200.0 322
HBI HANESBRANDS HBI US 08/18/12 C30 -37.5 29.3 1.70 41.7 362
HOG HARLEY-DAVI HOG US 08/18/12 C40 -37.3 38.5 2.37 -44.2 1146
GRMN GARMIN LTD GRMN US 08/18/12 P36 -36.9 34.9 0.21 -72.0 1292
F FORD MOTOR F US 08/18/12 C7 -36.4 56.9 2.20 10.0 234
AGN ALLERGAN IN AGN US 08/18/12 C90 -35.3 24.9 0.80 60.0 682
AGN ALLERGAN IN AGN US 08/18/12 C87.5 -35.1 25.2 1.80 97.8 499
PZZA PAPA JOHN'S PZZA US 08/18/12 C55 -34.5 31.0 0.50 -37.5 283
HOG HARLEY-DAVI HOG US 08/18/12 P43 -34.3 34.6 1.93 5.5 351
AGN ALLERGAN IN AGN US 08/18/12 P85 -34.1 26.3 0.95 -78.4 381
FTR FRONTIER CO FTR US 08/18/12 C4.5 -33.5 43.0 0.10 100.0 701
HOG HARLEY-DAVI HOG US 08/18/12 P41 -33.1 37.0 1.03 1.0 383
HOG HARLEY-DAVI HOG US 08/18/12 P40 -33.0 38.4 0.65 -24.4 509
HOG HARLEY-DAVI HOG US 08/18/12 P42 -32.9 35.9 1.35 -4.3 1722
EA ELECTRONIC EA US 08/18/12 C10 -32.8 48.7 1.38 4.5 253
HOG HARLEY-DAVI HOG US 08/18/12 C43 -32.7 35.3 0.84 -60.9 374
HOG HARLEY-DAVI HOG US 08/18/12 C42 -32.6 35.9 1.26 -53.3 1105
RATE BANKRATE IN RATE US 08/18/12 P17.5 -32.4 59.2 1.60 -25.6 2525
SSYS STRATASYS I SSYS US 08/18/12 P60 -32.3 51.8 1.70 -50.0 215
HOG HARLEY-DAVI HOG US 08/18/12 P39 -32.3 40.4 0.44 -29.0 200
CIGX STAR SCIENT CIGX US 01/19/13 C2 -31.9 56.3 1.85 -2.6 200
TTWO TAKE-TWO IN TTWO US 08/18/12 P8 -31.7 51.2 0.20 0.0 326
XCO EXCO RESOUR XCO US 08/18/12 C6 -31.7 53.5 1.40 7.7 393
EA ELECTRONIC EA US 08/18/12 P11 -31.1 46.9 0.41 -36.9 1017
GRMN GARMIN LTD GRMN US 08/18/12 P35 -31.1 38.1 0.13 -75.9 391
PPO POLYPORE IN PPO US 08/18/12 C32.5 -31.0 49.9 1.55 -70.8 576
GNW GENWORTH FI GNW US 08/18/12 C4.5 -30.7 58.2 0.38 -48.0 279
AGN ALLERGAN IN AGN US 08/18/12 C85 -30.5 26.6 3.10 93.8 1117
RSH RADIOSHACK RSH US 08/18/12 P1 -30.2 306.4 0.02 0.0 498
AMLN AMYLIN PHAR AMLN US 01/18/14 P27 -30.2 6.8 0.08 0.0 288
AGN ALLERGAN IN AGN US 08/18/12 P87.5 -30.1 25.5 2.16 -17.2 271
HOG HARLEY-DAVI HOG US 08/18/12 P38 -30.1 43.3 0.30 -40.0 348
OC OWENS CORNI OC US 08/18/12 P27 -29.9 40.6 0.70 -51.7 1400
TRX TANZANIAN R TRX US 08/18/12 P4 -29.9 58.8 0.20 33.3 377
PFE PFIZER INC PFE US 08/18/12 C22 -29.8 27.6 2.15 3.9 391
OC OWENS CORNI OC US 08/18/12 P26 -29.5 43.0 0.40 -58.3 1209
FIRE SOURCEFIRE FIRE US 08/18/12 P40 -29.4 68.7 0.60 0.0 220
CBG CBRE GROUP CBG US 08/18/12 C16 -29.0 41.1 1.05 90.9 1186
SIMG SILICON IMA SIMG US 09/22/12 C5 -28.9 62.1 0.45 125.0 234
EA ELECTRONIC EA US 08/18/12 P10 -28.4 50.6 0.09 -67.9 1367
EA ELECTRONIC EA US 08/18/12 C11 -28.1 47.4 0.45 -32.8 579
RDN RADIAN GROU RDN US 08/18/12 C3 -27.9 68.4 0.20 33.3 583
DNB DUN & BRADS DNB US 08/18/12 P65 -27.7 48.2 0.30 20.0 1444
GRMN GARMIN LTD GRMN US 08/18/12 P34 -27.7 41.4 0.02 -94.1 1063
OC OWENS CORNI OC US 08/18/12 C29 -27.6 39.8 0.40 -20.0 246
F FORD MOTOR F US 08/18/12 C8 -27.5 35.3 1.11 -9.0 763
OPTR OPTIMER PHA OPTR US 08/18/12 P12.5 -27.4 53.2 0.30 -14.3 2010
PPO POLYPORE IN PPO US 08/18/12 P30 -27.3 58.3 0.60 122.2 2053
AMLN AMYLIN PHAR AMLN US 01/18/14 P30 -27.0 2.5 0.05 -58.3 556
GNW GENWORTH FI GNW US 08/18/12 C4 -26.9 73.8 0.88 -20.7 264
MA MASTERCARD MA US 08/18/12 C425 -25.0 26.3 10.00 -46.4 292
MA MASTERCARD MA US 08/18/12 P435 -25.0 25.1 14.60 23.2 315
HOG HARLEY-DAVI HOG US 08/18/12 P36 -24.9 49.0 0.15 -44.4 1590
ATML ATMEL CORP ATML US 08/18/12 P5 -24.9 62.4 0.08 -20.0 215
DVN DEVON ENERG DVN US 08/18/12 P55 -24.8 30.5 0.60 11.1 506
PFE PFIZER INC PFE US 01/19/13 C15 -24.4 37.9 9.20 1.7 565
CMCSA COMCAST COR CMCSA US 08/18/12 C34 -24.4 20.4 0.40 73.9 257
AGN ALLERGAN IN AGN US 08/18/12 C82.5 -24.3 27.5 5.20 116.7 309
MA MASTERCARD MA US 08/18/12 P430 -24.2 26.1 11.41 15.2 274
OSG OVERSEAS SH OSG US 08/18/12 P5 -24.1 124.3 0.45 -10.0 592
DVN DEVON ENERG DVN US 08/18/12 P57.5 -24.1 29.2 1.42 10.9 318
CLMT CALUMET SPE CLMT US 11/17/12 P25 -23.9 25.6 2.05 13.9 202
HUN HUNTSMAN CO HUN US 08/18/12 C13 -23.4 45.8 0.45 -10.0 866
HSP HOSPIRA INC HSP US 08/18/12 P35 -23.1 35.7 0.45 -71.0 1510
VSH VISHAY INTE VSH US 08/18/12 C7.5 -22.9 54.9 2.30 -4.2 306
GRMN GARMIN LTD GRMN US 09/22/12 C40 -22.7 28.3 0.94 -34.3 264
TECD TECH DATA C TECD US 08/18/12 P45 -22.4 35.3 0.30 0.0 371
HOG HARLEY-DAVI HOG US 08/18/12 P35 -22.2 52.9 0.10 -37.5 266
AA ALCOA INC AA US 08/18/12 C6 -22.1 72.7 2.48 -0.8 204
RLOC REACHLOCAL RLOC US 08/18/12 C12.5 -22.1 63.2 1.10 93.0 372
ENR ENERGIZER H ENR US 09/22/12 P70 -21.7 23.4 2.10 162.5 511
HZNP HORIZON PHA HZNP US 11/17/12 C5 -21.6 34.6 0.50 -50.0 1248
TECD TECH DATA C TECD US 08/18/12 C50 -21.5 30.8 0.75 -58.3 525
MA MASTERCARD MA US 08/18/12 P420 -21.3 27.6 7.35 17.6 375
XCO EXCO RESOUR XCO US 08/18/12 C7 -20.7 49.8 0.55 22.2 403
HOG HARLEY-DAVI HOG US 08/18/12 P34 -20.6 55.2 0.11 -15.4 256
NAT NORDIC AMER NAT US 08/18/12 C10 -20.5 58.4 1.35 0.0 332
TECD TECH DATA C TECD US 08/18/12 P50 -20.2 29.9 1.80 28.6 384
RSH RADIOSHACK RSH US 10/20/12 C3 -19.8 64.0 0.40 8.1 255
PXD PIONEER NAT PXD US 08/18/12 C95 -19.8 38.3 2.42 72.9 485
CMCSA COMCAST COR CMCSA US 08/18/12 C33 -19.4 21.6 0.96 74.5 2836
HOG HARLEY-DAVI HOG US 08/18/12 P33 -19.4 59.7 0.12 -20.0 224
RLOC REACHLOCAL RLOC US 09/22/12 C12.5 -19.4 54.7 1.65 94.1 211
OCZ OCZ TECHNOL OCZ US 08/18/12 C6 -18.8 112.8 0.50 -47.4 421
ACAS AMERICAN CA ACAS US 08/18/12 C10 -18.8 28.3 0.41 32.3 480
DORM DORMAN PROD DORM US 09/22/12 C30 -18.2 30.8 1.00 0.0 245
DTG DOLLAR THRI DTG US 08/18/12 P70 -17.6 49.9 2.00 -11.1 481
TWX TIME WARNER TWX US 08/18/12 P38 -17.6 21.9 0.25 -41.9 202
ROC ROCKWOOD HO ROC US 08/18/12 C45 -17.3 36.8 1.44 15.2 304
TWX TIME WARNER TWX US 08/18/12 C38 -17.1 21.8 1.53 0.0 474
KWK QUICKSILVER KWK US 09/22/12 C4 -16.9 65.1 0.90 12.5 538
AUTH AUTHENTEC I AUTH US 10/20/12 P7.5 -16.9 22.1 0.05 -50.0 200
HUN HUNTSMAN CO HUN US 08/18/12 P13 -16.9 47.9 0.55 -38.9 536
TRN TRINITY IND TRN US 08/18/12 C26 -16.5 42.1 3.00 30.4 457
TWX TIME WARNER TWX US 08/18/12 P39 -16.4 20.0 0.70 -7.9 205
HOG HARLEY-DAVI HOG US 09/22/12 P41 -16.3 35.6 1.97 15.9 702
ADSK AUTODESK IN ADSK US 08/18/12 C34 -16.1 39.1 1.29 -3.0 613
CMCSA COMCAST COR CMCSA US 08/18/12 P32 -16.0 23.5 0.12 -77.4 317
CMCSA COMCAST COR CMCSA US 08/18/12 C32 -16.0 23.5 1.81 67.6 278
TWX TIME WARNER TWX US 08/18/12 C39 -16.0 20.0 0.77 -13.5 643
PXD PIONEER NAT PXD US 08/18/12 P90 -15.8 40.7 1.60 -62.7 772
PXD PIONEER NAT PXD US 08/18/12 P85 -15.6 42.8 0.60 -73.9 275
HOG HARLEY-DAVI HOG US 09/22/12 P35 -15.5 42.1 0.52 -3.7 245
PPO POLYPORE IN PPO US 09/22/12 P30 -15.4 56.5 1.50 50.0 256
HYG ISH-IBOXX H HYG US 09/22/12 C92 -15.4 5.7 0.51 13.3 2024
MRO MARATHON OI MRO US 08/18/12 P26 -15.3 29.1 0.65 -1.5 204
HOG HARLEY-DAVI HOG US 09/22/12 P36 -15.2 40.7 0.61 10.9 274
GNW GENWORTH FI GNW US 09/22/12 C4.5 -15.2 56.0 0.59 -24.4 206
TWX TIME WARNER TWX US 08/18/12 C40 -15.2 19.3 0.24 -44.2 434
MRO MARATHON OI MRO US 08/18/12 C27 -15.1 27.4 0.27 -44.9 306
COST COSTCO WHOL COST US 08/18/12 C90 -15.1 19.3 6.60 8.0 245
HOG HARLEY-DAVI HOG US 09/22/12 C43 -15.0 34.2 1.66 -41.5 210
HOG HARLEY-DAVI HOG US 09/22/12 P37 -14.9 39.3 0.70 1.4 804
MRO MARATHON OI MRO US 08/18/12 C25 -14.5 31.6 1.44 -17.7 2430
AUY YAMANA GOLD AUY US 08/18/12 C13 -14.5 42.2 1.85 -15.1 2706
RSH RADIOSHACK RSH US 08/18/12 C3 -14.4 81.6 0.20 0.0 2060
RLOC REACHLOCAL RLOC US 10/20/12 C12.5 -14.2 56.8 1.90 46.1 216
S SPRINT NEXT S US 08/18/12 C3.5 -14.1 63.9 0.90 0.0 456
ADSK AUTODESK IN ADSK US 08/18/12 P33 -14.1 41.4 0.71 -25.3 612
ALL ALLSTATE CO ALL US 08/18/12 C37 -14.1 18.9 0.30 900.0 1138
XL XL GROUP PL XL US 08/18/12 P19 -13.8 34.7 0.11 -26.7 1218
ARR ARMOUR RESI ARR US 01/19/13 C7.5 -13.6 15.2 0.35 66.7 518
ADSK AUTODESK IN ADSK US 08/18/12 P32 -13.6 43.8 0.44 -34.3 287
HZNP HORIZON PHA HZNP US 08/18/12 C5 -13.3 59.9 0.30 -57.1 585
TKR TIMKEN CO TKR US 09/22/12 C35 -12.9 44.0 3.50 -16.7 841
NCR NCR CORP NCR US 08/18/12 C25 -12.8 28.7 0.45 350.0 319
TRN TRINITY IND TRN US 10/20/12 C25 -12.7 37.0 4.90 13.9 500
NGLS TARGA RESOU NGLS US 08/18/12 C39 -12.6 22.9 0.45 12.5 250
DTG DOLLAR THRI DTG US 08/18/12 P65 -12.5 57.0 0.80 -20.0 443
ICE INTERCONTIN ICE US 08/18/12 C135 -12.4 25.5 0.80 -55.8 355
SKUL SKULLCANDY SKUL US 08/18/12 C12.5 -12.2 63.5 2.30 12.2 1808
SVU SUPERVALU I SVU US 08/18/12 P2.5 -12.1 115.2 0.18 -40.0 687
ZNGA ZYNGA INC- ZNGA US 08/18/12 P2 -11.9 106.5 0.02 -33.3 565
HZNP HORIZON PHA HZNP US 08/18/12 P5 -11.7 94.6 0.35 75.0 1196
HZNP HORIZON PHA HZNP US 09/22/12 C5 -11.1 47.1 0.40 -46.7 574
HZNP HORIZON PHA HZNP US 02/16/13 C5 -10.8 28.4 0.55 -35.3 3142
FTR FRONTIER CO FTR US 01/19/13 C4.5 -10.7 33.5 0.25 66.7 808
EQR EQUITY RESI EQR US 08/18/12 C60 -10.6 27.3 3.70 -5.1 207
GNW GENWORTH FI GNW US 01/19/13 P4 -10.5 61.7 0.37 -9.8 3503
ALL ALLSTATE CO ALL US 08/18/12 P36 -10.3 20.1 0.46 -73.6 748
SCHW SCHWAB (CHA SCHW US 09/22/12 P11 -10.3 33.2 0.15 0.0 268
ACAS AMERICAN CA ACAS US 08/18/12 C9 -10.3 35.7 1.31 24.8 414
XLF SPDR-FINL S XLF US 08/18/12 P15 -10.2 20.4 0.43 -4.4 2430
AGP AMERIGROUP AGP US 08/18/12 C90 -10.1 3.0 0.30 0.0 584
ETN EATON CORP ETN US 08/18/12 C41 -10.1 27.6 2.75 -2.1 564
NAT NORDIC AMER NAT US 08/18/12 P10 -10.1 65.5 0.20 100.0 333
OCZ OCZ TECHNOL OCZ US 09/22/12 P5 -10.0 108.3 0.50 0.0 471
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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