Watch Live

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
=============================================================================
TRQ    TURQUOISE H  TRQ US 02/16/13 P8        56.6  65.8   0.55  175.0    220
BRCD   BROCADE COM  BRCD US 02/16/13 C6       53.9  43.6   0.09   80.0   3807
PBI    PITNEY BOWE  PBI US 02/16/13 C12       48.9  53.5   0.52   30.0    369
BRCD   BROCADE COM  BRCD US 02/16/13 P6       45.3  42.0   0.37    8.8    439
PBI    PITNEY BOWE  PBI US 02/16/13 C11       36.6  65.7   1.30    0.0   2548
PBI    PITNEY BOWE  PBI US 02/16/13 P11       34.8  68.6   0.40  100.0   3026
JNK    SPDR BARCLA  JNK US 03/16/13 P41       31.1  10.5   0.65   30.0    641
CHK    CHESAPEAKE   CHK US 02/16/13 C18       29.8  42.8   2.09   83.3   1437
PFE    PFIZER INC   PFE US 06/22/13 C26       28.8  16.1   1.94    0.0    383
ALV    AUTOLIV INC  ALV US 02/16/13 C70       27.2  30.3   1.05  110.0    303
AGO    ASSURED GUA  AGO US 02/16/13 P17       27.1  45.2   0.36  -30.8    394
YPF    YPF SA-ADR   YPF US 02/16/13 C17.5     26.3  56.2   0.60  -40.0   5078
AEGR   AEGERION PH  AEGR US 02/16/13 P25      26.1  59.4   0.40  100.0    624
AAMRQ  AMR CORP     AAMRQ US 01/18/14 C1      26.0 106.6   0.34  -29.2    318
CHK    CHESAPEAKE   CHK US 02/16/13 P18       25.2  41.8   0.09  -50.0   1505
GSK    GLAXOSMITHK  GSK US 03/16/13 C45       25.2  15.3   1.10   22.2    451
CHK    CHESAPEAKE   CHK US 02/16/13 C19       23.8  39.5   1.27  154.0   2255
CHK    CHESAPEAKE   CHK US 02/16/13 P17       23.3  47.3   0.04  -42.9    371
NEPT   NEPTUNE TEC  NEPT US 02/16/13 C2.5     23.1 150.9   0.60  100.0   1000
ALXA   ALEXZA PHAR  ALXA US 03/16/13 P3.5     23.1 125.5   0.40   60.0   2675
TRI    THOMSON REU  TRI US 02/16/13 P30       22.2  36.8   0.65   44.4   5010
CHK    CHESAPEAKE   CHK US 02/16/13 P19       22.1  38.5   0.25  -53.7   4611
NMM    NAVIOS MARI  NMM US 03/16/13 P15       21.4  34.5   1.10    4.8    520
RGS    REGIS CORP   RGS US 03/16/13 P17.5     20.7  42.5   1.25   19.1   1066
GNW    GENWORTH FI  GNW US 01/18/14 C3        20.7  69.4   5.95   -4.8    335
EMN    EASTMAN CHE  EMN US 06/22/13 C60       20.3  29.5  13.30   40.9    405
BCS    BARCLAYS PL  BCS US 02/16/13 P18       20.2  41.3   0.25    0.0    800
TUP    TUPPERWARE   TUP US 02/16/13 C70       20.1  23.3   4.50   18.4    371
HLF    HERBALIFE L  HLF US 02/16/13 C35       20.0  92.2   2.90  -42.0    359
BX     BLACKSTONE   BX US 02/16/13 C18        19.9  33.1   0.51   -7.3    421
IWM    ISHARES-RUS  IWM US 02/16/13 P92       19.8  14.4   2.67   16.6    218
CHK    CHESAPEAKE   CHK US 02/16/13 C20       19.8  38.3   0.73  329.4   2792
SODA   SODASTREAM   SODA US 02/16/13 C45      19.1  59.4   6.70    3.1    248
GSK    GLAXOSMITHK  GSK US 03/16/13 P45       18.9  14.8   0.95   10.5   2802
GSK    GLAXOSMITHK  GSK US 03/16/13 C46       18.9  14.8   0.55   37.5   1389
CHK    CHESAPEAKE   CHK US 02/16/13 C21       18.8  40.4   0.36  500.0   9953
CHK    CHESAPEAKE   CHK US 02/16/13 P21       18.8  39.9   1.20  -42.0   1972
KERX   KERYX BIOPH  KERX US 02/16/13 P5       18.6 181.7   0.05    0.0    391
PFE    PFIZER INC   PFE US 06/22/13 C27       18.3  15.2   1.22   -3.9    211
JRCC   JAMES RIVER  JRCC US 02/16/13 P3       18.0  75.8   0.20    0.0    200
CHK    CHESAPEAKE   CHK US 02/16/13 C17       17.7  45.6   3.00   53.1    344
JNK    SPDR BARCLA  JNK US 02/16/13 P41       17.6   7.5   0.35   75.0    452
KERX   KERYX BIOPH  KERX US 02/16/13 P9       17.4 130.4   0.80  -36.0   1281
CHK    CHESAPEAKE   CHK US 02/16/13 P20       17.3  38.2   0.65  -44.9   3456
KERX   KERYX BIOPH  KERX US 06/22/13 P3.5     16.6 104.4   0.05    0.0    980
IWM    ISHARES-RUS  IWM US 02/22/13 P92       16.4  14.0   2.61    4.0    600
NG     NOVAGOLD RE  NG US 02/16/13 C4         16.4  53.6   0.54   63.6    220
TRQ    TURQUOISE H  TRQ US 06/22/13 P8        16.4  49.1   1.40   86.7    270
BCS    BARCLAYS PL  BCS US 02/16/13 P19       15.4  39.2   0.60    0.0    319
YCS    PRO ULTSHRT  YCS US 02/16/13 P50       15.2  33.6   0.05  -50.0    760
LVS    LAS VEGAS S  LVS US 02/16/13 C52.5     15.1  51.7   1.82   31.9   9083
CHK    CHESAPEAKE   CHK US 04/20/13 C15       14.9  44.6   5.47   30.6    210
SPY    SPDR S&P 50  SPY US 02/16/13 P152      14.7  10.8   2.24   12.0   1999
PCS    METROPCS CO  PCS US 02/16/13 C10       14.7  42.6   0.28   40.0    422
AGO    ASSURED GUA  AGO US 02/16/13 C18       14.7  42.2   0.48  128.6   1963
MO     ALTRIA GROU  MO US 02/16/13 C35        14.5  12.9   0.03    0.0    275
ITUB   ITAU UNIBAN  ITUB US 03/16/13 C16      14.5  28.9   1.51   -5.6   1000
KERX   KERYX BIOPH  KERX US 02/16/13 C9       14.4 127.5   1.30  116.7   2768
LH     LABORATORY   LH US 02/16/13 P90        14.3  27.0   2.10   13.5    200
CHK    CHESAPEAKE   CHK US 03/16/13 P21       13.8  39.7   1.63  -26.6    616
KERX   KERYX BIOPH  KERX US 03/16/13 P8       13.8 111.0   0.70  -36.4    539
LVS    LAS VEGAS S  LVS US 02/16/13 P52.5     13.4  51.5   2.75   -1.4   1303
XLF    SPDR-FINL S  XLF US 02/16/13 C18       13.4  14.5   0.03    0.0    200
CHK    CHESAPEAKE   CHK US 04/20/13 C16       13.3  41.6   4.60   41.5    281
BP     BP PLC-ADR   BP US 02/16/13 P45        13.3  25.2   1.13    8.7    245
LVS    LAS VEGAS S  LVS US 02/16/13 P50       13.0  51.2   1.49    1.4   2438
KERX   KERYX BIOPH  KERX US 02/16/13 P10      13.0 127.0   1.30  -35.0    977
ERIC   ERICSSON LM  ERIC US 04/20/13 P10      12.9  32.4   0.40   14.3   3075
KERX   KERYX BIOPH  KERX US 02/16/13 P8       12.9 133.3   0.40  -42.9   1913
CHK    CHESAPEAKE   CHK US 03/16/13 C21       12.8  39.6   0.71  153.6   5535
IWM    ISHARES-RUS  IWM US 02/16/13 P91       12.7  14.8   2.06   26.4    409
WFC    WELLS FARGO  WFC US 07/20/13 C33       12.7  20.1   2.81   -4.8   3000
IWM    ISHARES-RUS  IWM US 03/16/13 P94       12.7  14.3   4.80    3.2    233
CHK    CHESAPEAKE   CHK US 04/20/13 C21       12.5  36.7   0.98  122.7    640
EMC    EMC CORP/MA  EMC US 02/16/13 C24       12.5  23.2   0.87   61.1    466
NAVB   NAVIDEA BIO  NAVB US 04/20/13 P3       12.4  83.9   0.40  -13.0    220
PXD    PIONEER NAT  PXD US 02/16/13 P100      12.4  47.2   0.18  -18.2   1560
OZM    OCH-ZIFF CA  OZM US 03/16/13 P10       12.4  40.3   1.00   17.6    278
DVN    DEVON ENERG  DVN US 04/20/13 C47.5     12.3  29.2  10.37   14.5    205
ALV    AUTOLIV INC  ALV US 02/16/13 P65       12.3  36.3   0.95   18.8    777
PBR    PETROBRAS S  PBR US 02/16/13 C19       12.2  33.0   0.31  -59.2   1810
BP     BP PLC-ADR   BP US 02/16/13 P44        12.2  25.8   0.68   15.2    331
PBR    PETROBRAS S  PBR US 02/16/13 P19       12.1  32.8   0.78  188.9    694
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 C2       12.0 103.0   0.63    3.3    250
APC    ANADARKO PE  APC US 02/16/13 C80       11.9  31.6   2.34    5.4    203
TOT    TOTAL SA-SP  TOT US 03/16/13 C55       11.9  14.9   1.30   62.5   4014
SPY    SPDR S&P 50  SPY US 02/16/13 P151      11.9  11.4   1.68   12.0   9126
KERX   KERYX BIOPH  KERX US 03/16/13 P5       11.7 119.2   0.10  -33.3   2071
SLV    ISHARES SIL  SLV US 02/16/13 P29.5     11.6  24.0   0.13  -45.8    408
HLF    HERBALIFE L  HLF US 02/16/13 C37.5     11.5  85.7   1.80  -40.0    623
THRX   THERAVANCE   THRX US 02/16/13 C22.5    11.4  41.3   0.46   15.0    237
SD     SANDRIDGE E  SD US 04/20/13 C6         11.4  55.7   1.37   14.2   1005
CHK    CHESAPEAKE   CHK US 04/20/13 P20       11.3  36.2   1.34  -27.2    485
KERX   KERYX BIOPH  KERX US 02/16/13 C7       11.2 133.4   2.75   77.4    521
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 P2.5     11.2 100.8   0.16    0.0    309
KERX   KERYX BIOPH  KERX US 03/16/13 C10      11.1 110.9   1.10   83.3    730
ETN    EATON CORP   ETN US 02/16/13 C55       11.1  24.6   2.45   -9.3    277
EMC    EMC CORP/MA  EMC US 02/16/13 P24       11.1  23.1   0.20  -44.4   1461
PXD    PIONEER NAT  PXD US 02/16/13 P110      11.1  42.2   0.84  -23.6   1593
LVS    LAS VEGAS S  LVS US 02/16/13 P49       11.1  51.0   1.10   -0.9    726
TSCO   TRACTOR SUP  TSCO US 02/16/13 P90      11.0  54.8   2.60   10.6    204
CHK    CHESAPEAKE   CHK US 04/20/13 C20       11.0  36.3   1.37   90.3   2904
UUP    POWERSHARES  UUP US 06/22/13 C21       11.0   6.8   0.77   -7.2    800
SLV    ISHARES SIL  SLV US 02/16/13 P29       10.9  25.5   0.08  -42.9    274
CTXS   CITRIX SYST  CTXS US 03/16/13 C70      10.9  45.8   3.00  -14.3   1191
VIAB   VIACOM INC-  VIAB US 02/16/13 C57.5    10.9  32.1   2.65   25.6    357
SPY    SPDR S&P 50  SPY US 02/22/13 P151      10.9  11.1   1.99    9.9    553
BX     BLACKSTONE   BX US 03/16/13 C19        10.8  28.0   0.34    9.7   1437
CXW    CORRECTIONS  CXW US 02/16/13 P34       10.8  40.4   0.17  -65.0    300
SNV    SYNOVUS FIN  SNV US 01/18/14 C1.5      10.8  55.2   1.10    0.0    250
SLV    ISHARES SIL  SLV US 02/16/13 P30       10.8  23.0   0.22  -42.1    917
BP     BP PLC-ADR   BP US 02/16/13 C46        10.7  25.0   0.55   10.0    282
CHK    CHESAPEAKE   CHK US 03/16/13 P20       10.5  38.9   1.04  -32.9    723
KMX    CARMAX INC   KMX US 02/16/13 P39       10.5  23.7   0.50   11.1   2013
EPI    WISDOMTREE   EPI US 02/16/13 C20       10.5  20.5   0.45   28.6    326
NLY    ANNALY CAPI  NLY US 02/16/13 P15       10.5  14.5   0.20    0.0    700
DF     DEAN FOODS   DF US 02/16/13 P18        10.5  47.4   0.60   -3.2    371
VIAB   VIACOM INC-  VIAB US 02/16/13 P57.5    10.5  31.7   0.80   -9.1   4376
CHK    CHESAPEAKE   CHK US 04/20/13 C19       10.4  36.5   2.00   77.0    536
LVS    LAS VEGAS S  LVS US 02/16/13 P48       10.3  51.0   0.80    3.9    421
SLV    ISHARES SIL  SLV US 02/16/13 C30.5     10.3  22.8   0.86   87.0    582
TGT    TARGET CORP  TGT US 03/16/13 P60       10.3  21.6   1.42   18.3   4098
VNO    VORNADO RLT  VNO US 02/16/13 P85       10.3  13.9   0.95   26.7    600
ERIC   ERICSSON LM  ERIC US 02/16/13 P10      10.2  54.9   0.15    0.0    650
HYG    ISH-IBOXX H  HYG US 03/16/13 P93       10.2   9.1   0.89   18.7    225
DEPO   DEPOMED INC  DEPO US 03/16/13 C5       10.2  73.5   1.55   10.7    261
SLV    ISHARES SIL  SLV US 02/16/13 C30       10.1  23.3   1.19   60.8    329
BP     BP PLC-ADR   BP US 02/16/13 C45        10.1  25.0   0.98    7.7    289

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CPNO   COPANO ENER  CPNO US 02/16/13 C38     -60.6  15.2   0.55  120.0    223
AMZN   AMAZON.COM   AMZN US 02/16/13 P280    -48.8  29.9  10.35  -48.5   1555
AMZN   AMAZON.COM   AMZN US 02/16/13 P275    -47.0  30.6   7.45  -56.8   1828
AMZN   AMAZON.COM   AMZN US 02/16/13 P285    -46.9  29.6  12.60  -46.8    330
AMZN   AMAZON.COM   AMZN US 02/16/13 P270    -46.8  31.4   5.30  -62.9   2819
AMZN   AMAZON.COM   AMZN US 02/16/13 C280    -46.5  30.5   4.47  -47.0   4142
AMZN   AMAZON.COM   AMZN US 02/16/13 C275    -46.5  31.1   6.75  -35.6   2288
AMZN   AMAZON.COM   AMZN US 02/16/13 C285    -46.4  30.3   2.97  -55.8   2205
AMZN   AMAZON.COM   AMZN US 02/16/13 C270    -45.8  31.9   9.60  -23.2   1919
AMZN   AMAZON.COM   AMZN US 02/16/13 P265    -45.7  32.4   3.65  -70.1   1478
AMZN   AMAZON.COM   AMZN US 02/16/13 C265    -44.7  32.8  12.71  -15.3    501
CPNO   COPANO ENER  CPNO US 08/17/13 C40     -44.5  15.6   0.75    0.0    841
AMZN   AMAZON.COM   AMZN US 02/16/13 P260    -44.0  33.5   2.50  -75.4   2034
AMZN   AMAZON.COM   AMZN US 02/16/13 C260    -43.2  34.3  17.10   -5.0    246
AMZN   AMAZON.COM   AMZN US 02/16/13 P250    -41.1  36.6   1.09  -83.6   2559
ISIS   ISIS PHARM   ISIS US 02/16/13 P14     -39.2  52.4   0.15  -88.9    206
ISIS   ISIS PHARM   ISIS US 02/16/13 C15     -39.1  52.5   0.83   84.4    840
BRCM   BROADCOM CO  BRCM US 02/16/13 P35     -39.1  22.8   1.12  -41.7   1174
AMZN   AMAZON.COM   AMZN US 02/16/13 P245    -38.8  38.2   0.79  -84.7   1508
ISIS   ISIS PHARM   ISIS US 02/16/13 C14     -38.4  54.6   1.53  104.0    300
ISIS   ISIS PHARM   ISIS US 02/16/13 C16     -37.8  48.4   0.45  125.0    337
CVLT   COMMVAULT S  CVLT US 02/16/13 C80     -37.6  34.7   1.20   71.4    277
AMZN   AMAZON.COM   AMZN US 02/16/13 P240    -37.3  39.9   0.53  -87.2   1170
ISIS   ISIS PHARM   ISIS US 02/16/13 P13     -37.0  57.7   0.10  -88.9    218
CPNO   COPANO ENER  CPNO US 05/18/13 C40     -36.7  12.9   0.35    0.0   2000
KERX   KERYX BIOPH  KERX US 02/16/13 C5.5    -36.5  80.7   3.90   36.8    210
BRCM   BROADCOM CO  BRCM US 02/16/13 P34     -36.4  24.2   0.62  -51.2   3520
BRCM   BROADCOM CO  BRCM US 02/16/13 P33     -35.1  25.4   0.30  -62.0   2945
BRCM   BROADCOM CO  BRCM US 02/16/13 C35     -34.6  23.2   0.34  -33.3   8331
BRCM   BROADCOM CO  BRCM US 02/16/13 C34     -33.9  23.9   0.78  -15.2   3029
AMZN   AMAZON.COM   AMZN US 02/16/13 P230    -33.0  44.2   0.27  -89.5    706
AMZN   AMAZON.COM   AMZN US 03/16/13 P275    -33.0  28.3  11.30  -41.6   1212
BRCM   BROADCOM CO  BRCM US 02/16/13 P32     -32.3  27.5   0.11  -77.1   7872
AMZN   AMAZON.COM   AMZN US 03/16/13 P280    -32.3  27.7  13.70  -39.1    589
AMZN   AMAZON.COM   AMZN US 03/16/13 P265    -32.0  29.5   7.00  -52.5    592
AMZN   AMAZON.COM   AMZN US 03/16/13 C280    -32.0  28.3   8.30  -22.8    961
AMZN   AMAZON.COM   AMZN US 03/16/13 C275    -32.0  28.7  10.31  -20.4    393
AMZN   AMAZON.COM   AMZN US 03/16/13 C285    -31.8  28.0   6.10  -31.8   1236
AMZN   AMAZON.COM   AMZN US 03/16/13 C270    -31.8  29.3  13.25  -14.2   1467
AMZN   AMAZON.COM   AMZN US 03/16/13 P270    -31.6  28.8   8.80  -48.8   1002
BRCM   BROADCOM CO  BRCM US 02/16/13 C33     -31.1  25.6   1.44   -1.4   1061
AMZN   AMAZON.COM   AMZN US 03/16/13 P260    -30.9  30.3   5.55  -56.0    571
HLSS   HOME LOAN S  HLSS US 02/16/13 C20     -30.1  21.8   1.35  -10.0    308
AMZN   AMAZON.COM   AMZN US 02/16/13 P225    -29.9  46.6   0.18  -90.5    368
AMZN   AMAZON.COM   AMZN US 03/16/13 P255    -29.6  31.0   4.20  -59.5    375
MPC    MARATHON PE  MPC US 02/16/13 C72.5    -29.1  27.2   1.50  -30.2    394
AMZN   AMAZON.COM   AMZN US 03/16/13 P250    -29.1  31.8   3.37  -62.1    546
SO     SOUTHERN CO  SO US 02/16/13 C45       -28.8  10.0   0.13  -45.8    278
ISIS   ISIS PHARM   ISIS US 02/16/13 P12     -28.1  72.2   0.05  -90.0    580
MPC    MARATHON PE  MPC US 02/16/13 P70      -27.6  27.0   0.90  -41.9    354
CQB    CHIQUITA BR  CQB US 02/16/13 C8       -27.1  21.7   0.30    3.5    207
AMZN   AMAZON.COM   AMZN US 02/16/13 P220    -26.8  49.1   0.15  -90.0    390
BRCM   BROADCOM CO  BRCM US 02/16/13 C32     -26.6  28.6   2.40   11.6    288
GNTX   GENTEX CORP  GNTX US 02/16/13 P20     -26.5  25.6   0.90  -10.9    805
AMZN   AMAZON.COM   AMZN US 03/16/13 P240    -26.4  33.6   1.91  -67.0    297
ADT    ADT CORP/TH  ADT US 02/16/13 C49      -25.9  25.9   0.60    9.1   1101
ROK    ROCKWELL AU  ROK US 02/16/13 P85      -25.6  23.2   0.45  -29.7    235
SWHC   SMITH & WES  SWHC US 01/18/14 P3      -25.6  80.3   0.10  -33.3    300
BAC    BANK OF AME  BAC US 02/16/13 C10      -25.2  30.8   1.48   -2.6   1081
ACE    ACE LTD      ACE US 02/16/13 C85      -24.5  14.5   0.35  -75.0   1127
BXP    BOSTON PROP  BXP US 04/20/13 P92.5    -24.4  19.8   0.20  -80.0    241
AMZN   AMAZON.COM   AMZN US 02/16/13 P210    -23.6  53.6   0.10  -86.7    319
AMZN   AMAZON.COM   AMZN US 02/16/13 P215    -23.6  52.5   0.11  -89.2    246
AMZN   AMAZON.COM   AMZN US 04/20/13 P270    -23.5  28.1  12.24  -37.2    406
AMZN   AMAZON.COM   AMZN US 04/20/13 P275    -23.3  27.7  13.75  -36.8    217
TCB    TCF FINL CO  TCB US 02/16/13 P13      -22.9  24.6   0.10  -77.8    500
AMZN   AMAZON.COM   AMZN US 04/20/13 C280    -22.8  27.6  12.25   -5.0    248
AMZN   AMAZON.COM   AMZN US 04/20/13 P265    -22.6  28.6  10.15  -39.0    352
AMZN   AMAZON.COM   AMZN US 04/20/13 P260    -22.2  29.2   8.00  -44.2    411
PSX    PHILLIPS 66  PSX US 02/16/13 P62.5    -21.8  34.6   2.05  -52.7    234
YPF    YPF SA-ADR   YPF US 02/16/13 C15      -21.6  53.7   2.30   -9.8   2789
FSL    FREESCALE S  FSL US 03/16/13 C15      -21.3  38.6   0.45   28.6    217
AMZN   AMAZON.COM   AMZN US 03/16/13 P215    -20.4  39.6   0.51  -74.8    285
AMZN   AMAZON.COM   AMZN US 04/20/13 P250    -20.3  30.5   5.45  -47.8    468
BRCM   BROADCOM CO  BRCM US 03/16/13 P34     -20.2  23.5   1.05  -35.6    691
BRCM   BROADCOM CO  BRCM US 03/16/13 C35     -19.5  22.9   0.72  -10.0    858
PSX    PHILLIPS 66  PSX US 02/16/13 C65      -19.5  32.5   0.70   27.3    529
AMZN   AMAZON.COM   AMZN US 04/20/13 C285    -19.4  27.5   9.25  -15.4    372
CVLT   COMMVAULT S  CVLT US 03/16/13 C80     -19.4  34.5   2.09   54.8    363
HES    HESS CORP    HES US 02/16/13 P67.5    -19.3  28.8   1.65  -11.3    282
BRCM   BROADCOM CO  BRCM US 03/16/13 P33     -19.2  24.5   0.64  -44.8    349
AMZN   AMAZON.COM   AMZN US 04/20/13 P240    -18.8  31.8   3.70  -51.0    281
RYL    RYLAND GROU  RYL US 02/16/13 P41      -18.8  34.9   1.20  -14.3    411
HES    HESS CORP    HES US 02/16/13 C67.5    -18.6  29.0   1.58  -34.7    535
AMZN   AMAZON.COM   AMZN US 03/16/13 P245    -18.1  32.8   2.34  -67.2    971
AMZN   AMAZON.COM   AMZN US 04/20/13 P245    -18.1  31.1   4.38  -51.9    244
BRCM   BROADCOM CO  BRCM US 03/16/13 C33     -18.1  24.7   1.82    5.8    339
CPNO   COPANO ENER  CPNO US 05/18/13 P39     -17.8  13.7   1.80    0.0    200
WPZ    WILLIAMS PA  WPZ US 03/16/13 P50      -17.6  19.5   1.20    0.0   1320
PFE    PFIZER INC   PFE US 02/16/13 P27      -17.5  15.2   0.16    0.0    719
HES    HESS CORP    HES US 02/16/13 C70      -17.5  29.9   0.74  -45.2    316
HES    HESS CORP    HES US 02/16/13 P65      -17.4  29.2   0.66  -25.0    302
AMZN   AMAZON.COM   AMZN US 04/20/13 P255    -17.4  29.8   6.85  -44.8    223
KMP    KINDER MORG  KMP US 02/16/13 C87.5    -17.2  12.1   1.24  -51.2    288
PSX    PHILLIPS 66  PSX US 02/16/13 C62.5    -17.2  33.1   1.55   40.9   1983
AMZN   AMAZON.COM   AMZN US 02/16/13 P200    -16.8  61.1   0.03  -94.0    258
BA     BOEING CO/T  BA US 02/16/13 C77.5     -16.6  19.9   0.25  -19.4    526
PFE    PFIZER INC   PFE US 03/16/13 C26      -16.6  16.3   1.60   -8.1    280
SPY    SPDR S&P 50  SPY US 02/16/13 C143     -16.5  17.2   7.64   -2.9    261
ADT    ADT CORP/TH  ADT US 02/16/13 C46      -15.9  28.5   2.50   61.3   1039
RIMM   RESEARCH IN  RIMM US 02/16/13 P8      -15.8 126.3   0.01  -66.7    458
PSX    PHILLIPS 66  PSX US 02/16/13 P60      -15.7  34.8   0.90  -55.0    552
BRCM   BROADCOM CO  BRCM US 03/16/13 C32     -15.4  26.2   2.56    8.9    226
HES    HESS CORP    HES US 02/16/13 C65      -15.3  29.6   3.19  -18.2    565
BA     BOEING CO/T  BA US 02/16/13 C75       -15.3  20.5   0.98    8.9   3925
HES    HESS CORP    HES US 02/16/13 P62.5    -15.3  30.8   0.23  -37.8    308
PFE    PFIZER INC   PFE US 04/20/13 C25      -15.2  17.7   2.71   -0.4    218
ISIS   ISIS PHARM   ISIS US 04/20/13 C13     -14.7  57.5   3.00   50.0    354
PSX    PHILLIPS 66  PSX US 02/16/13 P57.5    -14.6  35.2   0.38  -63.8    458
PSX    PHILLIPS 66  PSX US 02/16/13 C60      -14.6  33.9   3.10   59.0   2029
BA     BOEING CO/T  BA US 02/16/13 P75       -14.5  20.8   1.84  -29.0    215
HLF    HERBALIFE L  HLF US 02/16/13 C30      -14.5 102.7   6.46  -27.2    265
PFE    PFIZER INC   PFE US 02/16/13 C27      -14.4  15.6   0.59  -20.3    732
RYL    RYLAND GROU  RYL US 02/16/13 C41      -14.3  35.5   1.15  -30.3    362
RIMM   RESEARCH IN  RIMM US 02/16/13 P14     -14.2  99.5   0.77   -2.5   4797
HLF    HERBALIFE L  HLF US 02/16/13 C32.5    -14.2  92.1   4.30  -39.9    347
IOC    INTEROIL CO  IOC US 04/20/13 P35      -14.1  76.7   0.60  -29.4    200
RIMM   RESEARCH IN  RIMM US 02/16/13 P15     -14.1  97.9   1.18   -0.8   5428
PFE    PFIZER INC   PFE US 03/16/13 P27      -13.6  14.8   0.34   -2.9    401
SLB    SCHLUMBERGE  SLB US 02/16/13 C75      -13.3  21.8   4.00  -22.2    330
UIS    UNISYS CORP  UIS US 02/16/13 P17      -13.2  62.7   0.05  -87.5    504
TOT    TOTAL SA-SP  TOT US 03/16/13 P55      -12.9  14.2   1.44  -28.0    215
CPNO   COPANO ENER  CPNO US 08/17/13 C38     -12.9  15.7   1.50  900.0    301
RIMM   RESEARCH IN  RIMM US 02/16/13 C15     -12.8  99.3   1.29  -30.3   5057
RIMM   RESEARCH IN  RIMM US 02/16/13 P13     -12.8 103.3   0.44  -13.7   2222
FMCN   FOCUS MEDIA  FMCN US 02/16/13 P25     -12.6  17.2   0.20    0.0    337
CVLT   COMMVAULT S  CVLT US 04/20/13 C80     -12.5  34.1   3.20   77.8    258
JBLU   JETBLUE AIR  JBLU US 02/16/13 P6      -12.5  30.2   0.22   46.7    559
UIS    UNISYS CORP  UIS US 04/20/13 C21      -12.4  37.0   1.64  228.0    262
TJX    TJX COS INC  TJX US 02/16/13 C45      -12.3  13.6   0.75    7.1   3414
RIMM   RESEARCH IN  RIMM US 02/16/13 C14     -12.0 101.9   1.77  -28.3   1216
RIMM   RESEARCH IN  RIMM US 02/22/13 P15     -12.0  91.7   1.40    3.7    212
BA     BOEING CO/T  BA US 02/16/13 C72.5     -12.0  22.5   2.54   17.1    623
FSL    FREESCALE S  FSL US 03/16/13 C13      -11.8  40.0   1.70  183.3    802
RIMM   RESEARCH IN  RIMM US 02/22/13 P14     -11.5  94.0   0.95    0.0    324
ISIS   ISIS PHARM   ISIS US 02/16/13 P11     -11.3  93.1   0.05  -80.0    220
BA     BOEING CO/T  BA US 02/16/13 P72.5     -11.3  22.8   0.78  -40.5   1005
RIMM   RESEARCH IN  RIMM US 02/16/13 C13     -11.2 104.9   2.46  -21.9    285
PSX    PHILLIPS 66  PSX US 02/16/13 P55      -10.9  38.1   0.20  -60.0    312
HALO   HALOZYME TH  HALO US 02/16/13 C7.5    -10.8  75.8   0.90  -25.0   3899
IWM    ISHARES-RUS  IWM US 02/16/13 C86      -10.8  19.1   3.71  -10.2    293
XLE    SPDR-ENERGY  XLE US 03/16/13 C68      -10.7  23.7   9.91   12.0    347
RIMM   RESEARCH IN  RIMM US 02/16/13 P12     -10.7 106.5   0.24  -14.3   3370
AMZN   AMAZON.COM   AMZN US 03/16/13 P175    -10.6  52.4   0.09  -73.5    204
RIMM   RESEARCH IN  RIMM US 02/22/13 C15.5   -10.6  92.9   1.03  -40.8    348
HIG    HARTFORD FI  HIG US 03/16/13 C21      -10.4  35.6   3.70    0.8    300
TJX    TJX COS INC  TJX US 02/16/13 P45      -10.3  14.0   0.50   -9.1    532
AMZN   AMAZON.COM   AMZN US 04/20/13 P210    -10.3  37.4   1.14  -57.9    414
PSX    PHILLIPS 66  PSX US 03/16/13 C65      -10.3  30.1   1.30   16.1    739
RIMM   RESEARCH IN  RIMM US 03/01/13 P15     -10.2  90.4   1.51    0.7    217
RPRX   REPROS THER  RPRX US 02/16/13 C12.5   -10.2  77.5   0.70   -6.7   1375
SPY    SPDR S&P 50  SPY US 02/16/13 C146     -10.2  14.9   4.90   -5.8    201
ABBV   ABBVIE INC   ABBV US 02/16/13 C37.5   -10.0  19.8   0.40  -38.5   1120
RIMM   RESEARCH IN  RIMM US 03/16/13 P6      -10.0 125.6   0.03    0.0    250

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.