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U.S. Stock Options With Biggest Changes in Implied Volatility

Feb. 3 (Bloomberg) -- 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
=============================================================================
FRG    FRONTEER GO  FRG US 02/19/11 C9       122.2 119.5   5.30  278.6    508
FRG    FRONTEER GO  FRG US 02/19/11 C10       83.9  89.4   4.40  576.9    500
CAGC   CHINA AGRIT  CAGC US 02/19/11 C7.5     66.9 134.8   2.05  -39.7    509
FE     FIRSTENERGY  FE US 02/19/11 P41        63.0  25.6   1.75   52.2    437
CCME   CHINA MEDIA  CCME US 02/19/11 C10      52.2 202.8   6.20   -7.5    380
CAGC   CHINA AGRIT  CAGC US 02/19/11 P9       46.2 139.4   0.95  280.0   3315
FE     FIRSTENERGY  FE US 04/16/11 P41        45.9  20.9   2.25  -63.1    323
EZCH   EZCHIP SEMI  EZCH US 03/19/11 C22.5    45.2  60.3   8.50    2.4    201
KKR    KKR & CO LP  KKR US 02/19/11 P15       41.0  44.7   0.20  300.0    207
FE     FIRSTENERGY  FE US 02/19/11 P40        37.9  26.0   1.10  100.0    867
ILMN   ILLUMINA IN  ILMN US 02/19/11 C65      36.0  63.7   6.31   -9.9    200
SIRI   SIRIUS XM R  SIRI US 06/18/11 C1       32.4  61.4   0.77    2.7    515
FE     FIRSTENERGY  FE US 02/19/11 P39        31.2  24.8   0.40  100.0    806
SIRI   SIRIUS XM R  SIRI US 03/19/11 C1       30.8 109.9   0.76    4.1    996
CAGC   CHINA AGRIT  CAGC US 02/19/11 P7.5     30.7 167.6   0.40  700.0    801
CAGC   CHINA AGRIT  CAGC US 03/19/11 P9       27.8 119.2   1.45  107.1    265
CCME   CHINA MEDIA  CCME US 02/19/11 P14      27.5 224.6   1.75   52.2   1013
CAGC   CHINA AGRIT  CAGC US 03/19/11 P7       26.0 135.7   0.58  241.2   1114
CCME   CHINA MEDIA  CCME US 02/19/11 P11      25.7 262.1   0.95   90.0    530
CCME   CHINA MEDIA  CCME US 02/19/11 P12      24.8 249.7   1.15   55.4   1147
FE     FIRSTENERGY  FE US 02/19/11 P38        24.1  26.6   0.20   53.9    492
CCME   CHINA MEDIA  CCME US 02/19/11 P16      24.0 198.3   2.45   28.9    793
DCTH   DELCATH SYS  DCTH US 02/19/11 C10      23.8  63.9   0.80   81.8    407
CCME   CHINA MEDIA  CCME US 02/19/11 C14      23.8 160.4   3.30    3.1    215
PBR    PETROBRAS S  PBR US 02/19/11 C33       23.6  39.5   5.10    6.2    235
CCME   CHINA MEDIA  CCME US 02/19/11 P13      23.2 234.2   1.45   45.0   1348
CCME   CHINA MEDIA  CCME US 02/19/11 P17      23.2 196.1   2.85   16.3    851
GM     GENERAL MOT  GM US 02/19/11 P32        22.9  42.8   0.18  100.0    759
SMSC   STANDARD MI  SMSC US 04/16/11 P25      22.8  35.9   2.00    2.6    371
SIRI   SIRIUS XM R  SIRI US 02/19/11 C1.5     22.4  82.3   0.27   12.5   1435
GM     GENERAL MOT  GM US 02/19/11 P33        22.3  41.6   0.35  118.8    585
C      CITIGROUP I  C US 03/19/11 C3.5        22.1  54.0   1.32   -2.2   1016
CCME   CHINA MEDIA  CCME US 02/19/11 P10      21.8 282.4   0.78   73.3   1094
HEV    ENER1 INC    HEV US 09/17/11 P3        21.7  82.4   0.45   12.5    216
CCME   CHINA MEDIA  CCME US 02/19/11 P15      21.3 208.2   2.05   32.3   1821
CCME   CHINA MEDIA  CCME US 02/19/11 C16      21.2 142.2   2.05   13.9    222
CCME   CHINA MEDIA  CCME US 02/19/11 C17      20.8 136.4   1.40    3.7    477
CCME   CHINA MEDIA  CCME US 02/19/11 P7.5     20.7 325.4   0.44   76.0    610
CCME   CHINA MEDIA  CCME US 03/19/11 P10      19.2 208.7   1.34   41.0    555
FRG    FRONTEER GO  FRG US 03/19/11 P10       18.8  63.0   0.05  -91.7    280
TZA    SMALL CAP B  TZA US 02/19/11 C12       18.2  62.2   2.74    7.0    254
SVU    SUPERVALU I  SVU US 02/19/11 C7        18.2  56.0   0.70   75.0    211
EWJ    ISHARES-JAP  EWJ US 03/19/11 C10       18.1  20.8   1.17   -7.9    500
ACH    ALUMINUM CO  ACH US 02/19/11 C25       18.0  38.9   1.01  -15.8    702
UUP    POWERSHARES  UUP US 02/19/11 P22       17.2  10.9   0.06  -33.3    504
GM     GENERAL MOT  GM US 02/19/11 C35        16.7  40.6   1.30   -7.1   1502
KKR    KKR & CO LP  KKR US 02/19/11 C15       16.7  44.2   1.35   35.0   3248
F      FORD MOTOR   F US 02/19/11 C13         16.5  54.5   2.53    3.3    209
CLX    CLOROX CO    CLX US 02/19/11 P60       16.5  25.0   0.25    0.0   3172
DCTH   DELCATH SYS  DCTH US 02/19/11 C11      16.1  58.5   0.30  150.0    855
DEPO   DEPOMED INC  DEPO US 02/19/11 P7.5     16.0  97.8   0.05  -50.0    241
CVI    CVR ENERGY   CVI US 02/19/11 C17.5     15.6  46.9   0.40  -20.0   1274
HLIT   HARMONIC IN  HLIT US 02/19/11 P7.5     15.5  85.0   0.20   33.3    743
APKT   ACME PACKET  APKT US 02/19/11 C60      15.1  68.1   6.82  -14.8    463
STEC   STEC INC     STEC US 02/19/11 P19      15.1  68.6   0.09  -40.0    511
BBBB   BLACKBOARD   BBBB US 02/19/11 P40      14.8  45.2   2.21   29.2   1131
CLDA   CLINICAL DA  CLDA US 02/19/11 C30      14.5  94.9   3.20   73.0    659
GM     GENERAL MOT  GM US 02/19/11 P35        14.2  39.4   1.00   33.3   3999
DCTH   DELCATH SYS  DCTH US 03/19/11 C11      14.0  71.0   0.80   45.5    885
GM     GENERAL MOT  GM US 02/19/11 P34        13.8  39.8   0.60   50.0    866
CCME   CHINA MEDIA  CCME US 03/19/11 P16      13.8 169.9   3.60   20.0    294
MU     MICRON TECH  MU US 02/19/11 C9         13.5  52.4   1.77   -5.3    222
GM     GENERAL MOT  GM US 02/19/11 C33        13.4  42.4   2.65   -8.6    345
CCME   CHINA MEDIA  CCME US 03/19/11 P15      13.3 172.4   2.99   15.0    703
SWC    STILLWATER   SWC US 02/19/11 C20       13.2  59.4   3.20   -5.9    204
VXX    IPATH-S&P S  VXX US 02/19/11 P30       13.0  65.7   1.31   -5.1   2977
GM     GENERAL MOT  GM US 02/19/11 C37        13.0  38.6   0.55   10.0   1511
SIRI   SIRIUS XM R  SIRI US 03/19/11 C1.5     12.9  61.6   0.31   14.8   2916
VXX    IPATH-S&P S  VXX US 02/19/11 P27       12.9  56.8   0.22    0.0   2915
VXX    IPATH-S&P S  VXX US 02/19/11 P29       12.4  63.2   0.82   -1.2   1064
XLF    SPDR-FINL S  XLF US 02/19/11 C17       12.1  19.7   0.08  -33.3    340
MSCI   MSCI INC-A   MSCI US 06/18/11 P35      12.0  28.8   2.60   -3.7    892
EMR    EMERSON ELE  EMR US 02/19/11 C55       11.9  27.6   4.30  -15.7    250
TWX    TIME WARNER  TWX US 02/19/11 C34       11.6  28.9   1.96   40.0   1248
PHM    PULTEGROUP   PHM US 02/19/11 P8        11.3  53.1   0.55   48.6    255
PPL    PPL CORPORA  PPL US 02/19/11 P26       11.2  30.7   1.00   42.9   2040
NXY    NEXEN INC    NXY US 02/19/11 P22.5     11.1  51.6   0.20   33.3    546
SPY    SPDR S&P 50  SPY US 02/19/11 P135      11.1  12.1   5.13   12.2    505
GM     GENERAL MOT  GM US 02/19/11 P36        11.1  37.8   1.50   25.0    943
GM     GENERAL MOT  GM US 03/19/11 P33        11.1  35.5   0.75   36.4    340
BX     BLACKSTONE   BX US 03/19/11 C14        11.0  44.2   3.30   25.9    280
VIA/B  VIACOM INC-  VIAB US 06/18/11 C44      11.0  24.6   2.50   35.1    200
GM     GENERAL MOT  GM US 03/19/11 P34        11.0  34.5   1.05   31.2    277
YONG   YONGYE INTE  YONG US 04/16/11 C7       10.8  67.9   1.05   16.7    373
MLNX   MELLANOX TE  MLNX US 02/19/11 P26      10.8  40.9   0.50   66.7    393
ASNA   ASCENA RETA  ASNA US 03/19/11 C30      10.7  33.0   0.60   71.4    343
BAC    BANK OF AME  BAC US 02/19/11 C12       10.5  50.8   2.40    6.2    520
CCME   CHINA MEDIA  CCME US 02/19/11 P5       10.4 363.6   0.16  220.0    240

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NLC NALCO HLDG NLC US 02/19/11 C26 -73.4 20.5 1.70 0.0 500 FRG FRONTEER GO FRG US 06/18/11 C14 -70.9 15.7 0.70 75.0 674 FRG FRONTEER GO FRG US 06/18/11 C12.5 -67.4 17.6 1.90 216.7 1042 NWSA NEWS CORP-A NWSA US 02/19/11 P17 -57.7 22.0 0.50 0.0 208 FRG FRONTEER GO FRG US 03/19/11 C12.5 -55.1 25.1 1.95 1200.0 263 BJ BJ'S WHOLES BJ US 02/19/11 C50 -43.8 28.6 0.55 266.7 6776 HAR HARMAN INTL HAR US 02/19/11 P45 -43.6 35.5 0.20 -93.8 567 ONNN ON SEMICOND ONNN US 02/19/11 C11 -40.8 37.3 0.33 -63.3 3813 GMCR GREEN MOUNT GMCR US 02/19/11 P40 -39.0 43.1 2.35 -67.4 510 SGI SILICON GRA SGI US 02/19/11 C14 -38.4 47.3 0.30 0.0 882 HAR HARMAN INTL HAR US 02/19/11 C45 -37.6 39.4 4.50 172.7 1064 SFLY SHUTTERFLY SFLY US 02/19/11 C40 -37.2 40.0 1.20 84.6 426 GMCR GREEN MOUNT GMCR US 02/19/11 C40 -36.9 43.6 0.69 187.5 4139 BJ BJ'S WHOLES BJ US 02/19/11 C47.5 -36.7 28.7 1.65 450.0 292 BJ BJ'S WHOLES BJ US 02/19/11 P47.5 -36.5 28.1 0.70 -83.3 2181 DIA SPDR DJIA T DIA US 02/19/11 P122.75 -36.3 7.1 3.25 10.2 266 GMCR GREEN MOUNT GMCR US 02/19/11 P37 -36.2 44.8 0.85 -80.7 1037 EL ESTEE LAUDE EL US 02/19/11 C95 -35.6 28.6 0.99 560.0 557 GMCR GREEN MOUNT GMCR US 02/19/11 P39 -34.9 44.2 1.80 -71.4 1552 PCX PATRIOT COA PCX US 02/19/11 C22 -34.4 67.2 3.90 -43.9 222 GMCR GREEN MOUNT GMCR US 02/19/11 C39 -34.3 45.1 1.10 292.9 1240 NWSA NEWS CORP-A NWSA US 02/19/11 C17 -33.6 21.0 0.20 33.3 628 AMP AMERIPRISE AMP US 02/19/11 C60 -33.6 27.4 0.60 -83.3 260 GMCR GREEN MOUNT GMCR US 02/19/11 C36 -33.5 45.1 3.05 276.5 828 GMCR GREEN MOUNT GMCR US 02/19/11 P36 -33.4 45.8 0.55 -85.5 701 PCX PATRIOT COA PCX US 02/19/11 C24 -33.3 64.9 2.26 -53.8 351 GMCR GREEN MOUNT GMCR US 02/19/11 P38 -33.2 45.3 1.17 0.0 602 GMCR GREEN MOUNT GMCR US 02/19/11 C38 -33.2 46.0 1.90 341.9 1392 GMCR GREEN MOUNT GMCR US 02/19/11 P35 -33.2 47.3 0.29 -90.5 568 GR GOODRICH CO GR US 02/19/11 C95 -32.8 17.1 0.40 -57.9 200 ISIL INTERSIL CO ISIL US 03/19/11 P12 -32.7 31.3 0.20 0.0 220 SFLY SHUTTERFLY SFLY US 02/19/11 C35 -32.6 42.2 4.60 187.5 388 ENTR ENTROPIC CO ENTR US 02/19/11 C10 -32.3 68.8 1.35 -12.9 950 SBH SALLY BEAUT SBH US 02/19/11 C15 -32.0 37.5 0.30 200.0 1015 SGI SILICON GRA SGI US 02/19/11 C13 -31.5 48.6 0.80 300.0 385 GMCR GREEN MOUNT GMCR US 02/19/11 P34 -31.4 50.5 0.20 -91.9 822 GMCR GREEN MOUNT GMCR US 02/19/11 C37 -31.2 46.5 2.11 245.9 499 GMCR GREEN MOUNT GMCR US 02/19/11 C33 -30.9 50.9 6.00 197.0 313 CVS CVS CAREMAR CVS US 02/19/11 P32 -30.6 24.5 0.35 94.4 509 CVS CVS CAREMAR CVS US 02/19/11 C32 -30.4 25.2 0.99 -62.9 235 GMCR GREEN MOUNT GMCR US 02/19/11 C35 -30.2 49.7 4.15 260.9 1512 CVS CVS CAREMAR CVS US 02/19/11 C33 -29.8 23.0 0.43 -79.3 940 BMC BMC SOFTWAR BMC US 02/19/11 C47.5 -29.7 26.4 1.05 -44.7 373 CVS CVS CAREMAR CVS US 02/19/11 P33 -29.4 22.7 0.65 116.7 1589 GMCR GREEN MOUNT GMCR US 02/19/11 P33 -29.2 52.9 0.16 -92.2 698 IP INTL PAPER IP US 02/19/11 P29 -29.0 27.1 0.80 -8.1 5162 SOLR GT SOLAR IN SOLR US 02/19/11 P10 -28.9 63.8 0.15 -50.0 320 GMCR GREEN MOUNT GMCR US 02/19/11 P32 -28.7 54.6 0.09 -94.6 2870 JNK SPDR BARCLA JNK US 02/19/11 C40 -28.2 4.6 0.35 16.7 200 GMCR GREEN MOUNT GMCR US 02/19/11 C34 -27.8 52.2 5.20 231.2 310 IP INTL PAPER IP US 02/19/11 P28 -27.8 28.8 0.42 -14.3 388 CVS CVS CAREMAR CVS US 02/19/11 P34 -27.3 21.8 1.51 174.6 492 CVS CVS CAREMAR CVS US 02/19/11 C34 -26.8 22.4 0.14 -88.8 1248 OREX OREXIGEN TH OREX US 02/19/11 C2.5 -26.6 66.9 0.40 33.3 690 IP INTL PAPER IP US 02/19/11 C29 -26.2 27.6 0.41 -61.0 456 OTEX OPEN TEXT C OTEX US 02/19/11 C60 -26.1 33.1 0.70 366.7 479 IP INTL PAPER IP US 02/19/11 P27 -25.4 31.1 0.20 -16.7 375 ARO AEROPOSTALE ARO US 02/19/11 P24 -25.4 38.1 0.50 -50.0 991 SO SOUTHERN CO SO US 01/21/12 C30 -25.1 19.4 7.64 0.5 1097 CAH CARDINAL HE CAH US 02/19/11 C43 -24.9 23.3 0.20 -60.0 238 TEN TENNECO INC TEN US 02/19/11 P35 -24.7 40.9 0.50 66.7 212 ARO AEROPOSTALE ARO US 02/19/11 P25 -24.6 37.4 1.00 -42.9 3298 SOLR GT SOLAR IN SOLR US 02/19/11 C10 -24.6 62.8 1.30 -25.7 295 ROST ROSS STORES ROST US 02/19/11 C62.5 -24.4 22.6 5.90 90.3 624 OTEX OPEN TEXT C OTEX US 02/19/11 C50 -24.1 35.3 7.00 197.9 270 ARO AEROPOSTALE ARO US 02/19/11 C25 -24.0 37.5 0.60 15.4 545 FRG FRONTEER GO FRG US 03/19/11 C11 -24.0 40.3 3.30 560.0 508 RDN RADIAN GROU RDN US 02/19/11 P6 -23.6 76.6 0.06 -60.0 260 OTEX OPEN TEXT C OTEX US 02/19/11 C55 -23.6 32.8 2.65 430.0 327 NWSA NEWS CORP-A NWSA US 04/16/11 P17 -23.5 24.7 0.90 0.0 203 ARO AEROPOSTALE ARO US 02/19/11 C23 -23.4 39.3 1.75 31.6 766 ARO AEROPOSTALE ARO US 02/19/11 P23 -23.2 38.4 0.21 -67.7 2529 CACI CACI INTL-A CACI US 02/19/11 C60 -23.1 26.5 0.70 79.5 217 HIG HARTFORD FI HIG US 02/19/11 C29 -23.1 31.1 0.43 -15.7 2151 BJ BJ'S WHOLES BJ US 03/19/11 C47.5 -22.8 30.5 2.56 169.5 3577 EL ESTEE LAUDE EL US 02/19/11 C90 -22.8 32.0 3.60 1185.7 2560 ARO AEROPOSTALE ARO US 02/19/11 C24 -22.6 38.8 1.10 22.2 2304 PTEN PATTERSON-U PTEN US 02/19/11 C22.5 -22.3 38.2 1.30 -33.3 3310 EL ESTEE LAUDE EL US 02/19/11 P90 -22.2 31.5 1.50 0.0 1557 NETL NETLOGIC MI NETL US 02/19/11 C40 -22.0 40.5 1.45 262.5 403 INTC INTEL CORP INTC US 02/19/11 C20 -21.9 26.9 1.45 -8.2 817 YUM YUM! BRANDS YUM US 02/19/11 C50 -21.9 20.2 0.50 72.4 1284 HIG HARTFORD FI HIG US 02/19/11 P28 -21.7 30.5 0.55 -42.1 297 BJ BJ'S WHOLES BJ US 02/19/11 P45 -21.7 31.2 0.15 -94.4 3077 GGG GRACO INC GGG US 02/19/11 P40 -21.3 20.9 0.60 -7.7 301 YUM YUM! BRANDS YUM US 02/19/11 C49 -21.3 20.4 0.95 75.9 1150 VMC VULCAN MATE VMC US 02/19/11 C43 -21.2 34.6 1.25 -19.4 227 NETL NETLOGIC MI NETL US 02/19/11 C41 -21.0 41.0 0.90 190.3 654 DOW DOW CHEMICA DOW US 02/19/11 C37 -20.9 25.2 0.69 -10.4 2013 MRK MERCK & CO MRK US 02/19/11 C32 -20.8 21.7 1.07 -41.2 644 DOW DOW CHEMICA DOW US 02/19/11 C38 -20.7 24.5 0.25 -39.0 407 V VISA INC-CL V US 02/19/11 P70 -20.6 25.3 0.91 -16.5 7309 EL ESTEE LAUDE EL US 02/19/11 P85 -20.4 33.9 0.45 -90.8 424 ROST ROSS STORES ROST US 02/19/11 C65 -20.4 22.8 3.60 148.3 2145 DOW DOW CHEMICA DOW US 02/19/11 C36 -20.3 26.5 1.13 -15.7 1253 LNC LINCOLN NAT LNC US 02/19/11 P30 -20.3 29.4 1.30 19.3 272 V VISA INC-CL V US 02/19/11 P67.5 -20.2 26.4 0.31 -32.6 3362 VMC VULCAN MATE VMC US 02/19/11 P43 -20.0 35.1 1.00 -41.2 353 CYMI CYMER INC CYMI US 02/19/11 C50 -19.7 36.7 1.80 9.1 252 V VISA INC-CL V US 02/19/11 C70 -19.7 25.7 2.34 -23.3 1269 CYMI CYMER INC CYMI US 02/19/11 P50 -19.6 35.8 1.60 -27.3 263 DOW DOW CHEMICA DOW US 02/19/11 P37 -19.6 25.2 0.99 -17.5 598 DOW DOW CHEMICA DOW US 02/19/11 P36 -19.5 26.7 0.47 -35.6 1882 NWS NEWS CORP-B NWS US 02/19/11 P18 -19.5 23.7 0.30 -64.7 707 FE FIRSTENERGY FE US 03/19/11 C41 -19.4 12.4 0.30 -33.3 618 NWSA NEWS CORP-A NWSA US 02/19/11 C16 -19.4 26.2 0.90 80.0 3831 HIG HARTFORD FI HIG US 02/19/11 P27 -19.1 30.9 0.23 -54.0 535 GMCR GREEN MOUNT GMCR US 03/19/11 C40 -19.1 42.6 1.76 300.0 634 BJ BJ'S WHOLES BJ US 03/19/11 C50 -19.0 31.7 1.50 200.0 3117 MA MASTERCARD MA US 02/19/11 C245 -18.8 26.8 2.91 -29.0 462 GMCR GREEN MOUNT GMCR US 03/19/11 C39 -18.8 42.9 2.27 266.1 242 ROST ROSS STORES ROST US 02/19/11 C67.5 -18.8 22.7 1.70 277.8 927 DOW DOW CHEMICA DOW US 02/19/11 C35 -18.8 29.0 2.02 -1.5 258 MA MASTERCARD MA US 02/19/11 C240 -18.7 27.0 5.00 -23.1 678 YUM YUM! BRANDS YUM US 02/19/11 P47 -18.6 21.7 0.15 -80.0 699 YUM YUM! BRANDS YUM US 02/19/11 C48 -18.5 21.5 1.64 74.5 701 NETL NETLOGIC MI NETL US 02/19/11 P37 -18.4 40.4 0.25 -86.8 305 MA MASTERCARD MA US 02/19/11 P240 -18.4 26.5 5.20 -25.2 392 TGT TARGET CORP TGT US 02/19/11 C55 -18.2 20.3 0.30 -36.2 4260 TSO TESORO CORP TSO US 02/19/11 C19 -18.2 37.1 0.66 -36.5 703 NETL NETLOGIC MI NETL US 02/19/11 C39 -18.2 42.0 1.65 205.6 502 GMCR GREEN MOUNT GMCR US 03/19/11 C38 -18.1 43.0 2.51 206.1 629 AMP AMERIPRISE AMP US 03/19/11 P55 -18.1 28.6 0.95 90.0 705 CX CEMEX SAB-S CX US 02/19/11 C10 -18.0 31.9 0.08 -42.9 318 NETL NETLOGIC MI NETL US 02/19/11 C36 -17.9 41.4 4.30 160.6 281 BJ BJ'S WHOLES BJ US 03/19/11 P47.5 -17.9 31.8 1.65 -63.3 1682 V VISA INC-CL V US 02/19/11 P72.5 -17.9 25.2 2.10 -4.1 480 STD BANCO SANTA STD US 02/19/11 P12 -17.8 37.9 0.30 25.0 210 MRK MERCK & CO MRK US 02/19/11 P32 -17.8 21.4 0.21 40.0 1240 ERTS ELECTRONIC ERTS US 02/19/11 C15 -17.8 34.4 2.52 -18.7 240 NOV NATL OILWEL NOV US 02/19/11 C70 -17.8 35.7 6.10 9.9 934 V VISA INC-CL V US 02/19/11 P62.5 -17.7 32.1 0.04 -60.0 569 MA MASTERCARD MA US 02/19/11 P235 -17.7 27.6 3.53 -24.1 385 GMCR GREEN MOUNT GMCR US 03/19/11 C36 -17.6 44.0 3.70 184.6 335 GMCR GREEN MOUNT GMCR US 03/19/11 P36 -17.5 45.4 1.15 -73.3 322 MRK MERCK & CO MRK US 02/19/11 C30 -17.5 32.0 3.00 -6.2 300 MA MASTERCARD MA US 02/19/11 C250 -17.5 26.7 1.68 -38.9 890 CME CME GROUP I CME US 02/19/11 P280 -17.5 30.5 1.40 154.6 526 GMCR GREEN MOUNT GMCR US 03/19/11 P35 -17.4 46.1 0.90 -73.5 315 MRK MERCK & CO MRK US 02/19/11 C31 -17.3 24.8 2.04 -27.1 394 NWSA NEWS CORP-A NWSA US 02/19/11 C15 -17.2 28.7 1.70 54.5 1958 GMCR GREEN MOUNT GMCR US 03/19/11 C34 -17.1 45.6 5.25 152.4 216 GMCR GREEN MOUNT GMCR US 03/19/11 P23 -17.1 58.6 0.02 -89.5 592 GMCR GREEN MOUNT GMCR US 03/19/11 C35 -16.7 44.6 4.75 191.4 305 INTC INTEL CORP INTC US 01/19/13 C10 -16.7 38.9 11.40 -2.1 368 INTC INTEL CORP INTC US 01/21/12 C12.5 -16.7 36.5 8.99 -1.2 250 NOV NATL OILWEL NOV US 02/19/11 P75 -16.6 33.2 1.66 -39.6 532 AMP AMERIPRISE AMP US 03/19/11 C55 -16.6 29.7 4.50 -45.1 220 CVS CVS CAREMAR CVS US 03/19/11 P31 -16.6 25.7 0.41 46.4 218 MA MASTERCARD MA US 02/19/11 P245 -16.5 26.3 8.85 -9.7 218 SOA SOLUTIA INC SOA US 02/19/11 C22.5 -16.5 34.3 1.55 -22.5 1100 OTEX OPEN TEXT C OTEX US 02/19/11 P50 -16.5 40.0 0.05 -96.9 264 NOV NATL OILWEL NOV US 02/19/11 C75 -16.4 33.3 2.55 13.8 970 GMCR GREEN MOUNT GMCR US 03/19/11 C33 -16.4 46.8 6.00 134.4 782 TQNT TRIQUINT SE TQNT US 02/19/11 C12.5 -16.3 46.3 0.90 -30.8 5738 NETL NETLOGIC MI NETL US 02/19/11 C37 -16.2 41.6 3.20 178.3 301 GMCR GREEN MOUNT GMCR US 02/19/11 P30 -16.1 64.6 0.05 -94.2 734 CME CME GROUP I CME US 02/19/11 P290 -16.1 28.7 3.00 130.8 422 BIG BIG LOTS IN BIG US 02/19/11 C32.5 -16.1 25.0 0.45 -10.0 704 FRG FRONTEER GO FRG US 03/19/11 C10 -15.9 45.8 4.30 377.8 262 GMCR GREEN MOUNT GMCR US 03/19/11 P37 -15.8 44.8 1.47 -70.7 217 MRK MERCK & CO MRK US 02/19/11 C33 -15.8 19.1 0.51 -55.3 1649 EW EDWARDS LIF EW US 02/19/11 P85 -15.8 28.6 1.15 -41.0 349 ANF ABERCROMBIE ANF US 02/19/11 C50 -15.6 45.5 1.43 -20.6 3716 FRO FRONTLINE L FRO US 02/19/11 C26 -15.6 36.5 0.60 -20.0 488 CME CME GROUP I CME US 02/19/11 C300 -15.5 28.6 6.43 -62.6 758 CVS CVS CAREMAR CVS US 03/19/11 P32 -15.5 24.5 0.74 89.7 219 ONNN ON SEMICOND ONNN US 04/16/11 C11 -15.5 34.9 0.70 -36.4 263 YUM YUM! BRANDS YUM US 02/19/11 C47 -15.5 22.8 2.43 63.1 320 GMCR GREEN MOUNT GMCR US 03/19/11 P33 -15.4 48.0 0.54 -79.5 394 MCO MOODY'S COR MCO US 02/19/11 C30 -15.3 29.9 0.55 -21.4 474 GMCR GREEN MOUNT GMCR US 03/19/11 P30 -15.3 51.8 0.20 -85.7 270 MA MASTERCARD MA US 02/19/11 P230 -15.3 28.7 1.88 -36.3 476 CHU CHINA UNICO CHU US 02/19/11 P16 -15.3 24.2 0.15 -16.7 210 EL ESTEE LAUDE EL US 02/19/11 C85 -15.2 33.9 6.60 560.0 2132 K KELLOGG CO K US 02/19/11 P50 -15.2 18.1 0.10 -86.7 2432 ANF ABERCROMBIE ANF US 02/19/11 C49 -15.2 45.7 1.89 -18.2 585 TGT TARGET CORP TGT US 02/19/11 C52.5 -15.2 21.1 1.44 -10.6 1059 TGT TARGET CORP TGT US 02/19/11 P52.5 -15.1 21.1 0.59 -23.4 2257 CTCM CTC MEDIA I CTCM US 02/19/11 P22.5 -15.1 27.4 0.60 33.3 200 CI CIGNA CORP CI US 02/19/11 P40 -15.1 28.0 0.31 0.0 206 MCO MOODY'S COR MCO US 02/19/11 P29 -15.0 31.0 0.51 -26.1 319 ANF ABERCROMBIE ANF US 02/19/11 P50 -14.9 45.4 2.40 -12.7 944 CVS CVS CAREMAR CVS US 03/19/11 P34 -14.9 22.5 1.85 98.9 215 YUM YUM! BRANDS YUM US 02/19/11 P46 -14.8 23.6 0.09 -80.0 200 BX BLACKSTONE BX US 02/19/11 C17 -14.8 33.4 0.50 35.1 1102 BJ BJ'S WHOLES BJ US 03/19/11 P45 -14.7 33.1 0.79 -73.8 460 ANF ABERCROMBIE ANF US 02/19/11 C48 -14.7 46.4 2.49 -29.3 210 QLIK QLIK TECHNO QLIK US 02/19/11 C25 -14.6 47.4 0.50 -33.3 620 MAT MATTEL INC MAT US 02/19/11 C24 -14.6 26.5 1.15 43.8 5203 CVS CVS CAREMAR CVS US 03/19/11 C32 -14.5 24.7 1.64 -39.3 201 HES HESS CORP HES US 02/19/11 C75 -14.4 38.3 7.50 -21.1 1682 ANF ABERCROMBIE ANF US 02/19/11 P49 -14.4 45.7 1.91 -12.8 361 APL ATLAS PIPEL APL US 02/19/11 C25 -14.2 27.3 0.60 100.0 477 GPS GAP INC/THE GPS US 02/19/11 P20 -14.1 25.3 0.41 -62.7 720 CVS CVS CAREMAR CVS US 03/19/11 C34 -14.1 22.7 0.48 -70.5 360 SNE SONY CORP-A SNE US 02/19/11 C37 -14.0 24.8 0.35 133.3 412 FE FIRSTENERGY FE US 02/19/11 C40 -13.9 19.9 0.65 -18.8 491 GSK GLAXOSMITHK GSK US 02/19/11 C37.5 -13.8 19.2 0.80 166.7 724 NOV NATL OILWEL NOV US 02/19/11 P70 -13.8 37.3 0.48 -51.0 593 WFR MEMC ELEC M WFR US 02/19/11 P12 -13.8 35.7 0.07 40.0 254 HOT STARWOOD HO HOT US 02/19/11 C60 -13.7 31.8 2.12 -7.8 544 MA MASTERCARD MA US 02/19/11 P225 -13.7 30.3 1.08 -41.0 380 DO DIAMOND OFF DO US 02/19/11 C75 -13.7 30.4 0.90 -15.1 1835 XOM EXXON MOBIL XOM US 02/19/11 C75 -13.4 28.3 7.67 -8.1 405 NETL NETLOGIC MI NETL US 02/19/11 P36 -13.4 42.9 0.15 -89.3 224 HOT STARWOOD HO HOT US 02/19/11 C62.5 -13.3 31.7 0.91 -20.9 646 TQNT TRIQUINT SE TQNT US 02/19/11 P12.5 -13.3 49.3 0.25 25.0 418 ZUMZ ZUMIEZ INC ZUMZ US 02/19/11 P22.5 -13.3 53.3 0.25 -61.5 216 DO DIAMOND OFF DO US 02/19/11 C70 -13.2 32.4 3.95 11.3 911 MRK MERCK & CO MRK US 02/19/11 C34 -13.0 18.2 0.14 -72.0 2042 GMCR GREEN MOUNT GMCR US 02/19/11 P29 -12.9 68.5 0.03 -95.4 2606 CLS CELESTICA I CLS US 02/19/11 C10 -12.9 29.3 1.20 60.0 1000 ANF ABERCROMBIE ANF US 02/19/11 P47 -12.9 47.1 0.98 -25.8 464 RDN RADIAN GROU RDN US 03/19/11 C7 -12.7 71.6 0.70 -33.3 959 AEO AMER EAGLE AEO US 02/19/11 P14.5 -12.6 40.1 0.25 -56.1 5211 CVE CENOVUS ENE CVE US 02/19/11 C35 -12.6 30.3 0.60 -7.7 544 FFIV F5 NETWORKS FFIV US 02/19/11 C105 -12.6 36.0 13.00 41.3 437 WFR MEMC ELEC M WFR US 02/19/11 P11 -12.4 43.3 0.01 0.0 699 UUP POWERSHARES UUP US 02/19/11 C23 -12.4 12.4 0.05 66.7 1109 MRK MERCK & CO MRK US 02/19/11 P34 -12.4 17.6 1.16 68.1 588 HOT STARWOOD HO HOT US 02/19/11 P57.5 -12.3 32.9 0.43 -27.1 580 BMC BMC SOFTWAR BMC US 03/19/11 C50 -12.2 25.2 1.00 -20.0 212 RDWR RADWARE LTD RDWR US 02/19/11 P37 -12.1 42.0 0.95 -32.1 311 XOP SPDR OIL&GA XOP US 03/19/11 C45 -12.1 47.2 12.20 27.2 1900 COST COSTCO WHOL COST US 02/19/11 C75 -12.1 16.0 0.36 500.0 1105 CAH CARDINAL HE CAH US 03/19/11 P40 -12.1 27.1 0.80 -23.8 203 CME CME GROUP I CME US 02/19/11 P300 -11.9 28.1 6.80 151.8 307 IP INTL PAPER IP US 03/19/11 C29 -11.9 29.5 0.91 -36.8 216 XNPT XENOPORT IN XNPT US 03/19/11 C8 -11.9 96.9 1.00 -9.1 464 GPS GAP INC/THE GPS US 02/19/11 C21 -11.8 27.3 0.14 250.0 275 C CITIGROUP I C US 02/19/11 C4 -11.8 47.8 0.83 -2.4 5103 ENTR ENTROPIC CO ENTR US 03/19/11 C10 -11.8 68.2 1.50 -11.8 704 TIVO TIVO INC TIVO US 02/19/11 C10 -11.7 67.6 0.77 -3.8 267 GE GENERAL ELE GE US 03/19/11 C17 -11.7 33.8 3.65 -2.7 233 BJ BJ'S WHOLES BJ US 03/19/11 P42.5 -11.7 34.1 0.35 -83.3 3125 MTG MGIC INVT C MTG US 03/19/11 C8 -11.5 65.3 1.06 -17.8 220 IAG IAMGOLD COR IAG US 02/19/11 C19 -11.5 38.9 0.95 -13.6 393 V VISA INC-CL V US 03/19/11 P65 -11.5 26.3 0.56 -8.2 5367 BX BLACKSTONE BX US 02/19/11 P16 -11.4 38.1 0.11 -68.6 207 V VISA INC-CL V US 03/19/11 P67.5 -11.4 25.4 0.99 -10.8 1839 BKE THE BUCKLE BKE US 02/19/11 C35 -11.3 33.4 1.10 -45.0 266 UNG US NAT GAS UNG US 02/19/11 C5 -11.3 47.9 0.92 -9.8 4420 CME CME GROUP I CME US 02/19/11 C310 -11.2 28.1 3.20 -70.9 1139 V VISA INC-CL V US 03/19/11 P70 -11.2 24.9 1.81 -6.2 2365 GPS GAP INC/THE GPS US 02/19/11 C20 -11.2 26.0 0.43 230.8 2982 RDWR RADWARE LTD RDWR US 02/19/11 C38 -11.2 41.2 1.20 20.0 416 GRS GAMMON GOLD GRS US 09/17/11 C6 -11.1 46.7 2.25 0.0 400 MRK MERCK & CO MRK US 03/19/11 P31 -11.0 21.6 0.36 38.5 608 DB DEUTSCHE BA DB US 02/19/11 P55 -10.9 34.5 0.10 -60.0 290 XOM EXXON MOBIL XOM US 04/16/11 C72.5 -10.9 23.7 10.40 -6.3 612 LTD LIMITED BRA LTD US 02/19/11 C32 -10.9 26.0 0.25 150.0 1643 PII POLARIS IND PII US 02/19/11 C70 -10.9 32.6 7.60 -6.2 200 BKE THE BUCKLE BKE US 02/19/11 P35 -10.8 35.1 0.80 -40.7 353 MA MASTERCARD MA US 02/19/11 P220 -10.8 32.1 0.65 -44.9 383 C CITIGROUP I C US 03/19/11 C2.5 -10.6 84.4 2.32 -1.3 380 CNO CNO FINANCI CNO US 03/19/11 C6 -10.5 43.5 0.60 0.0 200 ORCL ORACLE CORP ORCL US 02/19/11 P34 -10.4 20.1 1.33 33.0 439 FE FIRSTENERGY FE US 02/19/11 C41 -10.3 18.7 0.15 -50.0 976 PBR PETROBRAS S PBR US 02/19/11 C34 -10.2 32.0 4.15 1.2 210 V VISA INC-CL V US 03/19/11 C67.5 -10.1 26.2 4.80 -11.1 269 CVS CVS CAREMAR CVS US 05/21/11 P30 -10.1 26.6 0.79 41.1 243 OREX OREXIGEN TH OREX US 04/16/11 C3 -10.1 89.8 0.40 14.3 260


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


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