U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Jul 22, 2011
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
=============================================================================
QQQ POWERSH-QQQ QQQ US 08/20/11 P62 66.2 15.0 3.05 1.7 826
AVNR AVANIR PHAR AVNR US 08/20/11 C3 58.5 61.3 0.85 13.3 275
SPY SPDR S&P 50 SPY US 08/20/11 P140 44.8 11.6 6.00 7.1 423
SIFY SIFY TECHNO SIFY US 08/20/11 P2.5 43.0 283.0 0.30 100.0 2040
VSEA VARIAN SEMI VSEA US 08/20/11 P55 41.3 31.7 0.35 133.3 263
BJ BJ'S WHOLES BJ US 09/17/11 C50 39.2 9.3 1.15 53.3 1504
YRCW YRC WORLDWI YRCW US 08/20/11 C0.5 38.6 218.5 0.61 1.7 2360
HRBN HARBIN ELEC HRBN US 08/20/11 C12 35.6 95.3 7.20 -1.4 734
VSEA VARIAN SEMI VSEA US 09/17/11 P60 34.4 15.5 0.90 50.0 506
EGLE EAGLE BULK EGLE US 08/20/11 C2.5 33.6 66.8 0.20 -20.0 220
WAC WALTER INVE WAC US 08/20/11 C20 31.0 57.0 7.55 30.2 300
XLY SPDR-CONS D XLY US 08/20/11 P41 30.6 16.3 0.81 9.5 1005
LNKD LINKEDIN CO LNKD US 08/20/11 C40 29.6 170.2 60.60 -0.2 936
QQQ POWERSH-QQQ QQQ US 08/20/11 P61 26.9 15.7 2.17 -1.4 684
BJ BJ'S WHOLES BJ US 09/17/11 C52.5 26.8 8.9 0.10 0.0 285
SPY SPDR S&P 50 SPY US 08/20/11 P139 24.1 12.4 5.12 2.4 1699
SIFY SIFY TECHNO SIFY US 10/22/11 P2.5 23.9 208.9 0.55 57.1 1299
CPX COMPLETE PR CPX US 08/20/11 C35 23.6 65.6 6.10 52.5 244
ZAGG ZAGG INC ZAGG US 08/20/11 C11 22.4 78.4 5.04 2.9 455
ESRX EXPRESS SCR ESRX US 09/17/11 C47.5 20.3 35.9 8.10 -4.8 211
SPPI SPECTRUM PH SPPI US 08/20/11 C9 19.6 69.1 2.35 11.9 415
QQQ POWERSH-QQQ QQQ US 09/17/11 P62 18.8 15.5 3.40 -4.0 857
ARCO ARCOS DORAD ARCO US 08/20/11 C22.5 15.6 39.9 2.15 258.3 334
VHC VIRNETX HOL VHC US 08/20/11 C34 15.5 97.0 5.10 13.3 296
KGC KINROSS GOL KGC US 08/20/11 C12.5 15.3 65.6 4.96 1.4 266
MHS MEDCO HEALT MHS US 08/20/11 P62.5 15.2 25.1 0.55 -32.1 317
YHOO YAHOO! INC YHOO US 08/20/11 P11 14.5 45.1 0.02 100.0 6700
HSY HERSHEY CO/ HSY US 08/20/11 C60 14.4 21.9 1.02 161.5 1406
BP BP PLC-ADR BP US 08/20/11 C48 13.4 23.2 0.38 0.0 362
SPY SPDR S&P 50 SPY US 08/20/11 P138 12.9 13.1 4.38 5.3 972
KKD KRISPY KREM KKD US 09/17/11 C7.5 12.8 68.1 2.08 0.0 954
BJ BJ'S WHOLES BJ US 12/17/11 C50 12.8 7.8 1.40 21.7 1070
AMKR AMKOR TECH AMKR US 08/20/11 C6 12.5 80.2 0.45 28.6 1194
BSX BOSTON SCIE BSX US 08/20/11 C7 11.9 40.6 0.37 8.8 4159
ESRX EXPRESS SCR ESRX US 08/20/11 C52.5 10.9 28.8 4.45 27.1 7347
ESRX EXPRESS SCR ESRX US 08/20/11 P55 10.8 26.4 0.85 -34.6 385
ESRX EXPRESS SCR ESRX US 08/20/11 P57.5 10.8 25.1 2.13 -21.1 418
LDK LDK SOLAR C LDK US 08/20/11 C6 10.8 51.4 0.86 22.9 420
CIM CHIMERA INV CIM US 03/17/12 P3.5 10.7 26.0 0.60 0.0 297
QQQ POWERSH-QQQ QQQ US 08/20/11 P60 10.7 16.4 1.54 -11.0 1788
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
NCR NCR CORP NCR US 08/20/11 P20 -48.4 23.1 0.45 0.0 515
EMC EMC CORP/MA EMC US 08/20/11 C25 -33.7 19.2 2.80 2.2 358
ENH ENDURANCE S ENH US 09/17/11 P40 -32.7 18.3 1.00 0.0 355
CPWR COMPUWARE C CPWR US 08/20/11 C10 -31.3 26.0 0.25 66.7 228
RT RUBY TUESDA RT US 08/20/11 P10 -30.0 38.6 0.65 160.0 1570
CPHD CEPHEID INC CPHD US 08/20/11 C40 -29.5 43.5 1.38 0.0 1216
SNDK SANDISK COR SNDK US 08/20/11 P47 -28.1 36.0 2.76 -54.4 253
FLEX FLEXTRONICS FLEX US 08/20/11 C7 -27.6 35.8 0.18 12.5 450
MSFT MICROSOFT C MSFT US 08/20/11 C28 -27.5 19.6 0.23 -47.7 8856
SNDK SANDISK COR SNDK US 08/20/11 C47 -27.3 36.2 1.16 78.5 1886
ZAGG ZAGG INC ZAGG US 08/20/11 C12.5 -26.9 45.7 3.50 29.6 382
SNDK SANDISK COR SNDK US 08/20/11 C45 -26.8 36.6 2.02 82.0 3071
PLCM POLYCOM INC PLCM US 08/20/11 P28.75 -26.8 44.2 0.92 -51.6 382
SNDK SANDISK COR SNDK US 08/20/11 C46 -26.7 36.4 1.58 92.7 1272
SNDK SANDISK COR SNDK US 08/20/11 C44 -26.3 36.7 2.65 89.3 1818
SNDK SANDISK COR SNDK US 08/20/11 P46 -26.2 36.2 2.17 -58.3 423
SNDK SANDISK COR SNDK US 08/20/11 P45 -26.2 36.4 1.62 -64.2 765
CL COLGATE-PAL CL US 11/19/11 C65 -25.9 28.8 23.00 0.0 296
SNDK SANDISK COR SNDK US 08/20/11 P43 -25.9 37.0 0.85 -73.0 870
PLCM POLYCOM INC PLCM US 08/20/11 C28.75 -25.2 44.9 2.00 -1.5 261
SNDK SANDISK COR SNDK US 08/20/11 C43 -24.4 37.8 3.20 86.0 1469
MSFT MICROSOFT C MSFT US 08/20/11 P28 -24.3 19.1 1.30 -6.5 1683
PLCM POLYCOM INC PLCM US 08/20/11 C30 -24.2 44.3 1.45 3.6 726
SNDK SANDISK COR SNDK US 08/20/11 P42 -24.1 37.8 0.60 -76.7 1106
EW EDWARDS LIF EW US 08/20/11 C80 -24.0 24.8 1.20 -75.0 284
MSFT MICROSOFT C MSFT US 08/20/11 C25 -24.0 22.9 2.15 -4.4 382
SNDK SANDISK COR SNDK US 08/20/11 C40 -23.9 38.7 5.60 76.1 607
GDI GARDNER DEN GDI US 08/20/11 C90 -23.8 22.1 2.00 53.9 227
SNDK SANDISK COR SNDK US 08/20/11 C42 -23.8 37.9 4.10 90.7 1636
INFA INFORMATICA INFA US 08/20/11 C55 -23.8 35.4 1.80 44.0 325
SNDK SANDISK COR SNDK US 08/20/11 C41 -23.8 38.2 4.80 80.5 1139
SNDK SANDISK COR SNDK US 08/20/11 P41 -23.6 38.4 0.41 -80.1 1508
MSFT MICROSOFT C MSFT US 08/20/11 C27 -23.5 20.1 0.61 -26.5 6669
AMD ADV MICRO D AMD US 08/20/11 C7 -23.4 41.1 0.62 210.0 13692
CL COLGATE-PAL CL US 01/21/12 C60 -23.3 30.2 27.93 -3.7 702
INFA INFORMATICA INFA US 08/20/11 C52.5 -23.1 38.7 3.10 24.0 239
APKT ACME PACKET APKT US 08/20/11 C60 -23.1 56.3 6.10 24.5 290
ATHN ATHENAHEALT ATHN US 09/17/11 P55 -22.9 34.3 2.00 0.0 213
APKT ACME PACKET APKT US 08/20/11 C65 -22.9 54.1 3.30 17.9 741
APKT ACME PACKET APKT US 08/20/11 P62.5 -22.9 54.0 3.52 -43.2 1293
APKT ACME PACKET APKT US 08/20/11 P60 -22.8 55.8 2.27 -53.7 1235
APKT ACME PACKET APKT US 08/20/11 C62.5 -22.8 55.3 4.50 18.4 497
ATHN ATHENAHEALT ATHN US 08/20/11 P55 -22.6 38.9 1.39 0.0 285
MSFT MICROSOFT C MSFT US 08/20/11 C26 -22.6 21.5 1.27 -12.4 4133
XRX XEROX CORP XRX US 08/20/11 C10 -22.5 27.3 0.35 -39.7 518
MSFT MICROSOFT C MSFT US 08/20/11 P27 -22.3 19.6 0.64 -19.0 5803
SNDK SANDISK COR SNDK US 08/20/11 P40 -21.8 39.2 0.28 -82.8 751
BAS BASIC ENERY BAS US 08/20/11 P30 -21.5 57.4 0.55 -8.3 385
XRX XEROX CORP XRX US 08/20/11 P10 -21.3 27.4 0.24 -14.3 860
SNDK SANDISK COR SNDK US 08/20/11 P39 -21.0 40.5 0.20 -84.1 455
SWKS SKYWORKS SO SWKS US 08/20/11 C25 -20.8 48.1 2.25 200.0 2312
VZ VERIZON COM VZ US 08/20/11 P35 -20.6 17.4 0.18 28.6 1698
FLEX FLEXTRONICS FLEX US 08/20/11 P6 -20.3 39.7 0.08 -55.6 200
APKT ACME PACKET APKT US 08/20/11 P55 -20.3 59.3 1.02 -62.2 525
WDC WESTERN DIG WDC US 08/20/11 C38 -20.2 32.8 1.35 101.5 1915
VZ VERIZON COM VZ US 08/20/11 C35 -20.1 17.4 1.69 -37.4 320
FTR FRONTIER CO FTR US 08/20/11 C8 -20.0 18.8 0.10 0.0 258
OLN OLIN CORP OLN US 08/20/11 P20 -19.8 31.7 0.30 50.0 275
COL ROCKWELL CO COL US 08/20/11 P60 -19.5 20.9 3.00 81.8 714
CSTR COINSTAR IN CSTR US 08/20/11 P50 -19.2 46.4 0.90 20.0 1534
SWKS SKYWORKS SO SWKS US 08/20/11 C26 -19.1 48.1 1.50 206.1 1419
SWKS SKYWORKS SO SWKS US 08/20/11 C24 -18.9 48.5 2.89 189.0 3133
RT RUBY TUESDA RT US 09/17/11 C10 -18.6 40.8 0.40 -73.3 278
INFA INFORMATICA INFA US 08/20/11 P55 -18.6 38.6 2.50 -49.0 1189
INFA INFORMATICA INFA US 08/20/11 P52.5 -18.6 39.1 1.50 -54.5 822
SWKS SKYWORKS SO SWKS US 08/20/11 C22.5 -18.6 50.6 4.30 159.0 1579
WDC WESTERN DIG WDC US 08/20/11 P38 -18.6 33.3 1.41 -59.1 510
SNDK SANDISK COR SNDK US 08/20/11 P38 -18.5 41.9 0.13 -86.3 329
CSTR COINSTAR IN CSTR US 08/20/11 C55 -18.4 43.3 2.60 -52.7 519
VZ VERIZON COM VZ US 08/20/11 P34 -18.4 19.7 0.08 0.0 945
GE GENERAL ELE GE US 08/20/11 P17 -18.4 26.5 0.04 -33.3 393
VZ VERIZON COM VZ US 08/20/11 P36 -18.3 15.9 0.40 66.7 2119
FLEX FLEXTRONICS FLEX US 09/17/11 C7 -18.3 34.9 0.27 22.7 635
MSFT MICROSOFT C MSFT US 08/20/11 P26 -18.1 20.9 0.27 -30.8 7026
QQQ POWERSH-QQQ QQQ US 08/20/11 C55 -18.1 22.9 4.24 -4.9 385
CSTR COINSTAR IN CSTR US 08/20/11 C52.5 -18.1 44.4 4.30 -49.4 310
RMBS RAMBUS INC RMBS US 08/20/11 C15 -18.0 39.1 1.05 41.9 590
SWKS SKYWORKS SO SWKS US 08/20/11 P25 -18.0 48.2 0.80 -71.4 598
CAT CATERPILLAR CAT US 08/20/11 C97.5 -18.0 31.3 8.35 -40.1 248
NYB NY COMM BAN NYB US 08/20/11 P14 -17.9 21.2 0.20 33.3 285
CSTR COINSTAR IN CSTR US 08/20/11 C57.5 -17.9 42.3 1.55 -60.3 228
CAT CATERPILLAR CAT US 08/20/11 P95 -17.9 32.0 0.59 73.5 3376
CSTR COINSTAR IN CSTR US 08/20/11 P52.5 -17.8 45.3 1.65 37.5 613
INFA INFORMATICA INFA US 08/20/11 P50 -17.5 40.8 0.85 -59.7 1126
WDC WESTERN DIG WDC US 08/20/11 C37 -17.5 33.7 1.86 118.8 1309
SWKS SKYWORKS SO SWKS US 08/20/11 P24 -17.2 49.9 0.50 -78.1 614
CSTR COINSTAR IN CSTR US 08/20/11 P55 -17.1 44.6 2.65 47.2 284
CAT CATERPILLAR CAT US 08/20/11 C100 -17.0 30.1 6.46 -47.5 2446
CAT CATERPILLAR CAT US 08/20/11 P100 -17.0 29.5 1.45 88.3 4344
SWKS SKYWORKS SO SWKS US 08/20/11 C20 -17.0 52.4 6.30 90.9 321
EW EDWARDS LIF EW US 08/20/11 P75 -16.7 29.0 1.50 150.0 622
CSTR COINSTAR IN CSTR US 08/20/11 P47.5 -16.7 49.0 0.55 37.5 258
CAT CATERPILLAR CAT US 08/20/11 P97.5 -16.7 30.8 0.95 90.0 1974
RMBS RAMBUS INC RMBS US 08/20/11 P16 -16.6 39.8 0.90 -60.9 344
SWKS SKYWORKS SO SWKS US 08/20/11 C27 -16.6 47.1 1.05 320.0 2609
INTC INTEL CORP INTC US 08/20/11 C21 -16.6 22.0 2.08 12.4 551
MSFT MICROSOFT C MSFT US 09/17/11 C28 -16.6 19.5 0.41 -29.3 4915
RMBS RAMBUS INC RMBS US 08/20/11 C16 -16.5 38.9 0.53 32.5 2706
QQQ POWERSH-QQQ QQQ US 08/20/11 C56 -16.3 21.5 3.52 2.9 691
RMBS RAMBUS INC RMBS US 08/20/11 P15 -16.2 39.3 0.42 -48.8 514
CAT CATERPILLAR CAT US 08/20/11 P90 -16.2 35.6 0.25 38.9 1391
SFSF SUCCESSFACT SFSF US 08/20/11 C29 -16.1 56.7 1.50 -14.3 1600
VZ VERIZON COM VZ US 08/20/11 C36 -16.0 16.1 0.94 -48.9 1127
RAI REYNOLDS AM RAI US 08/20/11 P36 -16.0 19.7 0.37 85.0 1375
CAT CATERPILLAR CAT US 08/20/11 P92.5 -16.0 33.9 0.38 58.3 1670
AMD ADV MICRO D AMD US 08/20/11 P7 -15.9 42.6 0.17 -75.0 2426
MSFT MICROSOFT C MSFT US 09/17/11 C27 -15.9 20.5 0.81 -19.8 2714
WDC WESTERN DIG WDC US 08/20/11 C36 -15.7 34.6 2.62 113.0 878
BBBY BED BATH &B BBBY US 09/17/11 C52.5 -15.7 28.2 7.70 0.0 308
ECA ENCANA CORP ECA US 08/20/11 C27 -15.7 41.4 4.30 22.2 304
DO DIAMOND OFF DO US 08/20/11 C67.5 -15.6 28.0 4.00 -1.2 200
MSFT MICROSOFT C MSFT US 09/17/11 C26 -15.6 21.6 1.46 -9.9 513
SNDK SANDISK COR SNDK US 09/17/11 C47 -15.5 38.2 2.06 79.1 213
QQQ POWERSH-QQQ QQQ US 08/20/11 C57 -15.5 20.0 2.67 -2.9 770
HGSI HUMAN GENOM HGSI US 08/20/11 P22 -15.5 39.4 1.05 56.7 517
AMD ADV MICRO D AMD US 09/17/11 C7 -15.4 39.5 0.72 140.0 1645
INFA INFORMATICA INFA US 09/17/11 C52.5 -15.4 36.2 3.80 26.7 487
CAT CATERPILLAR CAT US 08/20/11 P105 -15.4 28.0 3.25 101.9 2402
CAT CATERPILLAR CAT US 08/20/11 C105 -15.3 28.5 3.35 -59.1 6725
INFA INFORMATICA INFA US 08/20/11 P47.5 -15.2 42.1 0.50 -61.5 806
SNDK SANDISK COR SNDK US 08/20/11 P37 -15.2 43.9 0.09 -87.1 233
HGSI HUMAN GENOM HGSI US 08/20/11 P23 -15.1 39.1 1.58 41.1 275
SNDK SANDISK COR SNDK US 09/17/11 C46 -15.0 38.5 2.46 77.0 408
WDC WESTERN DIG WDC US 08/20/11 C35 -15.0 36.0 3.37 95.9 1177
CB CHUBB CORP CB US 08/20/11 C65 -14.9 14.2 1.00 177.8 899
VZ VERIZON COM VZ US 08/20/11 P37 -14.8 15.0 0.87 74.0 1303
STI SUNTRUST BA STI US 08/20/11 C26 -14.7 27.9 0.66 -20.5 1176
XLF SPDR-FINL S XLF US 08/20/11 C14 -14.6 26.8 1.33 -7.6 227
WDC WESTERN DIG WDC US 08/20/11 P35 -14.6 36.0 0.47 -70.4 1232
CAT CATERPILLAR CAT US 08/20/11 C95 -14.5 33.4 10.25 -39.2 559
VZ VERIZON COM VZ US 08/20/11 P38 -14.5 14.4 1.62 68.8 504
SNDK SANDISK COR SNDK US 09/17/11 C45 -14.4 38.6 2.98 78.4 506
SNDK SANDISK COR SNDK US 09/17/11 P45 -14.3 38.5 2.62 -47.1 823
VZ VERIZON COM VZ US 08/20/11 C37 -14.2 15.1 0.42 -60.4 2336
STI SUNTRUST BA STI US 08/20/11 P25 -14.1 29.1 0.51 -25.0 268
CPX COMPLETE PR CPX US 08/20/11 P40 -13.9 41.5 1.50 -53.1 301
HGSI HUMAN GENOM HGSI US 08/20/11 C22 -13.9 40.3 1.02 -47.7 303
YRCW YRC WORLDWI YRCW US 08/20/11 C1 -13.6 81.4 0.17 -10.5 1965
QQQ POWERSH-QQQ QQQ US 08/20/11 C58 -13.5 18.6 1.90 -3.1 590
SWKS SKYWORKS SO SWKS US 08/20/11 P22.5 -13.4 52.5 0.25 -83.0 1307
HGSI HUMAN GENOM HGSI US 08/20/11 C23 -13.4 39.7 0.55 -58.6 681
MSFT MICROSOFT C MSFT US 09/17/11 P28 -13.2 19.6 1.48 -5.7 1006
GE GENERAL ELE GE US 08/20/11 P18 -13.2 24.6 0.15 -16.7 2282
SPY SPDR S&P 50 SPY US 08/20/11 C125 -13.2 22.4 9.76 -2.5 251
TZOO TRAVELZOO I TZOO US 08/20/11 C50 -13.2 66.0 12.00 46.3 229
CAT CATERPILLAR CAT US 08/20/11 P85 -13.1 39.4 0.12 33.3 637
EXAS EXACT SCIEN EXAS US 08/20/11 C9 -13.1 42.9 0.45 0.0 259
RMBS RAMBUS INC RMBS US 08/20/11 P14 -13.0 42.3 0.19 -54.8 403
MSFT MICROSOFT C MSFT US 09/17/11 P27 -12.8 20.2 0.89 -11.0 2587
APKT ACME PACKET APKT US 09/17/11 C65 -12.6 54.8 4.80 23.1 620
IWM ISHARES-RUS IWM US 08/20/11 C79 -12.6 23.8 5.31 -4.7 328
MSFT MICROSOFT C MSFT US 08/20/11 P25 -12.6 23.3 0.11 -38.9 10253
CAT CATERPILLAR CAT US 09/17/11 P85 -12.4 35.5 0.36 24.1 298
EZPW EZCORP INC- EZPW US 08/20/11 P35 -12.4 35.7 1.90 192.3 229
VZ VERIZON COM VZ US 09/17/11 P35 -12.3 17.6 0.39 34.5 743
VZ VERIZON COM VZ US 09/17/11 P33 -12.2 21.1 0.16 6.7 293
AMD ADV MICRO D AMD US 08/20/11 C6 -12.2 48.0 1.45 116.4 2893
UCO PRSH-ULT CR UCO US 08/20/11 C37 -12.2 52.9 8.90 0.0 500
VZ VERIZON COM VZ US 08/20/11 C38 -12.1 15.0 0.16 -68.6 2908
IWM ISHARES-RUS IWM US 08/20/11 C80 -12.1 23.1 4.50 -7.0 1085
HON HONEYWELL I HON US 08/20/11 P50 -12.1 29.3 0.17 54.5 236
AMD ADV MICRO D AMD US 09/17/11 P7 -12.0 40.6 0.28 -62.2 523
GDI GARDNER DEN GDI US 09/17/11 C90 -12.0 22.6 3.10 51.2 259
QQQ POWERSH-QQQ QQQ US 09/17/11 C55 -12.0 21.8 4.57 -0.7 292
SPY SPDR S&P 50 SPY US 08/20/11 C129 -12.0 19.1 6.14 -5.2 635
CAT CATERPILLAR CAT US 09/17/11 P90 -11.9 33.3 0.77 45.3 1561
CAT CATERPILLAR CAT US 09/17/11 P95 -11.9 31.3 1.46 60.4 1195
MSFT MICROSOFT C MSFT US 09/17/11 C25 -11.9 23.7 2.20 -8.0 418
HON HONEYWELL I HON US 08/20/11 P57.5 -11.8 20.1 2.37 80.9 494
HGSI HUMAN GENOM HGSI US 08/20/11 P20 -11.8 43.7 0.37 68.2 330
ATHN ATHENAHEALT ATHN US 08/20/11 C55 -11.8 39.2 5.70 850.0 508
PSS COLLECTIVE PSS US 08/20/11 P13 -11.8 36.8 0.45 0.0 5639
WDC WESTERN DIG WDC US 08/20/11 P34 -11.8 37.3 0.28 -74.5 1617
ACTG ACACIA RESE ACTG US 08/20/11 C40 -11.7 52.7 4.50 18.4 1109
MSFT MICROSOFT C MSFT US 08/20/11 P24 -11.6 26.0 0.04 -50.0 259
SFI ISTAR FINAN SFI US 10/22/11 P5 -11.6 66.0 0.10 -33.3 525
MSFT MICROSOFT C MSFT US 09/17/11 P26 -11.5 21.3 0.50 -18.0 2362
GE GENERAL ELE GE US 08/20/11 C19 -11.5 22.7 0.52 -16.1 3572
SPY SPDR S&P 50 SPY US 08/20/11 C130 -11.5 18.3 5.31 -8.4 1472
QQQ POWERSH-QQQ QQQ US 08/20/11 C59 -11.4 17.3 1.22 -8.3 2271
HON HONEYWELL I HON US 08/20/11 C55 -11.2 21.9 2.30 -37.8 283
QQQ POWERSH-QQQ QQQ US 09/17/11 C56 -11.2 20.7 3.85 1.6 706
XRX XEROX CORP XRX US 10/22/11 C10 -11.2 28.8 0.58 -30.1 279
GE GENERAL ELE GE US 08/20/11 P19 -11.1 22.3 0.44 2.3 4313
CAT CATERPILLAR CAT US 09/17/11 P100 -11.1 29.8 2.67 63.8 765
AMD ADV MICRO D AMD US 10/22/11 P7 -11.1 41.5 0.40 -55.6 830
AMD ADV MICRO D AMD US 10/22/11 C7 -11.1 42.0 0.85 97.7 5091
QLIK QLIK TECHNO QLIK US 08/20/11 C32 -11.1 44.2 1.10 15.8 1226
QQQ POWERSH-QQQ QQQ US 08/20/11 C60 -11.0 16.0 0.71 -5.3 1808
CAT CATERPILLAR CAT US 09/17/11 C100 -10.9 30.2 7.65 -41.8 531
CAT CATERPILLAR CAT US 09/17/11 C95 -10.9 31.9 11.40 -31.5 211
SLB SCHLUMBERGE SLB US 08/20/11 P92.5 -10.8 26.9 2.21 -44.8 1015
STD BANCO SANTA STD US 08/20/11 P10 -10.8 44.0 0.15 -16.7 5464
CPX COMPLETE PR CPX US 09/17/11 P40 -10.7 38.4 2.20 0.0 260
GE GENERAL ELE GE US 10/22/11 P13 -10.7 39.6 0.04 -20.0 262
CAT CATERPILLAR CAT US 09/17/11 C105 -10.6 29.0 4.80 -48.7 1264
MSFT MICROSOFT C MSFT US 10/22/11 C28 -10.6 20.5 0.67 -15.2 687
GE GENERAL ELE GE US 08/20/11 C18 -10.6 25.5 1.22 -10.3 1230
CBI CHICAGO BRI CBI US 08/20/11 C45 -10.4 31.7 1.00 185.7 405
SPY SPDR S&P 50 SPY US 08/20/11 C131 -10.4 17.8 4.52 -6.2 3398
MCD MCDONALDS C MCD US 08/20/11 C92.5 -10.4 13.3 0.30 233.3 2437
XRX XEROX CORP XRX US 10/22/11 P10 -10.3 28.6 0.55 7.8 217
SPY SPDR S&P 50 SPY US 08/20/11 C132 -10.3 17.1 3.78 -10.0 8634
VZ VERIZON COM VZ US 09/17/11 C37 -10.3 15.7 0.70 -47.4 831
QQQ POWERSH-QQQ QQQ US 09/17/11 C57 -10.3 19.5 3.07 2.0 531
VZ VERIZON COM VZ US 09/17/11 C35 -10.2 17.8 1.92 -34.9 1090
YRCW YRC WORLDWI YRCW US 10/22/11 C1 -10.2 64.2 0.18 -14.3 1540
MSFT MICROSOFT C MSFT US 09/17/11 C24 -10.1 27.0 3.16 -5.7 229
CAT CATERPILLAR CAT US 09/17/11 P105 -10.1 28.6 4.65 67.9 761
x - Ex-dividend. * - Ex-earnings.
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