U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Jul 28, 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
=============================================================================
SKX SKECHERS US SKX US 09/17/11 P17 45.7 46.3 1.15 0.0 618
COG CABOT OIL & COG US 08/20/11 P80 41.2 45.6 4.30 0.0 219
SCMR SYCAMORE NE SCMR US 09/17/11 C20 27.2 58.9 1.60 -65.2 517
TWO TWO HARBORS TWO US 08/20/11 P10 24.6 22.4 0.25 56.2 216
DVAX DYNAVAX TEC DVAX US 08/20/11 C2.5 23.9 79.0 0.50 100.0 1155
QQQ POWERSH-QQQ QQQ US 08/20/11 C52 22.5 32.6 6.72 5.0 786
SPY SPDR S&P 50 SPY US 09/17/11 C110 19.7 30.6 21.05 -0.2 500
SBUX STARBUCKS C SBUX US 08/20/11 P40 18.6 37.4 1.43 -25.5 976
SBUX STARBUCKS C SBUX US 08/20/11 C39 17.9 39.2 2.14 74.0 1164
SBUX STARBUCKS C SBUX US 08/20/11 C40 17.8 38.5 1.56 100.0 2575
ZAGG ZAGG INC ZAGG US 08/20/11 C10 17.8 97.6 5.15 -1.0 395
VXX IPATH-S&P S VXX US 08/20/11 P24 17.5 84.9 2.52 8.6 834
HK PETROHAWK E HK US 01/21/12 C39 17.0 3.1 0.11 0.0 341
ACH ALUMINUM CO ACH US 08/20/11 P19 16.8 43.1 0.15 50.0 200
SBUX STARBUCKS C SBUX US 08/20/11 P39 16.6 38.0 1.00 -27.5 1299
SBUX STARBUCKS C SBUX US 08/20/11 C41 16.1 37.5 1.08 120.4 1472
HK PETROHAWK E HK US 08/20/11 C39 15.7 8.2 0.07 40.0 5950
SBUX STARBUCKS C SBUX US 08/20/11 P37 15.4 40.0 0.45 -25.0 215
QQQ POWERSH-QQQ QQQ US 08/20/11 C53 14.9 31.1 5.84 8.0 2388
SBUX STARBUCKS C SBUX US 08/20/11 C42 14.8 36.8 0.72 148.3 677
SPPI SPECTRUM PH SPPI US 08/20/11 C11 14.5 78.7 0.65 44.4 489
IRE BANK IRELAN IRE US 08/20/11 C1 14.4 97.6 0.50 42.9 210
HK PETROHAWK E HK US 09/17/11 P35 14.3 25.7 0.30 11.1 890
HK PETROHAWK E HK US 08/20/11 C40 14.2 13.4 0.05 66.7 23107
HRS HARRIS CORP HRS US 08/20/11 P40 14.1 37.9 1.00 42.9 1141
BSDM BSD MEDICAL BSDM US 02/18/12 C2.5 14.1 72.4 1.25 -16.7 923
VXX IPATH-S&P S VXX US 08/20/11 P22 13.8 78.9 1.22 6.1 716
NG NOVAGOLD RE NG US 08/20/11 C7 13.5 100.1 2.95 -8.1 1022
QQQ POWERSH-QQQ QQQ US 09/17/11 C50 13.5 30.6 8.79 4.9 529
YRCW YRC WORLDWI YRCW US 09/17/11 P0.5 13.2 352.3 0.15 7.1 1378
MSFT MICROSOFT C MSFT US 08/20/11 P23 12.8 41.6 0.04 33.3 1023
VXX IPATH-S&P S VXX US 08/20/11 P23 12.5 82.0 1.83 15.8 753
CREE CREE INC CREE US 08/20/11 P32.5 12.2 71.8 1.86 -33.6 274
UTHR UNITED THER UTHR US 08/20/11 P50 12.1 43.9 0.15 -72.7 550
BBD BRADESCO-AD BBD US 09/17/11 C17.92 11.6 35.0 1.62 -8.5 241
CREE CREE INC CREE US 08/20/11 C35 11.6 71.6 1.76 141.1 5966
CREE CREE INC CREE US 08/20/11 C30 11.4 73.6 4.45 71.2 1675
LIZ LIZ CLAIBOR LIZ US 10/22/11 C5 11.3 70.9 1.70 49.1 365
HK PETROHAWK E HK US 12/17/11 C39 11.1 3.4 0.09 28.6 311
KND KINDRED HEA KND US 08/20/11 P15 11.0 86.7 0.25 0.0 227
LSI LSI CORP LSI US 08/20/11 C6 10.9 63.2 1.50 150.0 328
CREE CREE INC CREE US 08/20/11 C32.5 10.8 72.1 2.82 90.5 3478
CX CEMEX SAB-S CX US 10/22/11 P7 10.8 43.5 0.59 34.1 1150
ZIOP ZIOPHARM ON ZIOP US 01/21/12 P5 10.7 70.0 0.70 0.0 296
HK PETROHAWK E HK US 09/17/11 C39 10.5 5.7 0.08 0.0 1291
QQQ POWERSH-QQQ QQQ US 08/20/11 C54 10.4 29.5 4.88 8.7 1400
CX CEMEX SAB-S CX US 09/17/11 C7 10.2 44.3 0.45 -28.6 401
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
VXX IPATH-S&P S VXX US 08/20/11 C17 -54.4 52.5 6.05 -4.0 222
ALU ALCATEL-LUC ALU US 08/20/11 P4 -50.7 52.3 0.20 0.0 608
VXX IPATH-S&P S VXX US 08/20/11 C18 -49.3 54.6 5.14 -1.3 212
MPW MEDICAL PRO MPW US 10/22/11 C10 -48.3 28.7 1.80 -18.2 240
TLAB TELLABS INC TLAB US 08/20/11 C3.5 -46.7 49.5 0.75 -31.8 475
SFLY SHUTTERFLY SFLY US 08/20/11 P55 -44.9 38.5 1.20 -57.1 437
AKAM AKAMAI TECH AKAM US 08/20/11 P23 -41.9 41.7 0.52 225.0 2389
AKAM AKAMAI TECH AKAM US 08/20/11 C23 -41.4 41.9 1.55 -80.8 427
AKAM AKAMAI TECH AKAM US 08/20/11 P25 -41.1 40.5 1.56 280.5 2222
TQNT TRIQUINT SE TQNT US 08/20/11 P8 -40.3 57.2 0.50 233.3 1549
AKAM AKAMAI TECH AKAM US 08/20/11 C25 -39.3 40.9 0.57 -88.1 2472
SYMC SYMANTEC CO SYMC US 08/20/11 C20 -36.4 29.8 0.41 32.3 952
WFM WHOLE FOODS WFM US 08/20/11 C67.5 -36.3 32.3 1.75 -27.1 692
IPG INTERPUBLIC IPG US 08/20/11 P10 -36.1 46.2 0.40 0.0 616
WFM WHOLE FOODS WFM US 08/20/11 P67.5 -36.0 30.9 2.55 -41.4 815
GMCR GREEN MOUNT GMCR US 08/20/11 C110 -35.8 41.0 2.65 327.4 1687
GMCR GREEN MOUNT GMCR US 08/20/11 C105 -35.7 41.9 4.80 348.6 1311
GMCR GREEN MOUNT GMCR US 08/20/11 P110 -35.5 40.5 6.75 -60.3 289
WFM WHOLE FOODS WFM US 08/20/11 P65 -35.2 32.5 1.39 -55.2 2066
GB GREATBATCH GB US 08/20/11 P25 -34.7 29.2 0.35 -61.1 623
WFM WHOLE FOODS WFM US 08/20/11 C70 -34.6 31.3 0.81 -46.0 3327
GMCR GREEN MOUNT GMCR US 08/20/11 P105 -34.0 41.6 3.80 -72.4 1190
WFM WHOLE FOODS WFM US 08/20/11 P62.5 -33.8 34.4 0.71 -66.2 535
GMCR GREEN MOUNT GMCR US 08/20/11 P100 -33.5 42.5 2.00 -85.2 2506
GMCR GREEN MOUNT GMCR US 08/20/11 C100 -33.0 43.2 7.95 325.1 3010
GMCR GREEN MOUNT GMCR US 08/20/11 P97.5 -32.4 43.4 1.32 -88.6 734
AVP AVON PRODUC AVP US 08/20/11 C27 -32.2 25.5 0.70 -57.6 1717
GMCR GREEN MOUNT GMCR US 08/20/11 C95 -32.1 44.9 11.95 279.4 1341
GMCR GREEN MOUNT GMCR US 08/20/11 C97.5 -31.6 44.3 9.80 306.6 1058
S SPRINT NEXT S US 08/20/11 P4 -31.2 38.9 0.05 400.0 1933
GMCR GREEN MOUNT GMCR US 08/20/11 P95 -31.0 44.5 0.84 -91.6 1459
SYMC SYMANTEC CO SYMC US 08/20/11 C19 -31.0 31.7 0.90 50.0 975
WFM WHOLE FOODS WFM US 08/20/11 P60 -30.4 37.0 0.32 -75.8 289
AVP AVON PRODUC AVP US 08/20/11 C28 -29.6 23.7 0.20 -75.0 1005
LIFE LIFE TECHNO LIFE US 08/20/11 P45 -29.4 31.7 0.80 14.3 774
GMCR GREEN MOUNT GMCR US 08/20/11 P92.5 -29.1 46.1 0.54 -93.4 902
CROX CROCS INC CROX US 08/20/11 C30 -28.8 40.2 1.50 219.2 1978
GMCR GREEN MOUNT GMCR US 08/20/11 C92.5 -28.8 47.8 14.11 252.8 1495
BMC BMC SOFTWAR BMC US 08/20/11 P47 -28.4 29.1 2.65 140.9 349
LSI LSI CORP LSI US 08/20/11 C7 -27.4 42.5 0.50 150.0 742
SYMC SYMANTEC CO SYMC US 08/20/11 P18 -27.3 34.3 0.11 -83.6 282
CLF CLIFFS NATU CLF US 08/20/11 C82.5 -27.1 39.3 8.95 -44.2 260
WFM WHOLE FOODS WFM US 08/20/11 P57.5 -26.9 40.2 0.20 -74.0 311
DOX AMDOCS LTD DOX US 08/20/11 C32.5 -26.9 21.5 0.25 -16.7 230
MSI MOTOROLA SO MSI US 08/20/11 C47 -26.7 26.6 1.25 83.8 250
CROX CROCS INC CROX US 08/20/11 C31 -26.6 40.5 0.95 216.7 285
CROX CROCS INC CROX US 08/20/11 C27 -26.5 42.4 3.70 146.7 404
CROX CROCS INC CROX US 08/20/11 C28 -26.4 42.4 2.90 205.3 827
GMCR GREEN MOUNT GMCR US 08/20/11 P90 -26.2 48.1 0.41 -94.0 717
CROX CROCS INC CROX US 08/20/11 P30 -26.0 40.9 1.00 -71.2 1917
CROX CROCS INC CROX US 08/20/11 C29 -25.5 42.5 2.15 207.1 1050
AVP AVON PRODUC AVP US 08/20/11 P27 -25.4 24.7 0.70 0.0 1823
AKAM AKAMAI TECH AKAM US 09/17/11 P23 -25.3 39.6 0.97 288.0 1244
LINE LINN ENERGY LINE US 09/17/11 C35 -25.3 33.2 4.90 0.0 866
GMCR GREEN MOUNT GMCR US 08/20/11 C90 -25.1 50.0 16.40 228.0 1191
GT GOODYEAR TI GT US 08/20/11 P16 -25.1 41.6 0.25 -44.4 1465
GT GOODYEAR TI GT US 08/20/11 P17 -24.8 40.2 0.65 -18.8 389
ORLY O'REILLY AU ORLY US 08/20/11 P60 -24.8 23.7 1.40 7.7 703
AKAM AKAMAI TECH AKAM US 09/17/11 P25 -24.6 38.6 1.99 255.4 595
VAR VARIAN MEDI VAR US 08/20/11 P65 -24.6 23.3 1.95 69.6 1343
IRE BANK IRELAN IRE US 01/21/12 C1.5 -24.5 66.6 0.30 20.0 315
AKAM AKAMAI TECH AKAM US 09/17/11 C25 -24.4 39.0 0.98 -80.8 358
WM WASTE MANAG WM US 08/20/11 P32 -24.2 33.4 0.45 50.0 229
NIHD NII HOLDING NIHD US 08/20/11 P42 -24.1 28.1 0.95 -42.4 256
CROX CROCS INC CROX US 08/20/11 P29 -23.9 43.4 0.70 -76.3 264
MUR MURPHY OIL MUR US 08/20/11 P55 -23.8 35.5 0.20 -16.7 210
CROX CROCS INC CROX US 08/20/11 P27 -23.6 45.6 0.21 -87.3 297
MJN MEAD JOHNSO MJN US 08/20/11 C75 -23.6 24.5 0.77 175.0 329
MSI MOTOROLA SO MSI US 08/20/11 C45 -23.6 27.7 2.24 65.9 332
YNDX YANDEX NV-A YNDX US 08/20/11 P36 -23.5 46.9 1.60 23.1 777
MSCI MSCI INC-A MSCI US 09/17/11 C35 -23.3 24.2 1.85 -36.4 300
WM WASTE MANAG WM US 08/20/11 C34 -23.3 28.3 0.65 -71.1 1772
BMC BMC SOFTWAR BMC US 08/20/11 P43 -23.2 32.9 0.70 180.0 335
GMCR GREEN MOUNT GMCR US 08/20/11 P87.5 -23.2 50.7 0.30 -94.5 719
JASO JA SOLAR HO JASO US 08/20/11 P5 -23.2 54.1 0.54 35.0 3000
S SPRINT NEXT S US 08/20/11 C4 -23.1 43.7 0.39 -67.0 3557
SKX SKECHERS US SKX US 08/20/11 C17 -23.0 46.5 0.80 433.3 889
TQNT TRIQUINT SE TQNT US 09/17/11 P7 -22.9 65.3 0.35 0.0 215
SKX SKECHERS US SKX US 08/20/11 C16 -22.2 47.1 1.55 520.0 374
CTXS CITRIX SYST CTXS US 08/20/11 C72.5 -22.2 42.0 3.40 6.2 3261
CROX CROCS INC CROX US 08/20/11 P26 -22.1 47.1 0.17 -86.4 372
ITRI ITRON INC ITRI US 08/20/11 P45 -22.1 30.5 1.10 15.8 394
CROX CROCS INC CROX US 08/20/11 P28 -22.0 44.6 0.50 -77.8 772
CTXS CITRIX SYST CTXS US 08/20/11 C75 -21.9 41.1 2.25 4.7 217
ARE ALEXANDRIA ARE US 08/20/11 C85 -21.5 21.2 0.50 -65.5 504
IVR INVESCO MOR IVR US 08/20/11 P20 -21.5 22.5 0.60 33.3 284
WM WASTE MANAG WM US 08/20/11 P34 -21.5 28.6 1.10 69.2 1262
WFM WHOLE FOODS WFM US 09/17/11 C70 -21.5 31.9 1.80 -18.6 328
GT GOODYEAR TI GT US 08/20/11 C17 -21.2 40.3 0.55 -45.0 1887
YNDX YANDEX NV-A YNDX US 08/20/11 C36 -21.0 46.2 1.65 -56.6 937
WFM WHOLE FOODS WFM US 09/17/11 C67.5 -20.9 32.8 2.75 -14.1 314
IVR INVESCO MOR IVR US 09/17/11 C20 -20.8 22.0 0.45 -50.0 233
CTXS CITRIX SYST CTXS US 08/20/11 C70 -20.8 43.3 4.90 11.4 958
GMCR GREEN MOUNT GMCR US 08/20/11 C87.5 -20.7 52.8 18.85 201.6 1300
SYMC SYMANTEC CO SYMC US 09/17/11 P19 -20.7 28.9 0.54 -53.5 526
GMCR GREEN MOUNT GMCR US 08/20/11 P85 -20.5 53.4 0.22 -94.9 1170
WFM WHOLE FOODS WFM US 09/17/11 C65 -20.3 33.8 3.75 -12.8 209
WFM WHOLE FOODS WFM US 09/17/11 P65 -20.3 32.9 2.39 -37.9 200
GMCR GREEN MOUNT GMCR US 09/17/11 C110 -20.0 42.3 4.90 308.3 1439
SIRI SIRIUS XM R SIRI US 01/21/12 C1 -19.9 51.7 1.14 4.6 300
SYMC SYMANTEC CO SYMC US 08/20/11 P17 -19.9 39.8 0.10 -73.0 310
LIFE LIFE TECHNO LIFE US 09/17/11 P45 -19.6 29.7 1.40 3.7 304
CROX CROCS INC CROX US 08/20/11 P25 -19.6 49.9 0.05 -94.4 290
S SPRINT NEXT S US 08/20/11 C4.5 -19.6 45.1 0.12 -84.2 7262
WM WASTE MANAG WM US 08/20/11 C35 -19.5 26.3 0.30 -78.6 771
SYMC SYMANTEC CO SYMC US 09/17/11 C20 -19.5 28.6 0.62 47.6 514
OSK OSHKOSH COR OSK US 08/20/11 P26 -19.5 35.9 1.50 354.6 201
IMAX IMAX CORP IMAX US 08/20/11 P21 -19.4 60.1 1.05 133.3 1887
LIZ LIZ CLAIBOR LIZ US 08/20/11 P6 -19.4 62.2 0.35 -52.0 1154
SRCL STERICYCLE SRCL US 08/20/11 P85 -19.1 25.4 2.42 124.1 219
VXX IPATH-S&P S VXX US 08/20/11 C21 -18.8 72.4 2.75 -9.8 456
WM WASTE MANAG WM US 08/20/11 P30 -18.7 42.5 0.25 66.7 503
CELG CELGENE COR CELG US 08/20/11 C62.5 -18.1 23.1 1.05 61.5 1437
SYMC SYMANTEC CO SYMC US 09/17/11 C19 -18.0 29.9 1.15 43.8 762
S SPRINT NEXT S US 11/19/11 C3 -17.9 53.5 1.31 -47.0 276
TER TERADYNE IN TER US 08/20/11 C14 -17.7 43.7 0.40 -40.3 202
SRCL STERICYCLE SRCL US 08/20/11 P80 -17.5 29.8 1.00 122.2 200
GMCR GREEN MOUNT GMCR US 09/17/11 P100 -16.8 44.1 3.75 -72.8 228
BSX BOSTON SCIE BSX US 08/20/11 P7 -16.8 35.4 0.14 -68.9 2212
KMP KINDER MORG KMP US 08/20/11 C70 -16.7 14.7 1.33 -19.4 380
SYMC SYMANTEC CO SYMC US 09/17/11 P18 -16.7 30.9 0.29 -65.1 438
BMY BRISTOL-MYE BMY US 08/20/11 C30 -16.5 16.0 0.18 38.5 343
DAN DANA HOLDIN DAN US 08/20/11 C18 -16.3 38.8 0.40 -27.3 4050
CAM CAMERON INT CAM US 08/20/11 C55 -16.2 34.2 1.45 107.1 2018
CBG CB RICHARD CBG US 08/20/11 P20 -16.1 44.7 0.50 316.7 1162
CTXS CITRIX SYST CTXS US 08/20/11 P67.5 -16.1 45.3 1.50 -36.2 440
QQQ POWERSH-QQQ QQQ US 08/20/11 P61 -16.0 18.4 2.66 -17.6 2086
BPAX BIOSANTE PH BPAX US 08/20/11 C3 -15.8 61.0 0.20 -33.3 1332
GG GOLDCORP IN GG US 08/20/11 P45 -15.8 33.9 0.52 108.0 241
SPY SPDR S&P 50 SPY US 08/20/11 P136 -15.6 16.3 5.26 -14.6 2094
GMCR GREEN MOUNT GMCR US 09/17/11 C95 -15.3 45.9 13.70 204.4 624
ASH ASHLAND INC ASH US 08/20/11 C65 -15.3 31.8 1.55 47.6 224
PSSI PSS WORLD M PSSI US 08/20/11 C25 -15.3 30.5 0.47 -77.6 222
BRCM BROADCOM CO BRCM US 08/20/11 C30 -15.1 45.5 7.50 1.4 306
GMCR GREEN MOUNT GMCR US 08/20/11 P82.5 -15.0 56.7 0.16 -95.2 946
AFL AFLAC INC AFL US 08/20/11 C48 -14.7 28.7 0.85 165.6 215
SKX SKECHERS US SKX US 08/20/11 C15 -14.7 49.5 2.40 361.5 243
HRBN HARBIN ELEC HRBN US 08/20/11 C12 -14.6 100.9 5.10 -1.9 317
CLF CLIFFS NATU CLF US 08/20/11 C95 -14.6 36.9 1.56 -53.4 3267
GG GOLDCORP IN GG US 08/20/11 P46 -14.5 33.5 0.74 105.6 392
NEOP NEOPROBE CO NEOP US 08/20/11 C3 -14.4 90.3 0.35 40.0 250
CTXS CITRIX SYST CTXS US 08/20/11 P65 -14.4 47.0 0.75 -48.3 270
CELG CELGENE COR CELG US 08/20/11 C60 -14.3 24.8 2.50 58.2 568
UFS DOMTAR CORP UFS US 08/20/11 C80 -14.3 37.4 5.70 -43.0 500
BBVA BANCO BILBA BBVA US 08/20/11 P10 -14.2 50.3 0.34 -32.0 500
BMY BRISTOL-MYE BMY US 08/20/11 C29 -14.1 17.0 0.62 44.2 2849
WM WASTE MANAG WM US 09/17/11 P33 -14.1 27.0 1.25 92.3 397
CAM CAMERON INT CAM US 08/20/11 C50 -13.9 37.8 4.90 96.0 1254
AEM AGNICO-EAGL AEM US 08/20/11 P52.5 -13.8 37.0 0.39 30.0 334
RCL ROYAL CARIB RCL US 08/20/11 P33 -13.8 44.1 1.77 152.9 209
TIN TEMPLE-INLA TIN US 09/17/11 C31 -13.8 21.8 0.75 -21.1 648
MF MF GLOBAL H MF US 08/20/11 P8 -13.8 34.6 0.40 -33.3 1100
RCL ROYAL CARIB RCL US 08/20/11 P30 -13.7 49.7 0.64 146.2 3873
GMCR GREEN MOUNT GMCR US 09/17/11 C90 -13.7 47.7 17.60 175.0 432
LIZ LIZ CLAIBOR LIZ US 08/20/11 C6 -13.7 62.0 0.60 140.0 291
LRCX LAM RESEARC LRCX US 08/20/11 C40 -13.7 37.2 2.80 1.1 1310
S SPRINT NEXT S US 09/17/11 C4 -13.6 46.1 0.48 -61.3 834
AFL AFLAC INC AFL US 08/20/11 C47 -13.4 29.4 1.40 191.7 355
CTXS CITRIX SYST CTXS US 09/17/11 C72.5 -13.4 40.6 4.80 10.6 445
GG GOLDCORP IN GG US 08/20/11 P47 -13.4 33.2 1.12 96.5 4460
GMCR GREEN MOUNT GMCR US 09/17/11 P90 -13.4 47.0 1.49 -81.9 276
RCL ROYAL CARIB RCL US 08/20/11 P32 -13.2 45.8 1.25 145.1 285
MUR MURPHY OIL MUR US 08/20/11 P60 -13.2 32.6 1.00 150.0 839
SPY SPDR S&P 50 SPY US 09/17/11 P137 -13.2 15.0 7.23 -8.1 722
ASH ASHLAND INC ASH US 08/20/11 P65 -13.1 32.2 2.85 -16.2 413
CLF CLIFFS NATU CLF US 08/20/11 P87.5 -13.1 37.9 2.15 22.9 381
CLF CLIFFS NATU CLF US 08/20/11 P95 -12.8 36.9 6.10 27.1 1534
CLF CLIFFS NATU CLF US 08/20/11 P90 -12.8 37.6 3.10 21.6 413
CLF CLIFFS NATU CLF US 08/20/11 C90 -12.8 37.6 3.55 -39.3 1160
AEM AGNICO-EAGL AEM US 08/20/11 P55 -12.7 35.4 0.89 41.3 517
AEM AGNICO-EAGL AEM US 08/20/11 C60 -12.6 34.7 1.02 -59.7 1125
EPI WISDOMTREE EPI US 08/20/11 P22 -12.5 23.9 0.10 0.0 1500
WM WASTE MANAG WM US 09/17/11 C33 -12.5 26.6 1.59 0.0 307
NLY ANNALY CAPI NLY US 01/19/13 C15 -12.4 20.2 2.41 0.4 582
WM WASTE MANAG WM US 10/22/11 P32 -12.3 27.9 1.20 50.0 2144
GG GOLDCORP IN GG US 08/20/11 C48 -12.2 33.6 1.56 -57.8 506
MUR MURPHY OIL MUR US 08/20/11 P62.5 -12.2 33.3 2.04 126.7 723
CTXS CITRIX SYST CTXS US 09/17/11 C75 -12.1 40.5 3.10 -8.8 423
D DOMINION RE D US 08/20/11 C50 -12.1 15.6 0.35 -30.0 383
BSX BOSTON SCIE BSX US 08/20/11 C7 -11.9 37.7 0.53 231.2 3859
LRCX LAM RESEARC LRCX US 08/20/11 C44 -11.9 36.4 0.75 -28.6 1554
LRCX LAM RESEARC LRCX US 08/20/11 P41 -11.9 36.9 1.00 -16.7 364
CLF CLIFFS NATU CLF US 08/20/11 P82.5 -11.8 39.4 1.00 37.0 1309
WM WASTE MANAG WM US 09/17/11 P34 -11.5 25.8 2.30 130.0 704
GG GOLDCORP IN GG US 08/20/11 P48 -11.5 33.5 1.48 89.7 442
WM WASTE MANAG WM US 10/22/11 P30 -11.5 31.6 0.75 50.0 244
HOT STARWOOD HO HOT US 08/20/11 C57.5 -11.5 33.8 1.57 17.2 410
EQIX EQUINIX INC EQIX US 08/20/11 P100 -11.5 35.0 1.40 -74.1 240
HOT STARWOOD HO HOT US 08/20/11 P57.5 -11.5 33.5 2.29 -24.2 204
CLF CLIFFS NATU CLF US 08/20/11 P85 -11.5 38.8 1.32 23.4 2158
CAM CAMERON INT CAM US 08/20/11 C48 -11.4 40.5 6.30 65.8 408
AMT AMERICAN TO AMT US 08/20/11 C50 -11.4 28.7 2.25 -37.1 256
MJN MEAD JOHNSO MJN US 08/20/11 C70 -11.4 25.2 3.35 318.8 260
AFL AFLAC INC AFL US 08/20/11 P47 -11.3 29.9 1.37 -59.7 1366
AFL AFLAC INC AFL US 08/20/11 C45 -11.3 30.9 2.80 147.8 540
XOM EXXON MOBIL XOM US 08/20/11 P80 -11.3 21.4 0.96 17.1 2495
AEM AGNICO-EAGL AEM US 08/20/11 P57.5 -11.3 34.8 1.95 65.2 227
OPEN OPENTABLE I OPEN US 08/20/11 C67.5 -11.1 66.8 8.40 0.0 548
AKAM AKAMAI TECH AKAM US 11/19/11 P20 -10.9 45.6 0.78 160.0 287
CLF CLIFFS NATU CLF US 08/20/11 P80 -10.9 40.5 0.64 73.0 365
TIN TEMPLE-INLA TIN US 08/20/11 P31 -10.9 20.0 1.00 33.3 2500
PCYC PHARMACYCLI PCYC US 08/20/11 C12 -10.9 48.2 0.85 54.5 418
SPY SPDR S&P 50 SPY US 08/20/11 P90 -10.8 54.2 0.01 0.0 480
CCI CROWN CASTL CCI US 08/20/11 P39 -10.8 31.2 0.15 -62.5 4000
EWJ ISHARES-JAP EWJ US 08/20/11 C10 -10.8 22.0 0.76 1.3 200
SPY SPDR S&P 50 SPY US 08/20/11 P134 -10.8 17.6 3.85 -17.9 11650
QQQ POWERSH-QQQ QQQ US 08/20/11 P60 -10.7 19.7 1.94 -21.1 1585
S SPRINT NEXT S US 11/19/11 C4 -10.7 45.1 0.60 -53.9 4610
VHC VIRNETX HOL VHC US 08/20/11 C32 -10.7 78.6 2.25 -6.2 387
POT POTASH CORP POT US 08/20/11 P60 -10.6 33.4 1.70 -36.3 284
AKAM AKAMAI TECH AKAM US 11/19/11 P18 -10.6 48.2 0.43 152.9 210
XLV SPDR-HEALTH XLV US 12/17/11 P36 -10.5 14.4 2.30 -13.5 300
S SPRINT NEXT S US 08/20/11 P4.5 -10.5 41.4 0.29 625.0 1153
UFS DOMTAR CORP UFS US 08/20/11 C85 -10.4 34.8 2.64 -51.1 397
SPY SPDR S&P 50 SPY US 09/17/11 P136 -10.4 15.4 6.43 -8.5 1182
CELG CELGENE COR CELG US 08/20/11 C57.5 -10.3 28.0 4.50 68.5 280
AKAM AKAMAI TECH AKAM US 11/19/11 P23 -10.2 42.7 1.78 173.8 976
XOM EXXON MOBIL XOM US 08/20/11 P82.5 -10.2 19.3 2.00 25.0 2675
WM WASTE MANAG WM US 10/22/11 C33 -10.1 26.2 1.80 -48.1 960
x - Ex-dividend. * - Ex-earnings.
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