U.S. Stock Options With Biggest Changes in Implied Volatility
By -
May 3, 2012
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
=============================================================================
CBOU CARIBOU COF CBOU US 05/19/12 C15 61.1 73.1 0.65 -61.8 808
IWM ISHARES-RUS IWM US 05/19/12 C73 44.1 28.7 8.21 -5.0 211
CALL MAGICJACK V CALL US 12/22/12 C20 42.5 32.1 3.20 3.2 400
DG DOLLAR GENE DG US 05/19/12 C44 39.1 25.9 4.83 17.2 745
CBOU CARIBOU COF CBOU US 05/19/12 P15 37.4 66.8 1.05 320.0 238
JIVE JIVE SOFTWA JIVE US 05/19/12 C20 31.6 101.2 3.50 -16.7 411
SODA SODASTREAM SODA US 05/19/12 P32.5 28.6 96.1 3.10 169.6 404
PANL UNIVERSAL D PANL US 05/19/12 C30 27.3 87.3 11.00 -15.4 245
SODA SODASTREAM SODA US 05/19/12 C32.5 25.6 94.1 1.75 -48.5 915
PBI PITNEY BOWE PBI US 05/19/12 P17 24.5 41.6 0.60 0.0 2282
COP CONOCOPHILL COP US 06/16/12 C55 24.2 19.5 0.72 -28.0 656
JIVE JIVE SOFTWA JIVE US 05/19/12 P20 23.8 95.7 0.55 266.7 571
EP EL PASO COR EP US 05/19/12 C29 23.7 26.8 1.14 1.8 5055
RDN RADIAN GROU RDN US 05/19/12 C2 23.6 104.3 0.50 -28.6 613
JIVE JIVE SOFTWA JIVE US 06/16/12 P17.5 23.6 84.4 0.50 0.0 601
SODA SODASTREAM SODA US 05/19/12 P30 22.9 94.9 1.71 163.1 690
HLF HERBALIFE L HLF US 08/18/12 P45 22.8 73.0 6.40 93.9 232
KITD KIT DIGITAL KITD US 06/16/12 C5 22.1 76.0 0.35 -78.1 491
SUN SUNOCO INC SUN US 05/19/12 P49 21.4 22.8 0.58 -15.9 2013
STX SEAGATE TEC STX US 05/19/12 C25 19.7 63.8 7.00 -4.1 400
HLF HERBALIFE L HLF US 08/18/12 P40 19.4 76.2 4.20 104.9 303
APOL APOLLO GROU APOL US 05/19/12 C36 18.8 36.5 0.41 -8.9 417
MSFT MICROSOFT C MSFT US 05/19/12 C29 18.6 26.4 2.87 4.0 323
COP CONOCOPHILL COP US 08/18/12 C52.5 18.4 22.1 2.80 -13.8 846
GMCR GREEN MOUNT GMCR US 12/22/12 C27 18.2 73.5 6.25 0.0 212
MRX MEDICIS PHA MRX US 05/19/12 C40 17.0 38.2 0.59 47.5 799
HLF HERBALIFE L HLF US 06/16/12 P47.5 16.5 83.4 5.82 100.7 682
HLF HERBALIFE L HLF US 06/16/12 C47.5 15.9 84.4 5.10 -32.9 1769
SODA SODASTREAM SODA US 06/16/12 C32.5 15.8 68.1 2.40 -41.5 411
QLGC QLOGIC CORP QLGC US 05/19/12 C17.5 15.8 40.7 0.50 0.0 535
SODA SODASTREAM SODA US 06/16/12 P32.5 15.6 69.6 3.70 94.7 307
ZAGG ZAGG INC ZAGG US 05/19/12 C11 15.2 96.7 1.45 -30.9 733
ZAGG ZAGG INC ZAGG US 05/19/12 C12 15.0 94.1 0.90 -35.7 774
KMI KINDER MORG KMI US 05/19/12 C37.5 14.9 28.1 0.30 0.0 505
SPY SPDR S&P 50 SPY US 05/19/12 C129 14.8 25.2 11.25 -2.4 788
PTRY PANTRY INC PTRY US 05/19/12 P12.5 14.7 61.2 0.40 0.0 200
ETP ENERGY TRAN ETP US 05/19/12 P47.5 14.6 29.2 0.75 87.5 767
DECK DECKERS OUT DECK US 05/19/12 P45 14.2 60.2 0.08 60.0 400
HLF HERBALIFE L HLF US 06/16/12 P45 14.0 85.2 4.60 122.2 1298
ANGI ANGIE'S LIS ANGI US 06/16/12 C12.5 14.0 31.4 2.00 11.1 200
FOSL FOSSIL INC FOSL US 05/19/12 P105 13.9 80.8 0.30 20.0 504
PGN PROGRESS EN PGN US 07/21/12 P50 13.2 25.6 1.00 0.0 233
PLX PROTALIX BI PLX US 05/19/12 C6 13.1 96.6 0.90 -18.2 262
ETP ENERGY TRAN ETP US 06/16/12 C50 12.8 18.6 0.60 -20.0 245
BRK/B BERKSHIRE H BRKB US 05/19/12 C80 12.8 19.0 2.04 12.7 246
ARCO ARCOS DORAD ARCO US 05/19/12 C17.5 12.4 47.1 0.50 -28.6 210
BMRN BIOMARIN PH BMRN US 05/19/12 P35 12.3 45.7 0.70 -4.1 1062
SODA SODASTREAM SODA US 05/19/12 P27.5 12.2 95.6 0.90 462.5 283
AL AIR LEASE C AL US 06/16/12 P20 12.0 52.6 0.40 0.0 2272
ZAGG ZAGG INC ZAGG US 11/17/12 C12 12.0 61.1 2.25 -11.8 279
HLF HERBALIFE L HLF US 06/16/12 P42.5 12.0 87.6 3.40 126.7 309
PVR PENN VIRGIN PVR US 05/19/12 C25 11.9 24.4 0.44 -2.2 320
LNKD LINKEDIN CO LNKD US 05/19/12 P85 11.8 106.0 1.25 2.5 319
KITD KIT DIGITAL KITD US 07/21/12 P5 11.7 137.9 1.30 116.7 202
HAIN HAIN CELEST HAIN US 05/19/12 C50 11.5 35.6 0.65 18.2 340
DIA SPDR DJIA T DIA US 05/19/12 C129 11.1 15.5 3.75 -3.1 315
AMAT APPLIED MAT AMAT US 05/19/12 C12 10.8 25.1 0.13 -13.3 2042
FOSL FOSSIL INC FOSL US 05/19/12 P110 10.8 74.3 0.55 22.2 275
GMCR GREEN MOUNT GMCR US 09/22/12 P28 10.8 78.7 5.20 246.7 377
VLO VALERO ENER VLO US 05/19/12 C24 10.6 35.6 0.48 -32.4 563
LNKD LINKEDIN CO LNKD US 05/19/12 P90 10.6 102.7 2.12 0.9 2330
THOR THORATEC CO THOR US 05/19/12 P30 10.6 50.4 0.15 -25.0 1000
AGNC AMERICAN CA AGNC US 05/19/12 C31 10.5 11.0 0.76 111.1 1183
KMI KINDER MORG KMI US 06/16/12 C37.5 10.4 27.4 0.70 -12.5 425
TRIP TRIPADVISOR TRIP US 05/19/12 C40 10.3 40.3 3.60 20.0 380
XLF SPDR-FINL S XLF US 06/16/12 P13 10.3 33.5 0.05 25.0 674
VVUS VIVUS INC VVUS US 05/19/12 P22 10.2 60.2 0.42 50.0 480
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
COP CONOCOPHILL COP US 05/19/12 P55 -56.7 11.6 1.74 20.0 354
HNT HEALTH NET HNT US 05/19/12 P25 -56.1 48.2 0.50 0.0 2806
LAMR LAMAR ADVER LAMR US 05/19/12 P27 -50.9 36.7 0.10 -50.0 1642
WTW WEIGHT WATC WTW US 05/19/12 P60 -49.4 44.4 2.00 300.0 870
LAMR LAMAR ADVER LAMR US 05/19/12 C28 -48.3 37.4 1.60 -56.8 1864
WTW WEIGHT WATC WTW US 05/19/12 C65 -48.1 40.4 0.70 -94.1 402
SKUL SKULLCANDY SKUL US 05/19/12 C15 -47.5 47.2 0.75 -65.1 499
WTW WEIGHT WATC WTW US 05/19/12 P65 -47.0 41.9 5.00 400.0 598
CVD COVANCE INC CVD US 05/19/12 C50 -44.6 21.2 0.55 -8.3 780
SKUL SKULLCANDY SKUL US 05/19/12 P15 -44.5 51.4 0.45 -25.0 936
GMCR GREEN MOUNT GMCR US 05/19/12 C25 -42.3 98.9 3.35 0.0 224
GMCR GREEN MOUNT GMCR US 05/19/12 P23 -41.9 101.4 0.65 0.0 246
WFM WHOLE FOODS WFM US 05/19/12 C92.5 -41.3 21.5 0.73 92.1 1541
SHOR SHORETEL IN SHOR US 05/19/12 C5 -40.8 38.9 0.15 -50.0 200
GMCR GREEN MOUNT GMCR US 05/19/12 P24 -40.7 100.0 0.86 0.0 820
YELP YELP INC YELP US 05/19/12 P22 -40.0 64.5 1.25 -14.4 554
MGAM MULTIMEDIA MGAM US 05/19/12 C12.5 -39.7 33.7 1.35 575.0 243
YELP YELP INC YELP US 05/19/12 P20 -39.5 68.1 0.50 -41.2 298
YELP YELP INC YELP US 05/19/12 P21 -39.2 67.4 0.90 -21.7 688
YELP YELP INC YELP US 05/19/12 P19 -38.9 71.7 0.30 -51.6 352
GMCR GREEN MOUNT GMCR US 05/19/12 P22 -38.8 102.3 0.42 0.0 637
WFM WHOLE FOODS WFM US 05/19/12 P90 -38.7 23.1 1.80 -73.5 601
GMCR GREEN MOUNT GMCR US 05/19/12 P27 -38.4 96.6 2.15 2050.0 2254
WFM WHOLE FOODS WFM US 05/19/12 P87.5 -38.1 24.2 0.78 -83.0 596
SPY SPDR S&P 50 SPY US 05/19/12 P146 -37.8 7.8 5.84 3.0 248
WFM WHOLE FOODS WFM US 05/19/12 C90 -37.7 22.9 1.76 125.6 1542
APKT ACME PACKET APKT US 05/19/12 C27.5 -37.6 43.5 1.95 -4.9 589
WFM WHOLE FOODS WFM US 05/19/12 C87.5 -37.5 23.9 3.44 132.4 1395
GMCR GREEN MOUNT GMCR US 05/19/12 P25 -37.2 98.6 1.22 3966.7 1896
IO ION GEOPHYS IO US 05/19/12 C7 -36.9 42.7 0.55 450.0 461
WFM WHOLE FOODS WFM US 05/19/12 C85 -36.8 25.4 5.48 113.2 1464
APKT ACME PACKET APKT US 05/19/12 P29 -36.1 46.0 1.40 -31.7 275
APKT ACME PACKET APKT US 05/19/12 P26 -35.4 47.4 0.20 -74.7 369
WFM WHOLE FOODS WFM US 05/19/12 P85 -35.2 25.7 0.35 -89.1 459
APKT ACME PACKET APKT US 05/19/12 P27.5 -35.2 46.9 0.45 -65.4 544
JDSU JDS UNIPHAS JDSU US 05/19/12 P12 -35.2 44.3 0.70 2.9 741
PPO POLYPORE IN PPO US 05/19/12 C40 -35.2 51.0 1.15 -35.8 302
APKT ACME PACKET APKT US 05/19/12 C30 -35.0 46.1 0.65 -36.3 395
GMCR GREEN MOUNT GMCR US 05/19/12 P26 -34.6 97.4 1.65 5400.0 1987
MIC MACQUARIE I MIC US 05/19/12 C35 -34.2 26.9 0.70 -12.5 203
WFM WHOLE FOODS WFM US 05/19/12 C82.5 -34.1 27.0 7.54 93.3 312
JDSU JDS UNIPHAS JDSU US 05/19/12 C12 -34.0 45.0 0.27 -64.0 1472
NLY ANNALY CAPI NLY US 05/19/12 C16 -33.9 9.6 0.55 48.6 502
GMCR GREEN MOUNT GMCR US 05/19/12 C27 -33.5 96.7 2.11 0.0 645
JDSU JDS UNIPHAS JDSU US 05/19/12 P11 -33.4 47.0 0.22 -21.4 1160
MITK MITEK SYSTE MITK US 06/16/12 C2.5 -33.3 108.5 0.80 0.0 225
SAM BOSTON BEER SAM US 05/19/12 C110 -33.0 26.7 1.20 -64.0 251
PPO POLYPORE IN PPO US 05/19/12 P37.5 -31.6 55.8 1.00 -53.5 475
WFM WHOLE FOODS WFM US 05/19/12 P82.5 -30.6 28.3 0.15 -92.9 1394
ATML ATMEL CORP ATML US 05/19/12 P8 -30.1 55.4 0.50 150.0 679
TDC TERADATA CO TDC US 05/19/12 C80 -29.8 28.3 1.55 342.9 570
CI CIGNA CORP CI US 05/19/12 P46 -29.7 24.0 1.05 0.0 657
PRU PRUDENTL FI PRU US 05/19/12 P52.5 -29.1 32.7 0.34 126.7 1121
AAWW ATLAS AIR W AAWW US 05/19/12 C52.5 -29.0 32.9 1.20 2300.0 255
HTZ HERTZ GLOBA HTZ US 05/19/12 C15 -28.9 43.5 1.36 -12.3 295
CI CIGNA CORP CI US 05/19/12 C47 -28.8 24.1 0.51 -54.9 538
VRX VALEANT PHA VRX US 05/19/12 P45 -28.7 54.0 0.05 -80.0 220
VCLK VALUECLICK VCLK US 06/16/12 P15 -28.4 41.7 0.50 400.0 1968
VRX VALEANT PHA VRX US 05/19/12 P50 -28.4 43.0 0.30 -50.0 4085
LVLT LEVEL 3 COM LVLT US 05/19/12 P25 -27.8 46.0 0.85 -73.1 557
MSTR MICROSTRATE MSTR US 05/19/12 C160 -27.5 37.4 3.41 255.2 216
PRU PRUDENTL FI PRU US 05/19/12 P55 -27.4 29.2 0.85 165.6 545
CI CIGNA CORP CI US 05/19/12 C46 -27.1 25.0 0.92 -43.2 364
Z ZILLOW INC Z US 05/19/12 C40 -25.6 53.0 2.63 163.0 200
GMCR GREEN MOUNT GMCR US 05/19/12 P28 -25.4 95.4 2.69 4383.3 2607
LVLT LEVEL 3 COM LVLT US 05/19/12 C26 -25.1 46.9 0.60 0.0 1258
MNKD MANNKIND CO MNKD US 05/19/12 P2 -24.7 59.0 0.03 -70.0 200
LVLT LEVEL 3 COM LVLT US 05/19/12 C25 -24.6 47.4 1.05 10.5 5847
WFM WHOLE FOODS WFM US 05/19/12 P80 -24.6 31.8 0.07 -94.1 359
PRU PRUDENTL FI PRU US 05/19/12 C57.5 -24.6 27.0 0.69 -83.2 440
CLR CONTL RES I CLR US 05/19/12 P80 -24.6 38.4 1.00 81.8 793
INTC INTEL CORP INTC US 01/19/13 C17.5 -24.3 33.4 11.55 -1.2 1036
PVA PENN VIRGIN PVA US 05/19/12 C5 -24.1 50.7 0.65 62.5 271
WFM WHOLE FOODS WFM US 06/16/12 C90 -24.1 23.6 2.95 87.9 259
ALL ALLSTATE CO ALL US 05/19/12 C35 -24.0 19.7 0.26 100.0 220
GMCR GREEN MOUNT GMCR US 05/19/12 C26 -23.8 95.7 2.50 0.0 223
LVLT LEVEL 3 COM LVLT US 05/19/12 C24 -23.8 49.8 1.67 19.3 1127
ZAZA ZAZA ENERGY ZAZA US 05/19/12 C5 -23.4 51.5 0.20 -50.0 1139
PRU PRUDENTL FI PRU US 05/19/12 P57.5 -23.1 27.0 1.98 288.2 257
WFM WHOLE FOODS WFM US 06/16/12 C87.5 -23.0 24.3 4.40 83.3 203
WFM WHOLE FOODS WFM US 06/16/12 P90 -23.0 23.6 2.87 -59.9 232
MGM MGM RESORTS MGM US 05/19/12 C13 -22.6 36.1 0.52 -34.2 1310
GMCR GREEN MOUNT GMCR US 05/19/12 C28 -22.5 95.7 1.70 0.0 1770
CVC CABLEVISION CVC US 05/19/12 C13 -21.9 42.8 0.65 -55.2 256
MUR MURPHY OIL MUR US 05/19/12 P52.5 -21.9 28.5 1.00 53.9 712
CXW CORRECTIONS CXW US 05/19/12 C30 -21.8 45.2 0.65 -31.6 601
WFM WHOLE FOODS WFM US 06/16/12 C85 -21.8 25.5 6.34 81.1 225
ROST ROSS STORES ROST US 05/19/12 C65 -21.7 24.3 1.10 -6.8 6282
WTW WEIGHT WATC WTW US 07/21/12 P60 -21.5 37.5 3.60 213.0 297
VIAB VIACOM INC- VIAB US 05/19/12 C49 -21.3 24.2 1.05 78.0 517
TDC TERADATA CO TDC US 05/19/12 C75 -21.2 29.6 4.80 317.4 1641
SYMC SYMANTEC CO SYMC US 05/19/12 P16 -21.0 28.4 0.19 -42.4 637
HTZ HERTZ GLOBA HTZ US 05/19/12 C16 -20.9 41.4 0.55 -31.2 586
CVC CABLEVISION CVC US 05/19/12 P13 -20.8 41.6 0.30 100.0 1154
GM GENERAL MOT GM US 05/19/12 C22 -20.8 35.3 0.87 -35.1 636
SPRT SUPPORT.COM SPRT US 05/19/12 C2.5 -20.7 105.5 0.70 -33.3 428
AGNC AMERICAN CA AGNC US 05/19/12 C32 -20.4 7.6 0.09 350.0 447
GMCR GREEN MOUNT GMCR US 06/16/12 P21 -20.4 89.1 0.81 1057.1 946
SIRI SIRIUS XM R SIRI US 06/16/12 C2 -20.2 34.5 0.24 -17.2 2244
GM GENERAL MOT GM US 05/19/12 P22 -20.0 34.6 0.47 2.2 1045
NLY ANNALY CAPI NLY US 07/21/12 C17 -19.9 8.9 0.09 50.0 998
ROST ROSS STORES ROST US 05/19/12 C67.5 -19.7 25.4 0.40 -11.1 3053
ROST ROSS STORES ROST US 05/19/12 P65 -19.6 25.0 1.55 -29.6 770
V VISA INC-CL V US 05/19/12 P115 -19.5 26.1 1.32 63.0 1884
GM GENERAL MOT GM US 05/19/12 P23 -19.5 32.6 0.95 10.5 609
JDSU JDS UNIPHAS JDSU US 06/16/12 C12 -19.4 44.3 0.55 -40.9 611
ATML ATMEL CORP ATML US 06/16/12 P8 -19.0 47.1 0.65 116.7 215
PRU PRUDENTL FI PRU US 06/16/12 P50 -18.4 35.6 0.65 85.7 701
PRU PRUDENTL FI PRU US 06/16/12 P52.5 -18.3 31.9 1.00 100.0 360
JDSU JDS UNIPHAS JDSU US 06/16/12 P11 -18.2 45.6 0.44 -2.2 485
PRU PRUDENTL FI PRU US 06/16/12 P48 -18.2 38.6 0.46 53.3 387
TSO TESORO CORP TSO US 05/19/12 P22 -18.1 39.2 0.45 -16.7 2535
GMCR GREEN MOUNT GMCR US 06/16/12 P22 -18.0 87.2 1.08 2600.0 429
MGM MGM RESORTS MGM US 05/19/12 P13 -18.0 36.6 0.32 23.1 1336
ALL ALLSTATE CO ALL US 05/19/12 P34 -17.9 21.8 0.41 -57.3 2831
V VISA INC-CL V US 05/19/12 P110 -17.8 28.5 0.36 12.5 1320
ALL ALLSTATE CO ALL US 05/19/12 C33 -17.8 23.5 1.64 127.8 218
PRU PRUDENTL FI PRU US 06/16/12 C55 -17.7 29.0 2.67 -57.3 252
NLY ANNALY CAPI NLY US 06/16/12 C16 -17.7 10.7 0.65 41.3 471
TSO TESORO CORP TSO US 05/19/12 P23 -17.6 38.0 0.87 -9.4 214
PXP PLAINS EXPL PXP US 05/19/12 C42 -17.5 32.7 1.34 106.2 418
V VISA INC-CL V US 05/19/12 P120 -17.4 25.6 3.55 59.9 1671
BAC BANK OF AME BAC US 05/19/12 C6 -17.3 65.6 2.07 -5.5 206
EXXI ENERGY XXI EXXI US 05/19/12 C35 -17.3 47.0 3.30 -13.2 334
APKT ACME PACKET APKT US 06/16/12 C29 -17.2 46.8 1.85 -2.6 292
GM GENERAL MOT GM US 05/19/12 C23 -17.1 33.4 0.37 -47.9 329
APKT ACME PACKET APKT US 06/16/12 C30 -17.0 45.9 1.35 -6.9 558
PRU PRUDENTL FI PRU US 06/16/12 P49 -17.0 37.1 0.66 88.6 343
JDSU JDS UNIPHAS JDSU US 06/16/12 P12 -16.9 43.8 0.96 10.3 1204
PRU PRUDENTL FI PRU US 06/16/12 P55 -16.8 29.0 1.82 127.5 315
PXD PIONEER NAT PXD US 05/19/12 C120 -16.7 33.5 1.23 2.5 675
V VISA INC-CL V US 05/19/12 C120 -16.7 26.1 1.65 -61.6 3282
ALL ALLSTATE CO ALL US 05/19/12 P33 -16.7 23.4 0.18 -77.5 727
IPI INTREPID PO IPI US 05/19/12 P22 -16.4 38.2 0.25 66.7 379
COP CONOCOPHILL COP US 06/16/12 P55 -16.3 19.4 2.45 23.7 458
ONXX ONYX PHARM ONXX US 05/19/12 P45 -16.3 44.0 2.40 26.3 350
GLUU GLU MOBILE GLUU US 05/19/12 C5 -16.0 76.7 0.25 0.0 416
WLT WALTER ENER WLT US 05/19/12 P70 -15.9 53.6 4.10 -48.8 430
BKU BANKUNITED BKU US 05/19/12 C25 -15.7 14.2 0.15 -40.0 721
LNC LINCOLN NAT LNC US 05/19/12 P24 -15.6 36.4 0.46 -23.3 365
ROST ROSS STORES ROST US 05/19/12 C62.5 -15.5 27.2 2.78 12.6 2113
Z ZILLOW INC Z US 05/19/12 P35 -15.2 65.2 0.10 -94.4 218
COP CONOCOPHILL COP US 08/18/12 P55 -15.2 21.2 3.80 16.9 270
RIG TRANSOCEAN RIG US 05/19/12 P52.5 -15.2 34.1 2.27 -32.2 599
ESV ENSCO PLC-A ESV US 05/19/12 P50 -15.1 30.5 0.10 -50.0 342
ESV ENSCO PLC-A ESV US 05/19/12 C55 -15.1 26.3 1.00 -20.0 521
PRU PRUDENTL FI PRU US 06/16/12 C57.5 -15.1 26.7 1.49 -65.3 299
WFM WHOLE FOODS WFM US 05/19/12 P77.5 -15.0 36.7 0.06 -91.4 1370
PWR QUANTA SERV PWR US 05/19/12 C22 -15.0 35.0 1.75 59.1 228
CALX CALIX INC CALX US 05/19/12 C7.5 -15.0 77.6 1.50 -6.2 500
APA APACHE CORP APA US 05/19/12 P87.5 -14.9 29.6 0.60 66.7 508
GPS GAP INC/THE GPS US 05/19/12 P29 -14.9 39.7 0.99 -6.6 319
LNC LINCOLN NAT LNC US 05/19/12 C25 -14.9 34.7 0.54 -14.3 403
CXW CORRECTIONS CXW US 06/16/12 C30 -14.8 41.6 1.20 -17.2 235
GPS GAP INC/THE GPS US 05/19/12 C30 -14.6 39.7 0.51 -34.6 773
PRU PRUDENTL FI PRU US 06/16/12 P57.5 -14.6 26.7 2.89 136.9 252
COST COSTCO WHOL COST US 05/19/12 P80 -14.6 19.5 0.13 62.5 255
PXP PLAINS EXPL PXP US 05/19/12 C39 -14.6 32.7 2.91 22.8 600
NRG NRG ENERGY NRG US 05/19/12 P16 -14.5 30.6 0.34 36.0 1170
CVC CABLEVISION CVC US 06/16/12 P12 -14.4 37.5 0.20 33.3 240
GPS GAP INC/THE GPS US 05/19/12 P30 -14.4 39.6 1.67 0.0 261
ROST ROSS STORES ROST US 05/19/12 P62.5 -14.4 26.8 0.55 -47.6 261
GPS GAP INC/THE GPS US 05/19/12 C29 -14.2 40.0 0.92 -23.3 1917
GMCR GREEN MOUNT GMCR US 06/16/12 P23 -14.0 86.0 1.37 426.9 213
WLT WALTER ENER WLT US 05/19/12 C70 -13.9 54.2 2.25 78.6 1954
RIG TRANSOCEAN RIG US 05/19/12 C52.5 -13.9 34.7 0.90 25.0 2052
GPS GAP INC/THE GPS US 05/19/12 C28 -13.9 41.7 1.50 -16.2 452
SPY SPDR S&P 50 SPY US 05/19/12 P145 -13.8 10.5 4.98 2.7 1164
GPS GAP INC/THE GPS US 05/19/12 P28 -13.7 41.3 0.61 -9.0 268
PLX PROTALIX BI PLX US 05/19/12 P6 -13.7 96.4 0.25 25.0 208
SIFY SIFY TECHNO SIFY US 06/16/12 P2.5 -13.7 81.7 0.15 0.0 520
MTL MECHEL-SPON MTL US 05/19/12 P7 -13.7 56.2 0.15 -40.0 300
PRU PRUDENTL FI PRU US 06/16/12 P45 -13.5 45.4 0.28 27.3 209
NLY ANNALY CAPI NLY US 07/21/12 C16 -13.4 10.5 0.65 38.3 424
ROST ROSS STORES ROST US 05/19/12 C60 -13.4 28.8 4.90 22.5 660
WLT WALTER ENER WLT US 05/19/12 P67.5 -13.4 53.4 2.49 -56.3 604
AMT AMERICAN TO AMT US 05/19/12 C67.5 -13.3 15.9 0.85 88.9 204
HIG HARTFORD FI HIG US 05/19/12 C19 -13.1 38.6 1.13 -32.3 1030
HTZ HERTZ GLOBA HTZ US 06/16/12 C15 -13.1 42.8 1.45 -19.4 854
IWM ISHARES-RUS IWM US 05/19/12 P85 -12.8 18.8 4.12 14.8 789
ESV ENSCO PLC-A ESV US 05/19/12 P55 -12.6 26.9 1.70 13.3 734
TDC TERADATA CO TDC US 05/19/12 P70 -12.4 35.1 0.10 -93.1 503
GMCR GREEN MOUNT GMCR US 06/16/12 P25 -12.3 83.8 2.09 3383.3 1892
SKS SAKS INC SKS US 05/19/12 P10 -12.3 48.4 0.15 0.0 542
TDC TERADATA CO TDC US 05/19/12 C70 -12.3 35.3 9.60 166.7 793
APA APACHE CORP APA US 05/19/12 C92.5 -12.2 27.3 1.93 -55.1 569
WLT WALTER ENER WLT US 05/19/12 C67.5 -12.2 54.2 3.60 89.5 311
V VISA INC-CL V US 05/19/12 C110 -12.1 30.8 9.00 -28.0 443
PXP PLAINS EXPL PXP US 06/16/12 C44 -11.9 32.4 1.20 50.0 291
MDC MDC HOLDING MDC US 05/19/12 C30 -11.8 44.3 0.55 -26.7 224
WLT WALTER ENER WLT US 05/19/12 P65 -11.8 54.2 1.56 -58.4 237
XLF SPDR-FINL S XLF US 05/19/12 P16 -11.8 16.6 0.65 10.2 2096
XCO EXCO RESOUR XCO US 06/16/12 C7 -11.6 61.1 0.70 7.7 5049
SPY SPDR S&P 50 SPY US 05/19/12 P143 -11.5 11.4 3.21 0.3 1431
COST COSTCO WHOL COST US 05/19/12 P82.5 -11.3 16.7 0.42 82.6 441
HIG HARTFORD FI HIG US 05/19/12 P20 -11.3 36.2 0.37 -28.9 469
ONNN ON SEMICOND ONNN US 07/21/12 C9 -11.3 36.8 0.45 12.5 3147
TDC TERADATA CO TDC US 06/16/12 C80 -11.2 27.9 2.78 261.0 436
PVA PENN VIRGIN PVA US 09/22/12 C5 -11.2 57.2 1.05 23.5 215
APA APACHE CORP APA US 05/19/12 C95 -11.2 26.4 0.86 -67.5 232
SPY SPDR S&P 50 SPY US 05/19/12 P144 -11.0 11.0 4.05 1.2 1412
BAC BANK OF AME BAC US 05/19/12 P6 -11.0 66.3 0.01 0.0 273
KSS KOHLS CORP KSS US 05/19/12 P50 -10.9 28.4 0.60 -42.9 3342
HIG HARTFORD FI HIG US 05/19/12 C20 -10.9 36.5 0.85 -7.6 998
GMCR GREEN MOUNT GMCR US 06/16/12 C25 -10.8 83.5 4.20 0.0 321
PVA PENN VIRGIN PVA US 06/16/12 C5 -10.8 54.7 0.75 66.7 474
EXXI ENERGY XXI EXXI US 05/19/12 C34 -10.8 50.1 4.30 4.9 300
IWM ISHARES-RUS IWM US 05/19/12 P83 -10.7 19.7 2.34 10.9 587
CBE COOPER INDS CBE US 05/19/12 C65 -10.6 19.8 0.40 -46.7 406
LVLT LEVEL 3 COM LVLT US 06/16/12 C25 -10.6 46.2 1.70 21.4 701
RIG TRANSOCEAN RIG US 05/19/12 P50 -10.6 35.6 0.96 -44.5 387
EXPD EXPEDITORS EXPD US 06/16/12 C42.5 -10.5 23.4 0.55 -20.3 200
HIG HARTFORD FI HIG US 05/19/12 C21 -10.5 35.2 0.33 -25.0 670
GMCR GREEN MOUNT GMCR US 06/16/12 P26 -10.5 83.2 2.60 2788.9 966
LVLT LEVEL 3 COM LVLT US 06/16/12 P25 -10.4 45.6 1.45 -30.9 384
PXP PLAINS EXPL PXP US 05/19/12 P40 -10.2 33.6 0.29 -75.2 640
CI CIGNA CORP CI US 07/21/12 C48 -10.2 25.1 1.42 -20.2 262
OCZ OCZ TECHNOL OCZ US 06/16/12 P5 -10.1 66.7 0.50 25.0 276
AGNC AMERICAN CA AGNC US 06/16/12 C32 -10.1 7.6 0.17 88.9 423
ANR ALPHA NATUR ANR US 05/19/12 C15 -10.1 61.7 1.07 -9.3 379
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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