U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Jan 23, 2013
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 3:00 p.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 500 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
=============================================================================
KBH KB HOME KBH US 02/16/13 P13 52.1 74.6 0.02 0.0 1815
EXC EXELON CORP EXC US 02/16/13 P30 32.4 22.9 0.90 63.6 14303
SWY SAFEWAY INC SWY US 03/16/13 C20 31.6 37.6 1.00 185.7 7306
SWY SAFEWAY INC SWY US 03/16/13 C18 28.6 37.6 2.19 79.5 3663
SWY SAFEWAY INC SWY US 03/16/13 C19 26.4 36.0 1.40 91.8 3948
IOC INTEROIL CO IOC US 02/16/13 P52.5 23.8 58.8 2.85 307.1 860
PBI PITNEY BOWE PBI US 02/16/13 P9 22.7 85.5 0.15 50.0 5000
MAT MATTEL INC MAT US 02/16/13 C37 22.6 34.1 1.81 3.4 510
KBH KB HOME KBH US 04/20/13 P11 21.8 56.4 0.03 -25.0 1010
DIA SPDR DJIA T DIA US 02/16/13 P136 21.6 10.3 0.87 -14.7 709
HBAN HUNTINGTON HBAN US 02/16/13 C7 21.4 20.1 0.15 -6.2 545
EXC EXELON CORP EXC US 02/16/13 C30 21.3 22.3 0.60 -20.0 569
SWY SAFEWAY INC SWY US 03/16/13 P18 21.2 42.0 0.45 -40.0 677
HBAN HUNTINGTON HBAN US 02/16/13 P7 21.1 21.2 0.15 87.5 2073
MAT MATTEL INC MAT US 02/16/13 C38 20.8 32.8 1.20 4.3 831
MAT MATTEL INC MAT US 02/16/13 P37 20.4 33.6 0.86 38.7 3635
LSI LSI CORP LSI US 02/16/13 P7 20.1 48.0 0.20 25.0 797
SWY SAFEWAY INC SWY US 03/16/13 P19 20.0 41.5 0.90 -25.0 1162
SWY SAFEWAY INC SWY US 02/16/13 C19 19.7 30.9 1.00 150.0 1615
IOC INTEROIL CO IOC US 02/16/13 P50 19.2 61.1 1.62 285.7 857
NBR NABORS INDS NBR US 02/16/13 P15 18.9 40.2 0.20 -9.1 557
LSI LSI CORP LSI US 02/16/13 C7 18.4 51.7 0.60 20.0 3843
BIDU BAIDU INC-S BIDU US 02/08/13 P105 18.4 48.3 2.57 8.4 1734
SWY SAFEWAY INC SWY US 03/16/13 C17 18.3 36.9 3.50 89.2 729
IWM ISHARES-RUS IWM US 02/16/13 P91 18.1 12.3 2.35 9.3 502
DIA SPDR DJIA T DIA US 02/16/13 P135 17.8 11.0 0.62 -7.5 822
KBH KB HOME KBH US 02/16/13 P18 17.7 41.6 0.40 -69.5 4170
MAT MATTEL INC MAT US 02/16/13 P38 17.6 32.6 1.30 26.2 3176
KBH KB HOME KBH US 02/16/13 C18 17.5 41.6 1.28 326.7 2274
SYNA SYNAPTICS I SYNA US 02/16/13 P32 17.3 49.4 1.30 13.0 751
BIDU BAIDU INC-S BIDU US 02/08/13 C110 17.1 47.7 3.90 19.6 1604
BIDU BAIDU INC-S BIDU US 02/08/13 P110 17.0 47.1 4.85 -9.7 724
PBI PITNEY BOWE PBI US 01/18/14 C10 17.0 36.0 2.35 11.9 1731
IOC INTEROIL CO IOC US 02/16/13 P47.5 16.4 64.6 1.07 296.3 1629
SPN SUPERIOR EN SPN US 02/16/13 P25 16.2 28.1 0.95 0.0 500
XRX XEROX CORP XRX US 02/16/13 P7 16.2 37.7 0.08 14.3 4045
NRF NORTHSTAR R NRF US 03/16/13 C7.5 15.9 29.3 0.65 8.3 1828
MCP MOLYCORP IN MCP US 02/16/13 C8 15.7 74.0 0.50 -49.5 2398
BUD ANHEUSER-SP BUD US 03/16/13 C87.5 15.2 21.2 4.22 7.7 1311
JNPR JUNIPER NET JNPR US 02/16/13 P21 15.1 47.9 0.86 30.3 3989
CSX CSX CORP CSX US 02/16/13 P17.5 14.8 44.3 0.02 -50.0 688
NBR NABORS INDS NBR US 02/16/13 C15 14.8 40.0 1.71 56.9 570
DMND DIAMOND FOO DMND US 03/16/13 P14 14.8 48.1 1.20 26.3 697
KBH KB HOME KBH US 02/16/13 C17 14.7 41.0 1.97 203.1 1204
EXC EXELON CORP EXC US 02/16/13 P29 14.7 22.7 0.40 60.0 824
SD SANDRIDGE E SD US 03/16/13 C6 14.6 49.9 1.33 9.0 505
HIG HARTFORD FI HIG US 02/16/13 C24 14.5 31.6 1.15 8.5 4907
IOC INTEROIL CO IOC US 02/16/13 P45 14.4 68.8 0.79 507.7 1170
BAM BROOKFIELD BAM US 03/16/13 C35 14.3 25.3 2.65 1.9 800
KBH KB HOME KBH US 02/16/13 C16 14.1 42.9 2.81 103.6 1307
CTXS CITRIX SYST CTXS US 02/16/13 C72.5 14.1 38.9 1.30 80.6 1191
CTXS CITRIX SYST CTXS US 02/16/13 C70 14.0 39.8 2.30 65.5 2201
SWKS SKYWORKS SO SWKS US 02/16/13 C22 13.9 61.4 1.20 71.4 10257
OPTR OPTIMER PHA OPTR US 03/16/13 C7.5 13.8 74.2 2.50 -9.1 579
DIA SPDR DJIA T DIA US 02/16/13 P134 13.4 11.6 0.44 -12.0 762
JNPR JUNIPER NET JNPR US 02/16/13 P20 13.3 49.6 0.51 45.7 8310
SPY SPDR S&P 50 SPY US 02/16/13 P151 13.1 9.5 2.35 -5.6 2383
MCP MOLYCORP IN MCP US 02/16/13 P8 13.1 72.1 0.68 151.8 3501
IWM ISHARES-RUS IWM US 02/08/13 P89 13.0 13.0 0.89 7.2 3409
SPY SPDR S&P 50 SPY US 02/08/13 P150 13.0 9.8 1.55 -2.5 1317
KERX KERYX BIOPH KERX US 02/16/13 C3.5 12.5 143.8 0.60 50.0 842
NFLX NETFLIX INC NFLX US 02/16/13 P75 12.4 79.8 0.45 -13.5 1468
NBR NABORS INDS NBR US 03/16/13 C17 12.4 38.6 0.83 112.8 1268
NBR NABORS INDS NBR US 02/16/13 C16 12.2 36.5 1.05 144.2 3896
MAT MATTEL INC MAT US 03/16/13 C37 12.2 26.2 1.85 0.0 604
KBH KB HOME KBH US 02/16/13 C19 12.0 40.5 0.67 458.3 1628
SPY SPDR S&P 50 SPY US 02/08/13 P149 11.8 10.4 1.09 -7.6 4719
GSK GLAXOSMITHK GSK US 02/16/13 P45 11.8 13.6 0.65 -13.3 1352
IWM ISHARES-RUS IWM US 02/16/13 P90 11.8 12.9 1.65 10.0 6032
KBH KB HOME KBH US 04/20/13 P16 11.3 46.5 0.53 -45.4 611
RF REGIONS FIN RF US 02/16/13 C8 11.3 25.6 0.08 -11.1 1617
NFLX NETFLIX INC NFLX US 02/16/13 P80 11.2 79.5 0.90 -20.4 1789
JNPR JUNIPER NET JNPR US 02/16/13 P19 11.0 51.3 0.26 44.4 3106
KBH KB HOME KBH US 04/20/13 P15 10.9 47.4 0.33 -42.1 842
CYBX CYBERONICS CYBX US 07/20/13 P45 10.9 46.5 6.18 47.1 2625
RDN RADIAN GROU RDN US 01/18/14 P2 10.8 102.9 0.15 0.0 3500
HOV HOVNANIAN E HOV US 01/18/14 P3 10.7 74.3 0.25 25.0 2730
BAC BANK OF AME BAC US 03/16/13 C9 10.7 39.6 2.40 2.1 614
BIDU BAIDU INC-S BIDU US 02/16/13 C105 10.6 43.8 6.96 7.1 541
MAT MATTEL INC MAT US 03/16/13 C38 10.5 24.7 1.26 0.8 971
URI UNITED RENT URI US 02/16/13 P40 10.4 55.8 0.20 33.3 2810
BIDU BAIDU INC-S BIDU US 02/16/13 P110 10.3 42.6 5.25 5.0 2335
NFLX NETFLIX INC NFLX US 02/16/13 P82.5 10.3 79.1 1.24 -22.5 818
NBR NABORS INDS NBR US 02/16/13 C17 10.2 35.1 0.51 292.3 4450
SPY SPDR S&P 50 SPY US 03/16/13 P153 10.1 9.3 4.97 -5.7 952
BIDU BAIDU INC-S BIDU US 02/16/13 C100 10.1 44.4 10.40 5.0 547
FMCN FOCUS MEDIA FMCN US 02/16/13 P24 10.0 31.2 0.25 25.0 790
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
MAPP MAP PHARMAC MAPP US 09/21/13 C25 -96.3 2.1 0.05 0.0 881
MAPP MAP PHARMAC MAPP US 06/22/13 C25 -95.0 2.8 0.05 -94.1 2487
MAPP MAP PHARMAC MAPP US 03/16/13 C25 -94.4 4.2 0.05 -90.9 3398
MAPP MAP PHARMAC MAPP US 09/21/13 P22.5 -79.1 12.1 0.20 0.0 3548
MAPP MAP PHARMAC MAPP US 06/22/13 P22.5 -76.5 14.5 0.20 -97.5 2419
MAPP MAP PHARMAC MAPP US 09/21/13 P20 -67.1 19.8 0.15 0.0 578
IBM IBM IBM US 02/08/13 C210 -66.1 11.6 0.51 168.4 1299
MAPP MAP PHARMAC MAPP US 06/22/13 P20 -60.3 26.0 0.15 -97.3 878
CREE CREE INC CREE US 02/16/13 P39 -56.2 33.1 0.53 0.0 1318
IBM IBM IBM US 02/08/13 P205 -53.4 12.2 2.15 -81.5 683
GOOG GOOGLE INC- GOOG US 02/08/13 C760 -49.5 16.8 5.35 91.1 719
GOOG GOOGLE INC- GOOG US 02/08/13 C770 -46.1 16.7 2.83 55.5 940
IBM IBM IBM US 02/08/13 C205 -45.6 11.8 2.37 192.6 1283
MAPP MAP PHARMAC MAPP US 03/16/13 P22.5 -44.6 23.4 0.18 -97.5 2542
CMCSK COMCAST COR CMCSK US 04/20/13 C33 -43.2 19.2 5.60 30.2 800
IBM IBM IBM US 02/08/13 C215 -42.8 13.1 0.12 -29.4 684
GOOG GOOGLE INC- GOOG US 02/08/13 P720 -42.6 19.4 3.02 -90.8 617
COH COACH INC COH US 02/16/13 P47 -42.0 29.8 0.25 150.0 715
GOOG GOOGLE INC- GOOG US 02/16/13 P750 -41.9 16.6 14.40 -71.8 1683
COH COACH INC COH US 02/16/13 P50 -40.9 27.5 0.90 350.0 2964
GOOG GOOGLE INC- GOOG US 02/16/13 C770 -40.4 16.4 4.06 76.5 1624
COH COACH INC COH US 02/16/13 C50 -40.2 28.9 2.15 -81.5 2292
COH COACH INC COH US 02/16/13 P46 -40.1 30.9 0.15 200.0 793
GOOG GOOGLE INC- GOOG US 02/16/13 C750 -39.9 17.2 11.20 124.0 2105
IBM IBM IBM US 02/16/13 C205 -39.9 11.8 2.64 207.0 4903
COH COACH INC COH US 02/16/13 P49 -39.8 28.1 0.56 273.3 1640
IBM IBM IBM US 02/16/13 C210 -39.7 11.5 0.71 91.9 3689
GOOG GOOGLE INC- GOOG US 02/16/13 C775 -39.1 16.5 3.08 62.1 942
COH COACH INC COH US 02/16/13 P48 -38.9 29.1 0.36 260.0 1595
GOOG GOOGLE INC- GOOG US 02/16/13 C760 -38.8 16.7 7.00 100.0 722
GOOG GOOGLE INC- GOOG US 02/16/13 P730 -38.1 17.9 6.60 -82.6 552
GOOG GOOGLE INC- GOOG US 02/16/13 C740 -37.9 17.7 16.50 123.0 1129
SYMC SYMANTEC CO SYMC US 02/16/13 C22 -37.8 26.6 0.32 -28.9 2435
COH COACH INC COH US 02/16/13 P52.5 -37.7 26.7 1.95 529.0 1167
CA CA INC CA US 02/16/13 P26 -37.0 15.2 1.30 -52.7 4335
GOOG GOOGLE INC- GOOG US 02/16/13 P720 -36.7 18.9 4.47 -85.8 576
GOOG GOOGLE INC- GOOG US 02/16/13 C725 -36.6 18.9 27.02 130.9 603
GOOG GOOGLE INC- GOOG US 02/16/13 C730 -36.5 18.5 23.56 128.7 524
GOOG GOOGLE INC- GOOG US 02/08/13 P700 -36.1 22.4 1.40 -93.0 1488
GOOG GOOGLE INC- GOOG US 02/16/13 P715 -35.5 19.2 3.65 -87.3 609
IBM IBM IBM US 02/16/13 C215 -35.5 12.3 0.15 87.5 1491
MSI MOTOROLA SO MSI US 02/16/13 P57.5 -35.3 16.3 1.14 0.0 1377
GOOG GOOGLE INC- GOOG US 02/16/13 C720 -35.1 19.6 31.60 121.0 1664
NYX NYSE EURONE NYX US 02/16/13 C32 -35.0 12.1 1.47 41.4 699
CA CA INC CA US 02/16/13 P25 -35.0 15.7 0.55 -45.0 2148
IBM IBM IBM US 02/22/13 C210 -34.4 11.3 0.85 203.6 1530
IBM IBM IBM US 02/16/13 C200 -33.8 13.6 6.25 184.1 3274
IBM IBM IBM US 02/16/13 P200 -33.7 13.8 1.07 -85.1 1845
GOOG GOOGLE INC- GOOG US 02/16/13 P705 -32.4 20.2 2.47 -89.2 639
AMD ADV MICRO D AMD US 02/16/13 P2.5 -32.0 54.5 0.07 -70.8 9475
AMD ADV MICRO D AMD US 02/16/13 C2.5 -31.9 56.0 0.29 61.1 8189
GOOG GOOGLE INC- GOOG US 02/16/13 P700 -31.9 20.8 2.00 -90.3 4289
IBM IBM IBM US 02/16/13 C195 -31.0 15.1 11.00 136.6 1694
STSI STAR SCIENT STSI US 03/16/13 P1.5 -30.8 102.0 0.04 0.0 503
DGX QUEST DIAGN DGX US 02/16/13 C60 -30.7 16.6 0.55 -78.0 1127
TXT TEXTRON INC TXT US 02/16/13 C29 -29.4 21.0 0.22 15.8 544
CREE CREE INC CREE US 02/16/13 C41 -29.2 30.9 1.37 2183.3 703
BHI BAKER HUGHE BHI US 02/16/13 C46 -29.2 19.8 0.50 -35.1 580
BHI BAKER HUGHE BHI US 02/16/13 C47 -29.0 19.5 0.24 -47.8 681
IBM IBM IBM US 02/08/13 P195 -28.4 17.4 0.32 -92.1 674
ACAD ACADIA PHAR ACAD US 02/16/13 C6 -28.3 53.5 0.30 50.0 783
EWH ISHARES-HON EWH US 03/16/13 C18 -27.7 13.4 2.17 3.3 2365
COH COACH INC COH US 03/16/13 P50 -27.4 27.1 1.55 287.5 2315
CSX CSX CORP CSX US 02/16/13 C22.5 -27.4 17.0 0.13 85.7 1534
NSC NORFOLK SOU NSC US 02/16/13 C70 -27.1 15.3 0.30 -14.3 800
MAPP MAP PHARMAC MAPP US 03/16/13 P20 -27.0 38.5 0.10 -97.7 1545
CREE CREE INC CREE US 02/16/13 C40 -26.9 31.9 1.93 2044.4 3064
COH COACH INC COH US 03/16/13 P52.5 -26.9 26.4 2.70 350.0 1408
BHI BAKER HUGHE BHI US 02/16/13 P45 -26.4 20.9 0.84 -42.1 933
COH COACH INC COH US 03/16/13 C52.5 -26.4 26.7 1.43 0.0 1594
GOOG GOOGLE INC- GOOG US 02/16/13 P680 -26.4 23.2 0.90 -93.1 1108
GOOG GOOGLE INC- GOOG US 03/16/13 P770 -25.9 16.4 32.50 -54.4 793
TEL TE CONNECTI TEL US 02/16/13 C40 -25.8 15.4 0.32 -28.9 872
BHI BAKER HUGHE BHI US 02/16/13 C44 -25.8 21.9 1.78 2.3 5120
IBM IBM IBM US 02/16/13 P195 -25.5 16.3 0.47 -89.2 1919
BHI BAKER HUGHE BHI US 02/16/13 P44 -24.8 22.1 0.57 -42.4 1455
IBM IBM IBM US 02/16/13 P205 -24.8 12.0 2.65 -76.4 2278
GOOG GOOGLE INC- GOOG US 03/16/13 C770 -24.2 17.2 9.70 123.5 633
COH COACH INC COH US 03/16/13 C50 -24.0 27.1 2.61 0.0 992
GOOG GOOGLE INC- GOOG US 02/16/13 P670 -23.1 24.5 0.75 -92.5 1978
CIE COBALT INTE CIE US 02/16/13 C20 -23.0 38.3 4.50 -10.9 500
IWM ISHARES-RUS IWM US 03/16/13 P65 -23.0 34.8 0.02 -50.0 890
AMD ADV MICRO D AMD US 02/16/13 P2 -22.9 74.1 0.01 -85.7 801
CREE CREE INC CREE US 02/16/13 P40 -22.7 32.0 0.79 0.0 1258
RFMD RF MICRO DE RFMD US 02/16/13 C5 -22.3 44.2 0.22 -12.0 10473
NSC NORFOLK SOU NSC US 02/16/13 C67.5 -22.2 16.6 1.45 38.1 2622
CREE CREE INC CREE US 02/16/13 P41 -22.1 30.9 1.20 0.0 503
GOOG GOOGLE INC- GOOG US 03/16/13 C735 -22.0 18.2 26.40 122.4 544
GOOG GOOGLE INC- GOOG US 03/16/13 P700 -21.5 19.5 5.33 -78.5 716
MMR MCMORAN EXP MMR US 02/16/13 P16 -21.4 6.2 0.14 -6.7 514
ABBV ABBVIE INC ABBV US 02/16/13 C37.5 -21.0 15.3 0.45 28.6 580
MCD MCDONALDS C MCD US 02/16/13 C95 -20.8 11.2 0.47 -14.6 1835
IRE BANK IRELAN IRE US 02/16/13 P9 -20.5 36.1 0.30 20.0 2974
ABT ABBOTT LABS ABT US 02/16/13 C34 -19.6 13.0 0.07 -63.2 611
GOOG GOOGLE INC- GOOG US 03/16/13 C780 -19.6 17.2 6.97 124.8 543
BNNY ANNIE'S INC BNNY US 02/16/13 P35 -19.5 40.7 0.85 13.3 676
MCD MCDONALDS C MCD US 02/16/13 P92.5 -19.4 11.9 0.66 -45.9 790
MCD MCDONALDS C MCD US 02/16/13 C92.5 -19.1 11.9 1.70 5.6 958
GGC GEORGIA GUL GGC US 02/16/13 C45 -19.0 28.6 4.10 64.0 540
QLTI QLT INC QLTI US 06/22/13 C2.5 -19.0 101.4 5.70 2.0 1000
IBM IBM IBM US 02/16/13 P190 -18.4 19.5 0.29 -89.2 2860
DIA SPDR DJIA T DIA US 03/16/13 C132 -18.1 12.8 5.90 7.3 1412
NSC NORFOLK SOU NSC US 02/16/13 P65 -17.9 19.0 0.30 -69.7 551
COH COACH INC COH US 05/18/13 P45 -17.5 31.7 1.20 140.0 2077
LCC US AIRWAYS LCC US 02/16/13 C15 -17.5 43.1 0.80 15.9 784
CSX CSX CORP CSX US 03/16/13 C22.5 -17.4 16.3 0.22 100.0 1102
NE NOBLE CORP NE US 02/16/13 C35 -17.4 32.4 4.90 25.6 2268
GD GENERAL DYN GD US 02/16/13 C72.5 -17.4 15.1 0.65 18.2 671
CREE CREE INC CREE US 03/16/13 C42 -17.2 30.3 1.46 873.3 625
CA CA INC CA US 02/16/13 P24 -16.8 21.1 0.20 -60.0 2602
IBM IBM IBM US 03/16/13 C215 -16.8 11.2 0.56 194.7 625
SPY SPDR S&P 50 SPY US 02/16/13 C141 -16.7 15.8 8.57 5.0 1245
LCC US AIRWAYS LCC US 02/16/13 P15 -16.4 43.4 0.52 -41.6 639
WLP WELLPOINT I WLP US 02/16/13 C65 -16.4 19.0 0.93 -7.0 574
DELL DELL INC DELL US 02/16/13 C13 -16.2 39.8 0.61 -11.6 19913
GOOG GOOGLE INC- GOOG US 03/16/13 P690 -16.1 20.2 4.20 -79.2 589
DIA SPDR DJIA T DIA US 03/16/13 C133 -16.1 12.4 5.25 7.1 577
LCC US AIRWAYS LCC US 02/16/13 C16 -16.1 44.1 0.39 2.6 1138
IBM IBM IBM US 02/16/13 C190 -16.0 20.3 15.80 96.3 673
DIA SPDR DJIA T DIA US 02/16/13 C137 -15.8 9.4 1.60 9.6 809
COH COACH INC COH US 05/18/13 P50 -15.8 30.4 2.91 191.0 2522
MTG MGIC INVT C MTG US 02/16/13 P2.5 -15.3 83.3 0.04 -63.6 534
SPY SPDR S&P 50 SPY US 02/16/13 C140 -15.3 16.8 9.52 0.7 1392
NAV NAVISTAR IN NAV US 02/16/13 C24 -15.2 35.6 0.45 -45.8 1878
COH COACH INC COH US 05/18/13 C50 -15.2 30.2 3.90 -68.8 661
GD GENERAL DYN GD US 02/16/13 P70 -15.1 17.0 0.70 -39.7 655
GOOG GOOGLE INC- GOOG US 02/16/13 P650 -15.0 27.9 0.50 -91.4 651
COH COACH INC COH US 05/18/13 C52.5 -14.9 29.6 2.75 -71.0 761
CELG CELGENE COR CELG US 02/16/13 P95 -14.7 29.5 1.35 -22.9 897
DELL DELL INC DELL US 02/16/13 P13 -14.5 40.6 0.47 -19.0 2609
IBM IBM IBM US 02/16/13 P185 -14.5 22.3 0.16 -90.0 1030
DDD 3D SYSTEMS DDD US 02/16/13 C45 -14.2 92.2 23.90 -2.5 640
IAG IAMGOLD COR IAG US 03/16/13 C9 -14.2 44.3 0.90 -58.1 2554
NSC NORFOLK SOU NSC US 03/16/13 C70 -14.1 15.9 0.75 15.4 678
STSI STAR SCIENT STSI US 03/16/13 P2 -13.9 73.4 0.15 50.0 503
SAI SAIC INC SAI US 02/16/13 C12 -13.9 16.9 0.25 0.0 1069
NVS NOVARTIS AG NVS US 02/16/13 C67.5 -13.8 12.0 0.75 650.0 625
EPI WISDOMTREE EPI US 02/16/13 C20 -13.4 16.7 0.45 12.5 2000
CS CREDIT SUIS CS US 02/16/13 P27 -13.4 29.3 0.30 0.0 578
GGC GEORGIA GUL GGC US 02/16/13 C47.5 -13.3 35.0 2.60 36.8 761
CELG CELGENE COR CELG US 02/16/13 C100 -13.2 28.7 2.21 -25.6 1897
OCN OCWEN FINL OCN US 02/16/13 P37.5 -13.0 33.8 1.30 -10.3 664
COH COACH INC COH US 08/17/13 P45 -13.0 31.7 2.25 125.0 1140
IBM IBM IBM US 04/20/13 P205 -13.0 13.7 5.60 -54.7 599
CREE CREE INC CREE US 02/16/13 C39 -13.0 32.9 2.43 1418.8 1684
TER TERADYNE IN TER US 02/16/13 C17 -12.9 32.9 0.65 0.0 3158
NAV NAVISTAR IN NAV US 02/16/13 P22 -12.9 39.8 0.50 -3.9 609
SNV SYNOVUS FIN SNV US 01/18/14 C1.5 -12.9 48.1 1.15 0.0 1020
CELG CELGENE COR CELG US 02/16/13 C97.5 -12.8 29.1 3.45 -15.8 578
ABT ABBOTT LABS ABT US 02/16/13 C32 -12.8 15.5 1.00 -14.5 514
NAV NAVISTAR IN NAV US 02/16/13 P23 -12.6 37.6 0.85 6.2 1616
COH COACH INC COH US 08/17/13 P40 -12.6 33.6 1.00 81.8 601
CREE CREE INC CREE US 02/16/13 C35 -12.5 39.0 6.12 580.0 771
DELL DELL INC DELL US 02/16/13 P12 -12.4 48.4 0.19 -32.1 785
IBM IBM IBM US 03/16/13 P195 -12.1 14.8 1.15 -77.9 758
SPY SPDR S&P 50 SPY US 02/16/13 C142 -12.1 15.3 7.63 3.8 1244
AMD ADV MICRO D AMD US 04/20/13 C2.5 -12.0 63.2 0.42 35.5 719
SPY SPDR S&P 50 SPY US 02/16/13 C143 -12.0 14.5 6.72 0.9 614
GDXJ MARKET VECT GDXJ US 02/16/13 C19 -12.0 30.9 1.36 -20.0 2681
STSI STAR SCIENT STSI US 02/16/13 P2 -11.8 88.3 0.10 100.0 812
WLT WALTER ENER WLT US 02/16/13 P37.5 -11.8 44.8 1.03 -32.7 3753
UTX UNITED TECH UTX US 02/16/13 C90 -11.7 12.4 0.33 0.0 1718
COH COACH INC COH US 01/18/14 P35 -11.7 34.5 1.09 43.4 1718
CSX CSX CORP CSX US 02/16/13 C20 -11.6 24.3 1.85 68.2 4627
IBM IBM IBM US 04/20/13 C210 -11.6 13.0 2.98 156.9 1429
PERI PERION NETW PERI US 04/20/13 C10 -11.6 58.2 1.20 -51.0 721
DIA SPDR DJIA T DIA US 02/16/13 C139 -11.5 8.4 0.57 26.7 584
COH COACH INC COH US 08/17/13 P50 -11.4 30.7 4.20 110.0 1324
DELL DELL INC DELL US 03/16/13 P13 -11.4 32.4 0.62 -11.4 821
GOOG GOOGLE INC- GOOG US 03/16/13 P650 -11.3 23.2 1.45 -81.9 670
IBM IBM IBM US 04/20/13 C205 -11.2 13.6 5.35 145.4 1578
ANF ABERCROMBIE ANF US 02/16/13 P48 -10.9 44.6 1.70 -8.1 502
BHI BAKER HUGHE BHI US 03/16/13 P44 -10.9 22.5 1.06 -19.7 5300
COH COACH INC COH US 01/18/14 P40 -10.9 32.7 2.05 57.7 2616
VLTR VOLTERRA SE VLTR US 09/21/13 P15 -10.7 40.2 1.95 0.0 681
ZNGA ZYNGA INC- ZNGA US 02/16/13 P2 -10.7 72.8 0.04 -20.0 500
ANF ABERCROMBIE ANF US 02/16/13 C48 -10.7 44.6 2.93 -13.8 972
COH COACH INC COH US 01/18/14 C45 -10.7 31.8 9.30 -47.5 1139
ELGX ENDOLOGIX I ELGX US 05/18/13 C15 -10.6 47.8 1.55 -11.4 690
THLD THRESHOLD P THLD US 02/16/13 C5 -10.6 72.5 0.43 186.7 564
IBM IBM IBM US 02/16/13 P180 -10.6 25.6 0.12 -87.4 1418
AGNC AMERICAN CA AGNC US 01/18/14 P30 -10.6 17.0 3.40 -8.6 754
ANF ABERCROMBIE ANF US 02/16/13 C50 -10.6 43.4 1.86 -18.8 688
AMD ADV MICRO D AMD US 04/20/13 P2.5 -10.6 62.0 0.25 -30.6 548
ANF ABERCROMBIE ANF US 02/16/13 P49 -10.4 43.9 2.10 -8.7 510
CREE CREE INC CREE US 02/16/13 C34 -10.4 41.1 7.12 456.2 605
OCN OCWEN FINL OCN US 03/16/13 P35 -10.2 38.6 1.05 -22.2 515
MCD MCDONALDS C MCD US 03/16/13 C92.5 -10.2 11.6 1.99 9.3 8164
AMD ADV MICRO D AMD US 04/20/13 P2 -10.2 65.5 0.09 -35.7 2000
CLSN CELSION COR CLSN US 02/16/13 P7 -10.2 416.6 2.80 -12.5 2094
COH COACH INC COH US 01/18/14 P30 -10.1 37.0 0.53 35.9 792
XLU SPDR-UTIL S XLU US 02/16/13 C36 -10.1 8.0 0.23 -28.1 5109
x - Ex-dividend. * - Ex-earnings.
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