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

By Bloomberg News - Jan 29, 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 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
=============================================================================
PFE    PFIZER INC   PFE US 02/16/13 C26       51.8  30.3   1.57   84.7   5977
PFE    PFIZER INC   PFE US 02/16/13 C25       48.3  42.4   2.52   31.2    219
KERX   KERYX BIOPH  KERX US 02/16/13 P5       42.0 166.2   0.05  -75.0    688
HES    HESS CORP    HES US 02/16/13 P47.5     32.7  76.4   0.05    0.0    227
CLWR   CLEARWIRE -  CLWR US 03/16/13 C3       31.9  36.9   0.30  -14.3    695
HES    HESS CORP    HES US 02/16/13 P52.5     30.0  61.5   0.06  -45.5   1006
HES    HESS CORP    HES US 02/16/13 P70       29.5  36.8   2.74    0.0    786
SAN    BANCO SANTA  SAN US 02/16/13 P8        29.4  48.1   0.10  100.0    825
HES    HESS CORP    HES US 02/16/13 P45       28.6  83.1   0.02  -33.3    244
HES    HESS CORP    HES US 02/16/13 P50       27.7  67.0   0.05  -28.6    354
CTXS   CITRIX SYST  CTXS US 02/16/13 C70      26.6  59.9   2.90  -21.6   5260
HES    HESS CORP    HES US 02/16/13 P57.5     26.2  48.0   0.09  -80.8    536
SNV    SYNOVUS FIN  SNV US 01/18/14 C1.5      26.1  62.7   1.10   -4.3    250
CTXS   CITRIX SYST  CTXS US 02/16/13 P70      26.0  57.4   4.00   73.9   1201
WPX    WPX ENERGY   WPX US 02/16/13 P15       24.7  41.7   0.80    0.0   1002
WPZ    WILLIAMS PA  WPZ US 03/16/13 P50       24.3  19.8   1.20  -14.3    691
KERX   KERYX BIOPH  KERX US 02/16/13 P2.5     23.6 311.7   0.05    0.0    215
PFE    PFIZER INC   PFE US 03/16/13 C26       23.2  18.9   1.61   59.4   5618
TSCO   TRACTOR SUP  TSCO US 02/16/13 C95      22.7  43.6   2.70   -6.9    248
RDS/A  ROYAL DUTCH  RDSA US 03/16/13 P72.5    22.7  12.4   1.85  -15.9    319
CTXS   CITRIX SYST  CTXS US 02/16/13 P67.5    22.2  58.3   2.88  110.2    734
CTXS   CITRIX SYST  CTXS US 02/16/13 C67.5    20.9  59.6   4.10  -19.6    828
CTXS   CITRIX SYST  CTXS US 02/16/13 P65      20.8  58.8   1.90  146.8    324
KMB    KIMBERLY-CL  KMB US 03/16/13 C90       20.5  10.1   0.35  250.0   3519
CTXS   CITRIX SYST  CTXS US 02/16/13 P62.5    20.0  60.2   1.19  197.5    307
TSCO   TRACTOR SUP  TSCO US 02/16/13 P90      19.3  45.8   2.45   81.5    427
HES    HESS CORP    HES US 02/16/13 P67.5     18.8  36.2   1.46  -74.6   1129
PG     PROCTER & G  PG US 02/16/13 C72.5      18.7  14.5   2.33   34.7    233
CTXS   CITRIX SYST  CTXS US 03/16/13 C70      18.7  43.1   3.70  -15.9   3029
CTXS   CITRIX SYST  CTXS US 03/16/13 C65      18.7  45.0   6.25  -20.9   3631
KOG    KODIAK OIL   KOG US 02/16/13 P9        18.3  32.8   0.30   15.4    276
HES    HESS CORP    HES US 02/16/13 P65       18.2  36.2   0.68  -79.7    975
MPC    MARATHON PE  MPC US 02/16/13 C72.5     17.9  36.5   1.64  228.0   1964
RDS/A  ROYAL DUTCH  RDSA US 03/16/13 C72.5    17.6  12.9   0.85   70.0    803
KERX   KERYX BIOPH  KERX US 06/22/13 P6       17.5  87.8   0.70  -30.0    202
HES    HESS CORP    HES US 02/16/13 P60       17.1  40.6   0.14  -84.6    618
HES    HESS CORP    HES US 02/16/13 P62.5     17.1  37.9   0.32  -82.2    810
HES    HESS CORP    HES US 05/18/13 P70       16.7  27.8   4.75  -47.3    392
LH     LABORATORY   LH US 02/16/13 P87.5      16.4  24.6   0.95   58.3    562
KERX   KERYX BIOPH  KERX US 03/16/13 P6       16.1 112.8   0.40  -52.9    985
GDOT   GREEN DOT C  GDOT US 02/16/13 C12.5    15.9  74.1   1.35   12.5    304
VLO    VALERO ENER  VLO US 02/16/13 P34       15.4  47.5   0.02  -84.6    298
BKS    BARNES & NO  BKS US 02/16/13 C12       15.3  44.9   1.35    8.0    300
WNR    WESTERN REF  WNR US 02/16/13 P30       15.3  38.7   0.45  -47.1    470
HES    HESS CORP    HES US 03/16/13 P65       15.1  31.4   1.39  -66.3   1225
PG     PROCTER & G  PG US 02/16/13 P72.5      15.0  14.4   0.21  -27.6   1971
KERX   KERYX BIOPH  KERX US 06/22/13 C5       14.9  92.0   3.52   85.3    287
TSL    TRINA SOLAR  TSL US 02/16/13 C5        14.9  88.8   0.44   63.0  10720
HES    HESS CORP    HES US 03/16/13 P62.5     14.9  32.6   0.85  -67.9    268
CTXS   CITRIX SYST  CTXS US 02/16/13 P57.5    14.8  61.3   0.40  300.0    200
SVU    SUPERVALU I  SVU US 04/20/13 C3        14.6  35.7   0.80   14.3    218
KERX   KERYX BIOPH  KERX US 02/16/13 P5.5     14.4 128.8   0.10  -75.0    752
MPC    MARATHON PE  MPC US 02/16/13 C70       14.2  35.5   2.70  116.0    545
WNR    WESTERN REF  WNR US 02/16/13 P31       14.2  36.9   0.74  -56.2    331
HES    HESS CORP    HES US 05/18/13 C70       14.1  27.0   3.65  305.6    402
T      AT&T INC     T US 02/16/13 C33         14.1  17.9   1.58   26.4    437
HES    HESS CORP    HES US 02/16/13 C65       13.8  35.8   4.40  457.0    882
HES    HESS CORP    HES US 05/18/13 P62.5     13.8  29.9   1.76  -49.7   1011
OPK    OPKO HEALTH  OPK US 02/16/13 C6        13.8  66.6   0.95   58.3    534
HES    HESS CORP    HES US 02/16/13 C70       13.6  36.8   1.77 1866.7   2622
QCOM   QUALCOMM IN  QCOM US 02/16/13 C62.5    13.5  35.8   2.32   -7.2    480
DELL   DELL INC     DELL US 02/16/13 C13      13.5  48.9   0.51   -1.9   5529
HES    HESS CORP    HES US 03/16/13 P60       13.5  34.2   0.47  -70.2    257
PG     PROCTER & G  PG US 02/16/13 C75        12.9  11.5   0.57  111.1   1412
NTAP   NETAPP INC   NTAP US 02/16/13 C37      12.9  58.2   1.46    6.6   1177
TDC    TERADATA CO  TDC US 02/16/13 P60       12.8  53.5   0.80  128.6    207
QCOM   QUALCOMM IN  QCOM US 02/16/13 C65      12.8  33.9   1.13    0.0   2623
CFR    CULLEN/FROS  CFR US 02/16/13 C60       12.8  20.1   0.55   57.1    250
NOK    NOKIA CORP-  NOK US 04/20/13 P1.5      12.6 123.3   0.01    0.0   1001
QCOM   QUALCOMM IN  QCOM US 02/16/13 P62.5    12.5  35.6   1.59   30.3   2185
ITB    ISHARES-DJ   ITB US 02/16/13 P23       12.5  26.7   0.25  -37.5    300
HFC    HOLLYFRONTI  HFC US 03/16/13 C49.5     12.5  31.1   2.31   97.4    702
HFC    HOLLYFRONTI  HFC US 03/16/13 P49.5     12.5  30.6   2.05  -41.4   1360
KMB    KIMBERLY-CL  KMB US 04/20/13 C87.5     12.4  11.5   1.70   54.5    299
HES    HESS CORP    HES US 08/17/13 P67.5     12.4  27.0   5.00  -32.4    205
QCOM   QUALCOMM IN  QCOM US 02/16/13 P65      12.3  33.6   2.83   15.5    574
HES    HESS CORP    HES US 03/16/13 C70       12.2  30.2   2.50  525.0    250
KMB    KIMBERLY-CL  KMB US 02/16/13 C87.5     12.2  10.8   0.91  127.5    362
HES    HESS CORP    HES US 04/20/13 C70       12.1  26.8   3.00  376.2    335
HES    HESS CORP    HES US 08/17/13 C70       12.1  26.2   4.81  189.8    467
HES    HESS CORP    HES US 02/16/13 C60       12.0  38.9   9.10  175.8   3749
TSN    TYSON FOODS  TSN US 02/16/13 P21       12.0  35.7   0.10  -50.0    260
HES    HESS CORP    HES US 05/18/13 C62.5     12.0  29.2   8.10  128.2   1080
AMGN   AMGEN INC    AMGN US 02/16/13 P82.5    11.9  25.6   0.66   -5.7    282
HES    HESS CORP    HES US 05/18/13 P57.5     11.9  32.3   0.85  -52.5   1006
PSX    PHILLIPS 66  PSX US 02/16/13 P55       11.9  42.7   0.80  -20.0    320
NTAP   NETAPP INC   NTAP US 02/16/13 C36      11.8  59.2   1.94    2.6    828
LH     LABORATORY   LH US 02/16/13 C90        11.7  24.4   1.50  -25.0   1056
NTAP   NETAPP INC   NTAP US 02/16/13 P37      11.6  57.6   2.29   23.8    309
QCOM   QUALCOMM IN  QCOM US 02/16/13 P60      11.5  37.4   0.78   41.8   7912
T      AT&T INC     T US 02/16/13 C34         11.5  14.8   0.75   44.2   1731
LH     LABORATORY   LH US 03/16/13 P87.5      11.5  21.0   1.75   20.7    245
KMB    KIMBERLY-CL  KMB US 04/20/13 C90       11.5  10.7   0.65   85.7   1337
T      AT&T INC     T US 02/16/13 P34         11.4  14.9   0.23  -28.1   8805
STLD   STEEL DYNAM  STLD US 02/16/13 C12      11.3  66.3   3.52   21.4    224
WYNN   WYNN RESORT  WYNN US 02/16/13 P115     11.2  32.1   1.00   75.4    305
NTAP   NETAPP INC   NTAP US 02/16/13 P35      11.2  60.2   1.33   22.0   1164
AMGN   AMGEN INC    AMGN US 02/16/13 C85      11.1  24.4   2.32   25.4   1470
OCN    OCWEN FINL   OCN US 02/16/13 P37.5     11.1  39.5   1.05  -22.2    452
NTAP   NETAPP INC   NTAP US 02/16/13 C35      11.1  60.5   2.52   -0.4    893
NTAP   NETAPP INC   NTAP US 02/16/13 P36      11.0  58.8   1.76   16.6   1208
AMGN   AMGEN INC    AMGN US 02/16/13 P85      10.9  24.4   1.46  -10.4    267
PSX    PHILLIPS 66  PSX US 02/16/13 C60       10.9  40.9   1.50   76.5   2283
JNPR   JUNIPER NET  JNPR US 02/16/13 P21      10.8  38.2   0.35   84.2  11120
JNPR   JUNIPER NET  JNPR US 02/16/13 P20      10.8  42.4   0.16   60.0    270
TSLA   TESLA MOTOR  TSLA US 06/22/13 P35      10.8  46.2   3.40    9.7    260
PSX    PHILLIPS 66  PSX US 02/16/13 C55       10.8  41.5   4.31   43.7    315
SVU    SUPERVALU I  SVU US 04/20/13 C4        10.7  30.0   0.15   50.0    209
HFC    HOLLYFRONTI  HFC US 02/16/13 C50       10.6  29.2   1.10  197.3    545
CIT    CIT GROUP I  CIT US 04/20/13 P35       10.6  31.9   0.20  -47.4    864
JCP    J.C. PENNEY  JCP US 02/16/13 C20       10.4  63.0   1.13   76.6   2146
AMTD   TD AMERITRA  AMTD US 03/16/13 C20      10.2  17.3   0.30  233.3    450
TSCO   TRACTOR SUP  TSCO US 03/16/13 P90      10.2  33.1   3.10   44.2    294
PBCT   PEOPLE'S UN  PBCT US 02/16/13 C11      10.2  53.3   1.50    0.0    247
RHI    ROBERT HALF  RHI US 02/16/13 P30       10.2  47.9   0.35  250.0    500
JCP    J.C. PENNEY  JCP US 02/16/13 C21       10.1  63.1   0.77  126.5   4022

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VMW    VMWARE INC-  VMW US 02/16/13 C80      -52.3  33.3   1.70  -89.6   6147
VMW    VMWARE INC-  VMW US 02/16/13 P70      -49.9  37.2   0.20 1900.0   1113
SVU    SUPERVALU I  SVU US 01/18/14 C3       -48.5  21.6   0.89   18.7    663
BMC    BMC SOFTWAR  BMC US 02/16/13 P42      -47.8  18.6   1.70  246.9    394
YHOO   YAHOO! INC   YHOO US 02/16/13 P20     -46.6  23.5   0.54  -12.9   3614
YHOO   YAHOO! INC   YHOO US 02/16/13 C20     -45.9  24.0   0.30  -68.8   4949
YHOO   YAHOO! INC   YHOO US 02/16/13 C19     -45.7  25.0   0.92  -44.2    441
VMW    VMWARE INC-  VMW US 02/16/13 P75      -44.8  33.7   0.85  962.5   3074
YHOO   YAHOO! INC   YHOO US 02/16/13 P19     -44.6  25.0   0.14  -56.2   2713
BMC    BMC SOFTWAR  BMC US 02/16/13 P39      -44.5  21.6   0.25  400.0    449
YHOO   YAHOO! INC   YHOO US 02/16/13 P18     -43.0  27.8   0.03  -78.6    440
VMW    VMWARE INC-  VMW US 02/16/13 P80      -42.7  32.2   3.10 1191.7   2706
BMC    BMC SOFTWAR  BMC US 02/16/13 P40      -42.6  20.8   0.60  200.0    756
GNTX   GENTEX CORP  GNTX US 02/16/13 C20     -41.9  34.7   0.50  -16.7    215
VMW    VMWARE INC-  VMW US 02/16/13 C75      -41.6  35.9   4.53  -77.1   1167
HOG    HARLEY-DAVI  HOG US 02/16/13 C55      -40.1  22.9   0.61  -44.0   1150
PII    POLARIS IND  PII US 02/16/13 P87.5    -39.9  32.0   3.50   55.6    328
PII    POLARIS IND  PII US 02/16/13 P85      -39.6  33.5   2.10   29.6    233
PII    POLARIS IND  PII US 02/16/13 P90      -39.4  31.6   4.60   32.6    888
LXK    LEXMARK INT  LXK US 02/16/13 P25      -38.7  37.0   1.05  250.0    230
HOG    HARLEY-DAVI  HOG US 02/16/13 P55      -38.4  24.8   2.14  -28.7    225
HOG    HARLEY-DAVI  HOG US 02/16/13 P50      -37.6  26.8   0.15  -80.3    732
IDTI   INTEGRAT DE  IDTI US 02/16/13 P7      -37.5  35.5   0.05  -50.0    327
YHOO   YAHOO! INC   YHOO US 02/16/13 C18     -37.2  31.0   1.77  -27.8    330
PII    POLARIS IND  PII US 02/16/13 C87.5    -36.7  34.0   1.80  -67.9    248
EMC    EMC CORP/MA  EMC US 02/16/13 C22      -36.4  23.5   1.65  -49.2    234
PII    POLARIS IND  PII US 02/16/13 P82.5    -35.4  36.6   1.35   20.5   1002
PII    POLARIS IND  PII US 02/16/13 C90      -34.5  32.6   0.80  -85.5    246
GLW    CORNING INC  GLW US 02/16/13 P12      -33.6  24.3   0.15  -53.1   1100
EDU    NEW ORIENTA  EDU US 02/16/13 P17      -32.8  36.8   0.80   60.0    499
GLW    CORNING INC  GLW US 02/16/13 C12      -32.4  24.6   0.40  -16.7   1164
EMC    EMC CORP/MA  EMC US 02/16/13 C23      -32.3  22.9   0.88  -61.7    388
EMC    EMC CORP/MA  EMC US 02/16/13 P23      -31.4  22.9   0.18  125.0   1880
F      FORD MOTOR   F US 02/16/13 C12        -31.0  28.5   1.05  -42.9    887
YHOO   YAHOO! INC   YHOO US 03/16/13 P20     -30.9  23.0   0.74   -5.1   1341
YHOO   YAHOO! INC   YHOO US 03/16/13 P18     -30.7  25.4   0.13  -40.9    473
EMC    EMC CORP/MA  EMC US 02/16/13 P22      -30.5  25.9   0.06   20.0    217
CLWR   CLEARWIRE -  CLWR US 02/16/13 C3      -30.4  28.7   0.25  -28.6    606
YHOO   YAHOO! INC   YHOO US 03/16/13 C20     -30.4  23.5   0.57  -49.1   1087
YHOO   YAHOO! INC   YHOO US 03/16/13 P19     -30.2  23.9   0.34  -24.4    729
OLN    OLIN CORP    OLN US 02/16/13 C22.5    -29.6  23.8   0.44  -72.5    237
YHOO   YAHOO! INC   YHOO US 03/16/13 C19     -28.8  24.6   1.11  -38.3    632
LXK    LEXMARK INT  LXK US 03/16/13 P23      -28.7  35.3   0.55    0.0    688
EMC    EMC CORP/MA  EMC US 02/16/13 P24      -28.7  21.8   0.62  169.6   1818
OPK    OPKO HEALTH  OPK US 02/16/13 P7       -28.5  43.7   0.35  -50.0    436
LXK    LEXMARK INT  LXK US 03/16/13 P25      -28.1  33.0   1.15   64.3    325
YHOO   YAHOO! INC   YHOO US 03/16/13 C18     -27.9  25.7   1.91  -26.2    398
PCL    PLUM CREEK   PCL US 02/16/13 C47      -27.9  12.5   1.60   88.2    231
EMC    EMC CORP/MA  EMC US 02/16/13 C24      -27.7  22.0   0.31  -78.3   3406
LXK    LEXMARK INT  LXK US 03/16/13 P24      -27.1  34.3   1.05    0.0    271
PII    POLARIS IND  PII US 03/16/13 C87.5    -26.9  28.6   2.70  -64.0    202
EDU    NEW ORIENTA  EDU US 02/16/13 C17      -26.7  42.0   0.35  -75.0    236
CVC    CABLEVISION  CVC US 02/16/13 P15      -26.6  21.2   0.15    0.0   3813
YHOO   YAHOO! INC   YHOO US 03/16/13 P17     -26.3  28.7   0.05  -58.3    309
ITW    ILLINOIS TO  ITW US 02/16/13 C65      -26.1  14.6   0.24  -82.9    375
F      FORD MOTOR   F US 02/16/13 C13        -24.7  25.7   0.27  -70.7   7768
STX    SEAGATE TEC  STX US 02/16/13 P32      -24.0  38.2   0.39  143.8    734
F      FORD MOTOR   F US 02/16/13 P12        -24.0  32.0   0.05   25.0    808
IP     INTL PAPER   IP US 02/16/13 C43       -23.9  19.5   0.27  -50.9    252
STX    SEAGATE TEC  STX US 02/16/13 P31      -23.9  40.7   0.24  140.0    268
IP     INTL PAPER   IP US 02/16/13 P41       -23.8  20.9   0.59   -9.2    375
STX    SEAGATE TEC  STX US 02/16/13 C33      -23.3  36.4   1.59  -66.9    306
EDU    NEW ORIENTA  EDU US 03/16/13 C17      -23.2  36.7   0.70    0.0   1831
STX    SEAGATE TEC  STX US 02/16/13 C35      -22.8  36.2   0.61  -79.4   4053
STX    SEAGATE TEC  STX US 02/16/13 P33      -22.8  37.3   0.70  191.7    927
OPK    OPKO HEALTH  OPK US 02/16/13 C7       -22.7  46.6   0.25   66.7    953
HOG    HARLEY-DAVI  HOG US 03/16/13 C55      -22.6  22.3   1.15  -17.3    496
STX    SEAGATE TEC  STX US 02/16/13 C34      -22.3  36.5   1.00  -73.0   1397
STX    SEAGATE TEC  STX US 02/16/13 P34      -22.2  36.8   1.18  210.5   1593
ILMN   ILLUMINA IN  ILMN US 02/16/13 C50     -22.1  36.1   2.10  -29.5    240
BSX    BOSTON SCIE  BSX US 02/16/13 P7       -21.8  29.1   0.12  -60.0    852
BSX    BOSTON SCIE  BSX US 02/16/13 C7       -21.6  29.7   0.27   50.0   1538
ITW    ILLINOIS TO  ITW US 02/16/13 P62.5    -21.4  17.5   0.55   83.3    409
OPK    OPKO HEALTH  OPK US 03/16/13 C7       -21.4  53.1   0.45    0.0   1169
STX    SEAGATE TEC  STX US 02/16/13 P35      -21.2  37.1   1.74  194.9    901
F      FORD MOTOR   F US 02/16/13 P13        -21.1  25.7   0.30  150.0   8733
OPK    OPKO HEALTH  OPK US 09/21/13 C7       -21.1  40.2   0.65  -13.3   5044
BTU    PEABODY ENE  BTU US 02/16/13 C28      -21.1  32.8   0.27  107.7   1203
F      FORD MOTOR   F US 02/16/13 P11        -20.6  42.2   0.01  -50.0    378
YHOO   YAHOO! INC   YHOO US 07/20/13 P14     -20.1  30.8   0.06  -62.5    500
OPK    OPKO HEALTH  OPK US 09/21/13 P7       -20.1  42.4   1.25  -19.9    329
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 C2      -20.0  90.1   0.66  -22.4    259
HOG    HARLEY-DAVI  HOG US 03/16/13 P50      -19.9  25.5   0.57  -49.1    480
IP     INTL PAPER   IP US 02/16/13 P40       -19.8  23.2   0.28  -24.3    231
FMCN   FOCUS MEDIA  FMCN US 02/16/13 P25     -19.6  14.9   0.20  -20.0   1274
NUE    NUCOR CORP   NUE US 02/16/13 C48      -19.5  18.1   0.42  -28.8    205
CIT    CIT GROUP I  CIT US 02/16/13 C44      -19.3  21.9   0.28  211.1    255
KMP    KINDER MORG  KMP US 02/16/13 P87.5    -19.3  15.5   0.84    1.2    258
BTU    PEABODY ENE  BTU US 02/16/13 P27      -19.1  33.4   0.98  -55.2    573
SVM    SILVERCORP   SVM US 03/16/13 C3       -19.1  59.8   1.40   17.6    237
VMW    VMWARE INC-  VMW US 04/20/13 C80      -19.0  31.9   4.19  -78.3    336
UCO    PRO ULTRA D  UCO US 04/20/13 P13      -19.0  91.6   0.05    0.0    500
YHOO   YAHOO! INC   YHOO US 04/20/13 P19     -19.0  24.7   0.57    1.8    720
XLY    SPDR-CONS D  XLY US 02/16/13 C50      -18.9  13.7   0.72  -26.5    211
VMW    VMWARE INC-  VMW US 04/20/13 C77.5    -18.6  32.5   5.31  -71.6    290
TYC    TYCO INTL L  TYC US 02/16/13 C30      -18.5  21.0   0.90  -25.6    239
OLN    OLIN CORP    OLN US 03/16/13 C22.5    -18.4  21.8   0.65  -59.4    640
OPK    OPKO HEALTH  OPK US 06/22/13 C7       -18.3  40.4   0.55   10.0    899
VMW    VMWARE INC-  VMW US 04/20/13 P65      -18.2  35.3   0.75  400.0    245
BTU    PEABODY ENE  BTU US 02/16/13 C27      -18.0  33.8   0.64  120.7   1783
GLW    CORNING INC  GLW US 03/16/13 C12      -17.9  23.5   0.50   -9.1    249
JBLU   JETBLUE AIR  JBLU US 02/16/13 C6      -17.9  33.9   0.17  -57.5   1486
F      FORD MOTOR   F US 02/22/13 C12.5      -17.8  26.1   0.62  -51.2   2121
STX    SEAGATE TEC  STX US 03/16/13 P29      -17.0  39.5   0.26   73.3    374
YHOO   YAHOO! INC   YHOO US 04/20/13 P20     -16.9  24.8   1.03    6.2    360
OPK    OPKO HEALTH  OPK US 03/16/13 P7       -16.8  56.2   0.65  -38.1    716
YHOO   YAHOO! INC   YHOO US 04/20/13 P18     -16.8  25.7   0.29   -9.4    253
F      FORD MOTOR   F US 02/22/13 P13        -16.8  25.1   0.33  120.0    530
GLW    CORNING INC  GLW US 03/16/13 P12      -16.7  23.8   0.32  -31.9    445
TXN    TEXAS INSTR  TXN US 02/16/13 P33      -16.2  19.7   0.83   31.8    912
EPD    ENTERPRISE   EPD US 02/16/13 P55      -15.9  19.5   0.75   25.0    442
STX    SEAGATE TEC  STX US 03/16/13 P30      -15.9  38.3   0.44  109.5    893
STX    SEAGATE TEC  STX US 03/16/13 P31      -15.8  37.2   0.63  103.2   2147
BTU    PEABODY ENE  BTU US 02/16/13 P26      -15.6  35.0   0.52  -64.1   2270
F      FORD MOTOR   F US 03/01/13 C13        -15.5  24.4   0.38  -59.6    223
YHOO   YAHOO! INC   YHOO US 01/17/15 P20     -15.4  25.8   2.80   -8.5   1177
X      US STEEL CO  X US 02/16/13 P23        -15.2  39.5   0.55  -19.1   2000
F      FORD MOTOR   F US 02/22/13 C13        -15.1  25.2   0.33  -62.9    416
STX    SEAGATE TEC  STX US 03/16/13 P32      -15.0  36.3   0.86  104.8   1799
BTU    PEABODY ENE  BTU US 02/16/13 C26      -15.0  35.0   1.13   94.8   1525
EMC    EMC CORP/MA  EMC US 03/16/13 P23      -14.9  22.2   0.45  136.8    395
TYC    TYCO INTL L  TYC US 02/16/13 P31      -14.9  19.8   0.83   15.3    265
YHOO   YAHOO! INC   YHOO US 04/20/13 C20     -14.9  25.5   0.84  -34.9    998
VMW    VMWARE INC-  VMW US 04/20/13 P75      -14.8  32.5   3.00  689.5    376
EMC    EMC CORP/MA  EMC US 03/16/13 P22      -14.8  23.9   0.22  100.0    436
BSX    BOSTON SCIE  BSX US 03/16/13 P7       -14.8  26.5   0.16  -57.9    644
OPK    OPKO HEALTH  OPK US 06/22/13 P6       -14.8  47.2   0.40  -46.7   1206
STX    SEAGATE TEC  STX US 03/16/13 P33      -14.8  35.5   1.20  110.5    204
X      US STEEL CO  X US 02/16/13 P22        -14.4  39.7   0.25  -21.9    308
STX    SEAGATE TEC  STX US 03/16/13 P34      -14.0  34.9   1.75  124.4   1407
SVU    SUPERVALU I  SVU US 02/16/13 C4       -13.9  41.4   0.05    0.0    330
F      FORD MOTOR   F US 03/16/13 P11        -13.9  34.2   0.06   20.0   1145
YHOO   YAHOO! INC   YHOO US 01/17/15 P15     -13.9  27.6   0.92  -14.8   1001
AMG    AFFIL MANAG  AMG US 02/16/13 C150     -13.9  20.7   0.75  -21.1    201
X      US STEEL CO  X US 02/16/13 C24        -13.9  39.5   0.57  -26.9   1408
F      FORD MOTOR   F US 03/16/13 C11        -13.8  33.7   2.04  -28.2    347
F      FORD MOTOR   F US 02/22/13 C13.5      -13.6  24.2   0.13  -77.6   1579
YHOO   YAHOO! INC   YHOO US 04/20/13 C19     -13.6  25.8   1.35  -28.9    266
F      FORD MOTOR   F US 02/22/13 P13.5      -13.5  24.3   0.63  125.0    453
X      US STEEL CO  X US 02/16/13 P24        -13.5  39.6   1.03  -10.4    665
STX    SEAGATE TEC  STX US 03/16/13 C34      -13.5  34.6   1.68  -60.5    437
DBA    POWERSHARES  DBA US 04/20/13 P29      -13.3  11.9   1.45   -2.0    300
EMC    EMC CORP/MA  EMC US 03/16/13 C24      -13.3  21.6   0.61  -61.9    900
VMW    VMWARE INC-  VMW US 04/20/13 P70      -13.2  34.1   1.50  500.0    365
F      FORD MOTOR   F US 03/16/13 C12        -13.2  27.7   1.12  -41.0    756
BTU    PEABODY ENE  BTU US 02/16/13 C25      -13.1  36.4   1.85   83.2    200
F      FORD MOTOR   F US 03/01/13 P13        -13.0  24.7   0.36  125.0    837
BMC    BMC SOFTWAR  BMC US 05/18/13 C41      -12.9  23.5   2.15   -8.5    200
BTU    PEABODY ENE  BTU US 02/16/13 P25      -12.8  36.5   0.24  -72.7    497
DBA    POWERSHARES  DBA US 03/16/13 P28      -12.7  11.6   0.60  -14.3   1575
F      FORD MOTOR   F US 03/16/13 P13        -12.7  24.1   0.46  119.0   3378
STX    SEAGATE TEC  STX US 03/16/13 C35      -12.6  34.3   1.20  -66.2    394
AKS    AK STEEL HL  AKS US 02/16/13 C4       -12.6  58.0   0.30    7.1    217
GLW    CORNING INC  GLW US 04/20/13 P12      -12.6  23.2   0.45  -21.1    841
PFE    PFIZER INC   PFE US 02/16/13 C28      -12.6  14.0   0.11  120.0   7124
F      FORD MOTOR   F US 03/16/13 P12        -12.5  27.9   0.14   75.0    893
STX    SEAGATE TEC  STX US 03/16/13 P35      -12.4  34.7   2.10  100.0   1297
DHI    DR HORTON I  DHI US 02/16/13 C24      -12.3  27.7   0.32  540.0    449
X      US STEEL CO  X US 02/16/13 C23        -12.3  40.1   1.20   -7.7    294
TYC    TYCO INTL L  TYC US 02/16/13 P29      -12.2  23.7   0.12  -25.0    283
PCL    PLUM CREEK   PCL US 03/16/13 C49      -12.1  11.9   0.42   90.9    269
F      FORD MOTOR   F US 03/16/13 C13        -12.0  24.1   0.42  -59.6   5637
ITW    ILLINOIS TO  ITW US 02/16/13 C60      -11.9  22.4   3.51  -23.7    330
KMP    KINDER MORG  KMP US 02/16/13 P85      -11.8  18.2   0.29   -9.4    204
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 C2      -11.7  72.2   0.70  -20.4    610
BZH    BEAZER HOME  BZH US 02/16/13 C19      -11.7  42.4   0.60   33.3   1363
YHOO   YAHOO! INC   YHOO US 04/20/13 C17     -11.6  27.9   2.95  -13.7    298
AKS    AK STEEL HL  AKS US 02/16/13 P4       -11.6  56.1   0.13  -27.8    416
YHOO   YAHOO! INC   YHOO US 01/17/15 P17     -11.6  27.1   1.55   -7.7   2104
STX    SEAGATE TEC  STX US 04/20/13 C34      -11.5  35.7   2.30  -50.5    228
OPK    OPKO HEALTH  OPK US 09/21/13 C6       -11.3  43.1   1.20   20.0    503
ARCC   ARES CAPITA  ARCC US 01/17/15 P5      -11.2  58.0   0.35   16.7    494
STX    SEAGATE TEC  STX US 04/20/13 C35      -11.2  35.2   1.80  -55.6    433
STX    SEAGATE TEC  STX US 04/20/13 P34      -11.1  36.0   2.34   74.6    493
WFT    WEATHERFORD  WFT US 02/16/13 C10      -11.1  55.7   3.00   -3.2   1000
GLW    CORNING INC  GLW US 04/20/13 C12      -11.1  24.1   0.62    3.3    236
PFE    PFIZER INC   PFE US 02/16/13 P28      -11.0  14.0   0.76  -42.9    299
F      FORD MOTOR   F US 03/01/13 C13.5      -11.0  24.4   0.19  -67.8   1921
CIEN   CIENA CORP   CIEN US 03/16/13 P10     -10.9  67.7   0.04    0.0   1557
HPQ    HEWLETT-PAC  HPQ US 02/16/13 P15      -10.7  40.0   0.12   50.0  10687
FMCN   FOCUS MEDIA  FMCN US 03/16/13 P25     -10.5  17.8   0.45  -10.0    400
MDR    MCDERMOTT I  MDR US 02/16/13 C12      -10.4  31.0   0.85    6.2    421
VMW    VMWARE INC-  VMW US 07/20/13 C80      -10.2  33.6   6.70  -68.2    610
XLU    SPDR-UTIL S  XLU US 02/16/13 P36      -10.1   8.9   0.17  -10.5   2184
CTRP   CTRIP.COM-A  CTRP US 09/21/13 P17     -10.1  45.1   1.40   64.7    880

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

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