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

By Bloomberg News - Jan 30, 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
=============================================================================
TRQ    TURQUOISE H  TRQ US 02/16/13 P8        56.6  65.8   0.55  175.0    220
BRCD   BROCADE COM  BRCD US 02/16/13 C6       53.9  43.6   0.09   80.0   3807
PBI    PITNEY BOWE  PBI US 02/16/13 C12       48.9  53.5   0.52   30.0    369
BRCD   BROCADE COM  BRCD US 02/16/13 P6       45.3  42.0   0.37    8.8    439
PBI    PITNEY BOWE  PBI US 02/16/13 C11       36.6  65.7   1.30    0.0   2548
PBI    PITNEY BOWE  PBI US 02/16/13 P11       34.8  68.6   0.40  100.0   3026
JNK    SPDR BARCLA  JNK US 03/16/13 P41       31.1  10.5   0.65   30.0    641
CHK    CHESAPEAKE   CHK US 02/16/13 C18       29.8  42.8   2.09   83.3   1437
PFE    PFIZER INC   PFE US 06/22/13 C26       28.8  16.1   1.94    0.0    383
ALV    AUTOLIV INC  ALV US 02/16/13 C70       27.2  30.3   1.05  110.0    303
AGO    ASSURED GUA  AGO US 02/16/13 P17       27.1  45.2   0.36  -30.8    394
YPF    YPF SA-ADR   YPF US 02/16/13 C17.5     26.3  56.2   0.60  -40.0   5078
AEGR   AEGERION PH  AEGR US 02/16/13 P25      26.1  59.4   0.40  100.0    624
AAMRQ  AMR CORP     AAMRQ US 01/18/14 C1      26.0 106.6   0.34  -29.2    318
CHK    CHESAPEAKE   CHK US 02/16/13 P18       25.2  41.8   0.09  -50.0   1505
GSK    GLAXOSMITHK  GSK US 03/16/13 C45       25.2  15.3   1.10   22.2    451
CHK    CHESAPEAKE   CHK US 02/16/13 C19       23.8  39.5   1.27  154.0   2255
CHK    CHESAPEAKE   CHK US 02/16/13 P17       23.3  47.3   0.04  -42.9    371
NEPT   NEPTUNE TEC  NEPT US 02/16/13 C2.5     23.1 150.9   0.60  100.0   1000
ALXA   ALEXZA PHAR  ALXA US 03/16/13 P3.5     23.1 125.5   0.40   60.0   2675
TRI    THOMSON REU  TRI US 02/16/13 P30       22.2  36.8   0.65   44.4   5010
CHK    CHESAPEAKE   CHK US 02/16/13 P19       22.1  38.5   0.25  -53.7   4611
NMM    NAVIOS MARI  NMM US 03/16/13 P15       21.4  34.5   1.10    4.8    520
RGS    REGIS CORP   RGS US 03/16/13 P17.5     20.7  42.5   1.25   19.1   1066
GNW    GENWORTH FI  GNW US 01/18/14 C3        20.7  69.4   5.95   -4.8    335
EMN    EASTMAN CHE  EMN US 06/22/13 C60       20.3  29.5  13.30   40.9    405
BCS    BARCLAYS PL  BCS US 02/16/13 P18       20.2  41.3   0.25    0.0    800
TUP    TUPPERWARE   TUP US 02/16/13 C70       20.1  23.3   4.50   18.4    371
HLF    HERBALIFE L  HLF US 02/16/13 C35       20.0  92.2   2.90  -42.0    359
BX     BLACKSTONE   BX US 02/16/13 C18        19.9  33.1   0.51   -7.3    421
IWM    ISHARES-RUS  IWM US 02/16/13 P92       19.8  14.4   2.67   16.6    218
CHK    CHESAPEAKE   CHK US 02/16/13 C20       19.8  38.3   0.73  329.4   2792
SODA   SODASTREAM   SODA US 02/16/13 C45      19.1  59.4   6.70    3.1    248
GSK    GLAXOSMITHK  GSK US 03/16/13 P45       18.9  14.8   0.95   10.5   2802
GSK    GLAXOSMITHK  GSK US 03/16/13 C46       18.9  14.8   0.55   37.5   1389
CHK    CHESAPEAKE   CHK US 02/16/13 C21       18.8  40.4   0.36  500.0   9953
CHK    CHESAPEAKE   CHK US 02/16/13 P21       18.8  39.9   1.20  -42.0   1972
KERX   KERYX BIOPH  KERX US 02/16/13 P5       18.6 181.7   0.05    0.0    391
PFE    PFIZER INC   PFE US 06/22/13 C27       18.3  15.2   1.22   -3.9    211
JRCC   JAMES RIVER  JRCC US 02/16/13 P3       18.0  75.8   0.20    0.0    200
CHK    CHESAPEAKE   CHK US 02/16/13 C17       17.7  45.6   3.00   53.1    344
JNK    SPDR BARCLA  JNK US 02/16/13 P41       17.6   7.5   0.35   75.0    452
KERX   KERYX BIOPH  KERX US 02/16/13 P9       17.4 130.4   0.80  -36.0   1281
CHK    CHESAPEAKE   CHK US 02/16/13 P20       17.3  38.2   0.65  -44.9   3456
KERX   KERYX BIOPH  KERX US 06/22/13 P3.5     16.6 104.4   0.05    0.0    980
IWM    ISHARES-RUS  IWM US 02/22/13 P92       16.4  14.0   2.61    4.0    600
NG     NOVAGOLD RE  NG US 02/16/13 C4         16.4  53.6   0.54   63.6    220
TRQ    TURQUOISE H  TRQ US 06/22/13 P8        16.4  49.1   1.40   86.7    270
BCS    BARCLAYS PL  BCS US 02/16/13 P19       15.4  39.2   0.60    0.0    319
YCS    PRO ULTSHRT  YCS US 02/16/13 P50       15.2  33.6   0.05  -50.0    760
LVS    LAS VEGAS S  LVS US 02/16/13 C52.5     15.1  51.7   1.82   31.9   9083
CHK    CHESAPEAKE   CHK US 04/20/13 C15       14.9  44.6   5.47   30.6    210
SPY    SPDR S&P 50  SPY US 02/16/13 P152      14.7  10.8   2.24   12.0   1999
PCS    METROPCS CO  PCS US 02/16/13 C10       14.7  42.6   0.28   40.0    422
AGO    ASSURED GUA  AGO US 02/16/13 C18       14.7  42.2   0.48  128.6   1963
MO     ALTRIA GROU  MO US 02/16/13 C35        14.5  12.9   0.03    0.0    275
ITUB   ITAU UNIBAN  ITUB US 03/16/13 C16      14.5  28.9   1.51   -5.6   1000
KERX   KERYX BIOPH  KERX US 02/16/13 C9       14.4 127.5   1.30  116.7   2768
LH     LABORATORY   LH US 02/16/13 P90        14.3  27.0   2.10   13.5    200
CHK    CHESAPEAKE   CHK US 03/16/13 P21       13.8  39.7   1.63  -26.6    616
KERX   KERYX BIOPH  KERX US 03/16/13 P8       13.8 111.0   0.70  -36.4    539
LVS    LAS VEGAS S  LVS US 02/16/13 P52.5     13.4  51.5   2.75   -1.4   1303
XLF    SPDR-FINL S  XLF US 02/16/13 C18       13.4  14.5   0.03    0.0    200
CHK    CHESAPEAKE   CHK US 04/20/13 C16       13.3  41.6   4.60   41.5    281
BP     BP PLC-ADR   BP US 02/16/13 P45        13.3  25.2   1.13    8.7    245
LVS    LAS VEGAS S  LVS US 02/16/13 P50       13.0  51.2   1.49    1.4   2438
KERX   KERYX BIOPH  KERX US 02/16/13 P10      13.0 127.0   1.30  -35.0    977
ERIC   ERICSSON LM  ERIC US 04/20/13 P10      12.9  32.4   0.40   14.3   3075
KERX   KERYX BIOPH  KERX US 02/16/13 P8       12.9 133.3   0.40  -42.9   1913
CHK    CHESAPEAKE   CHK US 03/16/13 C21       12.8  39.6   0.71  153.6   5535
IWM    ISHARES-RUS  IWM US 02/16/13 P91       12.7  14.8   2.06   26.4    409
WFC    WELLS FARGO  WFC US 07/20/13 C33       12.7  20.1   2.81   -4.8   3000
IWM    ISHARES-RUS  IWM US 03/16/13 P94       12.7  14.3   4.80    3.2    233
CHK    CHESAPEAKE   CHK US 04/20/13 C21       12.5  36.7   0.98  122.7    640
EMC    EMC CORP/MA  EMC US 02/16/13 C24       12.5  23.2   0.87   61.1    466
NAVB   NAVIDEA BIO  NAVB US 04/20/13 P3       12.4  83.9   0.40  -13.0    220
PXD    PIONEER NAT  PXD US 02/16/13 P100      12.4  47.2   0.18  -18.2   1560
OZM    OCH-ZIFF CA  OZM US 03/16/13 P10       12.4  40.3   1.00   17.6    278
DVN    DEVON ENERG  DVN US 04/20/13 C47.5     12.3  29.2  10.37   14.5    205
ALV    AUTOLIV INC  ALV US 02/16/13 P65       12.3  36.3   0.95   18.8    777
PBR    PETROBRAS S  PBR US 02/16/13 C19       12.2  33.0   0.31  -59.2   1810
BP     BP PLC-ADR   BP US 02/16/13 P44        12.2  25.8   0.68   15.2    331
PBR    PETROBRAS S  PBR US 02/16/13 P19       12.1  32.8   0.78  188.9    694
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 C2       12.0 103.0   0.63    3.3    250
APC    ANADARKO PE  APC US 02/16/13 C80       11.9  31.6   2.34    5.4    203
TOT    TOTAL SA-SP  TOT US 03/16/13 C55       11.9  14.9   1.30   62.5   4014
SPY    SPDR S&P 50  SPY US 02/16/13 P151      11.9  11.4   1.68   12.0   9126
KERX   KERYX BIOPH  KERX US 03/16/13 P5       11.7 119.2   0.10  -33.3   2071
SLV    ISHARES SIL  SLV US 02/16/13 P29.5     11.6  24.0   0.13  -45.8    408
HLF    HERBALIFE L  HLF US 02/16/13 C37.5     11.5  85.7   1.80  -40.0    623
THRX   THERAVANCE   THRX US 02/16/13 C22.5    11.4  41.3   0.46   15.0    237
SD     SANDRIDGE E  SD US 04/20/13 C6         11.4  55.7   1.37   14.2   1005
CHK    CHESAPEAKE   CHK US 04/20/13 P20       11.3  36.2   1.34  -27.2    485
KERX   KERYX BIOPH  KERX US 02/16/13 C7       11.2 133.4   2.75   77.4    521
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 P2.5     11.2 100.8   0.16    0.0    309
KERX   KERYX BIOPH  KERX US 03/16/13 C10      11.1 110.9   1.10   83.3    730
ETN    EATON CORP   ETN US 02/16/13 C55       11.1  24.6   2.45   -9.3    277
EMC    EMC CORP/MA  EMC US 02/16/13 P24       11.1  23.1   0.20  -44.4   1461
PXD    PIONEER NAT  PXD US 02/16/13 P110      11.1  42.2   0.84  -23.6   1593
LVS    LAS VEGAS S  LVS US 02/16/13 P49       11.1  51.0   1.10   -0.9    726
TSCO   TRACTOR SUP  TSCO US 02/16/13 P90      11.0  54.8   2.60   10.6    204
CHK    CHESAPEAKE   CHK US 04/20/13 C20       11.0  36.3   1.37   90.3   2904
UUP    POWERSHARES  UUP US 06/22/13 C21       11.0   6.8   0.77   -7.2    800
SLV    ISHARES SIL  SLV US 02/16/13 P29       10.9  25.5   0.08  -42.9    274
CTXS   CITRIX SYST  CTXS US 03/16/13 C70      10.9  45.8   3.00  -14.3   1191
VIAB   VIACOM INC-  VIAB US 02/16/13 C57.5    10.9  32.1   2.65   25.6    357
SPY    SPDR S&P 50  SPY US 02/22/13 P151      10.9  11.1   1.99    9.9    553
BX     BLACKSTONE   BX US 03/16/13 C19        10.8  28.0   0.34    9.7   1437
CXW    CORRECTIONS  CXW US 02/16/13 P34       10.8  40.4   0.17  -65.0    300
SNV    SYNOVUS FIN  SNV US 01/18/14 C1.5      10.8  55.2   1.10    0.0    250
SLV    ISHARES SIL  SLV US 02/16/13 P30       10.8  23.0   0.22  -42.1    917
BP     BP PLC-ADR   BP US 02/16/13 C46        10.7  25.0   0.55   10.0    282
CHK    CHESAPEAKE   CHK US 03/16/13 P20       10.5  38.9   1.04  -32.9    723
KMX    CARMAX INC   KMX US 02/16/13 P39       10.5  23.7   0.50   11.1   2013
EPI    WISDOMTREE   EPI US 02/16/13 C20       10.5  20.5   0.45   28.6    326
NLY    ANNALY CAPI  NLY US 02/16/13 P15       10.5  14.5   0.20    0.0    700
DF     DEAN FOODS   DF US 02/16/13 P18        10.5  47.4   0.60   -3.2    371
VIAB   VIACOM INC-  VIAB US 02/16/13 P57.5    10.5  31.7   0.80   -9.1   4376
CHK    CHESAPEAKE   CHK US 04/20/13 C19       10.4  36.5   2.00   77.0    536
LVS    LAS VEGAS S  LVS US 02/16/13 P48       10.3  51.0   0.80    3.9    421
SLV    ISHARES SIL  SLV US 02/16/13 C30.5     10.3  22.8   0.86   87.0    582
TGT    TARGET CORP  TGT US 03/16/13 P60       10.3  21.6   1.42   18.3   4098
VNO    VORNADO RLT  VNO US 02/16/13 P85       10.3  13.9   0.95   26.7    600
ERIC   ERICSSON LM  ERIC US 02/16/13 P10      10.2  54.9   0.15    0.0    650
HYG    ISH-IBOXX H  HYG US 03/16/13 P93       10.2   9.1   0.89   18.7    225
DEPO   DEPOMED INC  DEPO US 03/16/13 C5       10.2  73.5   1.55   10.7    261
SLV    ISHARES SIL  SLV US 02/16/13 C30       10.1  23.3   1.19   60.8    329
BP     BP PLC-ADR   BP US 02/16/13 C45        10.1  25.0   0.98    7.7    289

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CPNO   COPANO ENER  CPNO US 02/16/13 C38     -60.6  15.2   0.55  120.0    223
AMZN   AMAZON.COM   AMZN US 02/16/13 P280    -48.8  29.9  10.35  -48.5   1555
AMZN   AMAZON.COM   AMZN US 02/16/13 P275    -47.0  30.6   7.45  -56.8   1828
AMZN   AMAZON.COM   AMZN US 02/16/13 P285    -46.9  29.6  12.60  -46.8    330
AMZN   AMAZON.COM   AMZN US 02/16/13 P270    -46.8  31.4   5.30  -62.9   2819
AMZN   AMAZON.COM   AMZN US 02/16/13 C280    -46.5  30.5   4.47  -47.0   4142
AMZN   AMAZON.COM   AMZN US 02/16/13 C275    -46.5  31.1   6.75  -35.6   2288
AMZN   AMAZON.COM   AMZN US 02/16/13 C285    -46.4  30.3   2.97  -55.8   2205
AMZN   AMAZON.COM   AMZN US 02/16/13 C270    -45.8  31.9   9.60  -23.2   1919
AMZN   AMAZON.COM   AMZN US 02/16/13 P265    -45.7  32.4   3.65  -70.1   1478
AMZN   AMAZON.COM   AMZN US 02/16/13 C265    -44.7  32.8  12.71  -15.3    501
CPNO   COPANO ENER  CPNO US 08/17/13 C40     -44.5  15.6   0.75    0.0    841
AMZN   AMAZON.COM   AMZN US 02/16/13 P260    -44.0  33.5   2.50  -75.4   2034
AMZN   AMAZON.COM   AMZN US 02/16/13 C260    -43.2  34.3  17.10   -5.0    246
AMZN   AMAZON.COM   AMZN US 02/16/13 P250    -41.1  36.6   1.09  -83.6   2559
ISIS   ISIS PHARM   ISIS US 02/16/13 P14     -39.2  52.4   0.15  -88.9    206
ISIS   ISIS PHARM   ISIS US 02/16/13 C15     -39.1  52.5   0.83   84.4    840
BRCM   BROADCOM CO  BRCM US 02/16/13 P35     -39.1  22.8   1.12  -41.7   1174
AMZN   AMAZON.COM   AMZN US 02/16/13 P245    -38.8  38.2   0.79  -84.7   1508
ISIS   ISIS PHARM   ISIS US 02/16/13 C14     -38.4  54.6   1.53  104.0    300
ISIS   ISIS PHARM   ISIS US 02/16/13 C16     -37.8  48.4   0.45  125.0    337
CVLT   COMMVAULT S  CVLT US 02/16/13 C80     -37.6  34.7   1.20   71.4    277
AMZN   AMAZON.COM   AMZN US 02/16/13 P240    -37.3  39.9   0.53  -87.2   1170
ISIS   ISIS PHARM   ISIS US 02/16/13 P13     -37.0  57.7   0.10  -88.9    218
CPNO   COPANO ENER  CPNO US 05/18/13 C40     -36.7  12.9   0.35    0.0   2000
KERX   KERYX BIOPH  KERX US 02/16/13 C5.5    -36.5  80.7   3.90   36.8    210
BRCM   BROADCOM CO  BRCM US 02/16/13 P34     -36.4  24.2   0.62  -51.2   3520
BRCM   BROADCOM CO  BRCM US 02/16/13 P33     -35.1  25.4   0.30  -62.0   2945
BRCM   BROADCOM CO  BRCM US 02/16/13 C35     -34.6  23.2   0.34  -33.3   8331
BRCM   BROADCOM CO  BRCM US 02/16/13 C34     -33.9  23.9   0.78  -15.2   3029
AMZN   AMAZON.COM   AMZN US 02/16/13 P230    -33.0  44.2   0.27  -89.5    706
AMZN   AMAZON.COM   AMZN US 03/16/13 P275    -33.0  28.3  11.30  -41.6   1212
BRCM   BROADCOM CO  BRCM US 02/16/13 P32     -32.3  27.5   0.11  -77.1   7872
AMZN   AMAZON.COM   AMZN US 03/16/13 P280    -32.3  27.7  13.70  -39.1    589
AMZN   AMAZON.COM   AMZN US 03/16/13 P265    -32.0  29.5   7.00  -52.5    592
AMZN   AMAZON.COM   AMZN US 03/16/13 C280    -32.0  28.3   8.30  -22.8    961
AMZN   AMAZON.COM   AMZN US 03/16/13 C275    -32.0  28.7  10.31  -20.4    393
AMZN   AMAZON.COM   AMZN US 03/16/13 C285    -31.8  28.0   6.10  -31.8   1236
AMZN   AMAZON.COM   AMZN US 03/16/13 C270    -31.8  29.3  13.25  -14.2   1467
AMZN   AMAZON.COM   AMZN US 03/16/13 P270    -31.6  28.8   8.80  -48.8   1002
BRCM   BROADCOM CO  BRCM US 02/16/13 C33     -31.1  25.6   1.44   -1.4   1061
AMZN   AMAZON.COM   AMZN US 03/16/13 P260    -30.9  30.3   5.55  -56.0    571
HLSS   HOME LOAN S  HLSS US 02/16/13 C20     -30.1  21.8   1.35  -10.0    308
AMZN   AMAZON.COM   AMZN US 02/16/13 P225    -29.9  46.6   0.18  -90.5    368
AMZN   AMAZON.COM   AMZN US 03/16/13 P255    -29.6  31.0   4.20  -59.5    375
MPC    MARATHON PE  MPC US 02/16/13 C72.5    -29.1  27.2   1.50  -30.2    394
AMZN   AMAZON.COM   AMZN US 03/16/13 P250    -29.1  31.8   3.37  -62.1    546
SO     SOUTHERN CO  SO US 02/16/13 C45       -28.8  10.0   0.13  -45.8    278
ISIS   ISIS PHARM   ISIS US 02/16/13 P12     -28.1  72.2   0.05  -90.0    580
MPC    MARATHON PE  MPC US 02/16/13 P70      -27.6  27.0   0.90  -41.9    354
CQB    CHIQUITA BR  CQB US 02/16/13 C8       -27.1  21.7   0.30    3.5    207
AMZN   AMAZON.COM   AMZN US 02/16/13 P220    -26.8  49.1   0.15  -90.0    390
BRCM   BROADCOM CO  BRCM US 02/16/13 C32     -26.6  28.6   2.40   11.6    288
GNTX   GENTEX CORP  GNTX US 02/16/13 P20     -26.5  25.6   0.90  -10.9    805
AMZN   AMAZON.COM   AMZN US 03/16/13 P240    -26.4  33.6   1.91  -67.0    297
ADT    ADT CORP/TH  ADT US 02/16/13 C49      -25.9  25.9   0.60    9.1   1101
ROK    ROCKWELL AU  ROK US 02/16/13 P85      -25.6  23.2   0.45  -29.7    235
SWHC   SMITH & WES  SWHC US 01/18/14 P3      -25.6  80.3   0.10  -33.3    300
BAC    BANK OF AME  BAC US 02/16/13 C10      -25.2  30.8   1.48   -2.6   1081
ACE    ACE LTD      ACE US 02/16/13 C85      -24.5  14.5   0.35  -75.0   1127
BXP    BOSTON PROP  BXP US 04/20/13 P92.5    -24.4  19.8   0.20  -80.0    241
AMZN   AMAZON.COM   AMZN US 02/16/13 P210    -23.6  53.6   0.10  -86.7    319
AMZN   AMAZON.COM   AMZN US 02/16/13 P215    -23.6  52.5   0.11  -89.2    246
AMZN   AMAZON.COM   AMZN US 04/20/13 P270    -23.5  28.1  12.24  -37.2    406
AMZN   AMAZON.COM   AMZN US 04/20/13 P275    -23.3  27.7  13.75  -36.8    217
TCB    TCF FINL CO  TCB US 02/16/13 P13      -22.9  24.6   0.10  -77.8    500
AMZN   AMAZON.COM   AMZN US 04/20/13 C280    -22.8  27.6  12.25   -5.0    248
AMZN   AMAZON.COM   AMZN US 04/20/13 P265    -22.6  28.6  10.15  -39.0    352
AMZN   AMAZON.COM   AMZN US 04/20/13 P260    -22.2  29.2   8.00  -44.2    411
PSX    PHILLIPS 66  PSX US 02/16/13 P62.5    -21.8  34.6   2.05  -52.7    234
YPF    YPF SA-ADR   YPF US 02/16/13 C15      -21.6  53.7   2.30   -9.8   2789
FSL    FREESCALE S  FSL US 03/16/13 C15      -21.3  38.6   0.45   28.6    217
AMZN   AMAZON.COM   AMZN US 03/16/13 P215    -20.4  39.6   0.51  -74.8    285
AMZN   AMAZON.COM   AMZN US 04/20/13 P250    -20.3  30.5   5.45  -47.8    468
BRCM   BROADCOM CO  BRCM US 03/16/13 P34     -20.2  23.5   1.05  -35.6    691
BRCM   BROADCOM CO  BRCM US 03/16/13 C35     -19.5  22.9   0.72  -10.0    858
PSX    PHILLIPS 66  PSX US 02/16/13 C65      -19.5  32.5   0.70   27.3    529
AMZN   AMAZON.COM   AMZN US 04/20/13 C285    -19.4  27.5   9.25  -15.4    372
CVLT   COMMVAULT S  CVLT US 03/16/13 C80     -19.4  34.5   2.09   54.8    363
HES    HESS CORP    HES US 02/16/13 P67.5    -19.3  28.8   1.65  -11.3    282
BRCM   BROADCOM CO  BRCM US 03/16/13 P33     -19.2  24.5   0.64  -44.8    349
AMZN   AMAZON.COM   AMZN US 04/20/13 P240    -18.8  31.8   3.70  -51.0    281
RYL    RYLAND GROU  RYL US 02/16/13 P41      -18.8  34.9   1.20  -14.3    411
HES    HESS CORP    HES US 02/16/13 C67.5    -18.6  29.0   1.58  -34.7    535
AMZN   AMAZON.COM   AMZN US 03/16/13 P245    -18.1  32.8   2.34  -67.2    971
AMZN   AMAZON.COM   AMZN US 04/20/13 P245    -18.1  31.1   4.38  -51.9    244
BRCM   BROADCOM CO  BRCM US 03/16/13 C33     -18.1  24.7   1.82    5.8    339
CPNO   COPANO ENER  CPNO US 05/18/13 P39     -17.8  13.7   1.80    0.0    200
WPZ    WILLIAMS PA  WPZ US 03/16/13 P50      -17.6  19.5   1.20    0.0   1320
PFE    PFIZER INC   PFE US 02/16/13 P27      -17.5  15.2   0.16    0.0    719
HES    HESS CORP    HES US 02/16/13 C70      -17.5  29.9   0.74  -45.2    316
HES    HESS CORP    HES US 02/16/13 P65      -17.4  29.2   0.66  -25.0    302
AMZN   AMAZON.COM   AMZN US 04/20/13 P255    -17.4  29.8   6.85  -44.8    223
KMP    KINDER MORG  KMP US 02/16/13 C87.5    -17.2  12.1   1.24  -51.2    288
PSX    PHILLIPS 66  PSX US 02/16/13 C62.5    -17.2  33.1   1.55   40.9   1983
AMZN   AMAZON.COM   AMZN US 02/16/13 P200    -16.8  61.1   0.03  -94.0    258
BA     BOEING CO/T  BA US 02/16/13 C77.5     -16.6  19.9   0.25  -19.4    526
PFE    PFIZER INC   PFE US 03/16/13 C26      -16.6  16.3   1.60   -8.1    280
SPY    SPDR S&P 50  SPY US 02/16/13 C143     -16.5  17.2   7.64   -2.9    261
ADT    ADT CORP/TH  ADT US 02/16/13 C46      -15.9  28.5   2.50   61.3   1039
RIMM   RESEARCH IN  RIMM US 02/16/13 P8      -15.8 126.3   0.01  -66.7    458
PSX    PHILLIPS 66  PSX US 02/16/13 P60      -15.7  34.8   0.90  -55.0    552
BRCM   BROADCOM CO  BRCM US 03/16/13 C32     -15.4  26.2   2.56    8.9    226
HES    HESS CORP    HES US 02/16/13 C65      -15.3  29.6   3.19  -18.2    565
BA     BOEING CO/T  BA US 02/16/13 C75       -15.3  20.5   0.98    8.9   3925
HES    HESS CORP    HES US 02/16/13 P62.5    -15.3  30.8   0.23  -37.8    308
PFE    PFIZER INC   PFE US 04/20/13 C25      -15.2  17.7   2.71   -0.4    218
ISIS   ISIS PHARM   ISIS US 04/20/13 C13     -14.7  57.5   3.00   50.0    354
PSX    PHILLIPS 66  PSX US 02/16/13 P57.5    -14.6  35.2   0.38  -63.8    458
PSX    PHILLIPS 66  PSX US 02/16/13 C60      -14.6  33.9   3.10   59.0   2029
BA     BOEING CO/T  BA US 02/16/13 P75       -14.5  20.8   1.84  -29.0    215
HLF    HERBALIFE L  HLF US 02/16/13 C30      -14.5 102.7   6.46  -27.2    265
PFE    PFIZER INC   PFE US 02/16/13 C27      -14.4  15.6   0.59  -20.3    732
RYL    RYLAND GROU  RYL US 02/16/13 C41      -14.3  35.5   1.15  -30.3    362
RIMM   RESEARCH IN  RIMM US 02/16/13 P14     -14.2  99.5   0.77   -2.5   4797
HLF    HERBALIFE L  HLF US 02/16/13 C32.5    -14.2  92.1   4.30  -39.9    347
IOC    INTEROIL CO  IOC US 04/20/13 P35      -14.1  76.7   0.60  -29.4    200
RIMM   RESEARCH IN  RIMM US 02/16/13 P15     -14.1  97.9   1.18   -0.8   5428
PFE    PFIZER INC   PFE US 03/16/13 P27      -13.6  14.8   0.34   -2.9    401
SLB    SCHLUMBERGE  SLB US 02/16/13 C75      -13.3  21.8   4.00  -22.2    330
UIS    UNISYS CORP  UIS US 02/16/13 P17      -13.2  62.7   0.05  -87.5    504
TOT    TOTAL SA-SP  TOT US 03/16/13 P55      -12.9  14.2   1.44  -28.0    215
CPNO   COPANO ENER  CPNO US 08/17/13 C38     -12.9  15.7   1.50  900.0    301
RIMM   RESEARCH IN  RIMM US 02/16/13 C15     -12.8  99.3   1.29  -30.3   5057
RIMM   RESEARCH IN  RIMM US 02/16/13 P13     -12.8 103.3   0.44  -13.7   2222
FMCN   FOCUS MEDIA  FMCN US 02/16/13 P25     -12.6  17.2   0.20    0.0    337
CVLT   COMMVAULT S  CVLT US 04/20/13 C80     -12.5  34.1   3.20   77.8    258
JBLU   JETBLUE AIR  JBLU US 02/16/13 P6      -12.5  30.2   0.22   46.7    559
UIS    UNISYS CORP  UIS US 04/20/13 C21      -12.4  37.0   1.64  228.0    262
TJX    TJX COS INC  TJX US 02/16/13 C45      -12.3  13.6   0.75    7.1   3414
RIMM   RESEARCH IN  RIMM US 02/16/13 C14     -12.0 101.9   1.77  -28.3   1216
RIMM   RESEARCH IN  RIMM US 02/22/13 P15     -12.0  91.7   1.40    3.7    212
BA     BOEING CO/T  BA US 02/16/13 C72.5     -12.0  22.5   2.54   17.1    623
FSL    FREESCALE S  FSL US 03/16/13 C13      -11.8  40.0   1.70  183.3    802
RIMM   RESEARCH IN  RIMM US 02/22/13 P14     -11.5  94.0   0.95    0.0    324
ISIS   ISIS PHARM   ISIS US 02/16/13 P11     -11.3  93.1   0.05  -80.0    220
BA     BOEING CO/T  BA US 02/16/13 P72.5     -11.3  22.8   0.78  -40.5   1005
RIMM   RESEARCH IN  RIMM US 02/16/13 C13     -11.2 104.9   2.46  -21.9    285
PSX    PHILLIPS 66  PSX US 02/16/13 P55      -10.9  38.1   0.20  -60.0    312
HALO   HALOZYME TH  HALO US 02/16/13 C7.5    -10.8  75.8   0.90  -25.0   3899
IWM    ISHARES-RUS  IWM US 02/16/13 C86      -10.8  19.1   3.71  -10.2    293
XLE    SPDR-ENERGY  XLE US 03/16/13 C68      -10.7  23.7   9.91   12.0    347
RIMM   RESEARCH IN  RIMM US 02/16/13 P12     -10.7 106.5   0.24  -14.3   3370
AMZN   AMAZON.COM   AMZN US 03/16/13 P175    -10.6  52.4   0.09  -73.5    204
RIMM   RESEARCH IN  RIMM US 02/22/13 C15.5   -10.6  92.9   1.03  -40.8    348
HIG    HARTFORD FI  HIG US 03/16/13 C21      -10.4  35.6   3.70    0.8    300
TJX    TJX COS INC  TJX US 02/16/13 P45      -10.3  14.0   0.50   -9.1    532
AMZN   AMAZON.COM   AMZN US 04/20/13 P210    -10.3  37.4   1.14  -57.9    414
PSX    PHILLIPS 66  PSX US 03/16/13 C65      -10.3  30.1   1.30   16.1    739
RIMM   RESEARCH IN  RIMM US 03/01/13 P15     -10.2  90.4   1.51    0.7    217
RPRX   REPROS THER  RPRX US 02/16/13 C12.5   -10.2  77.5   0.70   -6.7   1375
SPY    SPDR S&P 50  SPY US 02/16/13 C146     -10.2  14.9   4.90   -5.8    201
ABBV   ABBVIE INC   ABBV US 02/16/13 C37.5   -10.0  19.8   0.40  -38.5   1120
RIMM   RESEARCH IN  RIMM US 03/16/13 P6      -10.0 125.6   0.03    0.0    250

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

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