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

By Bloomberg News - Jan 31, 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
=============================================================================
CXS    CREXUS INVE  CXS US 03/16/13 C12.5     49.1  14.5   0.80  433.3    500
WLK    WESTLAKE CH  WLK US 02/16/13 C90       38.0  38.0   3.50   89.2   1566
WLK    WESTLAKE CH  WLK US 02/16/13 C85       37.6  42.9   6.10   11.1    585
IWM    ISHARES-RUS  IWM US 02/16/13 C86       24.8  18.2   3.52   11.8    211
IWM    ISHARES-RUS  IWM US 02/22/13 C85       23.6  18.0   4.51  -12.9    341
SPY    SPDR S&P 50  SPY US 02/16/13 C143      22.8  17.4   7.10   -3.7    483
CLF    CLIFFS NATU  CLF US 02/16/13 P37       21.8  50.9   1.58  -23.3    956
CLF    CLIFFS NATU  CLF US 02/16/13 P38       21.6  49.3   2.10  -25.5    628
CLDX   CELLDEX THE  CLDX US 02/16/13 P7       20.8  67.5   0.25    0.0    276
PKI    PERKINELMER  PKI US 02/16/13 C35       20.3  38.6   1.10   15.8    300
TA     TRAVELCENTE  TA US 06/22/13 C7.5       20.0  48.0   1.05   16.7    200
FNSR   FINISAR COR  FNSR US 02/16/13 C15      19.3  46.9   1.10  450.0    379
LYB    LYONDELLBAS  LYB US 02/16/13 P60       19.0  45.4   0.85    6.2    505
ETRM   ENTEROMEDIC  ETRM US 02/16/13 C2.5     18.4 440.1   1.15    9.5    212
APKT   ACME PACKET  APKT US 02/16/13 C25      18.2  73.7   0.90   45.2   1987
APKT   ACME PACKET  APKT US 02/16/13 C24      17.8  74.8   1.30   35.4    285
EQIX   EQUINIX INC  EQIX US 02/16/13 P210     17.6  55.6   7.20   12.5   1319
LYB    LYONDELLBAS  LYB US 02/16/13 P62.5     17.4  42.4   1.50   -9.1    666
JDSU   JDS UNIPHAS  JDSU US 02/16/13 C11      17.1  76.3   3.50  125.8    235
RMD    RESMED INC   RMD US 02/16/13 C45       16.8  25.2   0.35  -86.5    522
LYB    LYONDELLBAS  LYB US 02/16/13 P57.5     16.7  46.5   0.35   16.7    374
ARCC   ARES CAPITA  ARCC US 01/17/15 P10      16.6  36.9   0.60    0.0    236
RRC    RANGE RESOU  RRC US 02/16/13 C65       16.3  31.2   2.65  -42.4    638
AWAY   HOMEAWAY IN  AWAY US 03/16/13 C22.5    16.3  48.0   2.25   22.3    361
HAIN   HAIN CELEST  HAIN US 02/16/13 P50      16.1  78.1   0.85  -23.4    407
RRC    RANGE RESOU  RRC US 02/16/13 P67.5     15.9  30.9   2.15   59.3    306
SWY    SAFEWAY INC  SWY US 03/16/13 C15       15.5  48.1   4.20   -6.7    200
LYB    LYONDELLBAS  LYB US 02/16/13 C62.5     15.5  41.6   3.00   33.3    451
LYB    LYONDELLBAS  LYB US 02/16/13 C60       15.0  45.6   4.60   15.0   5048
ELX    EMULEX CORP  ELX US 02/16/13 C8        14.9  47.2   0.19   90.0    220
RRC    RANGE RESOU  RRC US 02/16/13 C67.5     14.5  31.0   1.08  -42.5    522
BUD    ANHEUSER-SP  BUD US 02/16/13 C90       14.4  25.6   0.90  -80.7    725
NSM    NATIONSTAR   NSM US 02/16/13 C35       13.9  49.4   1.70  100.0   2343
HAIN   HAIN CELEST  HAIN US 02/16/13 P55      13.7  69.8   2.10  -23.6    895
QCOM   QUALCOMM IN  QCOM US 02/16/13 C55      13.7  45.9  11.40   32.6    231
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 P2       13.6 118.2   0.03    0.0    200
TIVO   TIVO INC     TIVO US 02/16/13 C12      13.4  64.4   0.93   -6.1   2267
SCHW   SCHWAB (CHA  SCHW US 02/16/13 P16      13.2  24.5   0.15    0.0    262
CIEN   CIENA CORP   CIEN US 02/16/13 C15      13.2  47.0   0.88  151.4    308
IWM    ISHARES-RUS  IWM US 02/16/13 C88       13.2  16.5   1.92    6.7    354
CVX    CHEVRON COR  CVX US 02/16/13 C120      13.1  15.8   0.17  -32.0    233
HEK    HECKMANN CO  HEK US 01/18/14 C3        13.0  58.5   1.10   -4.3    776
SPY    SPDR S&P 50  SPY US 02/16/13 C145      12.7  15.6   5.24   -2.1   1411
CPRT   COPART INC   CPRT US 03/16/13 P35      12.4  26.9   0.80  -55.6    662
ORCL   ORACLE CORP  ORCL US 02/16/13 C29      12.2  47.6   6.60    1.5    232
RPRX   REPROS THER  RPRX US 05/18/13 C10      11.9  70.7   3.10   -1.9    260
KRE    SPDR S&P RE  KRE US 03/16/13 P30       11.9  16.8   0.84  -30.6   1430
CNQ    CAN NATURAL  CNQ US 02/16/13 C32       11.9  23.5   0.15  -51.6    420
CIEN   CIENA CORP   CIEN US 02/16/13 P15      11.7  45.5   0.34  -46.9    235
TIVO   TIVO INC     TIVO US 02/16/13 C13      11.4  62.8   0.43    7.5    750
PRGO   PERRIGO CO   PRGO US 02/16/13 P100     11.1  36.0   3.10   -3.1    272
F      FORD MOTOR   F US 02/16/13 C12         10.9  32.6   0.89   -7.3    575
CIEN   CIENA CORP   CIEN US 02/16/13 P14      10.7  47.4   0.10  -61.5    221
GE     GENERAL ELE  GE US 02/16/13 C23        10.6  15.7   0.05    0.0    584
XOM    EXXON MOBIL  XOM US 02/16/13 P92.5     10.6  16.0   2.93    4.6    492
AFFY   AFFYMAX INC  AFFY US 04/20/13 C16      10.6  73.6   4.40  -15.4    250
CAB    CABELA'S IN  CAB US 02/16/13 P50       10.5  57.2   1.40  -18.6    327
JCI    JOHNSON CON  JCI US 02/16/13 P30       10.4  22.2   0.20   66.7    832
BX     BLACKSTONE   BX US 02/16/13 P19        10.4  27.7   0.84  -36.8    378
NE     NOBLE CORP   NE US 02/16/13 C38        10.4  31.3   2.43   17.4   1041

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
WMS    WMS INDS IN  WMS US 02/16/13 C25      -87.3  13.4   0.20  300.0    695
WMS    WMS INDS IN  WMS US 04/20/13 P25      -84.6  12.5   0.75    0.0    712
WMS    WMS INDS IN  WMS US 03/16/13 C25      -83.7  11.8   0.25    0.0    222
WMS    WMS INDS IN  WMS US 02/16/13 P25      -83.4  16.3   0.45    0.0    418
WMS    WMS INDS IN  WMS US 07/20/13 C25      -79.7   9.8   0.50   66.7    327
CLSN   CELSION COR  CLSN US 02/16/13 C1      -75.9 199.6   0.45  -93.6    832
WMS    WMS INDS IN  WMS US 04/20/13 P22.5    -74.7  17.6   0.10    0.0    310
WMS    WMS INDS IN  WMS US 07/20/13 P25      -72.2   8.3   0.68    0.0    765
WMS    WMS INDS IN  WMS US 07/20/13 C22.5    -70.9  13.2   2.50  455.6    288
CLSN   CELSION COR  CLSN US 02/16/13 P1.5    -69.2 185.0   0.25   66.7   4259
CLSN   CELSION COR  CLSN US 02/16/13 P1      -64.9 214.6   0.05  -50.0   3469
CLSN   CELSION COR  CLSN US 04/20/13 P1      -64.2 121.8   0.15   50.0    355
CLSN   CELSION COR  CLSN US 03/16/13 P1      -58.5 162.9   0.15    7.1    769
WMS    WMS INDS IN  WMS US 07/20/13 P22.5    -57.4  14.6   0.33    0.0    592
WMS    WMS INDS IN  WMS US 03/16/13 P22.5    -54.5  22.1   0.07    0.0    305
FTNT   FORTINET IN  FTNT US 02/16/13 C24     -53.7  43.2   0.71  136.7    927
FIO    FUSION-IO I  FIO US 02/16/13 C17      -51.9  50.6   0.75  -78.6    296
CNQR   CONCUR TECH  CNQR US 02/16/13 P65     -51.8  29.4   0.65  -31.6    624
FIO    FUSION-IO I  FIO US 02/16/13 P17      -51.8  49.8   0.66   32.0   1203
FIO    FUSION-IO I  FIO US 02/16/13 P16      -51.2  51.5   0.30    7.1   7666
FB     FACEBOOK IN  FB US 02/16/13 P31       -50.3  36.2   1.27  -28.2   9216
FB     FACEBOOK IN  FB US 02/16/13 P30       -49.8  36.9   0.76  -42.9   5799
FIO    FUSION-IO I  FIO US 02/16/13 P15      -49.7  52.8   0.15  -25.0    231
ERIC   ERICSSON LM  ERIC US 02/16/13 C12     -49.6  26.8   0.15  200.0    251
CLSN   CELSION COR  CLSN US 01/18/14 C1.5    -49.4  94.0   0.44    0.0    631
FTNT   FORTINET IN  FTNT US 02/16/13 P23     -48.4  46.5   0.40    0.0   1685
CXS    CREXUS INVE  CXS US 06/22/13 C12.5    -48.4   7.3   0.80  122.2    793
FB     FACEBOOK IN  FB US 02/16/13 C31       -48.4  37.5   0.65  -67.7   6699
FB     FACEBOOK IN  FB US 02/16/13 P29       -48.3  38.1   0.40  -56.5   8194
FB     FACEBOOK IN  FB US 02/16/13 C30       -48.2  38.0   1.12  -56.6  10235
CTXS   CITRIX SYST  CTXS US 02/16/13 C67.5   -48.1  31.1   6.60  120.0    920
FB     FACEBOOK IN  FB US 02/16/13 P28       -46.8  39.8   0.20  -70.2   5299
FB     FACEBOOK IN  FB US 02/16/13 C29       -46.4  39.5   1.67  -47.8   2788
CTXS   CITRIX SYST  CTXS US 02/16/13 P72.5   -46.2  30.3   1.25  -82.4    895
CTXS   CITRIX SYST  CTXS US 02/16/13 C72.5   -46.1  30.5   2.50   92.3   5407
FB     FACEBOOK IN  FB US 02/16/13 C28       -45.9  41.5   2.37  -40.8   1919
ERIC   ERICSSON LM  ERIC US 02/16/13 C11     -45.6  25.2   0.65  116.7    204
FB     FACEBOOK IN  FB US 02/16/13 P27       -45.4  41.4   0.10  -77.3   7009
SWKS   SKYWORKS SO  SWKS US 02/16/13 C23     -45.0  38.0   1.75  169.2   8463
FTNT   FORTINET IN  FTNT US 02/16/13 C23     -45.0  50.9   1.40  250.0   1389
SWKS   SKYWORKS SO  SWKS US 02/16/13 C25     -45.0  36.7   0.45   80.0   1267
ALGN   ALIGN TECHN  ALGN US 02/16/13 C32     -44.7  31.4   0.50    4.2    306
CTXS   CITRIX SYST  CTXS US 02/16/13 P70     -44.7  32.0   0.54  -89.6    496
CTXS   CITRIX SYST  CTXS US 02/16/13 C70     -44.5  32.2   4.20  101.9   3943
FTNT   FORTINET IN  FTNT US 02/16/13 C21     -44.4  54.1   2.80  250.0    286
FB     FACEBOOK IN  FB US 02/22/13 P30       -44.2  35.4   0.97  -30.7   1993
SWKS   SKYWORKS SO  SWKS US 02/16/13 C24     -44.0  37.3   0.95  137.5   1140
FB     FACEBOOK IN  FB US 02/16/13 P26       -43.8  43.6   0.05  -82.8   1404
ALGN   ALIGN TECHN  ALGN US 02/16/13 C31     -43.4  32.7   0.75    0.0    281
CTXS   CITRIX SYST  CTXS US 02/16/13 C75     -43.1  30.0   1.20   84.6   2278
FB     FACEBOOK IN  FB US 02/22/13 P29       -43.1  36.3   0.62  -38.6    261
QCOM   QUALCOMM IN  QCOM US 02/16/13 P67.5   -42.8  18.1   1.59  -64.5   3013
FB     FACEBOOK IN  FB US 02/22/13 C30       -42.6  36.4   1.20  -54.4    761
FB     FACEBOOK IN  FB US 02/22/13 C31       -42.5  36.0   0.71  -66.2    342
NOW    SERVICENOW   NOW US 02/16/13 P30      -42.4  57.0   1.95  -37.1   1140
DOW    DOW CHEMICA  DOW US 02/16/13 P34      -42.2  20.8   1.50  100.0   2265
FB     FACEBOOK IN  FB US 02/22/13 P28.5     -42.1  37.1   0.46  -47.1    586
FB     FACEBOOK IN  FB US 02/16/13 P25       -42.1  46.6   0.02  -90.5   1074
UA     UNDER ARMOU  UA US 02/16/13 C47.5     -41.9  36.5   3.40   24.5    929
SWKS   SKYWORKS SO  SWKS US 02/16/13 P25     -41.8  33.9   1.10  -70.3    623
FB     FACEBOOK IN  FB US 02/22/13 P28       -41.7  38.0   0.42  -42.5    252
QCOM   QUALCOMM IN  QCOM US 02/16/13 C67.5   -41.7  18.4   0.57   32.6  10655
CTXS   CITRIX SYST  CTXS US 02/16/13 P75     -41.5  29.6   2.34  -72.5    777
DOW    DOW CHEMICA  DOW US 02/16/13 P33      -41.4  21.8   0.86   91.1    601
DOW    DOW CHEMICA  DOW US 02/16/13 C33      -41.4  21.9   0.40  -80.0    945
COP    CONOCOPHILL  COP US 02/16/13 C57.5    -41.2  16.8   1.12  -70.5    659
CDNS   CADENCE DES  CDNS US 02/16/13 C14     -41.2  21.4   0.20  -42.9    345
DOW    DOW CHEMICA  DOW US 02/16/13 C34      -40.6  21.1   0.13  -90.3    542
TSCO   TRACTOR SUP  TSCO US 02/16/13 C105    -40.6  24.3   0.90  100.0    329
STZ    CONSTELLATI  STZ US 02/16/13 P30      -40.6  58.3   1.30  333.3   1264
UA     UNDER ARMOU  UA US 02/16/13 C50       -40.2  35.2   1.85   15.6   1699
QCOM   QUALCOMM IN  QCOM US 02/16/13 P65     -39.9  20.0   0.50  -81.3   1660
QCOM   QUALCOMM IN  QCOM US 02/16/13 C65     -39.5  20.3   1.94   68.7   9258
UA     UNDER ARMOU  UA US 02/16/13 C52.5     -39.5  34.3   0.75    7.1   1844
PBI    PITNEY BOWE  PBI US 03/16/13 C14      -39.5  26.8   0.30  500.0    400
PBI    PITNEY BOWE  PBI US 02/16/13 C12      -39.3  33.6   1.75  250.0    302
SWKS   SKYWORKS SO  SWKS US 02/16/13 P24     -39.2  37.9   0.50  -83.3    810
FB     FACEBOOK IN  FB US 02/16/13 P24       -39.0  51.2   0.01  -92.9    505
IVZ    INVESCO LTD  IVZ US 02/16/13 P27      -38.5  17.4   0.35  -41.7    600
DOW    DOW CHEMICA  DOW US 02/16/13 P31      -38.3  26.0   0.15   25.0    216
SWKS   SKYWORKS SO  SWKS US 02/16/13 C21     -38.2  43.1   3.54  128.4    489
TSCO   TRACTOR SUP  TSCO US 02/16/13 C100    -38.1  26.4   3.40  172.0    244
DNKN   DUNKIN' BRA  DNKN US 02/16/13 P35     -37.9  29.6   0.45  -59.1    322
WHR    WHIRLPOOL C  WHR US 02/16/13 C115     -37.7  28.0   2.10   17.3    471
FB     FACEBOOK IN  FB US 03/01/13 P28.5     -37.6  36.7   0.59  -37.9    302
SWKS   SKYWORKS SO  SWKS US 02/16/13 C22     -37.4  43.6   2.60  147.6   3586
FB     FACEBOOK IN  FB US 03/01/13 P29       -37.1  36.3   0.76  -29.0    287
FB     FACEBOOK IN  FB US 03/01/13 P28       -36.9  37.1   0.48  -38.5    429
UA     UNDER ARMOU  UA US 02/16/13 P50       -36.9  35.4   1.11  -67.0   3070
CTXS   CITRIX SYST  CTXS US 02/16/13 P65     -36.8  39.0   0.10  -95.8    589
FB     FACEBOOK IN  FB US 03/01/13 C31       -36.8  36.3   0.83  -61.9    366
UA     UNDER ARMOU  UA US 02/16/13 P47.5     -36.5  37.6   0.45  -79.1   3031
UA     UNDER ARMOU  UA US 02/16/13 P45       -36.5  39.6   0.13  -87.8    630
FTNT   FORTINET IN  FTNT US 02/16/13 C19     -36.1  61.9   5.20  197.1    661
FB     FACEBOOK IN  FB US 03/01/13 C30       -36.0  37.3   1.20  -56.2    523
FB     FACEBOOK IN  FB US 03/01/13 P27       -35.8  38.6   0.26  -51.9    471
FB     FACEBOOK IN  FB US 02/16/13 C26       -35.8  51.0   4.07  -25.3    202
FIO    FUSION-IO I  FIO US 03/16/13 P16      -35.8  51.5   0.75   25.0    596
HP     HELMERICH &  HP US 02/16/13 P65       -35.5  23.8   2.15  -32.8    300
SGI    SILICON GRA  SGI US 02/16/13 C15      -35.5  52.7   0.60  140.0    344
QCOM   QUALCOMM IN  QCOM US 02/16/13 P62.5   -35.4  22.9   0.15  -89.3   3289
PBI    PITNEY BOWE  PBI US 02/16/13 C13      -35.4  33.9   0.80  471.4    903
BX     BLACKSTONE   BX US 02/16/13 C19       -35.3  27.8   0.23 2200.0   2017
CL     COLGATE-PAL  CL US 02/16/13 C110      -35.2  11.8   0.24  -88.8    458
LVS    LAS VEGAS S  LVS US 02/16/13 P55      -35.0  32.1   2.02  -51.9   1487
CRR    CARBO CERAM  CRR US 02/16/13 P75      -34.8  37.6   1.50  -55.9    378
WMS    WMS INDS IN  WMS US 03/16/13 C17.5    -34.7  45.0   7.00  548.1    256
PCAR   PACCAR INC   PCAR US 02/16/13 P48.2   -34.7  21.2   1.05  -28.1    311
R      RYDER SYSTE  R US 02/16/13 P55        -34.6  23.7   0.50  -75.6    587
LVS    LAS VEGAS S  LVS US 02/16/13 P52.5    -34.6  33.0   0.83  -69.0   2851
ALV    AUTOLIV INC  ALV US 02/16/13 P65      -34.5  24.3   0.95  -17.4    326
LVS    LAS VEGAS S  LVS US 02/16/13 C55      -34.5  32.3   1.02   13.3   4731
LQDT   LIQUIDITY S  LQDT US 02/16/13 P30     -34.5  55.8   1.00 1900.0    263
JDSU   JDS UNIPHAS  JDSU US 02/16/13 C15     -34.5  35.5   0.29  866.7   2087
QCOM   QUALCOMM IN  QCOM US 02/16/13 C62.5   -34.2  23.5   4.10   70.8   2737
LVS    LAS VEGAS S  LVS US 02/16/13 C52.5    -34.1  33.6   2.28   26.7   2291
FIO    FUSION-IO I  FIO US 03/16/13 P15      -33.8  52.4   0.40   14.3    200
STZ    CONSTELLATI  STZ US 02/16/13 P27.5    -33.8  72.6   0.50  100.0   3308
DNKN   DUNKIN' BRA  DNKN US 02/16/13 C37.5   -33.6  33.3   0.45  -47.1   1564
FTNT   FORTINET IN  FTNT US 03/16/13 C24     -33.6  41.9   1.20  242.9    227
WHR    WHIRLPOOL C  WHR US 02/16/13 C110     -33.4  29.6   4.65   31.4   1088
FB     FACEBOOK IN  FB US 03/16/13 P31       -33.4  34.7   1.96   -7.5  10070
FB     FACEBOOK IN  FB US 03/01/13 C27.5     -33.3  40.0   2.95  -37.4    261
TWC    TIME WARNER  TWC US 02/16/13 C92.5    -33.2  20.2   0.95  -88.8    223
CL     COLGATE-PAL  CL US 02/16/13 P105      -33.0  15.2   0.49   48.5    677
EA     ELECTRONIC   EA US 02/16/13 P15       -32.1  36.4   0.18  -71.9    520
FB     FACEBOOK IN  FB US 03/16/13 P30       -32.0  35.5   1.32  -19.5   5422
NOW    SERVICENOW   NOW US 02/16/13 P25      -31.7  73.0   0.28  -73.3    655
FTNT   FORTINET IN  FTNT US 02/16/13 P19     -31.3  66.3   0.05  -96.5    401
CXS    CREXUS INVE  CXS US 09/21/13 P10      -31.0  26.0   0.05    0.0    200
FB     FACEBOOK IN  FB US 03/16/13 P29       -30.9  36.5   0.96  -23.8   3635
FTNT   FORTINET IN  FTNT US 03/16/13 P19     -30.8  45.3   0.20  -87.9    202
WHR    WHIRLPOOL C  WHR US 02/16/13 P105     -30.7  30.6   0.35  -85.4    403
CIM    CHIMERA INV  CIM US 03/16/13 C3       -30.5  20.4   0.10    0.0    220
EA     ELECTRONIC   EA US 02/16/13 C16       -30.5  37.3   0.31   -8.8    536
COP    CONOCOPHILL  COP US 02/16/13 P55      -30.4  22.4   0.12   50.0   1341
FB     FACEBOOK IN  FB US 03/16/13 C31       -30.1  36.4   1.21  -49.6   8099
PCAR   PACCAR INC   PCAR US 02/16/13 P46.2   -30.1  24.8   0.35  -48.1    357
FB     FACEBOOK IN  FB US 03/16/13 C30       -29.8  37.1   1.70  -41.6   5378
DNKN   DUNKIN' BRA  DNKN US 02/16/13 C35     -29.6  34.6   1.50  -21.1    281
OI     OWENS-ILLIN  OI US 02/16/13 C23       -29.6  23.8   0.95   93.9    520
MJN    MEAD JOHNSO  MJN US 02/16/13 C70      -29.6  27.8   6.50  348.3   3083
CTXS   CITRIX SYST  CTXS US 03/16/13 C75     -29.4  30.5   2.60   97.0    546
FB     FACEBOOK IN  FB US 03/16/13 P27       -29.4  38.4   0.42  -40.9   1558
LVS    LAS VEGAS S  LVS US 02/16/13 P50      -29.2  36.0   0.28  -80.6   1973
CL     COLGATE-PAL  CL US 02/16/13 P110      -29.0  13.3   2.98  131.0   2074
FB     FACEBOOK IN  FB US 03/16/13 P26       -28.9  39.3   0.23  -53.1   5194
ERIC   ERICSSON LM  ERIC US 02/16/13 P12     -28.9  24.3   0.40  -63.6    245
VIAB   VIACOM INC-  VIAB US 02/16/13 C60     -28.7  21.5   1.05  -15.3    308
JDSU   JDS UNIPHAS  JDSU US 02/16/13 P14     -28.6  37.8   0.19  -88.8    731
QCOM   QUALCOMM IN  QCOM US 02/16/13 C60     -28.6  27.1   6.50   58.5    695
FB     FACEBOOK IN  FB US 03/16/13 C29       -28.6  37.9   2.25  -37.0   2165
STZ    CONSTELLATI  STZ US 02/16/13 C30      -28.4  73.3   2.60  -73.2    252
PBI    PITNEY BOWE  PBI US 03/16/13 C13      -28.4  31.1   1.01  380.9    265
EA     ELECTRONIC   EA US 02/16/13 C15       -28.2  38.9   0.87   17.6    353
MA     MASTERCARD   MA US 02/16/13 C525      -28.2  19.6   4.35  -44.2    328
FB     FACEBOOK IN  FB US 03/16/13 C27       -28.1  39.4   3.80  -24.0    642
FTNT   FORTINET IN  FTNT US 03/16/13 C21     -27.8  46.3   3.10  187.0    483
MA     MASTERCARD   MA US 02/16/13 C530      -27.8  19.6   3.25  -46.8    266
FB     FACEBOOK IN  FB US 03/16/13 C26       -27.7  40.7   4.40  -22.9    237
JDSU   JDS UNIPHAS  JDSU US 02/16/13 P15     -27.6  34.0   0.63  -67.2    906
LVS    LAS VEGAS S  LVS US 02/16/13 C50      -27.4  37.2   4.50   47.5    594
FB     FACEBOOK IN  FB US 03/16/13 C28       -27.4  39.4   3.00  -27.7   3230
JDSU   JDS UNIPHAS  JDSU US 02/16/13 C14     -27.2  41.3   0.86  616.7   4467
SHW    SHERWIN-WIL  SHW US 02/16/13 P160     -27.1  20.9   1.60  -41.8    563
SHW    SHERWIN-WIL  SHW US 02/16/13 C170     -27.1  18.9   0.40  -57.9    693
NOW    SERVICENOW   NOW US 03/16/13 C30      -27.0  53.9   2.00  -11.5    268
FB     FACEBOOK IN  FB US 03/16/13 P24       -26.9  41.7   0.11  -54.2   5607
FTNT   FORTINET IN  FTNT US 03/16/13 C20     -26.9  47.8   4.20  180.0    273
FB     FACEBOOK IN  FB US 03/16/13 P25       -26.9  41.0   0.14  -58.8   1266
UA     UNDER ARMOU  UA US 02/16/13 C45       -26.5  43.2   6.10   35.6   1154
MA     MASTERCARD   MA US 02/16/13 C520      -26.5  20.2   5.90  -41.6    429
NOW    SERVICENOW   NOW US 03/16/13 P30      -26.4  53.7   2.55  -31.1    240
UPS    UNITED PARC  UPS US 02/16/13 C80      -26.3  13.8   0.68  -66.2   1652
NXPI   NXP SEMICON  NXPI US 02/16/13 C30     -26.2  37.7   0.55  -52.2    445
SWKS   SKYWORKS SO  SWKS US 03/16/13 C25     -26.0  37.6   1.00  122.2    315
CTXS   CITRIX SYST  CTXS US 03/16/13 P72.5   -26.0  31.1   2.45  -67.8    251
MYRX   MYREXIS INC  MYRX US 09/21/13 P2.5    -25.9  23.4   0.05  -50.0    222
R      RYDER SYSTE  R US 03/16/13 C57.5      -25.7  21.7   1.20   20.0    260
OI     OWENS-ILLIN  OI US 02/16/13 P23       -25.4  24.8   0.10  -86.7    273
MX     MAGNACHIP S  MX US 02/16/13 P15       -25.2  47.8   0.10  -80.0    220
LVS    LAS VEGAS S  LVS US 02/16/13 P49      -24.8  37.6   0.18  -83.2    206
CTXS   CITRIX SYST  CTXS US 03/16/13 C70     -24.6  32.4   5.60  110.5    245
TWC    TIME WARNER  TWC US 03/16/13 C90      -24.5  19.3   2.85    0.0   1113
CTXS   CITRIX SYST  CTXS US 02/16/13 P60     -24.5  49.7   0.05  -95.1    489
PBI    PITNEY BOWE  PBI US 04/20/13 C14      -24.2  25.0   0.35  250.0    335
FB     FACEBOOK IN  FB US 03/16/13 P23       -23.9  44.2   0.07  -56.2    344
MA     MASTERCARD   MA US 02/16/13 C540      -23.8  20.2   1.22  -65.1    235
QCOM   QUALCOMM IN  QCOM US 03/16/13 P67.5   -23.6  19.3   2.47  -51.1    623
QCOM   QUALCOMM IN  QCOM US 03/16/13 C67.5   -23.6  19.2   1.20   55.8   2916
RIMM   RESEARCH IN  RIMM US 02/16/13 C10     -23.5 106.3   2.90  -30.9    275
QCOM   QUALCOMM IN  QCOM US 02/16/13 P60     -23.5  28.6   0.05  -92.5   1846
CRR    CARBO CERAM  CRR US 02/16/13 P70      -23.3  44.7   0.10  -93.3    429
FB     FACEBOOK IN  FB US 04/20/13 P31       -23.0  35.0   2.43   -3.6   1060
R      RYDER SYSTE  R US 02/16/13 C57.5      -22.9  25.0   0.90  125.0    511
DOW    DOW CHEMICA  DOW US 03/16/13 P29      -22.7  27.8   0.15    7.1   1067
DOW    DOW CHEMICA  DOW US 03/16/13 C33      -22.6  21.6   0.82  -65.2   1161
SPY    SPDR S&P 50  SPY US 02/16/13 P155     -22.6  10.0   5.07    0.2    357
DOW    DOW CHEMICA  DOW US 03/16/13 C34      -22.5  20.9   0.42  -73.1    334
BX     BLACKSTONE   BX US 02/16/13 C18       -22.4  25.6   0.82  720.0   1027
FB     FACEBOOK IN  FB US 04/20/13 P30       -22.4  35.6   1.82  -10.8   1342
SGI    SILICON GRA  SGI US 02/16/13 P12      -22.4  69.0   0.10  -83.3    355
FB     FACEBOOK IN  FB US 04/20/13 P29       -22.3  35.9   1.47   -7.5    707
COP    CONOCOPHILL  COP US 02/16/13 P57.5    -22.3  19.0   0.65  242.1   4367
FB     FACEBOOK IN  FB US 04/20/13 P28       -22.3  36.5   1.08  -15.6    329
DOW    DOW CHEMICA  DOW US 03/16/13 P32      -22.2  22.9   0.68   47.8   1028
SWKS   SKYWORKS SO  SWKS US 03/16/13 C22     -22.1  42.2   3.00  106.9    423
PHM    PULTEGROUP   PHM US 02/16/13 P21      -22.0  37.5   1.08   35.0    742
QCOM   QUALCOMM IN  QCOM US 03/16/13 C65     -21.9  20.3   2.61   67.3   2219
TOO    TEEKAY OFFS  TOO US 03/16/13 P28      -21.7  21.6   0.90   28.6    500
DOW    DOW CHEMICA  DOW US 03/16/13 P31      -21.7  24.4   0.41   41.4   1646
QCOM   QUALCOMM IN  QCOM US 03/16/13 P65     -21.7  20.5   1.30  -61.2   1162
SWKS   SKYWORKS SO  SWKS US 02/16/13 P21     -21.6  54.4   0.05  -94.8    397
FB     FACEBOOK IN  FB US 04/20/13 C31       -21.6  36.2   1.73  -38.4   1489
FB     FACEBOOK IN  FB US 04/20/13 P27       -21.6  36.9   0.72  -24.2   1144
UPS    UNITED PARC  UPS US 02/16/13 C82.5    -21.5  13.6   0.10  -85.5   1309
MUR    MURPHY OIL   MUR US 02/16/13 P60      -21.4  22.0   0.70   27.3    545
NXPI   NXP SEMICON  NXPI US 02/16/13 P30     -21.3  38.5   1.43   10.0   1065
MTH    MERITAGE HO  MTH US 02/16/13 C45      -21.1  33.0   0.75   -6.2    248
CDNS   CADENCE DES  CDNS US 03/16/13 C14     -20.9  23.8   0.30  -51.6    222
DOW    DOW CHEMICA  DOW US 03/16/13 P30      -20.9  26.2   0.25   56.2    452
NYX    NYSE EURONE  NYX US 03/16/13 C33      -20.7  15.1   1.60    6.7    547
FB     FACEBOOK IN  FB US 04/20/13 C30       -20.6  36.6   2.20  -33.5   1987
STZ    CONSTELLATI  STZ US 02/16/13 P32.5    -20.6  68.1   2.50  354.6   1379
DOW    DOW CHEMICA  DOW US 03/16/13 P27      -20.4  32.8   0.05  -44.4    826
QCOM   QUALCOMM IN  QCOM US 02/16/13 C57.5   -20.3  32.3   9.15   45.7    665
FB     FACEBOOK IN  FB US 04/20/13 P26       -20.1  37.7   0.54  -25.0   1317
GORO   GOLD RESOUR  GORO US 02/16/13 P12.5   -19.9  41.0   0.10  -33.3    228
OXY    OCCIDENTAL   OXY US 02/16/13 C90      -19.8  19.3   0.52   62.5    891
STZ    CONSTELLATI  STZ US 02/16/13 C32.5    -19.7  69.5   1.15  -83.8   1209
DNKN   DUNKIN' BRA  DNKN US 03/16/13 C37.5   -19.7  26.9   0.65  -35.6    697
FB     FACEBOOK IN  FB US 04/20/13 C29       -19.5  37.1   2.80  -27.3    809
TA     TRAVELCENTE  TA US 02/16/13 C7.5      -19.5  40.0   0.35    0.0    310
UA     UNDER ARMOU  UA US 03/16/13 C52.5     -19.5  33.7   1.50   25.0    210
MUR    MURPHY OIL   MUR US 02/16/13 P57.5    -19.4  24.2   0.22    4.8   1811
PBI    PITNEY BOWE  PBI US 03/16/13 P14      -19.3  29.2   0.90  -64.7    491
VNR    VANGUARD NA  VNR US 04/20/13 P27.5    -19.1  16.9   0.95   46.1    215
PHM    PULTEGROUP   PHM US 02/16/13 P20      -19.0  39.3   0.51   15.9    888
SWKS   SKYWORKS SO  SWKS US 03/16/13 C21     -19.0  44.7   3.49   74.5    258
TWC    TIME WARNER  TWC US 03/16/13 C95      -18.9  18.4   1.21  -79.5    259
STZ    CONSTELLATI  STZ US 03/16/13 P27.5    -18.8  64.4   1.10  124.5    593
QCOM   QUALCOMM IN  QCOM US 03/16/13 C62.5   -18.7  22.3   4.40   54.9    635
FB     FACEBOOK IN  FB US 04/20/13 P24       -18.6  39.7   0.27  -32.5    618
SWKS   SKYWORKS SO  SWKS US 03/16/13 C20     -18.4  45.9   4.60   84.0    292
CTXS   CITRIX SYST  CTXS US 03/16/13 P60     -18.2  38.8   0.25  -84.0    209
FB     FACEBOOK IN  FB US 04/20/13 C28       -18.1  38.3   3.25  -28.6    269
PHM    PULTEGROUP   PHM US 02/16/13 C21      -18.1  38.8   0.40  -53.5   2179
SWKS   SKYWORKS SO  SWKS US 02/16/13 P20     -17.3  58.3   0.05  -90.9    748
OI     OWENS-ILLIN  OI US 02/16/13 C22       -17.2  31.6   2.20   94.7   1022
ACHN   ACHILLION P  ACHN US 02/16/13 P7.5    -17.1  69.1   0.05  -50.0    202
POT    POTASH CORP  POT US 02/16/13 C42      -17.0  20.3   0.88  -40.9    857
POT    POTASH CORP  POT US 02/16/13 P42      -16.9  20.1   0.58   26.1    202
STZ    CONSTELLATI  STZ US 03/16/13 P32.5    -16.8  57.0   3.40  240.0    251
DB     DEUTSCHE BA  DB US 02/16/13 P50       -16.7  31.2   0.50  -65.5    669
EXXI   ENERGY XXI   EXXI US 02/16/13 P33     -16.7  28.3   1.40  154.6    345
CTL    CENTURYLINK  CTL US 01/18/14 C35      -16.7  16.7   5.50   -3.5    248
DEO    DIAGEO PLC-  DEO US 02/16/13 C120     -16.6  14.4   1.10   69.2    359
UPS    UNITED PARC  UPS US 02/16/13 P77.5    -16.5  19.8   0.42   16.7    416
BX     BLACKSTONE   BX US 02/16/13 P18       -16.5  26.8   0.25  -75.0    772
EXXI   ENERGY XXI   EXXI US 02/16/13 C32     -16.3  29.6   0.60  -80.7    292
MPEL   MELCO CROWN  MPEL US 04/20/13 C13     -16.2  55.2   7.50    7.9    208
STZ    CONSTELLATI  STZ US 04/20/13 P25      -16.2  62.6   1.05   90.9    375
LVS    LAS VEGAS S  LVS US 02/16/13 P47      -16.1  41.0   0.08  -84.0    211
JDSU   JDS UNIPHAS  JDSU US 02/16/13 C13     -16.1  47.8   1.75  386.1    934
VIAB   VIACOM INC-  VIAB US 03/16/13 C60     -16.0  21.6   1.70   -2.9    598
TSLA   TESLA MOTOR  TSLA US 02/16/13 C38     -16.0  41.4   0.75  -42.3    392
RBN    ROBBINS & M  RBN US 02/16/13 P55      -16.0  27.2   0.30  -14.3    230
JDSU   JDS UNIPHAS  JDSU US 03/16/13 C15     -15.9  34.9   0.51  410.0   1138
FIO    FUSION-IO I  FIO US 06/22/13 P17      -15.9  56.4   2.30   35.3    786
QCOM   QUALCOMM IN  QCOM US 02/16/13 P57.5   -15.9  32.9   0.03  -89.3    545
JDSU   JDS UNIPHAS  JDSU US 03/16/13 P14     -15.7  35.4   0.43  -72.8    403
FB     FACEBOOK IN  FB US 04/20/13 P22       -15.7  42.0   0.11  -31.2    224
BHI    BAKER HUGHE  BHI US 02/16/13 P47      -15.6  22.9   2.35   20.5    230
COP    CONOCOPHILL  COP US 02/16/13 C60      -15.6  15.7   0.17  -89.6   3374
FIO    FUSION-IO I  FIO US 06/22/13 P16      -15.5  57.1   1.90   35.7    971
QCOM   QUALCOMM IN  QCOM US 03/16/13 C60     -15.4  24.3   6.85   48.9    605
BX     BLACKSTONE   BX US 03/16/13 C19       -15.3  23.5   0.40   37.9    876
POT    POTASH CORP  POT US 02/16/13 C44      -15.3  20.1   0.16  -64.4    367
IWM    ISHARES-RUS  IWM US 02/16/13 P91      -15.1  14.5   2.16  -11.1    287
VIAB   VIACOM INC-  VIAB US 03/16/13 P60     -15.1  22.0   1.80  -32.8    411
PHM    PULTEGROUP   PHM US 02/16/13 P19      -15.1  42.2   0.21   23.5    613
STZ    CONSTELLATI  STZ US 02/16/13 P25      -14.9  99.3   0.20  100.0    814
PHM    PULTEGROUP   PHM US 02/16/13 C20      -14.8  40.7   0.85  -41.0    233
STZ    CONSTELLATI  STZ US 04/20/13 C32.5    -14.6  52.1   2.50  -69.5   1324
CL     COLGATE-PAL  CL US 03/16/13 C110      -14.6  12.1   0.80  -68.0    202
VNR    VANGUARD NA  VNR US 03/16/13 P27.5    -14.6  17.7   0.65   44.4    298
STZ    CONSTELLATI  STZ US 03/16/13 P30      -14.2  62.3   2.10  223.1    238
UPS    UNITED PARC  UPS US 02/16/13 P75      -14.2  21.4   0.11   10.0   1046
FB     FACEBOOK IN  FB US 03/16/13 C24       -14.1  47.4   6.20  -16.8   1750
DB     DEUTSCHE BA  DB US 02/16/13 C52.5     -14.0  29.3   1.10   61.8    402
LVS    LAS VEGAS S  LVS US 03/16/13 P55      -13.7  33.4   3.05  -35.1   1871
QCOM   QUALCOMM IN  QCOM US 03/16/13 P57.5   -13.7  26.0   0.14  -77.8    321
MJN    MEAD JOHNSO  MJN US 05/18/13 C80      -13.6  22.8   2.20  266.7    262
SPY    SPDR S&P 50  SPY US 02/16/13 P153     -13.6  10.2   3.30   -2.4    382
FB     FACEBOOK IN  FB US 06/22/13 P29       -13.5  38.8   2.32   -0.8   1436
RNF    RENTECH NIT  RNF US 07/20/13 C42.5    -13.4  20.0   5.90   -3.3    500
MNKD   MANNKIND CO  MNKD US 05/18/13 C1.5    -13.4  80.1   0.98   21.0    200
QCOM   QUALCOMM IN  QCOM US 04/20/13 C67.5   -13.3  19.8   1.84   57.3   1160
UPS    UNITED PARC  UPS US 03/16/13 C80      -13.3  14.2   1.20  -49.6    274
ZMH    ZIMMER HLDG  ZMH US 03/16/13 P70      -13.2  19.1   0.59   -9.2    244
JDSU   JDS UNIPHAS  JDSU US 03/16/13 C14     -13.1  37.1   1.07  365.2   4718
FB     FACEBOOK IN  FB US 06/22/13 P30       -13.0  38.6   2.80    0.7   5164
CIM    CHIMERA INV  CIM US 01/18/14 P3       -12.9  26.6   0.40  -11.1    400
FB     FACEBOOK IN  FB US 06/22/13 P27       -12.8  39.7   1.49   -3.9    625
UPS    UNITED PARC  UPS US 03/16/13 P75      -12.8  18.0   0.53   23.3    461
FB     FACEBOOK IN  FB US 06/22/13 P28       -12.8  39.3   1.90   -1.6    793
ORCL   ORACLE CORP  ORCL US 02/16/13 C28     -12.7  42.5   7.65   -0.7    303
UPS    UNITED PARC  UPS US 03/16/13 P80      -12.7  14.5   2.10   33.8    278
EA     ELECTRONIC   EA US 03/16/13 C15       -12.6  36.5   1.14   25.3    342
FB     FACEBOOK IN  FB US 06/22/13 C31       -12.4  39.0   2.55  -30.1    401
FB     FACEBOOK IN  FB US 09/21/13 P30       -12.3  39.1   3.65   -2.7   3111
UPS    UNITED PARC  UPS US 02/16/13 P80      -12.3  20.7   1.49   39.2    528
RFMD   RF MICRO DE  RFMD US 03/16/13 C5      -11.9  41.2   0.30   20.0   1645
APL    ATLAS PIPEL  APL US 02/16/13 C34      -11.9  14.5   0.41  -24.1    300
QCOM   QUALCOMM IN  QCOM US 04/20/13 P65     -11.8  20.8   2.00  -44.8    253
QCOM   QUALCOMM IN  QCOM US 03/16/13 C57.5   -11.8  26.7   9.25   42.3    381
FB     FACEBOOK IN  FB US 06/22/13 P25       -11.7  40.7   0.91   -7.1    797
PBI    PITNEY BOWE  PBI US 04/20/13 C13      -11.7  29.1   0.95  375.0   1313
FB     FACEBOOK IN  FB US 09/21/13 P29       -11.5  39.5   3.15   -3.1   2267
LVS    LAS VEGAS S  LVS US 02/16/13 P46      -11.5  43.4   0.06  -81.2    201
LVS    LAS VEGAS S  LVS US 03/16/13 P52.25   -11.5  33.9   1.62  -47.7   1911
MO     ALTRIA GROU  MO US 02/16/13 C34       -11.5  12.1   0.27    8.0    767
FB     FACEBOOK IN  FB US 06/22/13 C29       -11.4  39.8   3.50  -23.9    372
LVS    LAS VEGAS S  LVS US 03/16/13 C55      -11.4  32.8   2.02   49.6   3900
QCOM   QUALCOMM IN  QCOM US 04/20/13 C62.5   -11.3  22.0   4.92   49.1    498
SODA   SODASTREAM   SODA US 02/16/13 C42.5   -11.3  53.7   7.10  -13.4    230
BAC    BANK OF AME  BAC US 02/16/13 C9       -11.2  48.8   2.25   -6.2    324
TWC    TIME WARNER  TWC US 04/20/13 P90      -11.2  19.9   3.01  276.2   1006
QCOM   QUALCOMM IN  QCOM US 04/20/13 C65     -11.1  20.9   3.20   56.1   2376
SWKS   SKYWORKS SO  SWKS US 05/18/13 P25     -11.1  41.7   2.45  -43.0    500
FB     FACEBOOK IN  FB US 06/22/13 C26       -10.9  40.8   5.33  -18.0    324
FB     FACEBOOK IN  FB US 09/21/13 P28       -10.9  39.8   2.65   -2.6    383
FB     FACEBOOK IN  FB US 09/21/13 P27       -10.9  40.3   2.25   -5.1    252
LVS    LAS VEGAS S  LVS US 03/16/13 C52.25   -10.9  33.7   3.40   39.9    427
STZ    CONSTELLATI  STZ US 04/20/13 P27.5    -10.9  61.1   1.70  142.9   5160
CREE   CREE INC     CREE US 02/16/13 C40     -10.9  36.3   3.10  -17.1   1052
FB     FACEBOOK IN  FB US 06/22/13 C25       -10.8  41.1   6.05  -15.4    605
BAC    BANK OF AME  BAC US 02/16/13 C10      -10.8  31.9   1.28   -7.9    530
RBN    ROBBINS & M  RBN US 02/16/13 C55      -10.8  29.9   3.70    0.0    200
QCOM   QUALCOMM IN  QCOM US 04/20/13 P62.5   -10.7  22.0   1.17  -53.2    363
VZ     VERIZON COM  VZ US 02/16/13 C41       -10.6  18.7   2.89    5.5    366
SPY    SPDR S&P 50  SPY US 02/16/13 P152     -10.5  10.6   2.72    3.4   2896
GLW    CORNING INC  GLW US 02/16/13 P12      -10.4  21.5   0.23    0.0    343
IWM    ISHARES-RUS  IWM US 02/16/13 P90      -10.3  15.2   1.52  -15.6    782
FB     FACEBOOK IN  FB US 06/22/13 P23       -10.1  42.2   0.55   -8.3    357
FB     FACEBOOK IN  FB US 06/22/13 P21       -10.0  44.4   0.32  -11.1    250
ITUB   ITAU UNIBAN  ITUB US 03/16/13 P15     -10.0  35.8   0.20  -33.3    280

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

-- Bloomberg News

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