Bloomberg News

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

May 03, 2012

The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 11:30 a.m. in New York. This {OSCH <GO>} search was limited to options that are more than 10 days from expiration, have trading volume of at least 200 contracts and have strike prices within 5 percent of the underlying security's price.


Top Volatility Increases

                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CBOU   CARIBOU COF  CBOU US 05/19/12 C15      61.1  73.1   0.65  -61.8    808
IWM    ISHARES-RUS  IWM US 05/19/12 C73       44.1  28.7   8.21   -5.0    211
CALL   MAGICJACK V  CALL US 12/22/12 C20      42.5  32.1   3.20    3.2    400
DG     DOLLAR GENE  DG US 05/19/12 C44        39.1  25.9   4.83   17.2    745
CBOU   CARIBOU COF  CBOU US 05/19/12 P15      37.4  66.8   1.05  320.0    238
JIVE   JIVE SOFTWA  JIVE US 05/19/12 C20      31.6 101.2   3.50  -16.7    411
SODA   SODASTREAM   SODA US 05/19/12 P32.5    28.6  96.1   3.10  169.6    404
PANL   UNIVERSAL D  PANL US 05/19/12 C30      27.3  87.3  11.00  -15.4    245
SODA   SODASTREAM   SODA US 05/19/12 C32.5    25.6  94.1   1.75  -48.5    915
PBI    PITNEY BOWE  PBI US 05/19/12 P17       24.5  41.6   0.60    0.0   2282
COP    CONOCOPHILL  COP US 06/16/12 C55       24.2  19.5   0.72  -28.0    656
JIVE   JIVE SOFTWA  JIVE US 05/19/12 P20      23.8  95.7   0.55  266.7    571
EP     EL PASO COR  EP US 05/19/12 C29        23.7  26.8   1.14    1.8   5055
RDN    RADIAN GROU  RDN US 05/19/12 C2        23.6 104.3   0.50  -28.6    613
JIVE   JIVE SOFTWA  JIVE US 06/16/12 P17.5    23.6  84.4   0.50    0.0    601
SODA   SODASTREAM   SODA US 05/19/12 P30      22.9  94.9   1.71  163.1    690
HLF    HERBALIFE L  HLF US 08/18/12 P45       22.8  73.0   6.40   93.9    232
KITD   KIT DIGITAL  KITD US 06/16/12 C5       22.1  76.0   0.35  -78.1    491
SUN    SUNOCO INC   SUN US 05/19/12 P49       21.4  22.8   0.58  -15.9   2013
STX    SEAGATE TEC  STX US 05/19/12 C25       19.7  63.8   7.00   -4.1    400
HLF    HERBALIFE L  HLF US 08/18/12 P40       19.4  76.2   4.20  104.9    303
APOL   APOLLO GROU  APOL US 05/19/12 C36      18.8  36.5   0.41   -8.9    417
MSFT   MICROSOFT C  MSFT US 05/19/12 C29      18.6  26.4   2.87    4.0    323
COP    CONOCOPHILL  COP US 08/18/12 C52.5     18.4  22.1   2.80  -13.8    846
GMCR   GREEN MOUNT  GMCR US 12/22/12 C27      18.2  73.5   6.25    0.0    212
MRX    MEDICIS PHA  MRX US 05/19/12 C40       17.0  38.2   0.59   47.5    799
HLF    HERBALIFE L  HLF US 06/16/12 P47.5     16.5  83.4   5.82  100.7    682
HLF    HERBALIFE L  HLF US 06/16/12 C47.5     15.9  84.4   5.10  -32.9   1769
SODA   SODASTREAM   SODA US 06/16/12 C32.5    15.8  68.1   2.40  -41.5    411
QLGC   QLOGIC CORP  QLGC US 05/19/12 C17.5    15.8  40.7   0.50    0.0    535
SODA   SODASTREAM   SODA US 06/16/12 P32.5    15.6  69.6   3.70   94.7    307
ZAGG   ZAGG INC     ZAGG US 05/19/12 C11      15.2  96.7   1.45  -30.9    733
ZAGG   ZAGG INC     ZAGG US 05/19/12 C12      15.0  94.1   0.90  -35.7    774
KMI    KINDER MORG  KMI US 05/19/12 C37.5     14.9  28.1   0.30    0.0    505
SPY    SPDR S&P 50  SPY US 05/19/12 C129      14.8  25.2  11.25   -2.4    788
PTRY   PANTRY INC   PTRY US 05/19/12 P12.5    14.7  61.2   0.40    0.0    200
ETP    ENERGY TRAN  ETP US 05/19/12 P47.5     14.6  29.2   0.75   87.5    767
DECK   DECKERS OUT  DECK US 05/19/12 P45      14.2  60.2   0.08   60.0    400
HLF    HERBALIFE L  HLF US 06/16/12 P45       14.0  85.2   4.60  122.2   1298
ANGI   ANGIE'S LIS  ANGI US 06/16/12 C12.5    14.0  31.4   2.00   11.1    200
FOSL   FOSSIL INC   FOSL US 05/19/12 P105     13.9  80.8   0.30   20.0    504
PGN    PROGRESS EN  PGN US 07/21/12 P50       13.2  25.6   1.00    0.0    233
PLX    PROTALIX BI  PLX US 05/19/12 C6        13.1  96.6   0.90  -18.2    262
ETP    ENERGY TRAN  ETP US 06/16/12 C50       12.8  18.6   0.60  -20.0    245
BRK/B  BERKSHIRE H  BRKB US 05/19/12 C80      12.8  19.0   2.04   12.7    246
ARCO   ARCOS DORAD  ARCO US 05/19/12 C17.5    12.4  47.1   0.50  -28.6    210
BMRN   BIOMARIN PH  BMRN US 05/19/12 P35      12.3  45.7   0.70   -4.1   1062
SODA   SODASTREAM   SODA US 05/19/12 P27.5    12.2  95.6   0.90  462.5    283
AL     AIR LEASE C  AL US 06/16/12 P20        12.0  52.6   0.40    0.0   2272
ZAGG   ZAGG INC     ZAGG US 11/17/12 C12      12.0  61.1   2.25  -11.8    279
HLF    HERBALIFE L  HLF US 06/16/12 P42.5     12.0  87.6   3.40  126.7    309
PVR    PENN VIRGIN  PVR US 05/19/12 C25       11.9  24.4   0.44   -2.2    320
LNKD   LINKEDIN CO  LNKD US 05/19/12 P85      11.8 106.0   1.25    2.5    319
KITD   KIT DIGITAL  KITD US 07/21/12 P5       11.7 137.9   1.30  116.7    202
HAIN   HAIN CELEST  HAIN US 05/19/12 C50      11.5  35.6   0.65   18.2    340
DIA    SPDR DJIA T  DIA US 05/19/12 C129      11.1  15.5   3.75   -3.1    315
AMAT   APPLIED MAT  AMAT US 05/19/12 C12      10.8  25.1   0.13  -13.3   2042
FOSL   FOSSIL INC   FOSL US 05/19/12 P110     10.8  74.3   0.55   22.2    275
GMCR   GREEN MOUNT  GMCR US 09/22/12 P28      10.8  78.7   5.20  246.7    377
VLO    VALERO ENER  VLO US 05/19/12 C24       10.6  35.6   0.48  -32.4    563
LNKD   LINKEDIN CO  LNKD US 05/19/12 P90      10.6 102.7   2.12    0.9   2330
THOR   THORATEC CO  THOR US 05/19/12 P30      10.6  50.4   0.15  -25.0   1000
AGNC   AMERICAN CA  AGNC US 05/19/12 C31      10.5  11.0   0.76  111.1   1183
KMI    KINDER MORG  KMI US 06/16/12 C37.5     10.4  27.4   0.70  -12.5    425
TRIP   TRIPADVISOR  TRIP US 05/19/12 C40      10.3  40.3   3.60   20.0    380
XLF    SPDR-FINL S  XLF US 06/16/12 P13       10.3  33.5   0.05   25.0    674
VVUS   VIVUS INC    VVUS US 05/19/12 P22      10.2  60.2   0.42   50.0    480

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
COP    CONOCOPHILL  COP US 05/19/12 P55      -56.7  11.6   1.74   20.0    354
HNT    HEALTH NET   HNT US 05/19/12 P25      -56.1  48.2   0.50    0.0   2806
LAMR   LAMAR ADVER  LAMR US 05/19/12 P27     -50.9  36.7   0.10  -50.0   1642
WTW    WEIGHT WATC  WTW US 05/19/12 P60      -49.4  44.4   2.00  300.0    870
LAMR   LAMAR ADVER  LAMR US 05/19/12 C28     -48.3  37.4   1.60  -56.8   1864
WTW    WEIGHT WATC  WTW US 05/19/12 C65      -48.1  40.4   0.70  -94.1    402
SKUL   SKULLCANDY   SKUL US 05/19/12 C15     -47.5  47.2   0.75  -65.1    499
WTW    WEIGHT WATC  WTW US 05/19/12 P65      -47.0  41.9   5.00  400.0    598
CVD    COVANCE INC  CVD US 05/19/12 C50      -44.6  21.2   0.55   -8.3    780
SKUL   SKULLCANDY   SKUL US 05/19/12 P15     -44.5  51.4   0.45  -25.0    936
GMCR   GREEN MOUNT  GMCR US 05/19/12 C25     -42.3  98.9   3.35    0.0    224
GMCR   GREEN MOUNT  GMCR US 05/19/12 P23     -41.9 101.4   0.65    0.0    246
WFM    WHOLE FOODS  WFM US 05/19/12 C92.5    -41.3  21.5   0.73   92.1   1541
SHOR   SHORETEL IN  SHOR US 05/19/12 C5      -40.8  38.9   0.15  -50.0    200
GMCR   GREEN MOUNT  GMCR US 05/19/12 P24     -40.7 100.0   0.86    0.0    820
YELP   YELP INC     YELP US 05/19/12 P22     -40.0  64.5   1.25  -14.4    554
MGAM   MULTIMEDIA   MGAM US 05/19/12 C12.5   -39.7  33.7   1.35  575.0    243
YELP   YELP INC     YELP US 05/19/12 P20     -39.5  68.1   0.50  -41.2    298
YELP   YELP INC     YELP US 05/19/12 P21     -39.2  67.4   0.90  -21.7    688
YELP   YELP INC     YELP US 05/19/12 P19     -38.9  71.7   0.30  -51.6    352
GMCR   GREEN MOUNT  GMCR US 05/19/12 P22     -38.8 102.3   0.42    0.0    637
WFM    WHOLE FOODS  WFM US 05/19/12 P90      -38.7  23.1   1.80  -73.5    601
GMCR   GREEN MOUNT  GMCR US 05/19/12 P27     -38.4  96.6   2.15 2050.0   2254
WFM    WHOLE FOODS  WFM US 05/19/12 P87.5    -38.1  24.2   0.78  -83.0    596
SPY    SPDR S&P 50  SPY US 05/19/12 P146     -37.8   7.8   5.84    3.0    248
WFM    WHOLE FOODS  WFM US 05/19/12 C90      -37.7  22.9   1.76  125.6   1542
APKT   ACME PACKET  APKT US 05/19/12 C27.5   -37.6  43.5   1.95   -4.9    589
WFM    WHOLE FOODS  WFM US 05/19/12 C87.5    -37.5  23.9   3.44  132.4   1395
GMCR   GREEN MOUNT  GMCR US 05/19/12 P25     -37.2  98.6   1.22 3966.7   1896
IO     ION GEOPHYS  IO US 05/19/12 C7        -36.9  42.7   0.55  450.0    461
WFM    WHOLE FOODS  WFM US 05/19/12 C85      -36.8  25.4   5.48  113.2   1464
APKT   ACME PACKET  APKT US 05/19/12 P29     -36.1  46.0   1.40  -31.7    275
APKT   ACME PACKET  APKT US 05/19/12 P26     -35.4  47.4   0.20  -74.7    369
WFM    WHOLE FOODS  WFM US 05/19/12 P85      -35.2  25.7   0.35  -89.1    459
APKT   ACME PACKET  APKT US 05/19/12 P27.5   -35.2  46.9   0.45  -65.4    544
JDSU   JDS UNIPHAS  JDSU US 05/19/12 P12     -35.2  44.3   0.70    2.9    741
PPO    POLYPORE IN  PPO US 05/19/12 C40      -35.2  51.0   1.15  -35.8    302
APKT   ACME PACKET  APKT US 05/19/12 C30     -35.0  46.1   0.65  -36.3    395
GMCR   GREEN MOUNT  GMCR US 05/19/12 P26     -34.6  97.4   1.65 5400.0   1987
MIC    MACQUARIE I  MIC US 05/19/12 C35      -34.2  26.9   0.70  -12.5    203
WFM    WHOLE FOODS  WFM US 05/19/12 C82.5    -34.1  27.0   7.54   93.3    312
JDSU   JDS UNIPHAS  JDSU US 05/19/12 C12     -34.0  45.0   0.27  -64.0   1472
NLY    ANNALY CAPI  NLY US 05/19/12 C16      -33.9   9.6   0.55   48.6    502
GMCR   GREEN MOUNT  GMCR US 05/19/12 C27     -33.5  96.7   2.11    0.0    645
JDSU   JDS UNIPHAS  JDSU US 05/19/12 P11     -33.4  47.0   0.22  -21.4   1160
MITK   MITEK SYSTE  MITK US 06/16/12 C2.5    -33.3 108.5   0.80    0.0    225
SAM    BOSTON BEER  SAM US 05/19/12 C110     -33.0  26.7   1.20  -64.0    251
PPO    POLYPORE IN  PPO US 05/19/12 P37.5    -31.6  55.8   1.00  -53.5    475
WFM    WHOLE FOODS  WFM US 05/19/12 P82.5    -30.6  28.3   0.15  -92.9   1394
ATML   ATMEL CORP   ATML US 05/19/12 P8      -30.1  55.4   0.50  150.0    679
TDC    TERADATA CO  TDC US 05/19/12 C80      -29.8  28.3   1.55  342.9    570
CI     CIGNA CORP   CI US 05/19/12 P46       -29.7  24.0   1.05    0.0    657
PRU    PRUDENTL FI  PRU US 05/19/12 P52.5    -29.1  32.7   0.34  126.7   1121
AAWW   ATLAS AIR W  AAWW US 05/19/12 C52.5   -29.0  32.9   1.20 2300.0    255
HTZ    HERTZ GLOBA  HTZ US 05/19/12 C15      -28.9  43.5   1.36  -12.3    295
CI     CIGNA CORP   CI US 05/19/12 C47       -28.8  24.1   0.51  -54.9    538
VRX    VALEANT PHA  VRX US 05/19/12 P45      -28.7  54.0   0.05  -80.0    220
VCLK   VALUECLICK   VCLK US 06/16/12 P15     -28.4  41.7   0.50  400.0   1968
VRX    VALEANT PHA  VRX US 05/19/12 P50      -28.4  43.0   0.30  -50.0   4085
LVLT   LEVEL 3 COM  LVLT US 05/19/12 P25     -27.8  46.0   0.85  -73.1    557
MSTR   MICROSTRATE  MSTR US 05/19/12 C160    -27.5  37.4   3.41  255.2    216
PRU    PRUDENTL FI  PRU US 05/19/12 P55      -27.4  29.2   0.85  165.6    545
CI     CIGNA CORP   CI US 05/19/12 C46       -27.1  25.0   0.92  -43.2    364
Z      ZILLOW INC   Z US 05/19/12 C40        -25.6  53.0   2.63  163.0    200
GMCR   GREEN MOUNT  GMCR US 05/19/12 P28     -25.4  95.4   2.69 4383.3   2607
LVLT   LEVEL 3 COM  LVLT US 05/19/12 C26     -25.1  46.9   0.60    0.0   1258
MNKD   MANNKIND CO  MNKD US 05/19/12 P2      -24.7  59.0   0.03  -70.0    200
LVLT   LEVEL 3 COM  LVLT US 05/19/12 C25     -24.6  47.4   1.05   10.5   5847
WFM    WHOLE FOODS  WFM US 05/19/12 P80      -24.6  31.8   0.07  -94.1    359
PRU    PRUDENTL FI  PRU US 05/19/12 C57.5    -24.6  27.0   0.69  -83.2    440
CLR    CONTL RES I  CLR US 05/19/12 P80      -24.6  38.4   1.00   81.8    793
INTC   INTEL CORP   INTC US 01/19/13 C17.5   -24.3  33.4  11.55   -1.2   1036
PVA    PENN VIRGIN  PVA US 05/19/12 C5       -24.1  50.7   0.65   62.5    271
WFM    WHOLE FOODS  WFM US 06/16/12 C90      -24.1  23.6   2.95   87.9    259
ALL    ALLSTATE CO  ALL US 05/19/12 C35      -24.0  19.7   0.26  100.0    220
GMCR   GREEN MOUNT  GMCR US 05/19/12 C26     -23.8  95.7   2.50    0.0    223
LVLT   LEVEL 3 COM  LVLT US 05/19/12 C24     -23.8  49.8   1.67   19.3   1127
ZAZA   ZAZA ENERGY  ZAZA US 05/19/12 C5      -23.4  51.5   0.20  -50.0   1139
PRU    PRUDENTL FI  PRU US 05/19/12 P57.5    -23.1  27.0   1.98  288.2    257
WFM    WHOLE FOODS  WFM US 06/16/12 C87.5    -23.0  24.3   4.40   83.3    203
WFM    WHOLE FOODS  WFM US 06/16/12 P90      -23.0  23.6   2.87  -59.9    232
MGM    MGM RESORTS  MGM US 05/19/12 C13      -22.6  36.1   0.52  -34.2   1310
GMCR   GREEN MOUNT  GMCR US 05/19/12 C28     -22.5  95.7   1.70    0.0   1770
CVC    CABLEVISION  CVC US 05/19/12 C13      -21.9  42.8   0.65  -55.2    256
MUR    MURPHY OIL   MUR US 05/19/12 P52.5    -21.9  28.5   1.00   53.9    712
CXW    CORRECTIONS  CXW US 05/19/12 C30      -21.8  45.2   0.65  -31.6    601
WFM    WHOLE FOODS  WFM US 06/16/12 C85      -21.8  25.5   6.34   81.1    225
ROST   ROSS STORES  ROST US 05/19/12 C65     -21.7  24.3   1.10   -6.8   6282
WTW    WEIGHT WATC  WTW US 07/21/12 P60      -21.5  37.5   3.60  213.0    297
VIAB   VIACOM INC-  VIAB US 05/19/12 C49     -21.3  24.2   1.05   78.0    517
TDC    TERADATA CO  TDC US 05/19/12 C75      -21.2  29.6   4.80  317.4   1641
SYMC   SYMANTEC CO  SYMC US 05/19/12 P16     -21.0  28.4   0.19  -42.4    637
HTZ    HERTZ GLOBA  HTZ US 05/19/12 C16      -20.9  41.4   0.55  -31.2    586
CVC    CABLEVISION  CVC US 05/19/12 P13      -20.8  41.6   0.30  100.0   1154
GM     GENERAL MOT  GM US 05/19/12 C22       -20.8  35.3   0.87  -35.1    636
SPRT   SUPPORT.COM  SPRT US 05/19/12 C2.5    -20.7 105.5   0.70  -33.3    428
AGNC   AMERICAN CA  AGNC US 05/19/12 C32     -20.4   7.6   0.09  350.0    447
GMCR   GREEN MOUNT  GMCR US 06/16/12 P21     -20.4  89.1   0.81 1057.1    946
SIRI   SIRIUS XM R  SIRI US 06/16/12 C2      -20.2  34.5   0.24  -17.2   2244
GM     GENERAL MOT  GM US 05/19/12 P22       -20.0  34.6   0.47    2.2   1045
NLY    ANNALY CAPI  NLY US 07/21/12 C17      -19.9   8.9   0.09   50.0    998
ROST   ROSS STORES  ROST US 05/19/12 C67.5   -19.7  25.4   0.40  -11.1   3053
ROST   ROSS STORES  ROST US 05/19/12 P65     -19.6  25.0   1.55  -29.6    770
V      VISA INC-CL  V US 05/19/12 P115       -19.5  26.1   1.32   63.0   1884
GM     GENERAL MOT  GM US 05/19/12 P23       -19.5  32.6   0.95   10.5    609
JDSU   JDS UNIPHAS  JDSU US 06/16/12 C12     -19.4  44.3   0.55  -40.9    611
ATML   ATMEL CORP   ATML US 06/16/12 P8      -19.0  47.1   0.65  116.7    215
PRU    PRUDENTL FI  PRU US 06/16/12 P50      -18.4  35.6   0.65   85.7    701
PRU    PRUDENTL FI  PRU US 06/16/12 P52.5    -18.3  31.9   1.00  100.0    360
JDSU   JDS UNIPHAS  JDSU US 06/16/12 P11     -18.2  45.6   0.44   -2.2    485
PRU    PRUDENTL FI  PRU US 06/16/12 P48      -18.2  38.6   0.46   53.3    387
TSO    TESORO CORP  TSO US 05/19/12 P22      -18.1  39.2   0.45  -16.7   2535
GMCR   GREEN MOUNT  GMCR US 06/16/12 P22     -18.0  87.2   1.08 2600.0    429
MGM    MGM RESORTS  MGM US 05/19/12 P13      -18.0  36.6   0.32   23.1   1336
ALL    ALLSTATE CO  ALL US 05/19/12 P34      -17.9  21.8   0.41  -57.3   2831
V      VISA INC-CL  V US 05/19/12 P110       -17.8  28.5   0.36   12.5   1320
ALL    ALLSTATE CO  ALL US 05/19/12 C33      -17.8  23.5   1.64  127.8    218
PRU    PRUDENTL FI  PRU US 06/16/12 C55      -17.7  29.0   2.67  -57.3    252
NLY    ANNALY CAPI  NLY US 06/16/12 C16      -17.7  10.7   0.65   41.3    471
TSO    TESORO CORP  TSO US 05/19/12 P23      -17.6  38.0   0.87   -9.4    214
PXP    PLAINS EXPL  PXP US 05/19/12 C42      -17.5  32.7   1.34  106.2    418
V      VISA INC-CL  V US 05/19/12 P120       -17.4  25.6   3.55   59.9   1671
BAC    BANK OF AME  BAC US 05/19/12 C6       -17.3  65.6   2.07   -5.5    206
EXXI   ENERGY XXI   EXXI US 05/19/12 C35     -17.3  47.0   3.30  -13.2    334
APKT   ACME PACKET  APKT US 06/16/12 C29     -17.2  46.8   1.85   -2.6    292
GM     GENERAL MOT  GM US 05/19/12 C23       -17.1  33.4   0.37  -47.9    329
APKT   ACME PACKET  APKT US 06/16/12 C30     -17.0  45.9   1.35   -6.9    558
PRU    PRUDENTL FI  PRU US 06/16/12 P49      -17.0  37.1   0.66   88.6    343
JDSU   JDS UNIPHAS  JDSU US 06/16/12 P12     -16.9  43.8   0.96   10.3   1204
PRU    PRUDENTL FI  PRU US 06/16/12 P55      -16.8  29.0   1.82  127.5    315
PXD    PIONEER NAT  PXD US 05/19/12 C120     -16.7  33.5   1.23    2.5    675
V      VISA INC-CL  V US 05/19/12 C120       -16.7  26.1   1.65  -61.6   3282
ALL    ALLSTATE CO  ALL US 05/19/12 P33      -16.7  23.4   0.18  -77.5    727
IPI    INTREPID PO  IPI US 05/19/12 P22      -16.4  38.2   0.25   66.7    379
COP    CONOCOPHILL  COP US 06/16/12 P55      -16.3  19.4   2.45   23.7    458
ONXX   ONYX PHARM   ONXX US 05/19/12 P45     -16.3  44.0   2.40   26.3    350
GLUU   GLU MOBILE   GLUU US 05/19/12 C5      -16.0  76.7   0.25    0.0    416
WLT    WALTER ENER  WLT US 05/19/12 P70      -15.9  53.6   4.10  -48.8    430
BKU    BANKUNITED   BKU US 05/19/12 C25      -15.7  14.2   0.15  -40.0    721
LNC    LINCOLN NAT  LNC US 05/19/12 P24      -15.6  36.4   0.46  -23.3    365
ROST   ROSS STORES  ROST US 05/19/12 C62.5   -15.5  27.2   2.78   12.6   2113
Z      ZILLOW INC   Z US 05/19/12 P35        -15.2  65.2   0.10  -94.4    218
COP    CONOCOPHILL  COP US 08/18/12 P55      -15.2  21.2   3.80   16.9    270
RIG    TRANSOCEAN   RIG US 05/19/12 P52.5    -15.2  34.1   2.27  -32.2    599
ESV    ENSCO PLC-A  ESV US 05/19/12 P50      -15.1  30.5   0.10  -50.0    342
ESV    ENSCO PLC-A  ESV US 05/19/12 C55      -15.1  26.3   1.00  -20.0    521
PRU    PRUDENTL FI  PRU US 06/16/12 C57.5    -15.1  26.7   1.49  -65.3    299
WFM    WHOLE FOODS  WFM US 05/19/12 P77.5    -15.0  36.7   0.06  -91.4   1370
PWR    QUANTA SERV  PWR US 05/19/12 C22      -15.0  35.0   1.75   59.1    228
CALX   CALIX INC    CALX US 05/19/12 C7.5    -15.0  77.6   1.50   -6.2    500
APA    APACHE CORP  APA US 05/19/12 P87.5    -14.9  29.6   0.60   66.7    508
GPS    GAP INC/THE  GPS US 05/19/12 P29      -14.9  39.7   0.99   -6.6    319
LNC    LINCOLN NAT  LNC US 05/19/12 C25      -14.9  34.7   0.54  -14.3    403
CXW    CORRECTIONS  CXW US 06/16/12 C30      -14.8  41.6   1.20  -17.2    235
GPS    GAP INC/THE  GPS US 05/19/12 C30      -14.6  39.7   0.51  -34.6    773
PRU    PRUDENTL FI  PRU US 06/16/12 P57.5    -14.6  26.7   2.89  136.9    252
COST   COSTCO WHOL  COST US 05/19/12 P80     -14.6  19.5   0.13   62.5    255
PXP    PLAINS EXPL  PXP US 05/19/12 C39      -14.6  32.7   2.91   22.8    600
NRG    NRG ENERGY   NRG US 05/19/12 P16      -14.5  30.6   0.34   36.0   1170
CVC    CABLEVISION  CVC US 06/16/12 P12      -14.4  37.5   0.20   33.3    240
GPS    GAP INC/THE  GPS US 05/19/12 P30      -14.4  39.6   1.67    0.0    261
ROST   ROSS STORES  ROST US 05/19/12 P62.5   -14.4  26.8   0.55  -47.6    261
GPS    GAP INC/THE  GPS US 05/19/12 C29      -14.2  40.0   0.92  -23.3   1917
GMCR   GREEN MOUNT  GMCR US 06/16/12 P23     -14.0  86.0   1.37  426.9    213
WLT    WALTER ENER  WLT US 05/19/12 C70      -13.9  54.2   2.25   78.6   1954
RIG    TRANSOCEAN   RIG US 05/19/12 C52.5    -13.9  34.7   0.90   25.0   2052
GPS    GAP INC/THE  GPS US 05/19/12 C28      -13.9  41.7   1.50  -16.2    452
SPY    SPDR S&P 50  SPY US 05/19/12 P145     -13.8  10.5   4.98    2.7   1164
GPS    GAP INC/THE  GPS US 05/19/12 P28      -13.7  41.3   0.61   -9.0    268
PLX    PROTALIX BI  PLX US 05/19/12 P6       -13.7  96.4   0.25   25.0    208
SIFY   SIFY TECHNO  SIFY US 06/16/12 P2.5    -13.7  81.7   0.15    0.0    520
MTL    MECHEL-SPON  MTL US 05/19/12 P7       -13.7  56.2   0.15  -40.0    300
PRU    PRUDENTL FI  PRU US 06/16/12 P45      -13.5  45.4   0.28   27.3    209
NLY    ANNALY CAPI  NLY US 07/21/12 C16      -13.4  10.5   0.65   38.3    424
ROST   ROSS STORES  ROST US 05/19/12 C60     -13.4  28.8   4.90   22.5    660
WLT    WALTER ENER  WLT US 05/19/12 P67.5    -13.4  53.4   2.49  -56.3    604
AMT    AMERICAN TO  AMT US 05/19/12 C67.5    -13.3  15.9   0.85   88.9    204
HIG    HARTFORD FI  HIG US 05/19/12 C19      -13.1  38.6   1.13  -32.3   1030
HTZ    HERTZ GLOBA  HTZ US 06/16/12 C15      -13.1  42.8   1.45  -19.4    854
IWM    ISHARES-RUS  IWM US 05/19/12 P85      -12.8  18.8   4.12   14.8    789
ESV    ENSCO PLC-A  ESV US 05/19/12 P55      -12.6  26.9   1.70   13.3    734
TDC    TERADATA CO  TDC US 05/19/12 P70      -12.4  35.1   0.10  -93.1    503
GMCR   GREEN MOUNT  GMCR US 06/16/12 P25     -12.3  83.8   2.09 3383.3   1892
SKS    SAKS INC     SKS US 05/19/12 P10      -12.3  48.4   0.15    0.0    542
TDC    TERADATA CO  TDC US 05/19/12 C70      -12.3  35.3   9.60  166.7    793
APA    APACHE CORP  APA US 05/19/12 C92.5    -12.2  27.3   1.93  -55.1    569
WLT    WALTER ENER  WLT US 05/19/12 C67.5    -12.2  54.2   3.60   89.5    311
V      VISA INC-CL  V US 05/19/12 C110       -12.1  30.8   9.00  -28.0    443
PXP    PLAINS EXPL  PXP US 06/16/12 C44      -11.9  32.4   1.20   50.0    291
MDC    MDC HOLDING  MDC US 05/19/12 C30      -11.8  44.3   0.55  -26.7    224
WLT    WALTER ENER  WLT US 05/19/12 P65      -11.8  54.2   1.56  -58.4    237
XLF    SPDR-FINL S  XLF US 05/19/12 P16      -11.8  16.6   0.65   10.2   2096
XCO    EXCO RESOUR  XCO US 06/16/12 C7       -11.6  61.1   0.70    7.7   5049
SPY    SPDR S&P 50  SPY US 05/19/12 P143     -11.5  11.4   3.21    0.3   1431
COST   COSTCO WHOL  COST US 05/19/12 P82.5   -11.3  16.7   0.42   82.6    441
HIG    HARTFORD FI  HIG US 05/19/12 P20      -11.3  36.2   0.37  -28.9    469
ONNN   ON SEMICOND  ONNN US 07/21/12 C9      -11.3  36.8   0.45   12.5   3147
TDC    TERADATA CO  TDC US 06/16/12 C80      -11.2  27.9   2.78  261.0    436
PVA    PENN VIRGIN  PVA US 09/22/12 C5       -11.2  57.2   1.05   23.5    215
APA    APACHE CORP  APA US 05/19/12 C95      -11.2  26.4   0.86  -67.5    232
SPY    SPDR S&P 50  SPY US 05/19/12 P144     -11.0  11.0   4.05    1.2   1412
BAC    BANK OF AME  BAC US 05/19/12 P6       -11.0  66.3   0.01    0.0    273
KSS    KOHLS CORP   KSS US 05/19/12 P50      -10.9  28.4   0.60  -42.9   3342
HIG    HARTFORD FI  HIG US 05/19/12 C20      -10.9  36.5   0.85   -7.6    998
GMCR   GREEN MOUNT  GMCR US 06/16/12 C25     -10.8  83.5   4.20    0.0    321
PVA    PENN VIRGIN  PVA US 06/16/12 C5       -10.8  54.7   0.75   66.7    474
EXXI   ENERGY XXI   EXXI US 05/19/12 C34     -10.8  50.1   4.30    4.9    300
IWM    ISHARES-RUS  IWM US 05/19/12 P83      -10.7  19.7   2.34   10.9    587
CBE    COOPER INDS  CBE US 05/19/12 C65      -10.6  19.8   0.40  -46.7    406
LVLT   LEVEL 3 COM  LVLT US 06/16/12 C25     -10.6  46.2   1.70   21.4    701
RIG    TRANSOCEAN   RIG US 05/19/12 P50      -10.6  35.6   0.96  -44.5    387
EXPD   EXPEDITORS   EXPD US 06/16/12 C42.5   -10.5  23.4   0.55  -20.3    200
HIG    HARTFORD FI  HIG US 05/19/12 C21      -10.5  35.2   0.33  -25.0    670
GMCR   GREEN MOUNT  GMCR US 06/16/12 P26     -10.5  83.2   2.60 2788.9    966
LVLT   LEVEL 3 COM  LVLT US 06/16/12 P25     -10.4  45.6   1.45  -30.9    384
PXP    PLAINS EXPL  PXP US 05/19/12 P40      -10.2  33.6   0.29  -75.2    640
CI     CIGNA CORP   CI US 07/21/12 C48       -10.2  25.1   1.42  -20.2    262
OCZ    OCZ TECHNOL  OCZ US 06/16/12 P5       -10.1  66.7   0.50   25.0    276
AGNC   AMERICAN CA  AGNC US 06/16/12 C32     -10.1   7.6   0.17   88.9    423
ANR    ALPHA NATUR  ANR US 05/19/12 C15      -10.1  61.7   1.07   -9.3    379

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

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net


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