Bloomberg News

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

August 01, 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
=============================================================================
AMLN   AMYLIN PHAR  AMLN US 01/19/13 C31    5862.0  59.5   0.03    0.0    386
AMLN   AMYLIN PHAR  AMLN US 01/19/13 C30    1087.4  54.2   1.01    3.1    377
LH     LABORATORY   LH US 08/18/12 P87.5     105.5  20.9   2.05  -39.7    211
KCG    KNIGHT CAPI  KCG US 01/19/13 P7.5      85.3  82.9   1.10  423.8   1142
REE    RARE ELEMEN  REE US 09/22/12 C3        68.6  88.7   1.15    0.0    245
VOD    VODAFONE GR  VOD US 09/22/12 C25       61.8  27.5   4.50    0.0    307
KCG    KNIGHT CAPI  KCG US 10/20/12 P7.5      60.5  95.8   1.05  600.0   4628
KCG    KNIGHT CAPI  KCG US 09/22/12 P7.5      53.0 113.1   0.60    0.0   2800
PKX    POSCO-ADR    PKX US 08/18/12 P85       49.4  22.4   4.20  -18.8    200
REE    RARE ELEMEN  REE US 08/18/12 C4        37.6  81.7   0.35  -22.2    494
MTW    MANITOWOC C  MTW US 08/18/12 C9        37.5 102.1   3.10    0.0    421
IDCC   INTERDIGITA  IDCC US 08/18/12 P25      36.9  74.0   0.20  -50.0    473
SDS    PRO ULTSHRT  SDS US 08/18/12 C13       36.6  41.3   2.05   -1.0   1396
SDS    PRO ULTSHRT  SDS US 08/18/12 C14       29.6  33.6   1.10   -2.6   4049
VTR    VENTAS INC   VTR US 08/18/12 P65       29.3  23.5   0.40   33.3   5007
CLMT   CALUMET SPE  CLMT US 11/17/12 C25      27.1  27.4   1.35    8.0    209
REE    RARE ELEMEN  REE US 08/18/12 C3        25.8 117.8   1.20  -38.5   1543
LVLT   LEVEL 3 COM  LVLT US 08/18/12 C17      25.1  60.1   2.00  -23.1    935
NOK    NOKIA CORP-  NOK US 08/18/12 P2        25.0 111.3   0.04    0.0   1545
LVLT   LEVEL 3 COM  LVLT US 08/18/12 C18      24.2  55.5   1.15  -20.7   2426
AFL    AFLAC INC    AFL US 08/18/12 P45       21.9  27.7   1.67   -9.7    579
FRX    FOREST LABS  FRX US 08/18/12 P33       21.7  37.1   1.05   75.0   1357
AFL    AFLAC INC    AFL US 08/18/12 P46       20.5  27.0   2.11  -26.2    802
FRX    FOREST LABS  FRX US 09/22/12 P33       20.4  28.5   1.43   68.2   1146
AFL    AFLAC INC    AFL US 08/18/12 P46       19.7  26.9   2.11  -26.2    802
LH     LABORATORY   LH US 09/22/12 C90        19.5  21.3   1.75  150.0    217
AFL    AFLAC INC    AFL US 08/18/12 C44       19.4  28.7   1.14   56.2    466
AFL    AFLAC INC    AFL US 08/18/12 C45       19.4  27.2   0.71  102.9    591
AFL    AFLAC INC    AFL US 08/18/12 C43       19.2  30.5   1.74   20.0    396
AFL    AFLAC INC    AFL US 08/18/12 P44       18.9  29.0   1.12   -6.7    763
ISIS   ISIS PHARM   ISIS US 08/18/12 C12      18.9  87.4   0.95    5.6    257
REE    RARE ELEMEN  REE US 08/18/12 P4        18.5  85.9   0.26   73.3   1070
LF     LEAPFROG EN  LF US 08/18/12 C10        18.5  97.2   1.90   13.8   3076
FRX    FOREST LABS  FRX US 09/22/12 C34       18.2  29.2   1.05   -0.9   1275
ATPG   ATP OIL & G  ATPG US 09/22/12 C1       18.1 128.2   0.50    0.0    440
AFL    AFLAC INC    AFL US 08/18/12 C42       18.0  32.8   2.70   24.4    269
AFL    AFLAC INC    AFL US 08/18/12 C42       18.0  32.8   2.70   24.4    269
AFL    AFLAC INC    AFL US 08/18/12 P43       17.7  30.9   0.73   -8.8    354
AN     AUTONATION   AN US 08/18/12 P40        17.5  35.8   1.95   39.3    260
BRK/B  BERKSHIRE H  BRKB US 08/18/12 C80      17.4  21.0   4.70   -6.0   2430
FRX    FOREST LABS  FRX US 08/18/12 P32       17.4  35.9   0.65  116.7    397
HYG    ISH-IBOXX H  HYG US 09/22/12 P91       17.2  10.4   1.20  -14.3   2128
DD     DU PONT (EI  DD US 08/18/12 C50        16.9  20.4   1.01   65.6   1093
NVS    NOVARTIS AG  NVS US 08/18/12 C57.5     16.9  17.2   1.25  -22.8    346
GT     GOODYEAR TI  GT US 08/18/12 P11        16.8  52.5   0.25  -16.7    533
TAP    MOLSON COOR  TAP US 10/20/12 C35       16.6  34.5   7.58   35.4    202
TRN    TRINITY IND  TRN US 09/22/12 P30       16.6  41.2   2.50    0.0    748
XLF    SPDR-FINL S  XLF US 08/18/12 C14       16.4  25.4   0.78    1.3    318
NWSA   NEWS CORP-A  NWSA US 01/19/13 C17.5    16.3  29.9   5.85    8.7    266
HUM    HUMANA INC   HUM US 08/18/12 P60       16.3  35.5   0.55  -38.9    236
DAN    DANA HOLDIN  DAN US 08/18/12 C12       16.2  46.1   0.90  -33.3    688
VZ     VERIZON COM  VZ US 08/18/12 P47        16.2  15.1   1.59  -16.3   1853
FRX    FOREST LABS  FRX US 08/18/12 C33       15.8  36.2   1.05   -8.7    775
REE    RARE ELEMEN  REE US 09/22/12 C4        15.7  75.2   0.52  -13.3    236
IDCC   INTERDIGITA  IDCC US 08/18/12 P20      15.7 120.7   0.05  -80.0    413
BRK/B  BERKSHIRE H  BRKB US 08/18/12 C82.5    15.5  18.3   2.34  -13.7   1907
ODFL   OLD DOMINIO  ODFL US 08/18/12 P40      15.4  47.9   1.20   -9.8    293
GT     GOODYEAR TI  GT US 08/18/12 C11        15.2  50.4   0.85   21.4    421
FRX    FOREST LABS  FRX US 09/22/12 C33       15.0  29.2   1.45   -6.5   1281
NVS    NOVARTIS AG  NVS US 08/18/12 P57.5     14.8  16.6   0.45   73.1    255
BRK/B  BERKSHIRE H  BRKB US 08/18/12 P80      14.7  21.9   0.22  120.0   1249
IDCC   INTERDIGITA  IDCC US 09/22/12 P25      14.7  58.2   0.50  -63.0    276
BRK/B  BERKSHIRE H  BRKB US 08/18/12 P82.5    14.4  18.4   0.54   74.2   1430
SO     SOUTHERN CO  SO US 08/18/12 C44        14.2  40.6   4.35    1.2    342
VXX    IPATH-S&P S  VXX US 08/18/12 C12       14.1  73.9   1.66  -12.6    262
NEON   NEONODE INC  NEON US 08/18/12 C5       14.0 103.8   0.35  -22.2   1919
PEP    PEPSICO INC  PEP US 08/18/12 P75       13.9  13.8   2.88   19.0    890
HUM    HUMANA INC   HUM US 08/18/12 P62.5     13.9  33.3   1.25  -37.5    324
DD     DU PONT (EI  DD US 08/18/12 C49        13.8  21.5   1.81   49.6    888
NAVB   NAVIDEA BIO  NAVB US 08/18/12 C3       13.8 113.4   0.30  -66.7    201
LVLT   LEVEL 3 COM  LVLT US 09/22/12 C17      13.8  54.6   2.10    2.4    274
MTZ    MASTEC INC   MTZ US 10/20/12 C15       13.8  43.2   1.50  -11.8    230
SO     SOUTHERN CO  SO US 08/18/12 C45        13.6  31.8   3.40    4.6    371
WTW    WEIGHT WATC  WTW US 10/20/12 P45       13.1  55.4   2.28   -3.0   1509
BG     BUNGE LTD    BG US 09/22/12 P67.5      13.0  23.1   2.85    0.0    494
GT     GOODYEAR TI  GT US 08/18/12 P12        12.9  46.8   0.56  -32.5    662
AGN    ALLERGAN IN  AGN US 08/18/12 P75       12.7  47.1   0.10  -81.8    215
VZ     VERIZON COM  VZ US 08/18/12 C44        12.7  17.5   1.70   22.3    340
XLF    SPDR-FINL S  XLF US 08/18/12 P14       12.7  25.5   0.08    0.0    231
DD     DU PONT (EI  DD US 08/18/12 P50        12.6  20.9   0.88  -29.6   5674
NVS    NOVARTIS AG  NVS US 08/18/12 C55       12.6  19.1   3.35    3.1   1577
WM     WASTE MANAG  WM US 08/18/12 P35        11.9  17.7   1.00   42.9    350
NOK    NOKIA CORP-  NOK US 09/22/12 C2.5      11.8  84.2   0.32   39.1   2669
ATPG   ATP OIL & G  ATPG US 08/18/12 P1       11.8 361.3   0.17   13.3    324
NOK    NOKIA CORP-  NOK US 08/18/12 P2.5      11.7  82.1   0.17  -26.1  10524
HUM    HUMANA INC   HUM US 08/18/12 P65       11.6  33.0   2.40  -31.4    414
NOK    NOKIA CORP-  NOK US 09/22/12 P2        11.4  95.0   0.11  -15.4    376
JNJ    JOHNSON&JOH  JNJ US 08/18/12 P65       11.4  20.6   0.06    0.0    717
NOK    NOKIA CORP-  NOK US 09/22/12 P2.5      11.4  83.9   0.30  -16.7   2247
LVLT   LEVEL 3 COM  LVLT US 08/18/12 P18      11.4  53.9   0.45  -13.5    275
ISIS   ISIS PHARM   ISIS US 08/18/12 C11      11.3  88.7   1.60    3.2    327
DD     DU PONT (EI  DD US 08/18/12 P49        11.2  22.4   0.53  -22.1    927
IDCC   INTERDIGITA  IDCC US 08/18/12 C30      11.2  57.1   2.20  528.6    383
LVLT   LEVEL 3 COM  LVLT US 09/22/12 P17      11.1  52.1   0.70   -6.7    301
KCG    KNIGHT CAPI  KCG US 08/18/12 P7.5      11.1 143.5   0.48    0.0   4701
PCYC   PHARMACYCLI  PCYC US 08/18/12 P43      11.1  85.1   0.45   50.0    215
P      PANDORA MED  P US 08/18/12 P10         11.0  93.1   0.85    6.2    314
VZ     VERIZON COM  VZ US 08/18/12 P46        11.0  15.3   0.83  -21.7   3028
NOK    NOKIA CORP-  NOK US 08/18/12 C2        10.9 104.5   0.57   29.6   1252
NTSP   NETSPEND HO  NTSP US 11/17/12 P7.5     10.9  77.8   0.85   54.5    524
BRK/B  BERKSHIRE H  BRKB US 08/18/12 C87.5    10.8  14.5   0.25   47.1    430
VZ     VERIZON COM  VZ US 08/18/12 C47        10.8  15.5   0.12  100.0   2995
TLT    ISHARES BAR  TLT US 09/22/12 P133      10.7  17.9   6.00    0.8    956
NXY    NEXEN INC    NXY US 03/16/13 P18       10.7  48.8   0.80   45.5    393
VZ     VERIZON COM  VZ US 08/18/12 P44        10.7  17.3   0.15  -16.7   2246
DD     DU PONT (EI  DD US 08/18/12 C48        10.4  22.8   2.66   37.8    334
SNE    SONY CORP-A  SNE US 08/18/12 P11       10.4  64.1   0.20    0.0    322
OREX   OREXIGEN TH  OREX US 01/18/14 C4.5     10.3  97.4   2.15    4.9    507
AFL    AFLAC INC    AFL US 09/22/12 C46       10.2  24.8   0.86   38.7    249
VZ     VERIZON COM  VZ US 08/18/12 C46        10.2  15.5   0.40   73.9   3788
GRMN   GARMIN LTD   GRMN US 08/18/12 C32      10.2  55.8   6.50    0.0    201
BRK/B  BERKSHIRE H  BRKB US 08/18/12 P85      10.2  15.6   1.26   21.1   1055
PFE    PFIZER INC   PFE US 08/18/12 P23       10.2  23.0   0.12   -7.7   1211
WTW    WEIGHT WATC  WTW US 10/20/12 P47.5     10.1  53.0   3.60   13.9    548

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TRLG   TRUE RELIGI  TRLG US 08/18/12 P23     -52.4  42.7   1.05   40.0    206
TRLG   TRUE RELIGI  TRLG US 08/18/12 P22     -51.0  44.1   0.40  -33.3    354
ENR    ENERGIZER H  ENR US 08/18/12 P70      -50.2  22.0   1.00   81.8    240
PVR    PENN VIRGIN  PVR US 08/18/12 C25      -49.8   9.6   0.70  -12.5    888
GRMN   GARMIN LTD   GRMN US 08/18/12 C37     -41.6  31.4   1.80  -34.5    468
GRMN   GARMIN LTD   GRMN US 08/18/12 C38     -41.5  31.1   1.58  -23.3    377
GRMN   GARMIN LTD   GRMN US 08/18/12 P39     -41.3  31.3   1.04  -49.3    589
GRMN   GARMIN LTD   GRMN US 08/18/12 C35     -41.1  32.3   5.10   32.5    323
AVP    AVON PRODUC  AVP US 08/18/12 P14      -39.7  47.4   0.25  -44.4    207
GRMN   GARMIN LTD   GRMN US 08/18/12 P38     -39.6  32.5   0.83  -46.1    532
GRMN   GARMIN LTD   GRMN US 08/18/12 P40     -39.5  31.6   2.04  -20.6    605
GRMN   GARMIN LTD   GRMN US 08/18/12 C39     -38.9  31.7   1.00  -36.7    256
GRMN   GARMIN LTD   GRMN US 08/18/12 C40     -38.6  31.6   0.48  -56.8   1071
SIMG   SILICON IMA  SIMG US 08/18/12 C5      -38.2  71.4   0.25  400.0    681
RJET   REPUBLIC AI  RJET US 08/18/12 C5      -37.8  53.9   0.15    0.0    500
FTR    FRONTIER CO  FTR US 08/18/12 C4       -37.7  32.8   0.35  133.3   2110
ALL    ALLSTATE CO  ALL US 08/18/12 C38      -37.6  17.4   0.13 1200.0    322
HBI    HANESBRANDS  HBI US 08/18/12 C30      -37.5  29.3   1.70   41.7    362
HOG    HARLEY-DAVI  HOG US 08/18/12 C40      -37.3  38.5   2.37  -44.2   1146
GRMN   GARMIN LTD   GRMN US 08/18/12 P36     -36.9  34.9   0.21  -72.0   1292
F      FORD MOTOR   F US 08/18/12 C7         -36.4  56.9   2.20   10.0    234
AGN    ALLERGAN IN  AGN US 08/18/12 C90      -35.3  24.9   0.80   60.0    682
AGN    ALLERGAN IN  AGN US 08/18/12 C87.5    -35.1  25.2   1.80   97.8    499
PZZA   PAPA JOHN'S  PZZA US 08/18/12 C55     -34.5  31.0   0.50  -37.5    283
HOG    HARLEY-DAVI  HOG US 08/18/12 P43      -34.3  34.6   1.93    5.5    351
AGN    ALLERGAN IN  AGN US 08/18/12 P85      -34.1  26.3   0.95  -78.4    381
FTR    FRONTIER CO  FTR US 08/18/12 C4.5     -33.5  43.0   0.10  100.0    701
HOG    HARLEY-DAVI  HOG US 08/18/12 P41      -33.1  37.0   1.03    1.0    383
HOG    HARLEY-DAVI  HOG US 08/18/12 P40      -33.0  38.4   0.65  -24.4    509
HOG    HARLEY-DAVI  HOG US 08/18/12 P42      -32.9  35.9   1.35   -4.3   1722
EA     ELECTRONIC   EA US 08/18/12 C10       -32.8  48.7   1.38    4.5    253
HOG    HARLEY-DAVI  HOG US 08/18/12 C43      -32.7  35.3   0.84  -60.9    374
HOG    HARLEY-DAVI  HOG US 08/18/12 C42      -32.6  35.9   1.26  -53.3   1105
RATE   BANKRATE IN  RATE US 08/18/12 P17.5   -32.4  59.2   1.60  -25.6   2525
SSYS   STRATASYS I  SSYS US 08/18/12 P60     -32.3  51.8   1.70  -50.0    215
HOG    HARLEY-DAVI  HOG US 08/18/12 P39      -32.3  40.4   0.44  -29.0    200
CIGX   STAR SCIENT  CIGX US 01/19/13 C2      -31.9  56.3   1.85   -2.6    200
TTWO   TAKE-TWO IN  TTWO US 08/18/12 P8      -31.7  51.2   0.20    0.0    326
XCO    EXCO RESOUR  XCO US 08/18/12 C6       -31.7  53.5   1.40    7.7    393
EA     ELECTRONIC   EA US 08/18/12 P11       -31.1  46.9   0.41  -36.9   1017
GRMN   GARMIN LTD   GRMN US 08/18/12 P35     -31.1  38.1   0.13  -75.9    391
PPO    POLYPORE IN  PPO US 08/18/12 C32.5    -31.0  49.9   1.55  -70.8    576
GNW    GENWORTH FI  GNW US 08/18/12 C4.5     -30.7  58.2   0.38  -48.0    279
AGN    ALLERGAN IN  AGN US 08/18/12 C85      -30.5  26.6   3.10   93.8   1117
RSH    RADIOSHACK   RSH US 08/18/12 P1       -30.2 306.4   0.02    0.0    498
AMLN   AMYLIN PHAR  AMLN US 01/18/14 P27     -30.2   6.8   0.08    0.0    288
AGN    ALLERGAN IN  AGN US 08/18/12 P87.5    -30.1  25.5   2.16  -17.2    271
HOG    HARLEY-DAVI  HOG US 08/18/12 P38      -30.1  43.3   0.30  -40.0    348
OC     OWENS CORNI  OC US 08/18/12 P27       -29.9  40.6   0.70  -51.7   1400
TRX    TANZANIAN R  TRX US 08/18/12 P4       -29.9  58.8   0.20   33.3    377
PFE    PFIZER INC   PFE US 08/18/12 C22      -29.8  27.6   2.15    3.9    391
OC     OWENS CORNI  OC US 08/18/12 P26       -29.5  43.0   0.40  -58.3   1209
FIRE   SOURCEFIRE   FIRE US 08/18/12 P40     -29.4  68.7   0.60    0.0    220
CBG    CBRE GROUP   CBG US 08/18/12 C16      -29.0  41.1   1.05   90.9   1186
SIMG   SILICON IMA  SIMG US 09/22/12 C5      -28.9  62.1   0.45  125.0    234
EA     ELECTRONIC   EA US 08/18/12 P10       -28.4  50.6   0.09  -67.9   1367
EA     ELECTRONIC   EA US 08/18/12 C11       -28.1  47.4   0.45  -32.8    579
RDN    RADIAN GROU  RDN US 08/18/12 C3       -27.9  68.4   0.20   33.3    583
DNB    DUN & BRADS  DNB US 08/18/12 P65      -27.7  48.2   0.30   20.0   1444
GRMN   GARMIN LTD   GRMN US 08/18/12 P34     -27.7  41.4   0.02  -94.1   1063
OC     OWENS CORNI  OC US 08/18/12 C29       -27.6  39.8   0.40  -20.0    246
F      FORD MOTOR   F US 08/18/12 C8         -27.5  35.3   1.11   -9.0    763
OPTR   OPTIMER PHA  OPTR US 08/18/12 P12.5   -27.4  53.2   0.30  -14.3   2010
PPO    POLYPORE IN  PPO US 08/18/12 P30      -27.3  58.3   0.60  122.2   2053
AMLN   AMYLIN PHAR  AMLN US 01/18/14 P30     -27.0   2.5   0.05  -58.3    556
GNW    GENWORTH FI  GNW US 08/18/12 C4       -26.9  73.8   0.88  -20.7    264
MA     MASTERCARD   MA US 08/18/12 C425      -25.0  26.3  10.00  -46.4    292
MA     MASTERCARD   MA US 08/18/12 P435      -25.0  25.1  14.60   23.2    315
HOG    HARLEY-DAVI  HOG US 08/18/12 P36      -24.9  49.0   0.15  -44.4   1590
ATML   ATMEL CORP   ATML US 08/18/12 P5      -24.9  62.4   0.08  -20.0    215
DVN    DEVON ENERG  DVN US 08/18/12 P55      -24.8  30.5   0.60   11.1    506
PFE    PFIZER INC   PFE US 01/19/13 C15      -24.4  37.9   9.20    1.7    565
CMCSA  COMCAST COR  CMCSA US 08/18/12 C34    -24.4  20.4   0.40   73.9    257
AGN    ALLERGAN IN  AGN US 08/18/12 C82.5    -24.3  27.5   5.20  116.7    309
MA     MASTERCARD   MA US 08/18/12 P430      -24.2  26.1  11.41   15.2    274
OSG    OVERSEAS SH  OSG US 08/18/12 P5       -24.1 124.3   0.45  -10.0    592
DVN    DEVON ENERG  DVN US 08/18/12 P57.5    -24.1  29.2   1.42   10.9    318
CLMT   CALUMET SPE  CLMT US 11/17/12 P25     -23.9  25.6   2.05   13.9    202
HUN    HUNTSMAN CO  HUN US 08/18/12 C13      -23.4  45.8   0.45  -10.0    866
HSP    HOSPIRA INC  HSP US 08/18/12 P35      -23.1  35.7   0.45  -71.0   1510
VSH    VISHAY INTE  VSH US 08/18/12 C7.5     -22.9  54.9   2.30   -4.2    306
GRMN   GARMIN LTD   GRMN US 09/22/12 C40     -22.7  28.3   0.94  -34.3    264
TECD   TECH DATA C  TECD US 08/18/12 P45     -22.4  35.3   0.30    0.0    371
HOG    HARLEY-DAVI  HOG US 08/18/12 P35      -22.2  52.9   0.10  -37.5    266
AA     ALCOA INC    AA US 08/18/12 C6        -22.1  72.7   2.48   -0.8    204
RLOC   REACHLOCAL   RLOC US 08/18/12 C12.5   -22.1  63.2   1.10   93.0    372
ENR    ENERGIZER H  ENR US 09/22/12 P70      -21.7  23.4   2.10  162.5    511
HZNP   HORIZON PHA  HZNP US 11/17/12 C5      -21.6  34.6   0.50  -50.0   1248
TECD   TECH DATA C  TECD US 08/18/12 C50     -21.5  30.8   0.75  -58.3    525
MA     MASTERCARD   MA US 08/18/12 P420      -21.3  27.6   7.35   17.6    375
XCO    EXCO RESOUR  XCO US 08/18/12 C7       -20.7  49.8   0.55   22.2    403
HOG    HARLEY-DAVI  HOG US 08/18/12 P34      -20.6  55.2   0.11  -15.4    256
NAT    NORDIC AMER  NAT US 08/18/12 C10      -20.5  58.4   1.35    0.0    332
TECD   TECH DATA C  TECD US 08/18/12 P50     -20.2  29.9   1.80   28.6    384
RSH    RADIOSHACK   RSH US 10/20/12 C3       -19.8  64.0   0.40    8.1    255
PXD    PIONEER NAT  PXD US 08/18/12 C95      -19.8  38.3   2.42   72.9    485
CMCSA  COMCAST COR  CMCSA US 08/18/12 C33    -19.4  21.6   0.96   74.5   2836
HOG    HARLEY-DAVI  HOG US 08/18/12 P33      -19.4  59.7   0.12  -20.0    224
RLOC   REACHLOCAL   RLOC US 09/22/12 C12.5   -19.4  54.7   1.65   94.1    211
OCZ    OCZ TECHNOL  OCZ US 08/18/12 C6       -18.8 112.8   0.50  -47.4    421
ACAS   AMERICAN CA  ACAS US 08/18/12 C10     -18.8  28.3   0.41   32.3    480
DORM   DORMAN PROD  DORM US 09/22/12 C30     -18.2  30.8   1.00    0.0    245
DTG    DOLLAR THRI  DTG US 08/18/12 P70      -17.6  49.9   2.00  -11.1    481
TWX    TIME WARNER  TWX US 08/18/12 P38      -17.6  21.9   0.25  -41.9    202
ROC    ROCKWOOD HO  ROC US 08/18/12 C45      -17.3  36.8   1.44   15.2    304
TWX    TIME WARNER  TWX US 08/18/12 C38      -17.1  21.8   1.53    0.0    474
KWK    QUICKSILVER  KWK US 09/22/12 C4       -16.9  65.1   0.90   12.5    538
AUTH   AUTHENTEC I  AUTH US 10/20/12 P7.5    -16.9  22.1   0.05  -50.0    200
HUN    HUNTSMAN CO  HUN US 08/18/12 P13      -16.9  47.9   0.55  -38.9    536
TRN    TRINITY IND  TRN US 08/18/12 C26      -16.5  42.1   3.00   30.4    457
TWX    TIME WARNER  TWX US 08/18/12 P39      -16.4  20.0   0.70   -7.9    205
HOG    HARLEY-DAVI  HOG US 09/22/12 P41      -16.3  35.6   1.97   15.9    702
ADSK   AUTODESK IN  ADSK US 08/18/12 C34     -16.1  39.1   1.29   -3.0    613
CMCSA  COMCAST COR  CMCSA US 08/18/12 P32    -16.0  23.5   0.12  -77.4    317
CMCSA  COMCAST COR  CMCSA US 08/18/12 C32    -16.0  23.5   1.81   67.6    278
TWX    TIME WARNER  TWX US 08/18/12 C39      -16.0  20.0   0.77  -13.5    643
PXD    PIONEER NAT  PXD US 08/18/12 P90      -15.8  40.7   1.60  -62.7    772
PXD    PIONEER NAT  PXD US 08/18/12 P85      -15.6  42.8   0.60  -73.9    275
HOG    HARLEY-DAVI  HOG US 09/22/12 P35      -15.5  42.1   0.52   -3.7    245
PPO    POLYPORE IN  PPO US 09/22/12 P30      -15.4  56.5   1.50   50.0    256
HYG    ISH-IBOXX H  HYG US 09/22/12 C92      -15.4   5.7   0.51   13.3   2024
MRO    MARATHON OI  MRO US 08/18/12 P26      -15.3  29.1   0.65   -1.5    204
HOG    HARLEY-DAVI  HOG US 09/22/12 P36      -15.2  40.7   0.61   10.9    274
GNW    GENWORTH FI  GNW US 09/22/12 C4.5     -15.2  56.0   0.59  -24.4    206
TWX    TIME WARNER  TWX US 08/18/12 C40      -15.2  19.3   0.24  -44.2    434
MRO    MARATHON OI  MRO US 08/18/12 C27      -15.1  27.4   0.27  -44.9    306
COST   COSTCO WHOL  COST US 08/18/12 C90     -15.1  19.3   6.60    8.0    245
HOG    HARLEY-DAVI  HOG US 09/22/12 C43      -15.0  34.2   1.66  -41.5    210
HOG    HARLEY-DAVI  HOG US 09/22/12 P37      -14.9  39.3   0.70    1.4    804
MRO    MARATHON OI  MRO US 08/18/12 C25      -14.5  31.6   1.44  -17.7   2430
AUY    YAMANA GOLD  AUY US 08/18/12 C13      -14.5  42.2   1.85  -15.1   2706
RSH    RADIOSHACK   RSH US 08/18/12 C3       -14.4  81.6   0.20    0.0   2060
RLOC   REACHLOCAL   RLOC US 10/20/12 C12.5   -14.2  56.8   1.90   46.1    216
S      SPRINT NEXT  S US 08/18/12 C3.5       -14.1  63.9   0.90    0.0    456
ADSK   AUTODESK IN  ADSK US 08/18/12 P33     -14.1  41.4   0.71  -25.3    612
ALL    ALLSTATE CO  ALL US 08/18/12 C37      -14.1  18.9   0.30  900.0   1138
XL     XL GROUP PL  XL US 08/18/12 P19       -13.8  34.7   0.11  -26.7   1218
ARR    ARMOUR RESI  ARR US 01/19/13 C7.5     -13.6  15.2   0.35   66.7    518
ADSK   AUTODESK IN  ADSK US 08/18/12 P32     -13.6  43.8   0.44  -34.3    287
HZNP   HORIZON PHA  HZNP US 08/18/12 C5      -13.3  59.9   0.30  -57.1    585
TKR    TIMKEN CO    TKR US 09/22/12 C35      -12.9  44.0   3.50  -16.7    841
NCR    NCR CORP     NCR US 08/18/12 C25      -12.8  28.7   0.45  350.0    319
TRN    TRINITY IND  TRN US 10/20/12 C25      -12.7  37.0   4.90   13.9    500
NGLS   TARGA RESOU  NGLS US 08/18/12 C39     -12.6  22.9   0.45   12.5    250
DTG    DOLLAR THRI  DTG US 08/18/12 P65      -12.5  57.0   0.80  -20.0    443
ICE    INTERCONTIN  ICE US 08/18/12 C135     -12.4  25.5   0.80  -55.8    355
SKUL   SKULLCANDY   SKUL US 08/18/12 C12.5   -12.2  63.5   2.30   12.2   1808
SVU    SUPERVALU I  SVU US 08/18/12 P2.5     -12.1 115.2   0.18  -40.0    687
ZNGA   ZYNGA INC-   ZNGA US 08/18/12 P2      -11.9 106.5   0.02  -33.3    565
HZNP   HORIZON PHA  HZNP US 08/18/12 P5      -11.7  94.6   0.35   75.0   1196
HZNP   HORIZON PHA  HZNP US 09/22/12 C5      -11.1  47.1   0.40  -46.7    574
HZNP   HORIZON PHA  HZNP US 02/16/13 C5      -10.8  28.4   0.55  -35.3   3142
FTR    FRONTIER CO  FTR US 01/19/13 C4.5     -10.7  33.5   0.25   66.7    808
EQR    EQUITY RESI  EQR US 08/18/12 C60      -10.6  27.3   3.70   -5.1    207
GNW    GENWORTH FI  GNW US 01/19/13 P4       -10.5  61.7   0.37   -9.8   3503
ALL    ALLSTATE CO  ALL US 08/18/12 P36      -10.3  20.1   0.46  -73.6    748
SCHW   SCHWAB (CHA  SCHW US 09/22/12 P11     -10.3  33.2   0.15    0.0    268
ACAS   AMERICAN CA  ACAS US 08/18/12 C9      -10.3  35.7   1.31   24.8    414
XLF    SPDR-FINL S  XLF US 08/18/12 P15      -10.2  20.4   0.43   -4.4   2430
AGP    AMERIGROUP   AGP US 08/18/12 C90      -10.1   3.0   0.30    0.0    584
ETN    EATON CORP   ETN US 08/18/12 C41      -10.1  27.6   2.75   -2.1    564
NAT    NORDIC AMER  NAT US 08/18/12 P10      -10.1  65.5   0.20  100.0    333
OCZ    OCZ TECHNOL  OCZ US 09/22/12 P5       -10.0 108.3   0.50    0.0    471

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

-- Bloomberg News

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


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