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Unusually High priced 7-150 Day options relative to their own past USING PERCENTILES
Rank7-150 Day Option Implied Volatility Ranking for 06-01-99 (since 11-23-98)
Stock OptionHighLowLastChg1-20 rank
1) Intel Corporation (INTC)57.29%36.25%56.44%+ 4.68%20
2) Nortel Networks Corporation (NT)64.22%35.24%64.22%+ 3.42%20
3) Pfizer, Inc. (PFE)45.21%28.91%42.09%- 3.12%20
4) Kroger Company (The) (KR)40.37%20.47%38.48%+18.01%20
5) 3Com Corporation (COMS)84.77%52.03%84.77%+ 9.41%20
6) SBC Communications, Inc. (SBC)38.62%25.55%38.62%+ 2.15%20
7) International Business Machin (IBM)47.34%31.21%42.88%+ 0.77%20
8) Merck & Co., Inc. (MRK)41.53%28.32%39.13%+ 1.56%20
9) Chase Manhattan Corporation ( (CMB)50.94%33.73%45.39%- 1.38%20
10) Motorola, Inc. (MOT)45.48%33.96%45.14%+ 1.30%20
11) General Motors Corporation (GM)83.17%28.47%64.55%-18.63%20
12) Xilinix, Inc. (XLNX)75.00%52.06%69.95%- 0.15%20
13) Bed Bath & Beyond, Inc. (BBBY)64.05%41.87%64.05%+22.19%20
14) Morgan Stanley Dean Witter & (MWD)56.01%44.52%56.01%+ 0.33%20
15) American Home Products Corpor (AHP)48.83%31.48%48.83%+10.48%20
16) Federal Nat'l Mortgage Ass'n (FNM)38.98%28.23%37.25%- 0.31%20
17) KLA Instruments Corporation (KLAC)76.23%60.33%76.23%+ 3.97%20
18) Allstate Corporation (The) (ALL)42.59%30.95%37.01%- 5.58%20
19) International Paper Company (IP)44.00%31.37%43.83%+ 9.37%20
20) PMC-Sierra Inc. (PMCS)73.71%60.74%73.66%+10.15%20
21) Merrill Lynch & Co., Inc. (MER)67.17%42.95%67.17%+17.48%20
22) GTE Corporation (GTE)34.89%23.64%31.28%+ 0.28%20
23) RF Micro Devices, Inc. (RFMD)109.80%76.86%99.19%+ 2.23%20
24) United Technologies Corporati (UTX)44.22%28.43%39.75%+ 1.20%20
25) Starbucks Corporation (SBUX)58.53%47.24%58.53%+ 4.17%20
26) Elan Corporation PLC ADR (ELN)72.15%33.83%68.65%+ 2.39%20
27) Sigma-Aldrich Corporation (SIAL)39.26%22.53%38.83%- 0.43%20
28) Chiron Corporation (CHIR)54.38%35.81%52.07%+ 5.87%20
29) Minnesota Mining & Manufactur (MMM)37.15%27.58%37.15%+ 1.36%20
30) Rambus, Inc (RMBS)92.30%67.23%92.30%+12.70%20
31) Lincare Holdings, Inc. (LNCR)108.99%46.32%108.99%+ 3.53%20
32) Biomet, Inc. (BMET)59.46%33.33%49.75%- 5.91%20
33) PairGain Technologies, Inc. (PAIR)111.88%76.82%111.88%+14.42%20
34) Level 3 Comunications Inc (LVLT)73.01%50.09%73.01%+ 4.20%20
35) Georgia-Pacific Corporation (GP)95.42%24.04%53.92%-41.50%20
36) Providian Financial Corp (New (PVN)78.99%43.92%74.15%- 4.84%20
37) Cabletron Systems, Inc. (CS)107.20%64.32%98.75%+13.61%20
38) Columbia/HCA Healthcare Corpo (COL)59.97%39.67%55.01%+ 2.44%20
39) Interpublic Group of Companie (IPG)36.99%27.08%36.09%+ 1.66%20
40) Clorox Company (The) (CLX)38.79%24.60%38.79%+ 1.81%20
41) Harley-Davidson, Inc. (HDI)51.09%32.86%50.43%- 0.66%20
42) Time Warner Inc. Holding Co. (TWX)45.17%29.98%43.06%- 0.35%19
43) Tellabs, Inc. (TLAB)66.68%51.55%62.60%+ 2.24%19
44) Texas Instruments Incorporate (TXN)67.23%43.98%56.65%+ 0.83%19
45) Staples, Inc. (SPLS)67.37%34.77%58.18%+17.63%19
46) Associates First Capital Corp (AFS)42.17%34.10%40.66%+ 1.32%19
47) Schering-Plough Corporation (SGP)42.29%28.57%40.70%- 0.77%19
48) Intuit Corporation (INTU)74.61%55.42%70.78%- 0.57%19
49) National Semiconductor Corpor (NSM)101.19%64.11%85.56%+12.84%19
50) Altera Corporation (ALTR)73.75%52.74%67.24%- 0.83%19
51) Novellus Systems, Inc. (NVLS)83.28%61.49%79.86%+ 0.27%19
52) du Pont (E.I.) de Nemours & C (DD)42.60%30.23%37.39%- 0.16%19
53) U S WEST, Inc. (USW)62.23%27.42%47.01%- 2.35%19
54) Dial Corporation (The) (New) (DL)43.36%24.82%38.82%- 2.09%19
55) Immunex Corporation (IMNX)125.82% 3.42%90.30%+15.25%19
56) Kimberly-Clark Corporation (KMB)33.05%22.80%31.12%- 1.93%19
57) Albertson's, Inc. (ABS)34.47%28.12%32.97%+ 1.09%19
58) ALZA Corporation (AZA)49.76%35.51%47.39%+ 3.09%19
59) Guidant Corporation (GDT)61.09%43.60%59.19%- 1.83%19
60) Fort James Corporation (FJ)54.54%32.87%47.40%+ 0.03%19
61) Marsh & McLennan Companies, I (MMC)40.66%29.78%35.64%- 5.02%19
62) Newell Rubbermaid Inc. (NWL)49.62%26.79%42.42%- 7.10%19
63) Ticon Global Restaurants (YUM)51.03%28.12%43.92%- 7.10%19
64) Weyerhaeuser Company (WY)42.38%26.40%35.67%+ 2.89%19
65) McKesson Corporation (MCK)68.78%36.51%54.96%- 2.10%19
66) Northern States Power Company (NSP)31.65%15.14%27.32%+ 4.77%19
67) Applied Voice Technology Inc (AVTC)70.22%52.60%64.50%+ 5.80%18
68) Sun Microsystems, Inc. (SUNW)69.58%44.56%60.93%+ 0.36%18
69) QUALCOMM, Inc. (QCOM)86.54%47.03%78.14%- 0.42%18
70) Amgen, Inc. (AMGN)52.90%34.18%49.12%- 3.64%18
71) Costco Companies, Inc. (COST)49.05%39.88%46.69%- 1.06%18
72) Warner-Lambert Company (WLA)47.07%35.89%43.38%- 1.82%18
73) Silicon Graphics, Inc. (SGI)83.48%57.89%74.56%- 4.82%18
74) Colgate-Palmolive Company (CL)42.35%30.04%38.31%+ 3.93%18
75) Office Depot, Inc. (ODP)68.71%36.58%56.06%+ 6.47%18
76) KeyCorp (KEY)51.92%29.48%44.70%- 0.43%18
77) Sovereign Bancorp, Inc. (SVRN)109.66%33.54%51.43%+ 4.17%18
78) Texaco, Inc. (TX)45.85%28.11%38.69%+ 1.45%18
79) Allergan, Inc. (AGN)39.26%33.49%37.74%- 0.94%18
80) AmSouth Bancorporation (ASO)41.01%25.64%34.87%+ 4.98%18
81) AutoNation, Inc. (AN)258.51%36.26%50.87%-10.07%18
82) Williams Companies, Inc. (The (WMB)53.03%34.67%50.66%- 0.63%18
83) Deere & Company (DE)46.21%33.02%43.96%+ 1.06%18
84) SAFECO Corporation (SAFC)43.12%29.37%34.81%- 8.31%18
85) Baxter International, Inc. (BAX)35.05%26.89%33.64%- 1.41%18
86) Donaldson, Lufkin & Jenrette, (DLJ)86.80%57.96%80.33%+ 0.14%18
87) Photronics, Inc. (PLAB)75.48%48.79%68.09%- 0.81%18
88) Carnival Corporation (Class A (CCL)48.26%34.31%45.78%- 0.66%17
89) Adobe Systems, Inc. (ADBE)74.56%48.29%59.56%- 0.58%17
90) Bell Atlantic Corporation (BEL)39.40%26.30%33.22%- 0.75%17
91) NIKE, Inc. (Class B) (NKE)53.62%38.60%44.12%- 0.47%17
92) Abbott Laboratories (ABT)35.19%28.12%33.37%+ 2.09%17
93) Walgreen Company (WAG)66.31%31.34%43.15%- 0.99%17
94) Lowe's Companies, Inc. (LOW)53.41%37.45%47.68%- 2.47%17
95) Teradyne, Inc. (TER)80.91%52.79%74.63%+ 1.80%17
96) CVS Corporation (CVS)54.24%27.53%46.78%- 3.00%17
97) Southern Company (The) (SO)34.60%17.35%25.90%+ 4.23%17
98) Linear Technology Corporation (LLTC)73.37%50.04%64.13%- 0.53%17
99) AES Corporation (AES)62.31%43.41%57.45%+ 1.79%17
100) VISX, Incorporated (VISX)113.64%56.29%84.18%-10.55%17
101) State Street Boston Corporati (STT)48.00%35.02%40.46%- 0.41%17
102) Anheuser-Busch Companies, Inc (BUD)31.49%23.67%29.14%+ 0.51%17
103) Cardinal Health, Inc. (CAH)51.17%39.94%45.87%- 1.55%17
104) Keyspan Corp. (KSE)33.99%19.80%28.93%- 1.39%17
105) Peregrine Systems Inc (PRGN)102.73%61.75%88.29%+26.54%17
106) Wal-Mart Stores, Inc. (WMT)52.72%31.56%43.98%+ 0.55%16
107) Applied Materials, Inc. (AMAT)78.36%50.61%65.87%- 0.18%16
108) General Electric Company (GE)38.25%26.77%34.86%- 0.54%16
109) Bristol-Myers Squibb Company (BMY)38.17%27.57%34.24%+ 3.80%16
110) Pitney Bowes, Inc. (PBI)37.90%27.16%35.02%- 0.71%16
111) Ameritrade Holding Corp-Cl A (AMTD)149.80%82.81%130.31%- 0.92%16
112) Rite Aid Corporation (RAD)63.75%40.41%52.12%- 3.81%16
113) Lilly (Eli) and Company (LLY)40.42%32.90%37.85%+ 0.32%16
114) Network Appliance Corp. (NTAP)95.16%50.01%73.38%- 1.07%16
115) Texas Utilities Company (TXU)31.61%17.67%23.42%+ 0.38%16
116) Paychex, Inc. (PAYX)84.00%37.00%57.92%- 0.63%16
117) Sprint Corporation (FON)71.00%32.43%40.50%- 0.35%16
118) Ralston Purina Company (RAL)57.17%27.35%36.63%+ 5.20%16
119) Masco Corporation (MAS)46.48%31.01%38.97%- 0.49%16
120) Boston Scientific Corporation (BSX)82.28%42.63%57.78%+ 8.09%16
121) ConAgra, Inc. (CAG)38.42%24.32%31.79%- 6.64%16
122) Burlington Northern Santa Fe (BNI)46.20%23.96%32.00%- 5.43%16
123) Dollar General Corporation (DG)60.90%21.72%52.06%- 6.57%16
124) Anadarko Petroleum Corporatio (APC)67.39%41.17%58.60%- 1.06%16
125) General Mills, Inc. (GIS)24.93%18.15%21.63%+ 0.25%16
126) Dow Chemical Company (The) (DOW)39.20%22.92%33.86%- 1.40%16
127) Lincoln National Corporation (LNC)36.46%26.07%33.70%- 0.77%16
128) E*Trade Group Inc. (EGRP)150.73%84.74%119.73%+ 2.44%15
129) Comcast Corporation (Special (CMCSK)55.52%39.06%47.49%+ 0.27%15
130) Micron Technology, Inc. (MU)85.33%59.85%75.94%+ 3.47%15
131) Xerox Corporation (XRX)50.71%32.92%46.31%- 2.16%15
132) Johnson & Johnson (JNJ)32.37%22.29%28.84%- 3.53%15
133) Federal Home Loan Mortgage Co (FRE)35.14%28.34%34.26%- 0.89%15
134) First Security Corp. (FSCO)43.63%29.62%35.89%- 4.47%15
135) American Express Company (AXP)46.23%35.28%42.15%- 0.79%15
136) Synopsys, Inc. (SNPS)67.44%50.85%56.57%- 1.85%15
137) Xircom, Inc. (XIRC)119.23%56.10%77.55%+ 4.70%15
138) QLogic Corporation (QLGC)100.97%27.65%84.92%+ 0.12%15
139) Earthlink Network, Inc (ELNK)125.47%81.69%101.53%+ 0.04%15
140) Metromedia Fiber Network, Inc (MFNX)97.62%62.75%89.39%- 1.93%15
141) Aetna Inc. (AET)42.75%29.75%37.63%- 1.08%15
142) Andrew Corporation (ANDW)69.17%44.37%55.21%- 7.97%15
143) Home Depot, Inc. (The) (HD)46.01%32.69%41.35%- 2.40%14
144) Global Crossing Ltd. (GBLX)84.21%65.28%74.92%- 0.17%14
145) Schwab Corporation (The Charl (SCH)96.21%48.24%74.87%- 5.12%14
146) Knight/Trimark Group Inc (NITE)170.52%80.07%113.50%- 2.42%14
147) At Home Corporation Ser. A (ATHM)140.57% 7.82%93.26%- 0.89%14
148) Northern Trust Corporation (NTRS)37.13%26.74%32.74%+ 1.56%14
149) Bank of New York Company, Inc (BK)43.03%31.05%38.61%+ 0.36%14
150) NTL Incorporated (NTLI)78.25%48.82%59.87%- 0.21%14
151) May Department Stores Company (MAY)35.69%26.87%31.71%- 0.47%14
152) Summit Technology, Inc. (BEAM)125.69%81.06%106.00%- 5.91%14
153) Sabre Holdings Corp. (TSG)68.75%30.61%46.37%- 2.59%14
154) U.S. Foodservice (UFS)40.38%22.99%34.79%- 0.66%14
155) Fifth Third Bancorp. (FITB)42.31%28.46%34.30%+ 4.08%14
156) Storage Technology Corporatio (STK)76.56%42.18%62.26%+ 0.08%14
157) Computer Sciences Corporation (CSC)61.09%39.91%48.59%- 3.11%14
158) BestFoods (BFO)35.12%25.96%29.61%+ 1.14%14
159) Abercrombie & Fitch Company (ANF)66.62%50.05%58.69%- 2.01%14
160) St. Paul Companies, Inc. (The (SPC)42.41%25.64%32.33%- 5.95%14
161) Campbell Soup Company (CPB)51.56%27.91%40.74%+ 1.07%14
162) MidCap SPDR (MDY)66.63%14.47%38.47%-22.78%14
163) America Online, Inc. (AOL)116.67%52.93%79.42%+ 0.91%13
164) Banc One Corporation (ONE)41.70%31.85%36.77%- 0.86%13
165) Yahoo! Inc (YHOO)129.09%75.67%91.04%+ 1.75%13
166) Network Associates Inc. (NETA)130.98%52.38%89.08%- 3.57%13
167) LSI Logic Corporation (LSI)69.60%55.52%62.49%- 1.23%13
168) Amazon.Com Inc (AMZN)161.60%80.49%99.84%+ 8.91%13
169) Gateway, Inc. (GTW)73.76%56.67%64.10%+ 1.65%13
170) Medtronic, Inc. (MDT)48.59%14.92%40.22%+25.29%13
171) Concord EFS, Inc. (CEFT)312.33%40.58%56.99%+ 0.14%13
172) Best Buy Co., Inc. (BBY)104.53%43.43%68.80%- 0.98%13
173) Heinz (H.J.) Company (HNZ)43.38%21.70%29.33%+ 1.18%13
174) Citrix Systems, Inc. (CTXS)97.12%46.92%67.89%- 2.80%13
175) Vodafone Group PLC ADR (VOD)54.01%34.88%43.37%- 1.80%13
176) Loral Space & Communications (LOR)75.03%48.09%62.77%- 1.15%13
177) Lycos, Inc (LCOS)153.78%82.84%95.68%+ 6.67%13
178) Kulicke and Soffa Industries, (KLIC)94.05%63.69%81.49%- 1.09%13
179) Chevron Corporation (CHV)37.89%25.89%29.83%- 1.74%13
180) Bergen Brunswig Corporation ( (BBC)68.82%32.10%49.84%+ 1.38%13
181) Circuit City Stores, Inc. (CC)65.17%46.65%57.75%- 2.45%13
182) Household International, Inc. (HI)51.94%36.04%43.52%+ 2.09%13
183) Sawtek Inc (SAWS)86.36%61.66%78.07%- 1.92%13
184) Hollywood Entertainment Corpo (HLYW)109.49%68.47%92.24%-17.24%13
185) Autodesk, Inc. (ADSK)73.97%47.70%62.36%+ 3.53%13
186) Outback Steakhouse, Inc. (OSSI)52.95%36.47%47.15%+ 0.04%13
187) Microsoft Corporation (MSFT)48.79%17.54%41.13%+ 1.66%12
188) Hewlett-Packard Company (HWP)58.19%33.86%41.69%+ 0.93%12
189) Interim Services, Inc. (IS)72.39%49.49%58.20%-14.18%12
190) Pharmacia & Upjohn, Inc. (PNU)38.44%29.56%34.56%- 0.87%12
191) Novell, Inc. (NOVL)65.96%43.95%56.16%+ 2.43%12
192) Solectron Corporation (SLR)60.59%39.94%49.88%+ 9.94%12
193) ADC Telecommunications, Inc. (ADCT)75.78%48.79%63.27%- 2.43%12
194) Maxim Integrated Products, In (MXIM)75.38%54.16%61.23%- 0.82%12
195) RealNetworks Inc. (RNWK)168.41%93.12%117.61%- 1.74%12
196) BCE, Inc. (BCE)35.27%27.46%32.58%+ 0.33%12
197) Telefonos de Mexico, S.A. de (TMX)56.58%36.62%42.83%- 0.94%12
198) Safeway, Inc. (SWY)52.08%27.78%39.91%- 3.08%12
199) Lehman Brothers Holdings, Inc (LEH)74.90%46.22%60.68%- 1.58%12
200) Vitesse Semiconductor Corpora (VTSS)76.83%51.27%64.00%+12.74%12