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

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
=============================================================================
IWM    ISHARES-RUS  IWM US 07/16/11 C72       91.2  30.0   7.11  -22.0    504
YRCW   YRC WORLDWI  YRCW US 07/16/11 C0.5     90.8 211.6   0.42   31.2    502
IWM    ISHARES-RUS  IWM US 07/16/11 C73       72.7  29.6   6.11  -21.5   1040
GRM    GRAHAM PACK  GRM US 07/16/11 C25       46.4   7.8   0.05  -75.0   1243
NDN    99 CENTS ON  NDN US 08/20/11 P17.5     40.5  41.4   0.30    0.0    358
SDS    PROSHARES U  SDS US 07/16/11 C19       38.8  37.9   3.45   24.1    357
NDN    99 CENTS ON  NDN US 09/17/11 P17.5     36.9  36.8   0.45   50.0    790
IWM    ISHARES-RUS  IWM US 07/16/11 C74       35.1  28.7   5.26  -20.8    904
FAZ    FINANCIAL B  FAZ US 07/16/11 C40       31.3  61.4  10.80   34.2    501
ENP    ENCORE ENER  ENP US 08/20/11 C20       30.9  28.4   1.00    0.0    200
TWER   TOWERSTREAM  TWER US 09/17/11 C5       24.1  62.6   0.55   -8.3    250
DEER   DEER CONSUM  DEER US 07/16/11 C2.5     23.4 281.9   4.10    5.1    258
CTRP   CTRIP.COM-A  CTRP US 07/16/11 C41      23.2  43.9   1.35  -12.9    313
RJET   REPUBLIC AI  RJET US 11/19/11 C2.5     23.1  99.9   2.35    9.3   1618
IWM    ISHARES-RUS  IWM US 07/16/11 C75       23.0  27.8   4.40  -20.7   1577
SPY    SPDR S&P 50  SPY US 07/16/11 C120      21.1  25.0   7.19  -20.5    263
BKS    BARNES & NO  BKS US 08/20/11 C16       20.7  35.7   2.35  -14.6    200
SPY    SPDR S&P 50  SPY US 07/16/11 C121      20.6  24.1   6.52  -21.8    210
PFE    PFIZER INC   PFE US 07/16/11 C20       20.3  24.4   0.93   52.5   2131
TEN    TENNECO INC  TEN US 07/16/11 P40       19.9  40.1   1.40    3.7    500
PFE    PFIZER INC   PFE US 07/16/11 P21       19.8  20.3   0.62  -24.4   6539
SPY    SPDR S&P 50  SPY US 07/16/11 C122      19.7  23.5   5.60  -22.3    824
TTMI   TTM TECHNOL  TTMI US 07/16/11 P15      19.6  54.3   1.00   81.8    510
RENN   RENREN INC-  RENN US 08/20/11 P5       19.3 169.1   0.80   33.3   3015
CTRP   CTRIP.COM-A  CTRP US 07/16/11 P39      18.9  45.7   1.15   53.3   1323
NDN    99 CENTS ON  NDN US 12/17/11 P17.5     18.7  30.2   0.60   71.4    267
C      CITIGROUP I  C1 US 01/21/12 P7.5       18.6  42.2   3.60   -4.0    220
SPY    SPDR S&P 50  SPY US 07/16/11 C123      18.5  22.7   4.81  -26.3   7568
EEM    ISHARES-EMG  EEM US 07/16/11 C42       18.1  30.3   3.25  -16.7    664
FSLR   FIRST SOLAR  FSLR US 07/16/11 C120     18.1  37.6   4.65  -15.4    474
PFE    PFIZER INC   PFE US 07/16/11 P20       17.9  24.1   0.21  -25.0   2392
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C50       17.6  27.4   4.30  -17.8    241
PMC    PHARMERICA   PMC US 07/16/11 P12.5     17.2  53.5   0.60   33.3    250
HD     HOME DEPOT   HD US 07/16/11 C36        17.0  21.3   0.42   35.5    867
SIRI   SIRIUS XM R  SIRI US 07/16/11 C2       16.8  53.4   0.09  -30.8    316
KFT    KRAFT FOODS  KFT US 07/16/11 C34       16.7  14.7   0.41  -42.2    351
SDS    PROSHARES U  SDS US 07/16/11 P20       16.7  32.2   0.05  -44.4    425
UAL    UNITED CONT  UAL US 07/16/11 C24       16.6  43.1   1.62   80.0   1434
HD     HOME DEPOT   HD US 07/16/11 C37        16.6  20.3   0.18   38.5    294
HD     HOME DEPOT   HD US 07/16/11 P35        16.6  22.8   0.73    0.0   1782
FSLR   FIRST SOLAR  FSLR US 07/16/11 C125     16.4  37.8   2.60  -14.5    750
RVBD   RIVERBED TE  RVBD US 07/16/11 P30      16.3  60.5   0.50    0.0    252
SPY    SPDR S&P 50  SPY US 07/16/11 C124      16.3  21.7   4.05  -26.2   7927
NG     NOVAGOLD RE  NG US 07/16/11 C9         16.0  53.7   0.45  -25.0   3475
RVBD   RIVERBED TE  RVBD US 07/16/11 P32      16.0  54.7   0.90  -10.0    242
SDS    PROSHARES U  SDS US 07/16/11 C20       15.9  32.9   2.49   35.3   1416
SPY    SPDR S&P 50  SPY US 07/16/11 C125      15.9  21.0   3.38  -27.9   9198
HD     HOME DEPOT   HD US 07/16/11 P34        15.8  24.9   0.37   12.1    798
LDK    LDK SOLAR C  LDK US 07/16/11 C7        15.7  62.5   0.35  -14.6    244
ORCL   ORACLE CORP  ORCL US 07/16/11 C33      15.7  35.3   0.54  -14.3   5440
HD     HOME DEPOT   HD US 07/16/11 P33        15.6  27.6   0.20   33.3    385
NLY    ANNALY CAPI  NLY US 07/16/11 C18       15.6  18.4   0.59   -1.7    968
MTL    MECHEL-SPON  MTL US 07/16/11 P26       15.5  37.2   1.55   72.2    300
BKS    BARNES & NO  BKS US 07/16/11 C18       15.5  42.3   0.73  -36.5    311
HD     HOME DEPOT   HD US 07/16/11 C35        15.4  22.8   0.89   32.8   2003
UAL    UNITED CONT  UAL US 07/16/11 P23       15.3  44.4   0.33  -34.0   2043
STD    BANCO SANTA  STD US 07/16/11 P11       15.2  40.8   0.55  120.0    294
UAL    UNITED CONT  UAL US 07/16/11 P22       15.2  46.9   0.18  -21.7    374
MCP    MOLYCORP IN  MCP US 07/16/11 P52.5     15.1  66.1   3.60   53.2   1948
JNJ    JOHNSON&JOH  JNJ US 07/16/11 C67.5     15.1  14.6   0.16  -50.0    895
RVBD   RIVERBED TE  RVBD US 07/16/11 P33      15.0  53.4   1.15  -11.5    206
GORO   GOLD RESOUR  GORO US 07/16/11 C25      15.0  45.4   1.80  -16.3    220
HNSN   HANSEN MEDI  HNSN US 09/17/11 C2.5     14.9 101.9   0.65    0.0    382
RVBD   RIVERBED TE  RVBD US 07/16/11 P34      14.8  51.9   1.60  -17.9   1090
SPWRA  SUNPOWER CO  SPWRA US 09/17/11 C16     14.8  47.5   2.07   -5.9    200
UUP    POWERSHARES  UUP US 07/16/11 P20       14.8  19.2   0.01  -50.0    231
CIGX   STAR SCIENT  CIGX US 07/16/11 P4       14.7 130.9   0.25    0.0   1060
BCR    CR BARD INC  BCR US 07/16/11 C110      14.7  20.0   0.80  -51.5    449
GERN   GERON CORP   GERN US 08/20/11 P4       14.7  38.9   0.25   25.0    300
XLP    SPDR-CONS S  XLP US 07/16/11 C31       14.7  14.0   0.28  -46.1    284
SH     PROSHARES S  SH US 07/16/11 C44        14.5  21.4   0.35  133.3   2539
PCYC   PHARMACYCLI  PCYC US 07/16/11 P9       14.4  43.2   0.35   16.7    452
XLF    SPDR-FINL S  XLF US 07/16/11 C14       14.4  28.8   0.83  -25.9   1090
EEM    ISHARES-EMG  EEM US 07/16/11 C43       14.3  28.8   2.45  -16.9    750
THC    TENET HEALT  THC US 01/21/12 P5        14.3  39.1   0.21   40.0    220
UCO    PRSH-ULT CR  UCO US 08/20/11 P33       14.3  70.9   1.68  115.4    257
CTRP   CTRIP.COM-A  CTRP US 07/16/11 P35      14.2  50.7   0.30   20.0    305
ZAGG   ZAGG INC     ZAGG US 07/16/11 C15      14.0  80.2   1.40   27.3    630
AMR    AMR CORP     AMR US 08/20/11 C4        13.9  83.1   2.12   14.6    298
UAL    UNITED CONT  UAL US 07/16/11 C26       13.9  41.3   0.62  181.8    785
YRCW   YRC WORLDWI  YRCW US 10/22/11 P0.5     13.9 291.3   0.22   29.4   1122
IWM    ISHARES-RUS  IWM US 07/16/11 C77       13.8  26.2   2.87  -23.7   2233
UAL    UNITED CONT  UAL US 07/16/11 C25       13.7  41.6   1.07  132.6   1256
SPY    SPDR S&P 50  SPY US 07/16/11 C126      13.5  20.0   2.70  -31.3  18820
CHS    CHICO'S FAS  CHS US 07/16/11 C14       13.4  40.2   0.95   -5.0    651
EEV    PROSHARES U  EEV US 07/16/11 C34       13.4  52.2   1.15  109.1    266
GDX    MKT VECT-GO  GDX US 07/16/11 C55       13.3  30.8   0.75  -42.8   2431
COOL   MAJESCO ENT  COOL US 08/20/11 P2.5     13.3 116.8   0.30    0.0    200
PFE    PFIZER INC   PFE US 07/16/11 C21       13.2  20.7   0.27  125.0  10893
SPY    SPDR S&P 50  SPY US 07/16/11 C127      13.2  19.2   2.12  -34.0  33472
F      FORD MOTOR   F US 07/16/11 C12         13.1  37.5   1.29   -8.5    282
MS     MORGAN STAN  MS US 07/16/11 C23        13.1  32.2   0.30  -36.2    671
JBLU   JETBLUE AIR  JBLU US 07/16/11 C6       13.1  35.1   0.35   16.7    315
CTRP   CTRIP.COM-A  CTRP US 07/16/11 P37      13.1  46.9   0.55    0.0    421
GA     GIANT INTER  GA US 07/16/11 C7.5       13.0  34.3   0.10  -60.0    257
XOM    EXXON MOBIL  XOM US 07/16/11 C80       13.0  21.2   0.67  -51.5   3925
TBT    PROSHARES U  TBT US 07/16/11 P33       13.0  28.6   1.32   37.5    673
XLP    SPDR-CONS S  XLP US 07/16/11 P31       12.9  14.2   0.60  106.9  20100
RVBD   RIVERBED TE  RVBD US 07/16/11 C35      12.9  51.3   1.55   82.3    340
MCP    MOLYCORP IN  MCP US 07/16/11 P50       12.8  67.1   2.40   60.0    307
ORCL   ORACLE CORP  ORCL US 07/16/11 C32      12.8  35.9   0.90  -18.9   4465
DIA    SPDR DJIA T  DIA US 07/16/11 C118      12.8  18.2   2.54  -34.9    822
MRK    MERCK & CO   MRK US 07/16/11 P35       12.7  17.7   0.81  131.4    635
RENN   RENREN INC-  RENN US 08/20/11 P6       12.6 159.1   1.20   20.0    750
CYH    COMMUNITY H  CYH US 07/16/11 P20       12.6  66.6   0.20  100.0    249
DIA    SPDR DJIA T  DIA US 07/16/11 C121      12.6  16.2   0.95  -44.4   1324
GERN   GERON CORP   GERN US 07/16/11 P4       12.6  39.4   0.15   50.0    320
ID     L-1 IDENTIT  ID US 07/16/11 P11        12.6  31.8   0.10  -33.3    251
DIA    SPDR DJIA T  DIA US 07/16/11 C123      12.5  14.8   0.36  -52.6    498
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C52       12.5  23.9   2.61  -16.6    647
XLV    SPDR-HEALTH  XLV US 07/16/11 C35       12.5  15.5   0.40  -28.6    392
BMY    BRISTOL-MYE  BMY US 09/17/11 P24       12.4  29.2   0.16  -20.0    232
BMY    BRISTOL-MYE  BMY US 09/17/11 P25       12.4  26.7   0.23  -28.1    491
MRK    MERCK & CO   MRK US 07/16/11 C35       12.4  17.5   0.44  -48.8   2282
DIA    SPDR DJIA T  DIA US 07/16/11 C122      12.4  15.4   0.64  -44.8    946
DIA    SPDR DJIA T  DIA US 08/20/11 C112      12.4  21.8   8.07  -10.5    400
ORCL   ORACLE CORP  ORCL US 07/16/11 P32      12.3  35.5   1.38   45.3    818
SM     SM ENERGY C  SM US 07/16/11 P60        12.3  46.1   0.80  166.7    234
BMY    BRISTOL-MYE  BMY US 09/17/11 P27       12.2  22.6   0.53  -36.9   1896
BKS    BARNES & NO  BKS US 10/22/11 C18       12.1  37.6   1.50  -37.5   1003
MCD    MCDONALDS C  MCD US 07/16/11 P65       12.0  41.6   0.03    0.0    567
ORCL   ORACLE CORP  ORCL US 07/16/11 C31      12.0  37.0   1.40  -19.1  17971
LLL    L-3 COMM HL  LLL US 07/16/11 P85       12.0  23.7   2.55   88.9    351
UUP    POWERSHARES  UUP US 07/16/11 P21       12.0  11.8   0.05  -37.5    316
MS     MORGAN STAN  MS US 07/16/11 P22        11.9  33.3   0.71   73.2   1192
UUP    POWERSHARES  UUP US 07/16/11 C21       11.9  11.6   0.67   39.6   1102
GERN   GERON CORP   GERN US 09/17/11 P4       11.9  38.5   0.35   16.7    601
HRBN   HARBIN ELEC  HRBN US 07/16/11 C7.5     11.8 172.4   6.50   -6.1    250
ORCL   ORACLE CORP  ORCL US 08/20/11 C33      11.8  29.6   0.88  -11.1    856
RVBD   RIVERBED TE  RVBD US 07/16/11 C32      11.8  54.4   3.20    6.3   1817
WCRX   WARNER CHIL  WCRX US 07/16/11 C24      11.7  28.9   0.45  -25.0    201
APC    ANADARKO PE  APC US 07/16/11 C72.5     11.5  36.0   1.68  -36.6   4756
AEP    AMERICAN EL  AEP US 07/16/11 P38       11.5  15.1   1.20   71.4    260
ITT    ITT CORP     ITT US 10/22/11 P50       11.5  28.3   1.15   35.3    210
FSLR   FIRST SOLAR  FSLR US 07/16/11 P120     11.5  51.5   5.80   36.5    257
GLD    SPDR GOLD T  GLD US 07/16/11 P155      11.4  15.8   7.35   53.1    481
RSX    MKT VECT-RU  RSX US 07/16/11 P35       11.4  37.3   0.65   47.7   1770
SPY    SPDR S&P 50  SPY US 07/16/11 C132      11.3  15.5   0.33  -46.8   6548
BMY    BRISTOL-MYE  BMY US 09/17/11 P26       11.3  24.4   0.35  -34.0   2515
CALL   MAGICJACK V  CALL US 07/16/11 P22.5    11.2  56.1   1.00    0.0    660
BMY    BRISTOL-MYE  BMY US 09/17/11 P18       11.2  49.6   0.04  100.0    267
HRBN   HARBIN ELEC  HRBN US 07/16/11 C6       11.1 176.2   7.80   -8.2    242
CL     COLGATE-PAL  CL US 07/16/11 C87.5      11.1  17.7   0.79  -48.4    234
FFIV   F5 NETWORKS  FFIV US 07/16/11 P100     11.1  46.6   2.90   20.8    226
FFIV   F5 NETWORKS  FFIV US 07/16/11 P105     11.1  45.0   4.80    6.7   1089
FDX    FEDEX CORP   FDX US 07/16/11 C92.5     11.1  24.1   1.90   21.8    524
KO     COCA-COLA C  KO US 07/16/11 C67.5      11.1  14.0   0.19  -52.5   4896
HYG    ISH-IBOXX H  HYG US 09/17/11 P90       11.0  10.1   3.30   11.9    373
TZA    SMALL CAP B  TZA US 07/16/11 C33       11.0  63.0   8.10   43.4    507
BMY    BRISTOL-MYE  BMY US 12/17/11 C27       11.0  22.2   2.66   61.2   1472
FDX    FEDEX CORP   FDX US 07/16/11 C90       10.9  25.2   3.40   17.2    340
FXB    CRYSHS-BRI   FXB US 07/16/11 P160      10.9  10.2   2.35   42.4    206
UNP    UNION PAC C  UNP US 07/16/11 C105      10.9  23.2   0.69  -24.2   7510
HYG    ISH-IBOXX H  HYG US 07/16/11 P91       10.9  10.2   2.65   32.5    502
SPY    SPDR S&P 50  SPY US 07/16/11 C128      10.9  18.4   1.59  -35.4  27142
DANG   E-COMMERCE   DANG US 09/17/11 P10      10.9 104.5   1.50   20.0   3233
ALXN   ALEXION PHA  ALXN US 07/16/11 P45      10.9  31.6   1.65   13.8    405
IBM    IBM          IBM US 07/16/11 P170      10.9  14.9   6.35   24.5    568
ORCL   ORACLE CORP  ORCL US 07/16/11 P31      10.9  36.5   0.85   54.5    803
UCO    PRSH-ULT CR  UCO US 07/16/11 P38       10.9  64.4   1.86  118.8    397
DBA    POWERSHARES  DBA US 07/16/11 P31       10.8  20.1   0.33  120.0   1472
STX    SEAGATE TEC  STX US 07/16/11 C15       10.8  42.0   0.79   38.6    258
RTH    RETAIL HOLD  RTH US 07/16/11 C109.76   10.8  16.1   0.35  -12.5    714
FDX    FEDEX CORP   FDX US 07/16/11 P85       10.8  28.7   0.44   18.9    759
GDX    MKT VECT-GO  GDX US 07/16/11 C54       10.8  30.8   1.10  -41.5    566
BJ     BJ'S WHOLES  BJ US 07/16/11 P45        10.8  44.9   0.85  -15.0   2877
DIA    SPDR DJIA T  DIA US 07/16/11 C120      10.7  16.6   1.41  -40.2   2183
SPY    SPDR S&P 50  SPY US 07/16/11 C129      10.7  17.5   1.16  -38.3  29103
XLF    SPDR-FINL S  XLF US 07/16/11 C15       10.6  23.5   0.21  -36.4    565
COH    COACH INC    COH US 07/16/11 P57.5     10.6  30.9   0.95  111.1   6351
XLE    SPDR-ENERGY  XLE US 07/16/11 C74       10.6  23.3   0.61  -48.7    397
WMB    WILLIAMS CO  WMB US 07/16/11 C30       10.5  26.4   0.18  -67.3    200
SPY    SPDR S&P 50  SPY US 07/16/11 C131      10.5  16.1   0.51  -45.7  23090
DHI    DR HORTON I  DHI US 08/20/11 P12       10.5  35.1   0.88  -24.1    255
BMY    BRISTOL-MYE  BMY US 07/16/11 P25       10.4  32.7   0.03  -70.0    559
FDX    FEDEX CORP   FDX US 07/16/11 P87.5     10.4  26.7   0.78    8.3    702
AGNC   AMERICAN CA  AGNC US 09/17/11 C25      10.4  28.2   3.80  -10.2    214
UCO    PRSH-ULT CR  UCO US 08/20/11 P32       10.3  70.3   1.30  100.0    306
HPQ    HEWLETT-PAC  HPQ US 07/16/11 C36       10.3  21.3   0.27  -20.6    356
BMY    BRISTOL-MYE  BMY US 08/20/11 P27       10.2  23.2   0.37  -45.6   1024
RFMD   RF MICRO DE  RFMD US 08/20/11 P6       10.2  48.6   0.55   10.0    483
RSX    MKT VECT-RU  RSX US 07/16/11 P33       10.2  39.2   0.20   33.3   1001
AXP    AMERICAN EX  AXP US 07/16/11 C50       10.2  25.6   0.64  -35.4    239
GLD    SPDR GOLD T  GLD US 07/16/11 P132      10.2  24.3   0.07  133.3    787
SPY    SPDR S&P 50  SPY US 08/20/11 C121      10.2  22.3   7.61  -17.7   1047
TIBX   TIBCO SOFTW  TIBX US 07/16/11 C26      10.2  48.9   1.10   15.8    972
JCI    JOHNSON CON  JCI US 07/16/11 C35       10.1  35.4   3.90   -3.5   2006
GIS    GENERAL MIL  GIS US 07/16/11 C38       10.1  20.3   0.29  -50.9    354
FDX    FEDEX CORP   FDX US 07/16/11 P90       10.1  25.0   1.44    0.7    363
SPY    SPDR S&P 50  SPY US 08/20/11 C120      10.1  22.8   8.42  -19.0    638
ORCL   ORACLE CORP  ORCL US 07/16/11 C30      10.1  38.4   2.09  -16.4    901
CX     CEMEX SAB-S  CX US 08/20/11 P7         10.1  47.0   0.19   26.7    426
AVP    AVON PRODUC  AVP US 07/16/11 P26       10.1  26.0   0.25  150.0   2811
PPG    PPG INDS IN  PPG US 07/16/11 C90       10.1  22.5   0.60  -29.4    225

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
HTS    HATTERAS FI  HTS US 07/16/11 C28      -51.7  14.4   0.25  -75.0    221
GRM    GRAHAM PACK  GRM US 07/16/11 P25      -50.9   5.4   0.05  -75.0   3060
HK     PETROHAWK E  HK US 07/16/11 C19       -32.8  49.0   4.10    0.0    500
EXXI   ENERGY XXI   EXXI US 07/16/11 C25     -30.1  40.1   5.60    0.0    250
YHOO   YAHOO! INC   YHOO US 10/22/11 C8      -28.9  57.2   6.90    1.5    288
RHT    RED HAT INC  RHT US 07/16/11 P43      -27.1  37.5   0.55  -71.3    352
RHT    RED HAT INC  RHT US 07/16/11 P44      -26.9  37.5   0.92  -62.1    257
STJ    ST JUDE MED  STJ US 07/16/11 C45      -26.5  26.8   2.15  -49.6    215
CEPH   CEPHALON IN  CEPH US 07/16/11 P80     -26.5   2.6   0.35  -12.5    350
RHT    RED HAT INC  RHT US 07/16/11 P42      -26.3  38.2   0.35  -76.3    439
RHT    RED HAT INC  RHT US 07/16/11 C43      -26.2  38.0   3.40   36.0    373
RHT    RED HAT INC  RHT US 07/16/11 C45      -25.8  37.7   1.90   15.2    357
RHT    RED HAT INC  RHT US 07/16/11 C44      -25.2  38.3   3.20   56.1    315
RHT    RED HAT INC  RHT US 07/16/11 C46      -25.2  36.8   1.55   24.0    293
AGNC   AMERICAN CA  AGNC US 07/16/11 P30     -24.8  14.2   1.35    3.0   2268
RHT    RED HAT INC  RHT US 07/16/11 P45      -24.5  37.8   1.40  -49.1    433
BBBY   BED BATH &B  BBBY US 07/16/11 C57.5   -24.4  25.9   0.84   23.5   3106
HAL    HALLIBURTON  HAL US 07/16/11 C40      -23.5  41.1   5.75  -20.7    302
BBBY   BED BATH &B  BBBY US 07/16/11 C55     -23.1  27.4   2.02   30.3   1693
RHT    RED HAT INC  RHT US 07/16/11 C42      -22.7  39.6   4.40   33.3    424
BBBY   BED BATH &B  BBBY US 07/16/11 P55     -21.9  27.6   1.01  -58.9    895
BBBY   BED BATH &B  BBBY US 07/16/11 C52.5   -21.0  29.4   4.00   39.4    584
CVX    CHEVRON COR  CVX US 07/16/11 C90      -21.0  29.9   8.40  -26.3    816
DXD    PROSHARES U  DXD US 07/16/11 C17      -20.5  21.5   1.70   61.9    235
BBBY   BED BATH &B  BBBY US 07/16/11 P52.5   -20.4  29.5   0.41  -68.5    675
CLB    CORE LABS N  CLB US 07/16/11 C105     -19.6  27.3   2.75  -55.6    200
AGNC   AMERICAN CA  AGNC US 07/16/11 P29     -18.8  14.9   0.55  -14.1   2902
WU     WESTERN UNI  WU US 07/16/11 C20       -18.7  19.2   0.20  -33.3    250
DISCA  DISCOVERY C  DISCA US 07/16/11 P35    -18.7  31.1   0.05  -50.0    200
CYB    WISDOMTR CH  CYB US 01/21/12 P23      -18.1  10.1   0.15   50.0    298
AMR    AMR CORP     AMR US 08/20/11 C2.5     -18.1 125.7   3.60  -11.1   1076
SD     SANDRIDGE E  SD US 08/20/11 C5        -17.1  91.2   5.20   -6.3    203
BBBY   BED BATH &B  BBBY US 07/16/11 P50     -16.8  32.1   0.13  -78.3    451
BBBY   BED BATH &B  BBBY US 07/16/11 C50     -16.1  32.8   6.20   31.9    587
RHT    RED HAT INC  RHT US 07/16/11 C41      -15.5  45.8   5.10   30.8    483
NLY    ANNALY CAPI  NLY US 07/16/11 C17      -15.0  32.6   1.59   -1.2    220
BBBY   BED BATH &B  BBBY US 07/16/11 P48     -14.8  34.6   0.05  -82.1    287
FO     FORTUNE BRA  FO US 09/17/11 C60       -14.6  22.6   4.20  -23.6    210
IYR    ISHARES-DJ   IYR US 07/16/11 C58      -14.5  22.5   1.53  -49.0    321
UCO    PRSH-ULT CR  UCO US 07/16/11 C33      -14.3  62.4   6.52  -29.9   1253
TSN    TYSON FOODS  TSN US 07/16/11 P16      -14.2  37.5   0.05    0.0    200
RDC    ROWAN COMPA  RDC US 07/16/11 P30      -13.7  45.6   0.12  -40.0    200
CLB    CORE LABS N  CLB US 07/16/11 P105     -13.5  22.0   2.60  100.0    200
STO    STATOIL ASA  STO US 07/16/11 P22.5    -13.2  28.8   0.35  218.2    272
CAG    CONAGRA FOO  CAG US 07/16/11 C25      -13.1  21.4   0.84   -1.2    224
LEN    LENNAR CORP  LEN US 07/16/11 C18      -12.5  34.2   0.71   -6.6    847
LEN    LENNAR CORP  LEN US 07/16/11 C19      -12.3  32.8   0.29  -19.4    424
SOA    SOLUTIA INC  SOA US 07/16/11 C20      -12.0  42.0   1.50    0.0   1410
CYB    WISDOMTR CH  CYB US 10/22/11 C25      -11.7   4.4   0.60   -7.7    205
AIG    AMERICAN IN  AIG US 07/16/11 C28      -11.7  22.5   0.83  -35.7   4273
NOK    NOKIA CORP-  NOK US 07/16/11 P5       -11.7  51.6   0.03    0.0    407
OIL    IPATH GS CR  OIL US 07/16/11 P21      -11.5  43.2   0.19    0.0    500
RAH    RALCORP HLD  RAH US 07/16/11 P80      -11.4  29.5   0.55   37.5    300
PODD   INSULET COR  PODD US 07/16/11 C20     -11.2  38.9   0.55  -42.1    298
WU     WESTERN UNI  WU US 08/20/11 C18       -11.2  29.1   1.60  -17.9    274
ABX    BARRICK GOL  ABX US 07/16/11 C41      -11.1  31.2   2.73  -28.5    725
AGNC   AMERICAN CA  AGNC US 08/20/11 P28     -11.0  17.8   0.60    0.0    234
LEN    LENNAR CORP  LEN US 07/16/11 C17      -10.8  36.6   1.43   -1.4    412
CNO    CNO FINANCI  CNO US 01/19/13 C4       -10.8  60.2   4.00    8.1    400
HST    HOST HOTELS  HST US 07/16/11 P15      -10.5  34.6   0.20  -20.0    200
SPY    SPDR S&P 50  SPY US 07/16/11 P94      -10.1  45.4   0.01    0.0    208

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

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