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
=============================================================================
QID    PROSHARES Q  QID US 08/20/11 C44       58.5  30.6   3.18  -14.1    250
TZOO   TRAVELZOO I  TZOO US 08/20/11 C60      45.5  78.7   5.50  -78.8    957
EWJ    ISHARES-JAP  EWJ US 09/17/11 C9        37.9  25.2   1.79    3.5    238
ZAGG   ZAGG INC     ZAGG US 08/20/11 C10      37.6 115.9   6.69   11.5    622
QPSA   QUEPASA COR  QPSA US 09/17/11 C7.5     34.7  44.6   1.75   -5.4    336
QCOM   QUALCOMM IN  QCOM US 08/20/11 C38      32.5  66.4  19.05   -3.5    253
GDXJ   MARKET VECT  GDXJ US 08/20/11 C29      27.4  58.2   9.40   22.1   1000
RRGB   RED ROBIN G  RRGB US 08/20/11 C40      26.1  59.4   2.18  118.0    503
MHGC   MORGANS HOT  MHGC US 08/20/11 C7.5     25.5  45.3   0.40   33.3    250
RRGB   RED ROBIN G  RRGB US 08/20/11 P35      25.4  63.7   1.10   -8.3    436
MHS    MEDCO HEALT  MHS US 08/20/11 C57.5     23.5  34.3   6.30  500.0    391
RT     RUBY TUESDA  RT US 08/20/11 P10        22.1  58.7   0.30   20.0    502
ICON   ICONIX BRAN  ICON US 08/20/11 C22.5    22.0  41.3   3.10   24.0    220
XLK    SPDR-TECH S  XLK US 08/20/11 C24       20.4  25.0   2.60    5.3    211
IDCC   INTERDIGITA  IDCC US 01/21/12 C40      20.2  70.6  36.92   24.6    206
NBG    NATL BANK G  NBG US 11/19/11 C1        20.1 118.6   0.55   37.5    300
MHS    MEDCO HEALT  MHS US 09/17/11 P55       19.9  32.7   0.50  -75.6    353
EWI    ISHARES-ITA  EWI US 08/20/11 C16       19.7  38.4   1.10   59.4    256
KKR    KKR & CO LP  KKR US 12/17/11 C11       19.2  41.3   5.00   25.0    260
RRGB   RED ROBIN G  RRGB US 08/20/11 C35      18.8  60.5   5.10   37.8   1187
MMI    MOTOROLA MO  MMI US 09/17/11 C22       18.5  47.2   3.10   92.5    314
MHS    MEDCO HEALT  MHS US 08/20/11 C60       18.2  31.3   4.40 1157.1    730
MMI    MOTOROLA MO  MMI US 09/17/11 P23       17.9  46.1   1.25    0.0   1871
WAC    WALTER INVE  WAC US 08/20/11 P25       17.3  41.2   0.55  -52.2    373
IDCC   INTERDIGITA  IDCC US 08/20/11 P40      17.3 107.5   0.10  100.0    658
MHS    MEDCO HEALT  MHS US 10/22/11 C65       17.1  27.2   2.50 1150.0   1984
GDXJ   MARKET VECT  GDXJ US 08/20/11 C30      16.1  47.4   8.50   -8.6    520
EK     EASTMAN KOD  EK US 08/20/11 P2         15.4 105.0   0.09  -10.0    224
MMI    MOTOROLA MO  MMI US 08/20/11 P21       14.5  53.4   0.30  -40.0    495
MHS    MEDCO HEALT  MHS US 10/22/11 P57.5     14.5  29.6   1.30  -65.8    251
REDF   REDIFF.COM   REDF US 08/20/11 C12.5    14.2  87.7   0.95   -5.0    448
PXP    PLAINS EXPL  PXP US 08/20/11 C35       13.1  50.7   6.50   22.6    504
XLF    SPDR-FINL S  XLF US 08/20/11 P16       12.8  19.8   0.79  -26.2    453
IDCC   INTERDIGITA  IDCC US 09/17/11 C50      12.6  82.0  25.00   28.2    259
EK     EASTMAN KOD  EK US 09/17/11 C2         12.6 111.1   0.60    5.3   3004
TWC    TIME WARNER  TWC US 08/20/11 P75       12.3  26.6   0.85  -37.0    449
UNH    UNITEDHEALT  UNH US 08/20/11 C46       11.9  31.9   6.15   28.1    900
WPZ    WILLIAMS PA  WPZ US 08/20/11 C50       11.8  24.6   4.88  -12.9    410
CVS    CVS CAREMAR  CVS US 08/20/11 P36       11.6  26.8   0.30  -49.1    294
CVS    CVS CAREMAR  CVS US 08/20/11 P35       11.4  28.7   0.19  -45.7    380
LVLT   LEVEL 3 COM  LVLT US 01/21/12 C2       11.3  57.1   0.55   10.0    300
MHS    MEDCO HEALT  MHS US 08/20/11 P60       11.2  29.7   0.80  -88.1   3807
WLT    WALTER ENER  WLT US 08/20/11 C115      11.1  55.7  11.79   28.1    211
WLT    WALTER ENER  WLT US 08/20/11 P105      11.0  54.6   1.44   -7.7    428
LNKD   LINKEDIN CO  LNKD US 08/20/11 C40      10.9 149.3  59.10    2.8    436
MMI    MOTOROLA MO  MMI US 08/20/11 C23       10.8  47.6   1.90  134.6    465
HK     PETROHAWK E  HK US 08/20/11 P35        10.7  29.3   0.18  -10.0    424
WLT    WALTER ENER  WLT US 08/20/11 C120      10.7  55.5   9.00   41.5    214
IDCC   INTERDIGITA  IDCC US 12/17/11 C75      10.7  52.8  10.69   90.9    224
RRGB   RED ROBIN G  RRGB US 09/17/11 P35      10.7  51.1   1.35  -25.0    351
IDCC   INTERDIGITA  IDCC US 12/17/11 P70      10.6  53.4   7.60    0.0   1036
WLT    WALTER ENER  WLT US 08/20/11 P100      10.6  54.9   0.73   -8.8    340
WLT    WALTER ENER  WLT US 08/20/11 P120      10.4  54.3   6.30   -9.3    209
WLT    WALTER ENER  WLT US 08/20/11 C125      10.3  55.4   6.65   46.1   1040
EPU    ISHARES MSC  EPU US 08/20/11 P44       10.3  33.3   1.75    0.0    300
BAC    BANK OF AME  BAC US 08/20/11 C8        10.2  50.8   2.12   11.6    207

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
HRBN   HARBIN ELEC  HRBN US 08/20/11 C12.5   -42.0  65.8   7.00   -1.4    400
QPSA   QUEPASA COR  QPSA US 08/20/11 C7.5    -39.3  42.3   1.85  -22.9    262
DO     DIAMOND OFF  DO US 08/20/11 P72.5     -38.5  20.0   3.90   39.3    239
UNG    US NAT GAS   UNG US 10/22/11 P7       -38.0  45.3   0.02    0.0    706
TOT    TOTAL SA-SP  TOT US 08/20/11 C48      -37.4  20.5   8.10    5.2    200
GNW    GENWORTH FI  GNW US 09/17/11 C5       -36.8  61.1   2.97  -35.4    251
AZN    ASTRAZENECA  AZN US 08/20/11 C50      -36.3  18.8   1.10    0.0   4975
TZOO   TRAVELZOO I  TZOO US 08/20/11 P40     -32.5 101.9   0.42  -39.1    201
STX    SEAGATE TEC  STX US 08/20/11 P13      -31.8  40.8   0.25  177.8   2066
DO     DIAMOND OFF  DO US 08/20/11 P70       -30.8  23.4   2.30   36.1   4342
FFIV   F5 NETWORKS  FFIV US 08/20/11 P105    -29.4  44.3   6.85   34.3    771
FFIV   F5 NETWORKS  FFIV US 08/20/11 C105    -28.1  45.1   3.80  -67.0   1178
QCOM   QUALCOMM IN  QCOM US 08/20/11 C57.5   -28.0  25.8   1.36  -39.6   8645
STX    SEAGATE TEC  STX US 08/20/11 P14      -27.9  38.0   0.66  407.7   3053
STX    SEAGATE TEC  STX US 08/20/11 C14      -27.9  38.6   0.60  -80.0    631
NOK    NOKIA CORP-  NOK US 08/20/11 P6       -27.7  41.5   0.29  -42.0    774
CA     CA INC       CA US 09/17/11 P22       -27.3  24.9   0.75  -37.5    211
QCOM   QUALCOMM IN  QCOM US 08/20/11 P55     -27.3  26.5   0.90  -34.8   3065
FFIV   F5 NETWORKS  FFIV US 08/20/11 P100    -27.1  45.8   4.33   31.2   3294
AZN    ASTRAZENECA  AZN US 08/20/11 P50      -27.1  19.7   1.20  -47.8    977
FFIV   F5 NETWORKS  FFIV US 08/20/11 C100    -26.9  46.5   6.05  -59.0    457
DO     DIAMOND OFF  DO US 08/20/11 P67.5     -26.9  25.7   1.29   29.0    572
CA     CA INC       CA US 08/20/11 P22       -26.9  28.3   0.60  -33.3    954
SWFT   SWIFT TRANS  SWFT US 08/20/11 C12.5   -26.6  34.3   0.75  -25.0   1020
TZOO   TRAVELZOO I  TZOO US 08/20/11 P45     -26.4  96.3   1.00  212.5    396
CA     CA INC       CA US 08/20/11 P23       -25.7  27.9   0.95  -36.7    434
FFIV   F5 NETWORKS  FFIV US 08/20/11 P97.5   -25.7  47.1   3.39   30.4    225
IR     INGERSOLL-R  IR US 08/20/11 C41       -25.6  30.1   1.70    0.0    356
QCOM   QUALCOMM IN  QCOM US 08/20/11 C55     -25.5  27.2   2.79  -24.6   4030
FFIV   F5 NETWORKS  FFIV US 08/20/11 P95     -24.0  48.1   2.60   28.7    374
TZOO   TRAVELZOO I  TZOO US 08/20/11 P55     -23.8  88.9   3.50  268.4    324
CA     CA INC       CA US 08/20/11 P21       -23.8  31.2   0.20  -55.6    383
CA     CA INC       CA US 09/17/11 C23       -23.8  24.8   0.65  -15.6    260
DO     DIAMOND OFF  DO US 08/20/11 P65       -23.7  27.7   0.61    8.9    310
NOK    NOKIA CORP-  NOK US 08/20/11 C6       -23.1  42.8   0.29    0.0   1331
QCOM   QUALCOMM IN  QCOM US 08/20/11 P52.5   -23.0  29.0   0.39  -44.3   4241
WHR    WHIRLPOOL C  WHR US 08/20/11 P75      -23.0  27.5   3.70   33.6    319
SCSS   SELECT COMF  SCSS US 08/20/11 C17.5   -22.9  42.6   0.75  -51.6    370
QCOM   QUALCOMM IN  QCOM US 08/20/11 C52.5   -22.8  29.8   4.80  -11.9    476
AZN    ASTRAZENECA  AZN US 09/17/11 C50      -22.8  19.1   1.35    0.0   2556
WHR    WHIRLPOOL C  WHR US 08/20/11 P70      -22.8  31.4   1.46   15.9    374
CRUS   CIRRUS LOGI  CRUS US 08/20/11 C16     -22.8  49.6   0.95  -60.4    693
FFIV   F5 NETWORKS  FFIV US 08/20/11 P92.5   -22.6  49.1   2.07   38.0    437
WHR    WHIRLPOOL C  WHR US 08/20/11 C75      -22.5  27.6   1.31  -62.0    795
ZAGG   ZAGG INC     ZAGG US 08/20/11 C12.5   -22.4  45.3   4.14   15.0    410
SHW    SHERWIN-WIL  SHW US 08/20/11 P80      -22.3  20.5   1.10   22.2    604
NUE    NUCOR CORP   NUE US 08/20/11 P42      -22.2  20.6   1.98  -24.7    243
EBAY   EBAY INC     EBAY US 08/20/11 C34     -22.1  30.6   1.31   14.9   2621
TZOO   TRAVELZOO I  TZOO US 08/20/11 P50     -22.0  91.9   1.95  254.6    406
EBAY   EBAY INC     EBAY US 08/20/11 P34     -21.9  30.0   0.96  -48.7    709
EBAY   EBAY INC     EBAY US 08/20/11 C35     -21.8  29.9   0.88   20.6   1107
BBT    BB&T CORP    BBT US 08/20/11 C27      -21.7  20.9   0.36   24.1    342
CAKE   CHEESECAKE   CAKE US 08/20/11 C33     -21.7  28.3   0.40  -68.0    326
AZN    ASTRAZENECA  AZN US 09/17/11 P50      -21.6  19.2   1.60    0.0    461
TZOO   TRAVELZOO I  TZOO US 08/20/11 P60     -21.5  87.7   6.00  252.9    509
CA     CA INC       CA US 09/17/11 C22       -21.4  26.2   1.15  -11.5    217
LTM    LIFE TIME F  LTM US 08/20/11 C45      -21.1  28.1   1.00  233.3    248
CA     CA INC       CA US 08/20/11 P20       -20.6  33.1   0.10  -60.0    854
IR     INGERSOLL-R  IR US 08/20/11 P40       -20.6  31.2   0.90  143.2    248
NUE    NUCOR CORP   NUE US 08/20/11 C41      -20.6  21.3   0.71    0.0    334
OKS    ONEOK PARTN  OKS US 10/22/11 P42.5    -20.4  19.4   1.25   19.1    400
QCOM   QUALCOMM IN  QCOM US 09/17/11 C55     -20.1  25.8   3.27  -19.3    582
NUE    NUCOR CORP   NUE US 08/20/11 C40      -20.0  22.1   1.22    6.1   1055
TSCO   TRACTOR SUP  TSCO US 08/20/11 P65     -19.9  32.5   1.21    5.2    868
TSCO   TRACTOR SUP  TSCO US 08/20/11 C70     -19.9  30.6   1.53  -55.0    786
INTC   INTEL CORP   INTC US 08/20/11 C23     -19.7  22.6   0.39  -39.1   7402
BAX    BAXTER INTL  BAX US 08/20/11 C62.5    -19.7  17.2   0.97   14.1    284
FFIV   F5 NETWORKS  FFIV US 08/20/11 P90     -19.5  50.5   1.45   39.4    775
EBAY   EBAY INC     EBAY US 08/20/11 P33     -19.2  31.0   0.62  -55.1    638
EBAY   EBAY INC     EBAY US 08/20/11 C33     -19.2  31.6   2.00   27.4   1617
LLY    ELI LILLY &  LLY US 08/20/11 C40      -19.2  13.3   0.12    0.0    220
AXP    AMERICAN EX  AXP US 08/20/11 C52.5    -19.1  22.6   1.38   -6.8   1880
QCOM   QUALCOMM IN  QCOM US 09/17/11 P57.5   -19.1  24.5   2.65  -10.5   1283
QCOM   QUALCOMM IN  QCOM US 09/17/11 C57.5   -19.1  24.6   1.83  -29.1    920
NUE    NUCOR CORP   NUE US 08/20/11 P39      -19.1  23.3   0.54  -44.3    487
CAKE   CHEESECAKE   CAKE US 08/20/11 P29     -19.1  33.7   0.30  -14.3    510
INTC   INTEL CORP   INTC US 08/20/11 P21     -19.0  24.7   0.12  -33.3    923
CRUS   CIRRUS LOGI  CRUS US 08/20/11 C17     -18.9  51.5   0.65  -62.9    899
INTC   INTEL CORP   INTC US 08/20/11 P22     -18.9  22.8   0.36  -10.0   2537
INTC   INTEL CORP   INTC US 08/20/11 C21     -18.9  25.3   1.77  -14.9   2363
INTC   INTEL CORP   INTC US 08/20/11 C22     -18.9  23.0   0.93  -25.6   3948
QCOM   QUALCOMM IN  QCOM US 08/20/11 P50     -18.6  32.3   0.18  -45.5    830
ESI    ITT EDUCATI  ESI US 08/20/11 C82.5    -18.6  45.7   7.35  -35.2    390
SLM    SLM CORP     SLM US 08/20/11 C17      -18.5  26.3   0.38   18.8    322
ESI    ITT EDUCATI  ESI US 08/20/11 C90      -18.5  43.4   3.30  -52.5    680
STX    SEAGATE TEC  STX US 09/17/11 P12      -18.5  45.0   0.27  200.0   1083
CAKE   CHEESECAKE   CAKE US 08/20/11 P31     -18.4  31.2   0.80   23.1    252
QCOM   QUALCOMM IN  QCOM US 09/17/11 P55     -18.3  25.8   1.55  -18.9   1072
EBAY   EBAY INC     EBAY US 08/20/11 C32     -18.3  32.1   2.74   28.6    498
AXP    AMERICAN EX  AXP US 08/20/11 C55      -18.2  21.5   0.43  -24.6    820
DO     DIAMOND OFF  DO US 09/17/11 P70       -18.2  25.9   3.25   29.0    816
SWY    SAFEWAY INC  SWY US 08/20/11 P22      -18.2  23.5   0.75  200.0    226
TSCO   TRACTOR SUP  TSCO US 08/20/11 P70     -18.1  31.0   3.90   46.6    651
FFIV   F5 NETWORKS  FFIV US 09/17/11 P100    -17.8  45.3   6.50   38.3    209
YRCW   YRC WORLDWI  YRCW US 09/17/11 C1      -17.6  73.5   0.18    5.9    295
EBAY   EBAY INC     EBAY US 08/20/11 P32     -17.5  32.1   0.34  -63.4    477
LLY    ELI LILLY &  LLY US 08/20/11 C39      -17.5  13.2   0.40   33.3   1026
FFIV   F5 NETWORKS  FFIV US 08/20/11 P85     -17.4  52.9   0.78   27.9    663
ADS    ALLIANCE DA  ADS US 08/20/11 P90      -17.3  31.3   0.85  -10.5    218
ETFC   E*TRADE FIN  ETFC US 08/20/11 C15     -17.2  38.3   0.75   15.4    310
ERIC   ERICSSON LM  ERIC US 09/17/11 C13     -17.2  35.0   0.70  -44.0    348
YRCW   YRC WORLDWI  YRCW US 08/20/11 C1      -17.2  84.7   0.17   30.8   1064
NUE    NUCOR CORP   NUE US 08/20/11 P38      -17.1  24.9   0.30  -50.0   1508
AXP    AMERICAN EX  AXP US 08/20/11 P52.5    -17.0  22.7   1.27  -32.1    381
MAN    MANPOWER IN  MAN US 08/20/11 P55      -17.0  28.9   1.75  -62.0   1162
T      AT&T INC     T US 08/20/11 C32        -17.0  13.1   0.06    0.0    733
FITB   FIFTH THIRD  FITB US 08/20/11 C13     -16.9  25.8   0.28   40.0    349
XLNX   XILINX INC   XLNX US 08/20/11 C33     -16.9  26.9   1.04  -14.1    250
XLNX   XILINX INC   XLNX US 08/20/11 C34     -16.9  26.0   0.62  -21.5    210
CRUS   CIRRUS LOGI  CRUS US 08/20/11 P15     -16.9  55.3   0.50   42.9    414
T      AT&T INC     T US 08/20/11 C31        -16.9  12.9   0.24    4.3   1672
PEP    PEPSICO INC  PEP US 09/17/11 P62.5    -16.8  15.9   0.80  116.2   1309
ONTY   ONCOTHYREON  ONTY US 08/20/11 P11     -16.8  90.5   1.25  -26.5    335
INTC   INTEL CORP   INTC US 08/20/11 P23     -16.7  22.4   0.82   -3.5   1508
NOK    NOKIA CORP-  NOK US 08/20/11 P5       -16.6  55.8   0.06  -57.1   7926
AXP    AMERICAN EX  AXP US 08/20/11 C50      -16.4  25.1   3.30   10.0    602
NOK    NOKIA CORP-  NOK US 09/17/11 C6       -16.3  42.2   0.36    0.0    214
INTC   INTEL CORP   INTC US 09/17/11 C21     -16.2  24.8   1.89  -12.9    329
XLNX   XILINX INC   XLNX US 08/20/11 P34     -16.1  25.9   1.50  -14.8    601
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P62      -16.1  15.1   2.93  -17.2    420
STX    SEAGATE TEC  STX US 09/17/11 C12      -16.1  45.1   2.21  -50.1    650
ERIC   ERICSSON LM  ERIC US 09/17/11 P13     -16.0  34.8   0.70    0.0    297
VFC    VF CORP      VFC US 08/20/11 C125     -15.9  23.5   1.50  114.3    245
INTC   INTEL CORP   INTC US 08/20/11 C20     -15.9  29.2   2.78   -8.8    369
FFIV   F5 NETWORKS  FFIV US 08/20/11 P80     -15.8  55.1   0.40   25.0    369
FFIV   F5 NETWORKS  FFIV US 09/17/11 P95     -15.5  47.0   4.50   40.6    436
YHOO   YAHOO! INC   YHOO US 01/21/12 C11     -15.5  40.8   2.95    0.0    217
RJA    ELEMENTS AG  RJA US 08/20/11 P10      -15.4  22.1   0.15  -66.7    452
HRBN   HARBIN ELEC  HRBN US 08/20/11 C12     -15.4  88.0   7.70    1.3    667
NOK    NOKIA CORP-  NOK US 08/20/11 C5       -15.3  56.2   1.05   11.7    493
QCOM   QUALCOMM IN  QCOM US 09/17/11 P50     -15.2  30.4   0.49  -31.9    567
AXP    AMERICAN EX  AXP US 08/20/11 P50      -15.0  25.0   0.51  -40.7    466
NUE    NUCOR CORP   NUE US 09/17/11 C42      -15.0  23.0   0.87   -3.3    310
NUE    NUCOR CORP   NUE US 09/17/11 P41      -14.7  23.5   1.81  -24.3    756
NUE    NUCOR CORP   NUE US 09/17/11 C41      -14.7  23.6   1.26   -3.1   1665
LIFE   LIFE TECHNO  LIFE US 08/20/11 C45     -14.6  34.6   5.50   10.0    533
SNV    SYNOVUS FIN  SNV US 08/20/11 C1.5     -14.5  86.4   0.50  -16.7    200
ALXN   ALEXION PHA  ALXN US 08/20/11 C57.5   -14.3  28.8   1.55  287.5    217
LYG    LLOYDS BANK  LYG US 10/22/11 P3       -14.3  46.7   0.25  -37.5    502
EBAY   EBAY INC     EBAY US 08/20/11 P31     -14.3  33.8   0.22  -64.5    294
LLY    ELI LILLY &  LLY US 08/20/11 P38      -14.2  14.2   0.47  -47.2   2420
IRE    BANK IRELAN  IRE US 01/21/12 C1       -14.1  84.6   0.35   16.7    202
T      AT&T INC     T US 08/20/11 C30        -14.1  14.8   0.78   13.0    949
ETFC   E*TRADE FIN  ETFC US 08/20/11 P14     -14.0  40.0   0.21  -54.4   6919
WINN   WINN-DIXIE   WINN US 08/20/11 C10     -13.9  42.6   0.40   14.3    707
INTC   INTEL CORP   INTC US 08/20/11 P20     -13.8  28.8   0.05  -37.5   1316
QCOM   QUALCOMM IN  QCOM US 08/20/11 P48     -13.6  36.0   0.11  -42.1   1229
SPY    SPDR S&P 50  SPY US 08/20/11 P141     -13.5  10.8   6.74  -20.8    536
PEP    PEPSICO INC  PEP US 10/22/11 P40      -13.5  38.6   0.03  -25.0    278
ONTY   ONCOTHYREON  ONTY US 08/20/11 C11     -13.5  85.3   0.90    0.0   1806
QCOM   QUALCOMM IN  QCOM US 08/20/11 C50     -13.4  34.4   7.00   -7.9    678
PEP    PEPSICO INC  PEP US 10/22/11 P60      -13.4  18.5   0.73   82.5   1341
STX    SEAGATE TEC  STX US 09/17/11 P14      -13.4  40.6   0.93  257.7    218
PEP    PEPSICO INC  PEP US 08/20/11 P67.5    -13.4  13.5   2.70  241.8   1869
INTC   INTEL CORP   INTC US 09/17/11 P23     -13.3  22.5   1.07   -1.8   1012
MS     MORGAN STAN  MS US 08/20/11 P24       -13.2  29.3   1.14  -58.5    509
LLY    ELI LILLY &  LLY US 08/20/11 C38      -13.2  14.3   1.00   42.9    884
TRV    TRAVELERS C  TRV US 08/20/11 C55      -13.2  19.7   2.25  -18.2    312
PEP    PEPSICO INC  PEP US 08/20/11 C67.5    -13.1  13.6   0.21  -87.9   3080
XLNX   XILINX INC   XLNX US 09/17/11 P33     -13.1  25.0   1.28  -15.8    357
PEP    PEPSICO INC  PEP US 09/17/11 C65      -13.1  14.3   1.34  -65.6   1254
INTC   INTEL CORP   INTC US 09/17/11 P20     -13.1  27.3   0.16  -20.0    665
INTC   INTEL CORP   INTC US 09/17/11 P21     -13.0  24.5   0.29  -19.4   2717
GNW    GENWORTH FI  GNW US 09/17/11 P7       -13.0  54.4   0.30    0.0    229
CRUS   CIRRUS LOGI  CRUS US 08/20/11 P16     -12.9  55.0   0.85   73.5    576
XLNX   XILINX INC   XLNX US 08/20/11 P30     -12.9  31.6   0.20  -41.2    533
INTC   INTEL CORP   INTC US 09/17/11 P22     -12.9  23.3   0.57   -8.1   2896
ETFC   E*TRADE FIN  ETFC US 08/20/11 P15     -12.7  38.8   0.54  -43.8   7450
IR     INGERSOLL-R  IR US 09/17/11 P40       -12.6  30.1   1.30  136.4    348
PEP    PEPSICO INC  PEP US 10/22/11 P62.5    -12.6  16.7   1.29   89.7   1097
WHR    WHIRLPOOL C  WHR US 09/17/11 P75      -12.6  27.2   5.00   34.0    421
WHR    WHIRLPOOL C  WHR US 09/17/11 C72.5    -12.6  28.8   2.95  -43.3    782
INTC   INTEL CORP   INTC US 09/17/11 C23     -12.5  22.9   0.62  -27.1   4352
NUE    NUCOR CORP   NUE US 09/17/11 P37      -12.2  27.1   0.47  -42.0    634
PEP    PEPSICO INC  PEP US 09/17/11 C67.5    -12.2  13.2   0.40  -81.2    945
XLNX   XILINX INC   XLNX US 09/17/11 P32     -12.2  26.1   0.89  -20.5    352
LCC    US AIRWAYS   LCC US 08/20/11 P7       -12.1  48.9   0.50    4.2    213
DVAX   DYNAVAX TEC  DVAX US 08/20/11 C2.5    -12.1  83.7   0.30   20.0    245
PM     PHILIP MORR  PM US 08/20/11 P72.5     -12.0  16.0   2.28    0.0    685
AXP    AMERICAN EX  AXP US 08/20/11 C48      -12.0  28.0   4.85    5.4    438
CA     CA INC       CA US 11/19/11 C23       -11.9  26.5   1.15   -8.0    201
PEP    PEPSICO INC  PEP US 09/17/11 P67.5    -11.9  13.2   3.35  151.9    697
QCOM   QUALCOMM IN  QCOM US 10/22/11 P57.5   -11.8  25.5   3.35   -4.3   1274
EBAY   EBAY INC     EBAY US 08/20/11 P30     -11.8  35.8   0.13  -67.5    963
PEP    PEPSICO INC  PEP US 10/22/11 C62.5    -11.7  16.8   3.43  -47.6    315
QCOM   QUALCOMM IN  QCOM US 10/22/11 P55     -11.5  26.7   2.25   -7.4   1117
NUE    NUCOR CORP   NUE US 09/17/11 P36      -11.5  28.2   0.34  -41.4    445
EBAY   EBAY INC     EBAY US 09/17/11 P34     -11.5  30.7   1.49  -29.4    490
EBAY   EBAY INC     EBAY US 09/17/11 C35     -11.4  30.4   1.36   22.5    454
QCOM   QUALCOMM IN  QCOM US 10/22/11 C57.5   -11.4  25.6   2.47  -21.1   1254
T      AT&T INC     T US 09/17/11 C32        -11.4  13.0   0.16    6.7    318
INTC   INTEL CORP   INTC US 09/17/11 C22     -11.3  23.7   1.15  -19.0   1171
LLY    ELI LILLY &  LLY US 08/20/11 P37      -11.3  15.7   0.22  -52.2    275
NUE    NUCOR CORP   NUE US 08/20/11 P35      -11.2  30.9   0.08  -72.4    299
AXP    AMERICAN EX  AXP US 09/17/11 C55      -11.2  21.3   0.87    8.8    814
PEP    PEPSICO INC  PEP US 10/22/11 C65      -11.2  15.3   1.77  -58.8    758
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P61      -11.2  15.8   2.22  -17.2   1257
SPY    SPDR S&P 50  SPY US 08/20/11 P140     -11.2  11.4   5.93  -21.8    702
NE     NOBLE CORP   NE US 08/20/11 P36       -11.1  30.0   0.78   -3.7    217
EBAY   EBAY INC     EBAY US 09/17/11 C34     -11.0  31.1   1.91   29.9    334
ONTY   ONCOTHYREON  ONTY US 08/20/11 P10     -10.8  94.5   0.90  -18.2    530
AZN    ASTRAZENECA  AZN US 10/22/11 C50      -10.8  20.1   1.85   10.1    402
QCOM   QUALCOMM IN  QCOM US 10/22/11 C55     -10.6  26.8   3.85  -15.4    712
SDS    PROSHARES U  SDS US 08/20/11 P18      -10.6  23.8   0.04    0.0    570
VICL   VICAL INC    VICL US 09/17/11 C5      -10.6  51.5   0.40   14.3    206
DB     DEUTSCHE BA  DB US 08/20/11 C57.5     -10.5  36.6   1.75   66.7    565
AMGN   AMGEN INC    AMGN US 08/20/11 P57.5   -10.5  18.9   2.44  -21.3    262
AXP    AMERICAN EX  AXP US 09/17/11 C52.5    -10.5  22.6   1.93    1.6    268
IR     INGERSOLL-R  IR US 09/17/11 C43       -10.4  28.4   1.30  -60.6    301
T      AT&T INC     T US 08/20/11 P30        -10.3  14.8   0.32  -31.9    971
QCOM   QUALCOMM IN  QCOM US 10/22/11 P50     -10.3  30.3   0.95  -17.4    350
FFIV   F5 NETWORKS  FFIV US 08/20/11 P75     -10.2  57.6   0.20   66.7    351
NE     NOBLE CORP   NE US 08/20/11 P35       -10.1  31.3   0.52    0.0    218
LCC    US AIRWAYS   LCC US 08/20/11 C7       -10.1  50.1   0.30  -26.8   1645

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

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