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
=============================================================================
SKX    SKECHERS US  SKX US 09/17/11 P17       45.7  46.3   1.15    0.0    618
COG    CABOT OIL &  COG US 08/20/11 P80       41.2  45.6   4.30    0.0    219
SCMR   SYCAMORE NE  SCMR US 09/17/11 C20      27.2  58.9   1.60  -65.2    517
TWO    TWO HARBORS  TWO US 08/20/11 P10       24.6  22.4   0.25   56.2    216
DVAX   DYNAVAX TEC  DVAX US 08/20/11 C2.5     23.9  79.0   0.50  100.0   1155
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C52       22.5  32.6   6.72    5.0    786
SPY    SPDR S&P 50  SPY US 09/17/11 C110      19.7  30.6  21.05   -0.2    500
SBUX   STARBUCKS C  SBUX US 08/20/11 P40      18.6  37.4   1.43  -25.5    976
SBUX   STARBUCKS C  SBUX US 08/20/11 C39      17.9  39.2   2.14   74.0   1164
SBUX   STARBUCKS C  SBUX US 08/20/11 C40      17.8  38.5   1.56  100.0   2575
ZAGG   ZAGG INC     ZAGG US 08/20/11 C10      17.8  97.6   5.15   -1.0    395
VXX    IPATH-S&P S  VXX US 08/20/11 P24       17.5  84.9   2.52    8.6    834
HK     PETROHAWK E  HK US 01/21/12 C39        17.0   3.1   0.11    0.0    341
ACH    ALUMINUM CO  ACH US 08/20/11 P19       16.8  43.1   0.15   50.0    200
SBUX   STARBUCKS C  SBUX US 08/20/11 P39      16.6  38.0   1.00  -27.5   1299
SBUX   STARBUCKS C  SBUX US 08/20/11 C41      16.1  37.5   1.08  120.4   1472
HK     PETROHAWK E  HK US 08/20/11 C39        15.7   8.2   0.07   40.0   5950
SBUX   STARBUCKS C  SBUX US 08/20/11 P37      15.4  40.0   0.45  -25.0    215
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C53       14.9  31.1   5.84    8.0   2388
SBUX   STARBUCKS C  SBUX US 08/20/11 C42      14.8  36.8   0.72  148.3    677
SPPI   SPECTRUM PH  SPPI US 08/20/11 C11      14.5  78.7   0.65   44.4    489
IRE    BANK IRELAN  IRE US 08/20/11 C1        14.4  97.6   0.50   42.9    210
HK     PETROHAWK E  HK US 09/17/11 P35        14.3  25.7   0.30   11.1    890
HK     PETROHAWK E  HK US 08/20/11 C40        14.2  13.4   0.05   66.7  23107
HRS    HARRIS CORP  HRS US 08/20/11 P40       14.1  37.9   1.00   42.9   1141
BSDM   BSD MEDICAL  BSDM US 02/18/12 C2.5     14.1  72.4   1.25  -16.7    923
VXX    IPATH-S&P S  VXX US 08/20/11 P22       13.8  78.9   1.22    6.1    716
NG     NOVAGOLD RE  NG US 08/20/11 C7         13.5 100.1   2.95   -8.1   1022
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C50       13.5  30.6   8.79    4.9    529
YRCW   YRC WORLDWI  YRCW US 09/17/11 P0.5     13.2 352.3   0.15    7.1   1378
MSFT   MICROSOFT C  MSFT US 08/20/11 P23      12.8  41.6   0.04   33.3   1023
VXX    IPATH-S&P S  VXX US 08/20/11 P23       12.5  82.0   1.83   15.8    753
CREE   CREE INC     CREE US 08/20/11 P32.5    12.2  71.8   1.86  -33.6    274
UTHR   UNITED THER  UTHR US 08/20/11 P50      12.1  43.9   0.15  -72.7    550
BBD    BRADESCO-AD  BBD US 09/17/11 C17.92    11.6  35.0   1.62   -8.5    241
CREE   CREE INC     CREE US 08/20/11 C35      11.6  71.6   1.76  141.1   5966
CREE   CREE INC     CREE US 08/20/11 C30      11.4  73.6   4.45   71.2   1675
LIZ    LIZ CLAIBOR  LIZ US 10/22/11 C5        11.3  70.9   1.70   49.1    365
HK     PETROHAWK E  HK US 12/17/11 C39        11.1   3.4   0.09   28.6    311
KND    KINDRED HEA  KND US 08/20/11 P15       11.0  86.7   0.25    0.0    227
LSI    LSI CORP     LSI US 08/20/11 C6        10.9  63.2   1.50  150.0    328
CREE   CREE INC     CREE US 08/20/11 C32.5    10.8  72.1   2.82   90.5   3478
CX     CEMEX SAB-S  CX US 10/22/11 P7         10.8  43.5   0.59   34.1   1150
ZIOP   ZIOPHARM ON  ZIOP US 01/21/12 P5       10.7  70.0   0.70    0.0    296
HK     PETROHAWK E  HK US 09/17/11 C39        10.5   5.7   0.08    0.0   1291
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C54       10.4  29.5   4.88    8.7   1400
CX     CEMEX SAB-S  CX US 09/17/11 C7         10.2  44.3   0.45  -28.6    401

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VXX    IPATH-S&P S  VXX US 08/20/11 C17      -54.4  52.5   6.05   -4.0    222
ALU    ALCATEL-LUC  ALU US 08/20/11 P4       -50.7  52.3   0.20    0.0    608
VXX    IPATH-S&P S  VXX US 08/20/11 C18      -49.3  54.6   5.14   -1.3    212
MPW    MEDICAL PRO  MPW US 10/22/11 C10      -48.3  28.7   1.80  -18.2    240
TLAB   TELLABS INC  TLAB US 08/20/11 C3.5    -46.7  49.5   0.75  -31.8    475
SFLY   SHUTTERFLY   SFLY US 08/20/11 P55     -44.9  38.5   1.20  -57.1    437
AKAM   AKAMAI TECH  AKAM US 08/20/11 P23     -41.9  41.7   0.52  225.0   2389
AKAM   AKAMAI TECH  AKAM US 08/20/11 C23     -41.4  41.9   1.55  -80.8    427
AKAM   AKAMAI TECH  AKAM US 08/20/11 P25     -41.1  40.5   1.56  280.5   2222
TQNT   TRIQUINT SE  TQNT US 08/20/11 P8      -40.3  57.2   0.50  233.3   1549
AKAM   AKAMAI TECH  AKAM US 08/20/11 C25     -39.3  40.9   0.57  -88.1   2472
SYMC   SYMANTEC CO  SYMC US 08/20/11 C20     -36.4  29.8   0.41   32.3    952
WFM    WHOLE FOODS  WFM US 08/20/11 C67.5    -36.3  32.3   1.75  -27.1    692
IPG    INTERPUBLIC  IPG US 08/20/11 P10      -36.1  46.2   0.40    0.0    616
WFM    WHOLE FOODS  WFM US 08/20/11 P67.5    -36.0  30.9   2.55  -41.4    815
GMCR   GREEN MOUNT  GMCR US 08/20/11 C110    -35.8  41.0   2.65  327.4   1687
GMCR   GREEN MOUNT  GMCR US 08/20/11 C105    -35.7  41.9   4.80  348.6   1311
GMCR   GREEN MOUNT  GMCR US 08/20/11 P110    -35.5  40.5   6.75  -60.3    289
WFM    WHOLE FOODS  WFM US 08/20/11 P65      -35.2  32.5   1.39  -55.2   2066
GB     GREATBATCH   GB US 08/20/11 P25       -34.7  29.2   0.35  -61.1    623
WFM    WHOLE FOODS  WFM US 08/20/11 C70      -34.6  31.3   0.81  -46.0   3327
GMCR   GREEN MOUNT  GMCR US 08/20/11 P105    -34.0  41.6   3.80  -72.4   1190
WFM    WHOLE FOODS  WFM US 08/20/11 P62.5    -33.8  34.4   0.71  -66.2    535
GMCR   GREEN MOUNT  GMCR US 08/20/11 P100    -33.5  42.5   2.00  -85.2   2506
GMCR   GREEN MOUNT  GMCR US 08/20/11 C100    -33.0  43.2   7.95  325.1   3010
GMCR   GREEN MOUNT  GMCR US 08/20/11 P97.5   -32.4  43.4   1.32  -88.6    734
AVP    AVON PRODUC  AVP US 08/20/11 C27      -32.2  25.5   0.70  -57.6   1717
GMCR   GREEN MOUNT  GMCR US 08/20/11 C95     -32.1  44.9  11.95  279.4   1341
GMCR   GREEN MOUNT  GMCR US 08/20/11 C97.5   -31.6  44.3   9.80  306.6   1058
S      SPRINT NEXT  S US 08/20/11 P4         -31.2  38.9   0.05  400.0   1933
GMCR   GREEN MOUNT  GMCR US 08/20/11 P95     -31.0  44.5   0.84  -91.6   1459
SYMC   SYMANTEC CO  SYMC US 08/20/11 C19     -31.0  31.7   0.90   50.0    975
WFM    WHOLE FOODS  WFM US 08/20/11 P60      -30.4  37.0   0.32  -75.8    289
AVP    AVON PRODUC  AVP US 08/20/11 C28      -29.6  23.7   0.20  -75.0   1005
LIFE   LIFE TECHNO  LIFE US 08/20/11 P45     -29.4  31.7   0.80   14.3    774
GMCR   GREEN MOUNT  GMCR US 08/20/11 P92.5   -29.1  46.1   0.54  -93.4    902
CROX   CROCS INC    CROX US 08/20/11 C30     -28.8  40.2   1.50  219.2   1978
GMCR   GREEN MOUNT  GMCR US 08/20/11 C92.5   -28.8  47.8  14.11  252.8   1495
BMC    BMC SOFTWAR  BMC US 08/20/11 P47      -28.4  29.1   2.65  140.9    349
LSI    LSI CORP     LSI US 08/20/11 C7       -27.4  42.5   0.50  150.0    742
SYMC   SYMANTEC CO  SYMC US 08/20/11 P18     -27.3  34.3   0.11  -83.6    282
CLF    CLIFFS NATU  CLF US 08/20/11 C82.5    -27.1  39.3   8.95  -44.2    260
WFM    WHOLE FOODS  WFM US 08/20/11 P57.5    -26.9  40.2   0.20  -74.0    311
DOX    AMDOCS LTD   DOX US 08/20/11 C32.5    -26.9  21.5   0.25  -16.7    230
MSI    MOTOROLA SO  MSI US 08/20/11 C47      -26.7  26.6   1.25   83.8    250
CROX   CROCS INC    CROX US 08/20/11 C31     -26.6  40.5   0.95  216.7    285
CROX   CROCS INC    CROX US 08/20/11 C27     -26.5  42.4   3.70  146.7    404
CROX   CROCS INC    CROX US 08/20/11 C28     -26.4  42.4   2.90  205.3    827
GMCR   GREEN MOUNT  GMCR US 08/20/11 P90     -26.2  48.1   0.41  -94.0    717
CROX   CROCS INC    CROX US 08/20/11 P30     -26.0  40.9   1.00  -71.2   1917
CROX   CROCS INC    CROX US 08/20/11 C29     -25.5  42.5   2.15  207.1   1050
AVP    AVON PRODUC  AVP US 08/20/11 P27      -25.4  24.7   0.70    0.0   1823
AKAM   AKAMAI TECH  AKAM US 09/17/11 P23     -25.3  39.6   0.97  288.0   1244
LINE   LINN ENERGY  LINE US 09/17/11 C35     -25.3  33.2   4.90    0.0    866
GMCR   GREEN MOUNT  GMCR US 08/20/11 C90     -25.1  50.0  16.40  228.0   1191
GT     GOODYEAR TI  GT US 08/20/11 P16       -25.1  41.6   0.25  -44.4   1465
GT     GOODYEAR TI  GT US 08/20/11 P17       -24.8  40.2   0.65  -18.8    389
ORLY   O'REILLY AU  ORLY US 08/20/11 P60     -24.8  23.7   1.40    7.7    703
AKAM   AKAMAI TECH  AKAM US 09/17/11 P25     -24.6  38.6   1.99  255.4    595
VAR    VARIAN MEDI  VAR US 08/20/11 P65      -24.6  23.3   1.95   69.6   1343
IRE    BANK IRELAN  IRE US 01/21/12 C1.5     -24.5  66.6   0.30   20.0    315
AKAM   AKAMAI TECH  AKAM US 09/17/11 C25     -24.4  39.0   0.98  -80.8    358
WM     WASTE MANAG  WM US 08/20/11 P32       -24.2  33.4   0.45   50.0    229
NIHD   NII HOLDING  NIHD US 08/20/11 P42     -24.1  28.1   0.95  -42.4    256
CROX   CROCS INC    CROX US 08/20/11 P29     -23.9  43.4   0.70  -76.3    264
MUR    MURPHY OIL   MUR US 08/20/11 P55      -23.8  35.5   0.20  -16.7    210
CROX   CROCS INC    CROX US 08/20/11 P27     -23.6  45.6   0.21  -87.3    297
MJN    MEAD JOHNSO  MJN US 08/20/11 C75      -23.6  24.5   0.77  175.0    329
MSI    MOTOROLA SO  MSI US 08/20/11 C45      -23.6  27.7   2.24   65.9    332
YNDX   YANDEX NV-A  YNDX US 08/20/11 P36     -23.5  46.9   1.60   23.1    777
MSCI   MSCI INC-A   MSCI US 09/17/11 C35     -23.3  24.2   1.85  -36.4    300
WM     WASTE MANAG  WM US 08/20/11 C34       -23.3  28.3   0.65  -71.1   1772
BMC    BMC SOFTWAR  BMC US 08/20/11 P43      -23.2  32.9   0.70  180.0    335
GMCR   GREEN MOUNT  GMCR US 08/20/11 P87.5   -23.2  50.7   0.30  -94.5    719
JASO   JA SOLAR HO  JASO US 08/20/11 P5      -23.2  54.1   0.54   35.0   3000
S      SPRINT NEXT  S US 08/20/11 C4         -23.1  43.7   0.39  -67.0   3557
SKX    SKECHERS US  SKX US 08/20/11 C17      -23.0  46.5   0.80  433.3    889
TQNT   TRIQUINT SE  TQNT US 09/17/11 P7      -22.9  65.3   0.35    0.0    215
SKX    SKECHERS US  SKX US 08/20/11 C16      -22.2  47.1   1.55  520.0    374
CTXS   CITRIX SYST  CTXS US 08/20/11 C72.5   -22.2  42.0   3.40    6.2   3261
CROX   CROCS INC    CROX US 08/20/11 P26     -22.1  47.1   0.17  -86.4    372
ITRI   ITRON INC    ITRI US 08/20/11 P45     -22.1  30.5   1.10   15.8    394
CROX   CROCS INC    CROX US 08/20/11 P28     -22.0  44.6   0.50  -77.8    772
CTXS   CITRIX SYST  CTXS US 08/20/11 C75     -21.9  41.1   2.25    4.7    217
ARE    ALEXANDRIA   ARE US 08/20/11 C85      -21.5  21.2   0.50  -65.5    504
IVR    INVESCO MOR  IVR US 08/20/11 P20      -21.5  22.5   0.60   33.3    284
WM     WASTE MANAG  WM US 08/20/11 P34       -21.5  28.6   1.10   69.2   1262
WFM    WHOLE FOODS  WFM US 09/17/11 C70      -21.5  31.9   1.80  -18.6    328
GT     GOODYEAR TI  GT US 08/20/11 C17       -21.2  40.3   0.55  -45.0   1887
YNDX   YANDEX NV-A  YNDX US 08/20/11 C36     -21.0  46.2   1.65  -56.6    937
WFM    WHOLE FOODS  WFM US 09/17/11 C67.5    -20.9  32.8   2.75  -14.1    314
IVR    INVESCO MOR  IVR US 09/17/11 C20      -20.8  22.0   0.45  -50.0    233
CTXS   CITRIX SYST  CTXS US 08/20/11 C70     -20.8  43.3   4.90   11.4    958
GMCR   GREEN MOUNT  GMCR US 08/20/11 C87.5   -20.7  52.8  18.85  201.6   1300
SYMC   SYMANTEC CO  SYMC US 09/17/11 P19     -20.7  28.9   0.54  -53.5    526
GMCR   GREEN MOUNT  GMCR US 08/20/11 P85     -20.5  53.4   0.22  -94.9   1170
WFM    WHOLE FOODS  WFM US 09/17/11 C65      -20.3  33.8   3.75  -12.8    209
WFM    WHOLE FOODS  WFM US 09/17/11 P65      -20.3  32.9   2.39  -37.9    200
GMCR   GREEN MOUNT  GMCR US 09/17/11 C110    -20.0  42.3   4.90  308.3   1439
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1      -19.9  51.7   1.14    4.6    300
SYMC   SYMANTEC CO  SYMC US 08/20/11 P17     -19.9  39.8   0.10  -73.0    310
LIFE   LIFE TECHNO  LIFE US 09/17/11 P45     -19.6  29.7   1.40    3.7    304
CROX   CROCS INC    CROX US 08/20/11 P25     -19.6  49.9   0.05  -94.4    290
S      SPRINT NEXT  S US 08/20/11 C4.5       -19.6  45.1   0.12  -84.2   7262
WM     WASTE MANAG  WM US 08/20/11 C35       -19.5  26.3   0.30  -78.6    771
SYMC   SYMANTEC CO  SYMC US 09/17/11 C20     -19.5  28.6   0.62   47.6    514
OSK    OSHKOSH COR  OSK US 08/20/11 P26      -19.5  35.9   1.50  354.6    201
IMAX   IMAX CORP    IMAX US 08/20/11 P21     -19.4  60.1   1.05  133.3   1887
LIZ    LIZ CLAIBOR  LIZ US 08/20/11 P6       -19.4  62.2   0.35  -52.0   1154
SRCL   STERICYCLE   SRCL US 08/20/11 P85     -19.1  25.4   2.42  124.1    219
VXX    IPATH-S&P S  VXX US 08/20/11 C21      -18.8  72.4   2.75   -9.8    456
WM     WASTE MANAG  WM US 08/20/11 P30       -18.7  42.5   0.25   66.7    503
CELG   CELGENE COR  CELG US 08/20/11 C62.5   -18.1  23.1   1.05   61.5   1437
SYMC   SYMANTEC CO  SYMC US 09/17/11 C19     -18.0  29.9   1.15   43.8    762
S      SPRINT NEXT  S US 11/19/11 C3         -17.9  53.5   1.31  -47.0    276
TER    TERADYNE IN  TER US 08/20/11 C14      -17.7  43.7   0.40  -40.3    202
SRCL   STERICYCLE   SRCL US 08/20/11 P80     -17.5  29.8   1.00  122.2    200
GMCR   GREEN MOUNT  GMCR US 09/17/11 P100    -16.8  44.1   3.75  -72.8    228
BSX    BOSTON SCIE  BSX US 08/20/11 P7       -16.8  35.4   0.14  -68.9   2212
KMP    KINDER MORG  KMP US 08/20/11 C70      -16.7  14.7   1.33  -19.4    380
SYMC   SYMANTEC CO  SYMC US 09/17/11 P18     -16.7  30.9   0.29  -65.1    438
BMY    BRISTOL-MYE  BMY US 08/20/11 C30      -16.5  16.0   0.18   38.5    343
DAN    DANA HOLDIN  DAN US 08/20/11 C18      -16.3  38.8   0.40  -27.3   4050
CAM    CAMERON INT  CAM US 08/20/11 C55      -16.2  34.2   1.45  107.1   2018
CBG    CB RICHARD   CBG US 08/20/11 P20      -16.1  44.7   0.50  316.7   1162
CTXS   CITRIX SYST  CTXS US 08/20/11 P67.5   -16.1  45.3   1.50  -36.2    440
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P61      -16.0  18.4   2.66  -17.6   2086
BPAX   BIOSANTE PH  BPAX US 08/20/11 C3      -15.8  61.0   0.20  -33.3   1332
GG     GOLDCORP IN  GG US 08/20/11 P45       -15.8  33.9   0.52  108.0    241
SPY    SPDR S&P 50  SPY US 08/20/11 P136     -15.6  16.3   5.26  -14.6   2094
GMCR   GREEN MOUNT  GMCR US 09/17/11 C95     -15.3  45.9  13.70  204.4    624
ASH    ASHLAND INC  ASH US 08/20/11 C65      -15.3  31.8   1.55   47.6    224
PSSI   PSS WORLD M  PSSI US 08/20/11 C25     -15.3  30.5   0.47  -77.6    222
BRCM   BROADCOM CO  BRCM US 08/20/11 C30     -15.1  45.5   7.50    1.4    306
GMCR   GREEN MOUNT  GMCR US 08/20/11 P82.5   -15.0  56.7   0.16  -95.2    946
AFL    AFLAC INC    AFL US 08/20/11 C48      -14.7  28.7   0.85  165.6    215
SKX    SKECHERS US  SKX US 08/20/11 C15      -14.7  49.5   2.40  361.5    243
HRBN   HARBIN ELEC  HRBN US 08/20/11 C12     -14.6 100.9   5.10   -1.9    317
CLF    CLIFFS NATU  CLF US 08/20/11 C95      -14.6  36.9   1.56  -53.4   3267
GG     GOLDCORP IN  GG US 08/20/11 P46       -14.5  33.5   0.74  105.6    392
NEOP   NEOPROBE CO  NEOP US 08/20/11 C3      -14.4  90.3   0.35   40.0    250
CTXS   CITRIX SYST  CTXS US 08/20/11 P65     -14.4  47.0   0.75  -48.3    270
CELG   CELGENE COR  CELG US 08/20/11 C60     -14.3  24.8   2.50   58.2    568
UFS    DOMTAR CORP  UFS US 08/20/11 C80      -14.3  37.4   5.70  -43.0    500
BBVA   BANCO BILBA  BBVA US 08/20/11 P10     -14.2  50.3   0.34  -32.0    500
BMY    BRISTOL-MYE  BMY US 08/20/11 C29      -14.1  17.0   0.62   44.2   2849
WM     WASTE MANAG  WM US 09/17/11 P33       -14.1  27.0   1.25   92.3    397
CAM    CAMERON INT  CAM US 08/20/11 C50      -13.9  37.8   4.90   96.0   1254
AEM    AGNICO-EAGL  AEM US 08/20/11 P52.5    -13.8  37.0   0.39   30.0    334
RCL    ROYAL CARIB  RCL US 08/20/11 P33      -13.8  44.1   1.77  152.9    209
TIN    TEMPLE-INLA  TIN US 09/17/11 C31      -13.8  21.8   0.75  -21.1    648
MF     MF GLOBAL H  MF US 08/20/11 P8        -13.8  34.6   0.40  -33.3   1100
RCL    ROYAL CARIB  RCL US 08/20/11 P30      -13.7  49.7   0.64  146.2   3873
GMCR   GREEN MOUNT  GMCR US 09/17/11 C90     -13.7  47.7  17.60  175.0    432
LIZ    LIZ CLAIBOR  LIZ US 08/20/11 C6       -13.7  62.0   0.60  140.0    291
LRCX   LAM RESEARC  LRCX US 08/20/11 C40     -13.7  37.2   2.80    1.1   1310
S      SPRINT NEXT  S US 09/17/11 C4         -13.6  46.1   0.48  -61.3    834
AFL    AFLAC INC    AFL US 08/20/11 C47      -13.4  29.4   1.40  191.7    355
CTXS   CITRIX SYST  CTXS US 09/17/11 C72.5   -13.4  40.6   4.80   10.6    445
GG     GOLDCORP IN  GG US 08/20/11 P47       -13.4  33.2   1.12   96.5   4460
GMCR   GREEN MOUNT  GMCR US 09/17/11 P90     -13.4  47.0   1.49  -81.9    276
RCL    ROYAL CARIB  RCL US 08/20/11 P32      -13.2  45.8   1.25  145.1    285
MUR    MURPHY OIL   MUR US 08/20/11 P60      -13.2  32.6   1.00  150.0    839
SPY    SPDR S&P 50  SPY US 09/17/11 P137     -13.2  15.0   7.23   -8.1    722
ASH    ASHLAND INC  ASH US 08/20/11 P65      -13.1  32.2   2.85  -16.2    413
CLF    CLIFFS NATU  CLF US 08/20/11 P87.5    -13.1  37.9   2.15   22.9    381
CLF    CLIFFS NATU  CLF US 08/20/11 P95      -12.8  36.9   6.10   27.1   1534
CLF    CLIFFS NATU  CLF US 08/20/11 P90      -12.8  37.6   3.10   21.6    413
CLF    CLIFFS NATU  CLF US 08/20/11 C90      -12.8  37.6   3.55  -39.3   1160
AEM    AGNICO-EAGL  AEM US 08/20/11 P55      -12.7  35.4   0.89   41.3    517
AEM    AGNICO-EAGL  AEM US 08/20/11 C60      -12.6  34.7   1.02  -59.7   1125
EPI    WISDOMTREE   EPI US 08/20/11 P22      -12.5  23.9   0.10    0.0   1500
WM     WASTE MANAG  WM US 09/17/11 C33       -12.5  26.6   1.59    0.0    307
NLY    ANNALY CAPI  NLY US 01/19/13 C15      -12.4  20.2   2.41    0.4    582
WM     WASTE MANAG  WM US 10/22/11 P32       -12.3  27.9   1.20   50.0   2144
GG     GOLDCORP IN  GG US 08/20/11 C48       -12.2  33.6   1.56  -57.8    506
MUR    MURPHY OIL   MUR US 08/20/11 P62.5    -12.2  33.3   2.04  126.7    723
CTXS   CITRIX SYST  CTXS US 09/17/11 C75     -12.1  40.5   3.10   -8.8    423
D      DOMINION RE  D US 08/20/11 C50        -12.1  15.6   0.35  -30.0    383
BSX    BOSTON SCIE  BSX US 08/20/11 C7       -11.9  37.7   0.53  231.2   3859
LRCX   LAM RESEARC  LRCX US 08/20/11 C44     -11.9  36.4   0.75  -28.6   1554
LRCX   LAM RESEARC  LRCX US 08/20/11 P41     -11.9  36.9   1.00  -16.7    364
CLF    CLIFFS NATU  CLF US 08/20/11 P82.5    -11.8  39.4   1.00   37.0   1309
WM     WASTE MANAG  WM US 09/17/11 P34       -11.5  25.8   2.30  130.0    704
GG     GOLDCORP IN  GG US 08/20/11 P48       -11.5  33.5   1.48   89.7    442
WM     WASTE MANAG  WM US 10/22/11 P30       -11.5  31.6   0.75   50.0    244
HOT    STARWOOD HO  HOT US 08/20/11 C57.5    -11.5  33.8   1.57   17.2    410
EQIX   EQUINIX INC  EQIX US 08/20/11 P100    -11.5  35.0   1.40  -74.1    240
HOT    STARWOOD HO  HOT US 08/20/11 P57.5    -11.5  33.5   2.29  -24.2    204
CLF    CLIFFS NATU  CLF US 08/20/11 P85      -11.5  38.8   1.32   23.4   2158
CAM    CAMERON INT  CAM US 08/20/11 C48      -11.4  40.5   6.30   65.8    408
AMT    AMERICAN TO  AMT US 08/20/11 C50      -11.4  28.7   2.25  -37.1    256
MJN    MEAD JOHNSO  MJN US 08/20/11 C70      -11.4  25.2   3.35  318.8    260
AFL    AFLAC INC    AFL US 08/20/11 P47      -11.3  29.9   1.37  -59.7   1366
AFL    AFLAC INC    AFL US 08/20/11 C45      -11.3  30.9   2.80  147.8    540
XOM    EXXON MOBIL  XOM US 08/20/11 P80      -11.3  21.4   0.96   17.1   2495
AEM    AGNICO-EAGL  AEM US 08/20/11 P57.5    -11.3  34.8   1.95   65.2    227
OPEN   OPENTABLE I  OPEN US 08/20/11 C67.5   -11.1  66.8   8.40    0.0    548
AKAM   AKAMAI TECH  AKAM US 11/19/11 P20     -10.9  45.6   0.78  160.0    287
CLF    CLIFFS NATU  CLF US 08/20/11 P80      -10.9  40.5   0.64   73.0    365
TIN    TEMPLE-INLA  TIN US 08/20/11 P31      -10.9  20.0   1.00   33.3   2500
PCYC   PHARMACYCLI  PCYC US 08/20/11 C12     -10.9  48.2   0.85   54.5    418
SPY    SPDR S&P 50  SPY US 08/20/11 P90      -10.8  54.2   0.01    0.0    480
CCI    CROWN CASTL  CCI US 08/20/11 P39      -10.8  31.2   0.15  -62.5   4000
EWJ    ISHARES-JAP  EWJ US 08/20/11 C10      -10.8  22.0   0.76    1.3    200
SPY    SPDR S&P 50  SPY US 08/20/11 P134     -10.8  17.6   3.85  -17.9  11650
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P60      -10.7  19.7   1.94  -21.1   1585
S      SPRINT NEXT  S US 11/19/11 C4         -10.7  45.1   0.60  -53.9   4610
VHC    VIRNETX HOL  VHC US 08/20/11 C32      -10.7  78.6   2.25   -6.2    387
POT    POTASH CORP  POT US 08/20/11 P60      -10.6  33.4   1.70  -36.3    284
AKAM   AKAMAI TECH  AKAM US 11/19/11 P18     -10.6  48.2   0.43  152.9    210
XLV    SPDR-HEALTH  XLV US 12/17/11 P36      -10.5  14.4   2.30  -13.5    300
S      SPRINT NEXT  S US 08/20/11 P4.5       -10.5  41.4   0.29  625.0   1153
UFS    DOMTAR CORP  UFS US 08/20/11 C85      -10.4  34.8   2.64  -51.1    397
SPY    SPDR S&P 50  SPY US 09/17/11 P136     -10.4  15.4   6.43   -8.5   1182
CELG   CELGENE COR  CELG US 08/20/11 C57.5   -10.3  28.0   4.50   68.5    280
AKAM   AKAMAI TECH  AKAM US 11/19/11 P23     -10.2  42.7   1.78  173.8    976
XOM    EXXON MOBIL  XOM US 08/20/11 P82.5    -10.2  19.3   2.00   25.0   2675
WM     WASTE MANAG  WM US 10/22/11 C33       -10.1  26.2   1.80  -48.1    960

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

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