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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
=============================================================================
HTS    HATTERAS FI  HTS US 08/20/11 C27      102.4  34.3   0.70  -17.6    273
HTS    HATTERAS FI  HTS US 08/20/11 P26       99.3  37.5   0.55  266.7   1788
ANH    ANWORTH MOR  ANH US 08/20/11 P7        98.8  30.4   0.20   33.3    335
HTS    HATTERAS FI  HTS US 08/20/11 P27       92.1  35.2   1.10  340.0    400
HTS    HATTERAS FI  HTS US 11/19/11 C26       64.7  24.4   1.60    0.0    214
AGNC   AMERICAN CA  AGNC US 08/20/11 P28      59.3  39.8   1.60  190.9    292
HTS    HATTERAS FI  HTS US 08/20/11 P25       59.0  43.5   0.40  300.0   1408
NLY    ANNALY CAPI  NLY US 10/22/11 P17       54.9  29.0   1.49   79.5    459
IVR    INVESCO MOR  IVR US 08/20/11 C20       52.2  31.2   0.35    0.0    331
NLY    ANNALY CAPI  NLY US 10/22/11 P16       51.8  32.6   0.98  139.0    721
AGNC   AMERICAN CA  AGNC US 08/20/11 C28      50.3  39.3   0.85    0.0   1922
CYS    CYPRESS SHA  CYS US 08/20/11 P12.5     50.2  24.8   0.40  166.7    316
AGNC   AMERICAN CA  AGNC US 08/20/11 P27      47.7  41.6   0.90  200.0   3053
NLY    ANNALY CAPI  NLY US 10/22/11 C17       46.2  32.2   0.70   -9.1   1038
AGNC   AMERICAN CA  AGNC US 08/20/11 C27      45.5  42.2   1.25  -19.4    390
NLY    ANNALY CAPI  NLY US 09/17/11 P17       44.4  32.0   0.95  120.9    958
NLY    ANNALY CAPI  NLY US 10/22/11 P15       42.5  35.3   0.68  240.0    242
S      SPRINT NEXT  S US 01/21/12 C2.5        41.9  53.1   1.82    1.1    500
AGNC   AMERICAN CA  AGNC US 09/17/11 C28      41.3  33.9   1.15    0.0   1125
AGNC   AMERICAN CA  AGNC US 09/17/11 P28      41.1  33.6   1.70  100.0    310
NLY    ANNALY CAPI  NLY US 01/21/12 P17.5     40.8  21.3   2.30   36.9    402
XLV    SPDR-HEALTH  XLV US 08/20/11 P36       38.5  13.6   1.76    0.0   6504
LLEN   L&L ENERGY   LLEN US 08/20/11 P4       37.3 210.6   0.45  125.0    744
NLY    ANNALY CAPI  NLY US 08/20/11 P17       36.0  35.7   0.75  141.9   8497
LLEN   L&L ENERGY   LLEN US 08/20/11 P5       35.7 197.7   0.90   50.0    288
VOD    VODAFONE GR  VOD US 08/20/11 P28       35.3  22.2   0.50  -56.5   1209
NLY    ANNALY CAPI  NLY US 10/22/11 C16       35.0  33.9   1.32  -15.9    373
AGNC   AMERICAN CA  AGNC US 09/17/11 C27      33.7  35.2   1.60  -14.4    311
NLY    ANNALY CAPI  NLY US 10/22/11 P14       33.0  39.0   0.44  266.7    221
AGNC   AMERICAN CA  AGNC US 01/21/12 C26      32.5  30.1   2.15  -21.0   1235
NLY    ANNALY CAPI  NLY US 08/20/11 C17       32.2  34.5   0.40  -35.5   9718
DNN    DENISON MIN  DNN US 10/22/11 P2        32.0  80.5   0.25   25.0   1089
NLY    ANNALY CAPI  NLY US 09/17/11 C17       32.0  30.9   0.61  -20.8   1579
AGNC   AMERICAN CA  AGNC US 08/20/11 C26      31.6  45.8   1.85  -27.4    292
HTS    HATTERAS FI  HTS US 08/20/11 C25       29.8  30.3   1.80  -56.1    535
NLY    ANNALY CAPI  NLY US 09/17/11 P16       29.3  36.5   0.56  133.3   1454
WPZ    WILLIAMS PA  WPZ US 08/20/11 P50       28.2  37.2   0.40  166.7   1478
JDSU   JDS UNIPHAS  JDSU US 08/20/11 C12      28.1  74.3   1.63   12.4    463
JDSU   JDS UNIPHAS  JDSU US 08/20/11 P11      27.9  79.3   0.20  100.0    643
NLY    ANNALY CAPI  NLY US 01/21/12 C16       27.9  27.6   1.34  -16.8    337
JDSU   JDS UNIPHAS  JDSU US 08/20/11 P12      27.8  73.7   0.40   42.9   2116
JDSU   JDS UNIPHAS  JDSU US 08/20/11 P13      27.7  70.1   0.78   21.9    755
LLEN   L&L ENERGY   LLEN US 09/17/11 P4       27.4 176.6   0.70   55.6    316
AGNC   AMERICAN CA  AGNC US 01/21/12 P22.5    27.2  32.8   1.25   66.7    291
BAC    BANK OF AME  BAC US 08/20/11 C8        27.2  58.1   1.89    5.6    205
JDSU   JDS UNIPHAS  JDSU US 08/20/11 C13      27.1  71.1   1.04   28.4   1144
AGNC   AMERICAN CA  AGNC US 08/20/11 P26      26.9  46.4   0.55  175.0    566
NLY    ANNALY CAPI  NLY US 01/21/12 C17.5     26.8  23.7   0.51   -7.3    709
JDSU   JDS UNIPHAS  JDSU US 08/20/11 P14      25.9  69.0   1.35   11.6    508
AGNC   AMERICAN CA  AGNC US 12/17/11 C28      25.9  30.5   1.25   -7.4   2206
AGNC   AMERICAN CA  AGNC US 01/21/12 C28      25.9  27.7   1.00  -25.9    209
ERY    ENERGY BEAR  ERY US 08/20/11 C14       25.4  87.1   1.00   33.3    591
R      RYDER SYSTE  R US 08/20/11 P57.5       25.3  29.5   2.50   56.2    400
NLY    ANNALY CAPI  NLY US 01/21/12 P15       25.2  26.6   0.97   86.5    301
JDSU   JDS UNIPHAS  JDSU US 08/20/11 C14      24.5  70.3   0.60   46.3   1012
AGNC   AMERICAN CA  AGNC US 03/17/12 C26      24.3  28.8   2.40  -13.0    370
CVC    CABLEVISION  CVC US 08/20/11 P22       23.8  52.4   0.30  275.0   6214
AGNC   AMERICAN CA  AGNC US 03/17/12 C28      22.4  27.2   1.15  -17.9    202
EPB    EL PASO PIP  EPB US 03/17/12 P35       22.1  21.0   2.90   16.0    277
KKR    KKR & CO LP  KKR US 12/17/11 C10       21.7  48.1   4.00  -31.0    200
CYTX   CYTORI THER  CYTX US 12/17/11 C2.5     21.5  71.5   2.05    5.1    212
CVC    CABLEVISION  CVC US 08/20/11 P24       20.7  43.6   0.85  183.3    326
UTHR   UNITED THER  UTHR US 08/20/11 P55      20.5  40.2   1.35   80.0    270
VALE   VALE SA-SP   VALE US 08/20/11 P34      20.4  31.8   2.02   25.5   7289
NLY    ANNALY CAPI  NLY US 09/17/11 P15       20.0  42.1   0.33  175.0    473
AGNC   AMERICAN CA  AGNC US 08/20/11 P25      19.7  50.3   0.45  221.4   1877
YNDX   YANDEX NV-A  YNDX US 08/20/11 P36      19.6  56.1   1.85   68.2    917
HLF    HERBALIFE L  HLF US 08/20/11 C57.5     19.2  67.8   2.96    9.6   4181
AGNC   AMERICAN CA  AGNC US 09/17/11 C25      19.2  40.9   3.20  -15.8    391
UAL    UNITED CONT  UAL US 08/20/11 P15       18.6  64.9   0.31   63.2   1578
NLY    ANNALY CAPI  NLY US 10/22/11 P13       17.9  43.0   0.25  316.7    219
HTS    HATTERAS FI  HTS US 01/21/12 P25       17.9  22.2   1.70   44.1    733
CIGX   STAR SCIENT  CIGX US 08/20/11 C4       17.8  96.2   0.40    0.0    262
YNDX   YANDEX NV-A  YNDX US 08/20/11 P35      17.5  57.3   1.45   52.6    377
YNDX   YANDEX NV-A  YNDX US 08/20/11 P34      17.5  58.4   1.30   62.5    496
HTS    HATTERAS FI  HTS US 01/21/12 C27       17.4  20.6   0.90  -18.2    201
HTS    HATTERAS FI  HTS US 08/20/11 P22.5     17.3  65.9   0.20  -42.9    200
HLF    HERBALIFE L  HLF US 08/20/11 C55       17.2  66.2   4.10   10.8    678
NLY    ANNALY CAPI  NLY US 09/17/11 C15       17.2  40.3   2.00  -21.6   1924
HTS    HATTERAS FI  HTS US 11/19/11 P28       17.1  19.8   2.75   96.4    282
YHOO   YAHOO! INC   YHOO US 08/20/11 P12      17.0  43.9   0.11  120.0   2106
UAL    UNITED CONT  UAL US 08/20/11 C16       17.0  61.4   1.45  -12.1    325
FXY    CRYSHS-JAPA  FXY US 08/20/11 P125      16.9  12.4   0.50  -23.1    445
UAL    UNITED CONT  UAL US 08/20/11 P17       16.6  60.3   0.88   10.0    368
NLY    ANNALY CAPI  NLY US 01/21/12 P12.5     16.5  35.1   0.40   90.5   1313
IDCC   INTERDIGITA  IDCC US 08/20/11 P57.5    16.4 111.8   2.20    8.4    203
COV    COVIDIEN PL  COV US 08/20/11 P50       16.1  26.5   0.80    0.0   1835
LLEN   L&L ENERGY   LLEN US 09/17/11 C5       16.1  92.8   0.70  -12.5    210
OCZ    OCZ TECHNOL  OCZ US 08/20/11 C7.5      15.9  80.0   0.75   -6.2    308
CYS    CYPRESS SHA  CYS US 08/20/11 C12.5     15.7  25.2   0.15  -40.0    240
WHR    WHIRLPOOL C  WHR US 08/20/11 C72.5     15.7  31.9   0.98   -8.4   1248
FIRE   SOURCEFIRE   FIRE US 08/20/11 P22.5    15.6  81.0   1.10   29.4   1001
UAL    UNITED CONT  UAL US 08/20/11 P16       15.6  61.4   0.49   16.7    212
CIM    CHIMERA INV  CIM US 09/17/11 C3        15.5  45.2   0.30   20.0    625
MILL   MILLER ENER  MILL US 08/20/11 P2.5     15.4 316.0   0.30  100.0   2709
HLF    HERBALIFE L  HLF US 08/20/11 P50       15.3  64.1   1.10   57.1    265
NLY    ANNALY CAPI  NLY US 01/21/12 C15       15.3  29.2   1.98  -15.7   1395
HTS    HATTERAS FI  HTS US 01/21/12 P24       15.3  22.4   1.09   98.2    200
UAL    UNITED CONT  UAL US 08/20/11 C17       15.1  58.9   1.12   17.9    871
ZAGG   ZAGG INC     ZAGG US 08/20/11 C11      15.0  79.4   4.30   -6.5    571
TGT    TARGET CORP  TGT US 08/20/11 P42       15.0  45.2   0.10   66.7    219
LIWA   LIHUA INTER  LIWA US 08/20/11 P5       15.0 178.5   0.35  133.3    568
WTW    WEIGHT WATC  WTW US 08/20/11 P75       14.7  64.2   4.40   10.0    700
YNDX   YANDEX NV-A  YNDX US 11/19/11 P35      14.7  56.8   3.50   25.0    641
MILL   MILLER ENER  MILL US 08/20/11 P5       14.7 193.2   1.10   46.7    701
AGNC   AMERICAN CA  AGNC US 01/21/12 P17.5    14.6  40.0   0.40  166.7    214
UAL    UNITED CONT  UAL US 08/20/11 P18       14.6  59.6   1.67   21.0    234
MPEL   MELCO CROWN  MPEL US 08/20/11 P14      14.4  70.6   0.55   22.2    574
FIO    FUSION-IO I  FIO US 08/20/11 P25       14.3 111.1   1.20  118.2    474
AGNC   AMERICAN CA  AGNC US 08/20/11 P24      14.2  53.2   0.25  400.0    502
LLEN   L&L ENERGY   LLEN US 08/20/11 C4       14.1  95.3   1.15  -17.9    232
UAL    UNITED CONT  UAL US 08/20/11 C18       14.1  58.8   0.68   30.8   2080
NLY    ANNALY CAPI  NLY US 01/19/13 C15       14.0  25.1   2.06  -15.9    695
NLY    ANNALY CAPI  NLY US 08/20/11 P16       13.9  41.4   0.38  137.5   4426
GMCR   GREEN MOUNT  GMCR US 09/17/11 P50      13.8  89.2   0.08   33.3    248
YNDX   YANDEX NV-A  YNDX US 11/19/11 P33      13.6  58.1   2.85   29.6    224
YNDX   YANDEX NV-A  YNDX US 11/19/11 P32      13.6  58.7   2.55   -7.3    923
EMKR   EMCORE CORP  EMKR US 09/17/11 C2.5     13.4  91.2   0.40  -33.3    250
YHOO   YAHOO! INC   YHOO US 08/20/11 P13      13.3  40.9   0.41   64.0   4957
YNDX   YANDEX NV-A  YNDX US 11/19/11 P30      13.2  60.4   2.10   36.4    667
AXU    ALEXCO RESO  AXU US 08/20/11 C7.5      13.1  64.6   0.35  -22.2    321
TYP    TECH BEAR 3  TYP US 08/20/11 C20       13.1  74.4   1.30   18.2    209
LLEN   L&L ENERGY   LLEN US 08/20/11 P3       13.0 231.0   0.20  100.0    202
YHOO   YAHOO! INC   YHOO US 08/20/11 C12      12.9  43.9   1.33  -15.3    731
YNDX   YANDEX NV-A  YNDX US 11/19/11 P31      12.9  59.6   2.30   48.4    314
HTS    HATTERAS FI  HTS US 11/19/11 P24       12.7  23.3   0.60   66.7    226
YNDX   YANDEX NV-A  YNDX US 11/19/11 P36      12.7  56.3   4.40   41.9   1496
AVP    AVON PRODUC  AVP US 08/20/11 P27       12.5  26.2   1.20   26.3    384
WHR    WHIRLPOOL C  WHR US 08/20/11 C70       12.5  32.7   1.65  -22.2    418
YHOO   YAHOO! INC   YHOO US 08/20/11 C13      12.3  41.7   0.65  -17.7    998
P      PANDORA MED  P US 12/17/11 C13         12.2  44.9   3.00  -26.8    500
VOD    VODAFONE GR  VOD US 10/22/11 P27       12.1  24.2   0.80  -33.3    500
SKH    SKILLED HEA  SKH US 09/17/11 C5        12.0 123.9   3.90    0.0    367
ACE    ACE LTD      ACE US 08/20/11 P65       11.9  25.1   0.80  100.0    518
VWO    VANGUARD MS  VWO US 08/20/11 P48       11.9  26.6   1.10    4.8    203
BC     BRUNSWICK C  BC US 08/20/11 C22        11.8  48.7   0.75  -31.8    212
DRIV   DIGITAL RIV  DRIV US 08/20/11 C26      11.7  42.0   0.98    0.0    308
VALE   VALE SA-SP   VALE US 08/20/11 P33      11.5  29.8   1.30   39.8   4321
MWE    MARKWEST EN  MWE US 08/20/11 P46       11.4  28.1   1.17   23.2    203
APL    ATLAS PIPEL  APL US 09/17/11 C34       11.3  45.1   2.30   39.4    599
MVC    MVC CAPITAL  MVC US 09/17/11 C12.5     11.3  29.2   0.50   -9.1    250
VOD    VODAFONE GR  VOD US 10/22/11 C29       11.2  22.3   0.95  196.9   1466
ETR    ENTERGY COR  ETR US 08/20/11 C70       11.1  18.6   0.15  -25.0    644
TGT    TARGET CORP  TGT US 08/20/11 C50       11.0  29.1   2.04   43.7   2650
LNKD   LINKEDIN CO  LNKD US 08/20/11 C100     11.0  82.6   9.39   18.9    435
FXY    CRYSHS-JAPA  FXY US 08/20/11 C128      10.9  12.3   1.40   64.7    285
NVMI   NOVA MEASUR  NVMI US 11/19/11 P7.5     10.8  63.4   0.55    0.0   1315
FNSR   FINISAR COR  FNSR US 09/17/11 P16      10.8  76.2   1.40   47.4    469
TGT    TARGET CORP  TGT US 08/20/11 P48       10.8  31.0   0.51   -5.6    732
BAC    BANK OF AME  BAC US 08/20/11 P8        10.8  56.5   0.03    0.0   2318
IBM    IBM          IBM US 08/20/11 P170      10.7  23.7   0.57   11.8    455
TNA    SMALL CAP B  TNA US 08/20/11 P53       10.7 121.7   1.35   50.0    227
YNDX   YANDEX NV-A  YNDX US 11/19/11 P34      10.7  56.3   3.40   -2.9   1228
HTS    HATTERAS FI  HTS US 02/18/12 C28       10.6  19.0   0.70    0.0    269
OCZ    OCZ TECHNOL  OCZ US 09/17/11 C7.5      10.5  79.2   1.05  -25.0   3142
WTW    WEIGHT WATC  WTW US 08/20/11 P67.5     10.5  68.9   1.80   25.9    270
GNW    GENWORTH FI  GNW US 08/20/11 C8        10.4  74.9   0.93   97.9    397
PCYC   PHARMACYCLI  PCYC US 01/21/12 C9       10.4  69.8   4.20    2.4    416
BAC    BANK OF AME  BAC US 08/20/11 C9        10.3  45.7   1.00   13.6   1766
SAFM   SANDERSON F  SAFM US 08/20/11 C45      10.3  34.5   1.30   62.5    341
CLF    CLIFFS NATU  CLF US 08/20/11 P72.5     10.2  48.0   0.14  250.0    356
WM     WASTE MANAG  WM US 08/20/11 P25        10.2  69.8   0.10  100.0    351
TGT    TARGET CORP  TGT US 08/20/11 P49       10.1  29.7   0.74   -8.6    775
BSX    BOSTON SCIE  BSX US 08/20/11 C7        10.1  39.3   0.40   -9.1    615
YHOO   YAHOO! INC   YHOO US 09/17/11 C12      10.0  42.0   1.49  -13.9    351

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
HK     PETROHAWK E  HK US 03/17/12 P38       -47.1   6.3   0.84   12.0    390
PWER   POWER-ONE I  PWER US 08/20/11 C6      -43.3  43.0   1.40   40.0    234
ERTS   ELECTRONIC   ERTS US 08/20/11 C15     -42.3  78.3   7.40    0.0    840
NTRI   NUTRISYSTEM  NTRI US 08/20/11 C15     -41.2  44.2   0.77   28.3    593
NTRI   NUTRISYSTEM  NTRI US 08/20/11 C16     -41.2  42.9   0.32   -8.6    204
STEC   STEC INC     STEC US 08/20/11 P10     -40.3  64.7   0.53 1666.7   1039
ACOM   ANCESTRY.CO  ACOM US 08/20/11 P35     -39.2  56.6   1.88   25.3    510
DAN    DANA HOLDIN  DAN US 09/17/11 C16      -37.9  31.5   1.40  -37.8   1800
EXPE   EXPEDIA INC  EXPE US 08/20/11 C30     -36.7  28.4   2.00  141.0    757
NTRI   NUTRISYSTEM  NTRI US 08/20/11 C14     -36.6  48.0   1.43   58.9   1726
MOH    MOLINA HEAL  MOH US 08/20/11 C20      -35.6  39.9   2.95    0.0    400
EXPE   EXPEDIA INC  EXPE US 08/20/11 C29     -34.6  29.1   2.85  137.5   2671
NTRI   NUTRISYSTEM  NTRI US 08/20/11 P14     -34.1  47.3   0.23  -79.1    456
QLIK   QLIK TECHNO  QLIK US 08/20/11 C31     -32.4  46.3   0.90  -25.0    570
QLIK   QLIK TECHNO  QLIK US 08/20/11 C30     -31.8  46.8   1.60   14.3   1137
EXPE   EXPEDIA INC  EXPE US 08/20/11 P30     -31.6  33.0   0.30  -84.7   1023
TLAB   TELLABS INC  TLAB US 01/19/13 C2.5    -29.9  37.3   1.70  -10.5    291
STEC   STEC INC     STEC US 08/20/11 C10     -29.6  65.8   0.82  -87.7    447
EXPE   EXPEDIA INC  EXPE US 08/20/11 C32     -28.9  31.3   0.90  157.1    208
PWER   POWER-ONE I  PWER US 08/20/11 C8      -28.5  59.2   0.35   75.0    537
RGC    REGAL ENTER  RGC US 08/20/11 C12.5    -28.3  31.2   0.40  166.7    254
N      NETSUITE IN  N US 08/20/11 C35        -28.0  42.9   4.20   61.5    398
PWER   POWER-ONE I  PWER US 08/20/11 C7      -27.4  59.6   0.85   70.0    723
COLM   COLUMBIA SP  COLM US 08/20/11 P60     -26.6  30.4   3.20  106.5    501
MMI    MOTOROLA MO  MMI US 08/20/11 P23      -26.3  43.6   0.95  -32.1    888
EXPE   EXPEDIA INC  EXPE US 08/20/11 C31     -26.2  32.8   1.60  220.0    384
VECO   VEECO INSTR  VECO US 08/20/11 P38     -25.9  49.1   1.25   -7.4    364
VALE   VALE SA-SP   VALE US 01/21/12 C25     -25.9  28.9   7.50  -14.8    200
NLSN   NIELSEN HOL  NLSN US 08/20/11 C30     -25.8  24.0   0.70  -39.1   2879
BRCM   BROADCOM CO  BRCM US 08/20/11 C30     -25.6  51.7   7.25   -5.2    329
PWER   POWER-ONE I  PWER US 08/20/11 P8      -24.9  72.6   0.75  -44.4    957
NXPI   NXP SEMICON  NXPI US 09/17/11 C17.5   -24.9  58.6   1.50  -74.3   6018
VECO   VEECO INSTR  VECO US 08/20/11 P39     -24.1  48.6   1.45  -14.7   1131
VECO   VEECO INSTR  VECO US 08/20/11 P40     -23.9  48.0   2.00   -7.0   1279
MMI    MOTOROLA MO  MMI US 08/20/11 C23      -23.5  45.7   1.00  -24.8    458
SBUX   STARBUCKS C  SBUX US 08/20/11 C35     -23.0  36.2   5.50   10.0    236
MMI    MOTOROLA MO  MMI US 08/20/11 P22      -22.6  46.8   0.67  -29.5    618
OCLR   OCLARO INC   OCLR US 08/20/11 P5      -22.6  81.5   0.45   12.5    248
CSTR   COINSTAR IN  CSTR US 08/20/11 P50     -21.9  44.3   2.65   17.8    203
UAN    CVR PARTNER  UAN US 08/20/11 C22.5    -21.5  38.3   0.95  -20.8    209
AGNC   AMERICAN CA  AGNC US 09/17/11 C20     -20.7  43.8   7.30    0.0    377
NETL   NETLOGIC MI  NETL US 08/20/11 C36     -20.7  46.4   1.40   -2.1   2130
DECK   DECKERS OUT  DECK US 08/20/11 C95     -20.3  41.6   4.70   25.3   1100
NETL   NETLOGIC MI  NETL US 08/20/11 C37     -20.2  45.0   0.50  -50.0    929
SBUX   STARBUCKS C  SBUX US 08/20/11 C38     -20.0  32.6   2.65    0.4    294
N      NETSUITE IN  N US 08/20/11 C40        -19.9  44.6   1.55  106.7    315
SBUX   STARBUCKS C  SBUX US 08/20/11 C41     -19.7  31.6   1.04    0.0   1872
CSTR   COINSTAR IN  CSTR US 08/20/11 P47.5   -19.6  46.3   1.40    3.7    209
SBUX   STARBUCKS C  SBUX US 08/20/11 C40     -19.4  31.9   1.57    6.1   3294
QLGC   QLOGIC CORP  QLGC US 08/20/11 P15     -19.0  34.8   0.40   33.3    277
PWER   POWER-ONE I  PWER US 08/20/11 P7      -18.8  68.4   0.20  -71.4    517
DECK   DECKERS OUT  DECK US 08/20/11 C97.5   -18.6  41.1   3.40   21.4    280
MRK    MERCK & CO   MRK US 08/20/11 C35      -18.6  18.7   0.34  -55.3   2871
MRK    MERCK & CO   MRK US 08/20/11 C34      -18.2  20.7   0.84  -42.5   1079
MMI    MOTOROLA MO  MMI US 08/20/11 P21      -18.1  51.2   0.35  -46.1    219
VALE   VALE SA-SP   VALE US 09/17/11 C30     -18.0  26.5   2.78  -10.3    285
MRK    MERCK & CO   MRK US 08/20/11 P34      -18.0  20.8   0.57   23.9   1006
DECK   DECKERS OUT  DECK US 08/20/11 C100    -17.6  41.1   2.65   43.2    303
CSTR   COINSTAR IN  CSTR US 08/20/11 C50     -17.5  46.0   1.80  -48.6    209
MRK    MERCK & CO   MRK US 08/20/11 C36      -17.5  17.6   0.09  -72.7   1380
CSR    CHINA SECUR  CSR US 09/17/11 C5       -17.4  49.8   0.90  -10.0    506
SBUX   STARBUCKS C  SBUX US 08/20/11 C39     -17.1  32.8   2.10    3.5    789
VALE   VALE SA-SP   VALE US 08/20/11 C30     -17.1  27.4   2.44  -17.3    270
CHK    CHESAPEAKE   CHK US 08/20/11 C36      -16.9  34.7   0.67   31.4   7199
DECK   DECKERS OUT  DECK US 08/20/11 P95     -16.9  42.5   3.10  -47.0    209
DECK   DECKERS OUT  DECK US 08/20/11 C92.5   -16.7  43.3   6.50   32.6    495
GPRO   GEN-PROBE    GPRO US 08/20/11 P60     -16.5  31.1   1.50  -21.1    602
DECK   DECKERS OUT  DECK US 08/20/11 P90     -16.3  43.8   1.35  -61.4    362
SBUX   STARBUCKS C  SBUX US 08/20/11 C42     -16.1  31.7   0.66   -5.7    795
AXL    AMER AXLE &  AXL US 08/20/11 C12      -16.0  44.8   0.30  100.0   1080
ONTY   ONCOTHYREON  ONTY US 09/17/11 C8      -16.0  90.6   1.20  -11.1    300
MRK    MERCK & CO   MRK US 08/20/11 P33      -15.8  23.8   0.29    3.6    458
CHK    CHESAPEAKE   CHK US 08/20/11 C34      -15.8  36.4   1.53   30.8   2580
FO     FORTUNE BRA  FO US 08/20/11 C60       -15.7  23.8   1.43   -4.7   2100
CHK    CHESAPEAKE   CHK US 08/20/11 C35      -15.7  35.4   1.05   34.6   7554
SWN    SOUTHWESTRN  SWN US 08/20/11 C44      -15.6  34.7   2.42  -45.6    740
PFE    PFIZER INC   PFE US 08/20/11 C18      -15.5  30.0   1.34  -15.2    595
CTL    CENTURYLINK  CTL US 08/20/11 C36      -15.2  21.8   1.25  -51.0    211
SWN    SOUTHWESTRN  SWN US 08/20/11 P43      -14.9  35.0   0.53   39.5    285
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C2      -14.9  53.0   0.20  -33.3    750
PPC    PILGRIM'S P  PPC US 09/17/11 P5       -14.8  66.3   0.45  -25.0    246
DECK   DECKERS OUT  DECK US 08/20/11 P85     -14.8  45.6   0.80  -56.8    406
STEC   STEC INC     STEC US 11/19/11 P8      -14.8  69.7   0.54    0.0    520
SBUX   STARBUCKS C  SBUX US 08/20/11 P40     -14.7  32.7   1.00  -35.9   1298
TRLG   TRUE RELIGI  TRLG US 08/20/11 C32     -14.3  49.4   2.65  231.2    281
SWN    SOUTHWESTRN  SWN US 08/20/11 P44      -14.1  34.4   0.84  110.0    209
HK     PETROHAWK E  HK US 08/20/11 C39       -13.9   7.9   0.07    0.0    346
OCLR   OCLARO INC   OCLR US 09/17/11 P5      -13.8  74.7   0.60    5.3    285
SWN    SOUTHWESTRN  SWN US 08/20/11 P45      -13.7  34.1   1.40  150.0    320
MCK    MCKESSON CO  MCK US 08/20/11 P80      -13.6  20.4   1.25  -39.0    442
MRK    MERCK & CO   MRK US 08/20/11 P36      -13.6  18.5   2.01   46.7    432
SBUX   STARBUCKS C  SBUX US 08/20/11 P41     -13.5  32.1   1.48  -30.5    262
PPC    PILGRIM'S P  PPC US 08/20/11 C5       -13.4  72.0   0.30  -25.0    500
SBUX   STARBUCKS C  SBUX US 08/20/11 P39     -13.2  33.1   0.66  -40.0    866
SBUX   STARBUCKS C  SBUX US 08/20/11 P38     -13.1  34.1   0.45  -40.0    378
NEM    NEWMONT MIN  NEM US 08/20/11 P52.5    -13.0  30.6   0.43   34.4    688
TSS    TOTAL SYS S  TSS US 09/17/11 P17.5    -12.6  27.2   0.25   66.7    490
DECK   DECKERS OUT  DECK US 08/20/11 P82.5   -12.6  47.4   0.37  -70.4    220
CERN   CERNER CORP  CERN US 08/20/11 C65     -12.5  32.8   3.20  166.7    354
NXPI   NXP SEMICON  NXPI US 10/22/11 C17.5   -12.3  62.0   2.50    0.0   1251
OKS    ONEOK PARTN  OKS US 10/22/11 P42.5    -12.3  20.2   1.55   19.2    473
VALE   VALE SA-SP   VALE US 09/17/11 C31     -12.3  26.4   2.02  -22.0    324
SWN    SOUTHWESTRN  SWN US 08/20/11 P46      -12.2  34.0   1.78   72.8   3291
SWN    SOUTHWESTRN  SWN US 08/20/11 P47      -12.0  34.2   2.46   60.8    232
NEM    NEWMONT MIN  NEM US 08/20/11 P55      -11.9  28.8   1.15   47.4   1058
CHK    CHESAPEAKE   CHK US 08/20/11 C30      -11.6  44.8   4.80   15.7    590
CHK    CHESAPEAKE   CHK US 08/20/11 P34      -11.5  37.0   0.92  -46.5   2944
CHK    CHESAPEAKE   CHK US 08/20/11 P33      -11.4  38.4   0.59  -52.0   2584
SDS    PROSHARES U  SDS US 12/17/11 C18      -11.3  34.0   3.60   -4.0    312
EK     EASTMAN KOD  EK US 08/20/11 P2        -11.3  77.9   0.03    0.0   1482
AXL    AMER AXLE &  AXL US 08/20/11 P10      -11.2  49.1   0.25    0.0   1036
SBUX   STARBUCKS C  SBUX US 09/17/11 C42     -11.1  29.1   1.14    4.6    571
MRK    MERCK & CO   MRK US 09/17/11 P35      -11.1  18.8   1.58   18.8   1227
SWN    SOUTHWESTRN  SWN US 08/20/11 P42      -11.0  35.9   0.39   44.4    861
RSX    MKT VECT-RU  RSX US 08/20/11 C39      -10.9  27.8   1.45   20.8   1636
SBUX   STARBUCKS C  SBUX US 09/17/11 C41     -10.9  29.7   1.56    8.3    502
MRK    MERCK & CO   MRK US 09/17/11 P34      -10.8  20.1   1.07   18.9    553
NLY    ANNALY CAPI  NLY US 08/20/11 C15      -10.8  48.9   1.84  -23.0    490
MRK    MERCK & CO   MRK US 09/17/11 C35      -10.7  18.8   0.58  -44.8   1544
CHK    CHESAPEAKE   CHK US 08/20/11 C26      -10.7  55.4   8.60    9.6    250
CHK    CHESAPEAKE   CHK US 08/20/11 P32      -10.7  40.2   0.39  -51.9   5113
SBUX   STARBUCKS C  SBUX US 08/20/11 P37     -10.6  35.5   0.26  -49.0    290
MRK    MERCK & CO   MRK US 09/17/11 C36      -10.6  17.8   0.28  -49.1   1204
MRK    MERCK & CO   MRK US 09/17/11 C34      -10.5  19.9   1.11  -38.3    695
MRK    MERCK & CO   MRK US 09/17/11 C33      -10.2  21.8   1.71  -34.0    694
SBUX   STARBUCKS C  SBUX US 09/17/11 C40     -10.2  30.3   2.10    7.7    404
LDK    LDK SOLAR C  LDK US 08/20/11 P6       -10.0  77.6   0.24   -7.7   1423
VALE   VALE SA-SP   VALE US 08/20/11 C32     -10.0  26.2   0.91  -33.6    550

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

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