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
=============================================================================
SPXU   PROSHARES U  SPXU US 08/20/11 C15      92.3  97.9   3.50   27.3    418
TZA    SMALL CAP B  TZA US 10/22/11 C28       69.0  91.0  15.20   19.2   2000
VALE   VALE SA-SP   VALE US 08/20/11 P31      66.7  36.6   1.15   94.9   3225
TZA    SMALL CAP B  TZA US 09/17/11 C25       53.5 122.5  17.40   58.2   2000
MDRX   ALLSCRIPTS   MDRX US 08/20/11 P19      53.0  42.9   0.75  -64.3    288
CYD    CHINA YUCHA  CYD US 08/20/11 P17.5     47.8  90.7   1.40  154.6    636
AHT    ASHFORD HOS  AHT US 08/20/11 P10       46.9  59.8   0.50  150.0    200
VALE   VALE SA-SP   VALE US 08/20/11 P30      43.5  37.8   0.68  126.7   2717
HRBN   HARBIN ELEC  HRBN US 12/17/11 C9       42.7 116.3   7.00  -14.6    222
MSCC   MICROSEMI C  MSCC US 08/20/11 P20      42.0  46.1   1.20    9.1    500
HRBN   HARBIN ELEC  HRBN US 08/20/11 C10      41.2 164.0   5.10  -27.1   6120
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C47       40.6  38.3   9.04   -3.2    400
ZAGG   ZAGG INC     ZAGG US 08/20/11 C10      40.1 172.7   6.06   -2.3    560
VALE   VALE SA-SP   VALE US 09/17/11 P31      39.6  33.2   1.85   88.8    494
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C44       38.3  34.9  11.98  -13.3    205
IWM    ISHARES-RUS  IWM US 08/20/11 C66       38.0  35.8  10.37  -31.2    254
TGP    TEEKAY LNG   TGP US 11/19/11 C35       36.8  24.7   1.80  -18.2    319
DXD    PROSHARES U  DXD US 08/20/11 C17       34.6  42.1   1.95   18.2    261
VALE   VALE SA-SP   VALE US 08/20/11 P29      32.2  38.8   0.37  270.0   2204
VALE   VALE SA-SP   VALE US 09/17/11 P30      32.0  33.8   1.23  115.8    417
YRCW   YRC WORLDWI  YRCW US 01/21/12 C0.5     30.3  71.3   0.30  -25.0    200
VALE   VALE SA-SP   VALE US 08/20/11 P28      29.3  41.3   0.24  242.9    817
JCOM   J2 GLOBAL C  JCOM US 09/17/11 P30      28.6  35.1   0.90  -62.5    228
HRBN   HARBIN ELEC  HRBN US 08/20/11 C12      27.9 155.0   3.50  -34.0   2168
HRBN   HARBIN ELEC  HRBN US 09/17/11 C15      27.8 117.2   2.35  -30.9    418
VALE   VALE SA-SP   VALE US 09/17/11 P29      26.7  34.9   0.81   88.4    320
NTGR   NETGEAR INC  NTGR US 08/20/11 P34      25.8  54.4   2.00    5.3    303
IRE    BANK IRELAN  IRE US 01/21/12 C1        25.4  46.0   0.35  -12.5    312
VALE   VALE SA-SP   VALE US 10/22/11 P30      24.9  31.4   1.90   55.7    308
XLF    SPDR-FINL S  XLF US 09/17/11 C12       24.6  36.4   2.24   -7.4    251
TZA    SMALL CAP B  TZA US 08/20/11 C31       24.6 102.0  12.30   14.4    790
WPZ    WILLIAMS PA  WPZ US 09/17/11 P50       24.0  38.2   1.18   96.7   1934
VALE   VALE SA-SP   VALE US 12/17/11 P31      23.8  31.3   2.90   33.6    266
FIRE   SOURCEFIRE   FIRE US 08/20/11 P22.5    23.7  88.0   1.10   57.1    516
MHS    MEDCO HEALT  MHS US 01/21/12 P57.5     23.5  28.8   3.50   42.9    500
HYG    ISH-IBOXX H  HYG US 08/20/11 P90       23.3  11.9   1.50   66.7   1125
VALE   VALE SA-SP   VALE US 09/17/11 P28      22.6  36.4   0.62  138.5    312
PFE    PFIZER INC   PFE US 08/20/11 P18       22.5  25.7   0.45   21.6   1539
MHS    MEDCO HEALT  MHS US 10/22/11 P55       22.5  34.2   1.70  112.5    286
WPZ    WILLIAMS PA  WPZ US 09/17/11 P55       22.0  32.0   3.10   40.9    540
VALE   VALE SA-SP   VALE US 08/20/11 P27      21.2  44.4   0.10  100.0    446
ATML   ATMEL CORP   ATML US 08/20/11 P12      21.0  79.2   0.95   11.8    751
CEPH   CEPHALON IN  CEPH US 08/20/11 C77.5    21.0  17.6   2.65   -1.9    324
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15      20.7  97.7   3.50  -16.7   3266
FIX    COMFORT SYS  FIX US 10/22/11 P10       20.6  41.3   0.20    0.0    526
VALE   VALE SA-SP   VALE US 12/17/11 P30      20.1  32.2   2.39   36.6    420
HRBN   HARBIN ELEC  HRBN US 12/17/11 C12.5    20.0 103.2   4.20  -30.0    370
TLT    ISHARES BAR  TLT US 08/20/11 C99       19.9  21.2   4.19   35.2    227
BKS    BARNES & NO  BKS US 09/17/11 C16       19.8  42.2   1.00    0.0    300
QPSA   QUEPASA COR  QPSA US 08/20/11 P7.5     19.6 145.3   0.85   21.4    390
CEPH   CEPHALON IN  CEPH US 08/20/11 C80      19.5   5.9   0.30  -25.0    423
SPXU   PROSHARES U  SPXU US 09/17/11 C19      19.4  75.5   1.55   63.2    220
AOB    AMERICAN OR  AOB US 01/21/12 P1        19.2 115.0   0.25    0.0    278
TLT    ISHARES BAR  TLT US 08/20/11 C97       18.5  22.9   6.05   33.3    364
ECL    ECOLAB INC   ECL US 08/20/11 P47.5     18.4  28.4   0.55   10.0    292
VALE   VALE SA-SP   VALE US 11/19/11 P29      18.3  32.8   1.70   54.5    451
VALE   VALE SA-SP   VALE US 12/17/11 P29      18.2  33.1   1.93   38.9    244
C      CITIGROUP I  C1 US 01/21/12 P5         18.1  34.3   1.33    1.5    520
VALE   VALE SA-SP   VALE US 09/17/11 P27      17.9  37.8   0.36  111.8    213
BYD    BOYD GAMING  BYD US 09/17/11 P8        17.7  60.1   0.85   30.8   5004
CIGX   STAR SCIENT  CIGX US 08/20/11 P3.5     17.5 146.0   0.50   66.7   5285
CSR    CHINA SECUR  CSR US 08/20/11 P2.5      17.3 291.1   0.05    0.0    711
EUO    PROSH-UL/SH  EUO US 08/20/11 C17       17.3  29.0   0.50   -9.1    391
TBT    PROSHARES U  TBT US 08/20/11 C28       17.2  40.3   1.09  -22.1   1399
VIA/B  VIACOM INC-  VIAB US 12/17/11 P43      17.1  31.9   3.10  244.4   1820
TBT    PROSHARES U  TBT US 08/20/11 P29       17.1  39.5   1.37   57.5   1767
ALEX   ALEXANDER &  ALEX US 08/20/11 P40      17.0  61.5   0.35  -30.0    611
SIMG   SILICON IMA  SIMG US 08/20/11 C5       17.0  97.8   1.95  160.0    247
FMC    FMC CORP     FMC US 10/22/11 P75       16.9  30.8   1.55   24.0    200
HRBN   HARBIN ELEC  HRBN US 08/20/11 C11      16.7 136.3   4.10  -32.8    210
TBT    PROSHARES U  TBT US 08/20/11 P27       16.6  40.5   0.48  140.0   1096
HYG    ISH-IBOXX H  HYG US 08/20/11 P89       16.6  12.6   1.00  122.2    351
TBT    PROSHARES U  TBT US 01/19/13 C20       16.0  39.0   9.97   -3.2    248
MOH    MOLINA HEAL  MOH US 08/20/11 P20       15.8  58.5   1.05  133.3    417
REGN   REGENERON P  REGN US 08/20/11 P50      15.8  67.5   3.60   94.6    512
MHR    MAGNUM HUNT  MHR US 01/21/12 P5        15.8  62.8   0.40   14.3    400
TLT    ISHARES BAR  TLT US 01/21/12 C90       15.8  18.6  13.21   21.2    215
TBT    PROSHARES U  TBT US 08/20/11 P26       15.7  43.0   0.25  177.8    256
SPPI   SPECTRUM PH  SPPI US 11/19/11 P9       15.6  63.1   0.73   12.3    221
HRBN   HARBIN ELEC  HRBN US 08/20/11 P15      15.6 226.3   2.85   42.5   1937
TBT    PROSHARES U  TBT US 08/20/11 P28       15.5  39.0   0.82   86.4   2329
MRO    MARATHON OI  MRO US 08/20/11 C28       15.5  43.0   0.59  -64.7   1040
JNJ    JOHNSON&JOH  JNJ US 08/20/11 P65       15.4  18.6   2.73   46.8    578
ASIA   ASIAINFO-LI  ASIA US 08/20/11 P13      15.2 146.1   1.30   30.0   1036
TYC    TYCO INTL L  TYC US 08/20/11 P42       15.2  32.5   0.65   -3.0    217
THO    THOR INDUST  THO US 03/17/12 P20       15.1  45.8   2.60   73.3    205
TLT    ISHARES BAR  TLT US 08/20/11 C100      15.1  20.5   3.75   72.8    259
BIIB   BIOGEN IDEC  BIIB US 08/20/11 P100     14.8  39.8   4.75   48.4   1003
HRBN   HARBIN ELEC  HRBN US 08/20/11 P8       14.8 321.4   0.65   44.4    365
DRV    DIREXION DA  DRV US 08/20/11 C13       14.7  77.0   1.60  100.0    255
AMJ    JPM-ALERIAN  AMJ US 09/17/11 P34       14.5  20.9   0.40    0.0   3000
MHS    MEDCO HEALT  MHS US 08/20/11 P62.5     14.4  36.0   3.70   41.2    267
TBT    PROSHARES U  TBT US 09/17/11 C26       14.4  40.3   2.90  -15.9    279
TBT    PROSHARES U  TBT US 08/20/11 C27       14.4  41.0   1.71  -22.6    660
QLD    PROSHARES U  QLD US 09/17/11 P78       14.3  55.3   2.93    5.4    253
MMR    MCMORAN EXP  MMR US 08/20/11 P16       14.1  55.1   1.00   75.4   1260
HRBN   HARBIN ELEC  HRBN US 09/17/11 P15      14.1 227.6   4.70   27.0   1621
BKS    BARNES & NO  BKS US 01/21/12 P14       14.0  38.9   0.75  150.0   2000
IWM    ISHARES-RUS  IWM US 08/20/11 C72       14.0  33.1   4.91  -19.5   1325
TZA    SMALL CAP B  TZA US 09/17/11 C33       13.9  67.3  12.35   53.4    750
TBT    PROSHARES U  TBT US 03/17/12 P27       13.7  36.7   2.54   30.9    533
LCC    US AIRWAYS   LCC US 09/17/11 P4        13.6  96.4   0.15   66.7    234
TLT    ISHARES BAR  TLT US 08/20/11 C101      13.5  20.0   2.87   62.1    273
MHS    MEDCO HEALT  MHS US 08/20/11 P60       13.5  36.4   1.81   50.8    295
MCK    MCKESSON CO  MCK US 08/20/11 P80       13.4  27.1   3.60   26.3    719
JCOM   J2 GLOBAL C  JCOM US 08/20/11 P30      13.3  41.2   0.40    0.0    328
MA     MASTERCARD   MA US 08/20/11 P280       13.3  45.8   0.86  -73.1    339
PFE    PFIZER INC   PFE US 09/17/11 P18       13.2  25.5   0.72   12.5   1301
LEAP   LEAP WIRELE  LEAP US 10/22/11 P8       13.2  63.3   0.37   32.1    221
VIA/B  VIACOM INC-  VIAB US 01/21/12 P45      13.2  31.0   4.10   49.1    200
LEAP   LEAP WIRELE  LEAP US 08/20/11 C10      13.1  79.8   0.64  -12.3   1550
CSR    CHINA SECUR  CSR US 09/17/11 C5        13.1  63.9   0.80  -11.1    270
THC    TENET HEALT  THC US 08/20/11 P5        13.0  49.8   0.15   50.0    200
HRBN   HARBIN ELEC  HRBN US 08/20/11 P13      12.9 246.5   2.05   64.0   2932
XOP    SPDR OIL&GA  XOP US 08/20/11 P58       12.9  41.8   1.71   78.1   3544
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C45       12.8  34.1  11.13  -11.2    278
WEN    WENDY'S CO/  WEN US 11/19/11 C5        12.8  37.4   0.30  -33.3    238
MCK    MCKESSON CO  MCK US 08/20/11 C80       12.7  27.3   0.70  -33.3   2286
TBT    PROSHARES U  TBT US 01/21/12 P24       12.7  38.5   1.13   76.6    206
WYNN   WYNN RESORT  WYNN US 10/22/11 P130     12.6  43.0   5.10   61.9    725
TLT    ISHARES BAR  TLT US 08/20/11 P96       12.5  21.8   0.15  -40.0   1272
EWT    ISHARES-TAI  EWT US 08/20/11 P15       12.4  23.2   0.49  104.2    510
HRBN   HARBIN ELEC  HRBN US 08/20/11 C14      12.4 130.3   2.10  -44.7    597
ARLP   ALLIANCE RE  ARLP US 12/17/11 C65      12.3  29.4   9.82  -23.3    202
TBT    PROSHARES U  TBT US 09/17/11 P26       12.3  39.7   0.66  100.0    239
MMR    MCMORAN EXP  MMR US 08/20/11 P14       12.1  51.2   0.15   66.7    278
MWE    MARKWEST EN  MWE US 09/17/11 P43       12.1  30.4   1.05   23.5   2028
UTHR   UNITED THER  UTHR US 08/20/11 P55      12.0  54.9   3.40   83.8    260
MED    MEDIFAST IN  MED US 08/20/11 P17       11.9 119.1   1.20   20.0    217
F      FORD MOTOR   F US 08/20/11 C12         11.8  43.0   0.28  -17.6   3451
CSC    COMPUTER SC  CSC US 08/20/11 P32.5     11.7  49.2   1.00   53.9    473
HOGS   ZHONGPIN IN  HOGS US 08/20/11 P7.5     11.4 167.3   0.55   83.3    965
MRO    MARATHON OI  MRO US 08/20/11 P28       11.4  42.3   1.60  220.0    288
TZA    SMALL CAP B  TZA US 09/17/11 C36       11.4  70.7   8.00   23.1   3331
HRBN   HARBIN ELEC  HRBN US 08/20/11 C15      11.4 125.4   1.45  -42.0   2098
QLD    PROSHARES U  QLD US 08/20/11 P85       11.4  55.9   4.50   60.7    469
HUN    HUNTSMAN CO  HUN US 08/20/11 P17       11.3  57.5   0.45   45.2    271
VALE   VALE SA-SP   VALE US 11/19/11 P25      11.3  37.6   0.52   67.7    249
PFE    PFIZER INC   PFE US 08/20/11 P17       11.3  29.8   0.14   40.0    523
THO    THOR INDUST  THO US 03/17/12 P17.5     11.3  46.7   1.55    0.0    250
TBT    PROSHARES U  TBT US 09/17/11 C28       11.2  38.4   1.60  -20.4   1450
MHS    MEDCO HEALT  MHS US 08/20/11 P52.5     11.2  44.2   0.10  100.0    372
CSR    CHINA SECUR  CSR US 08/20/11 P5        11.2 140.3   0.35   16.7    720
TBT    PROSHARES U  TBT US 09/17/11 P27       11.2  38.4   0.97   64.4    340
PLCM   POLYCOM INC  PLCM US 10/22/11 P25      11.1  49.5   2.25   95.7    500
WM     WASTE MANAG  WM US 09/17/11 P30        11.1  37.3   1.55   29.2   7239
WM     WASTE MANAG  WM US 09/17/11 C31        11.1  35.0   1.10   -4.3   2384
HRBN   HARBIN ELEC  HRBN US 08/20/11 C13      11.1 137.3   2.65  -39.8    546
BBBB   BLACKBOARD   BBBB US 10/22/11 C45      11.0   6.9   0.05  -50.0    200
TLT    ISHARES BAR  TLT US 08/20/11 C103      11.0  19.8   1.59   71.0    630
LULU   LULULEMON A  LULU US 08/20/11 P57.5    11.0  49.1   1.85   27.6    750
XLF    SPDR-FINL S  XLF US 08/20/11 C13       10.9  37.0   1.31   -8.4    263
APKT   ACME PACKET  APKT US 08/20/11 P55      10.9  63.5   3.00   20.0    355
LULU   LULULEMON A  LULU US 08/20/11 C60      10.9  47.3   1.65  -15.4    453
LZ     LUBRIZOL CO  LZ US 09/17/11 C135       10.8   1.6   0.05    0.0    257
TBT    PROSHARES U  TBT US 01/21/12 C25       10.8  37.6   4.35  -13.0    262
LULU   LULULEMON A  LULU US 08/20/11 P60      10.8  47.8   2.85    9.6    337
MHS    MEDCO HEALT  MHS US 08/20/11 P55       10.7  39.0   0.40  166.7    802
TBT    PROSHARES U  TBT US 09/17/11 P28       10.7  37.9   1.39   51.1    764
UAL    UNITED CONT  UAL US 08/20/11 P13       10.7  84.2   0.06   20.0    200
NAV    NAVISTAR IN  NAV US 08/20/11 P45       10.7  49.2   1.75  218.2    440
SHLD   SEARS HOLDI  SHLD US 09/17/11 C67.5    10.6  38.4   3.49   -8.2   1516
F      FORD MOTOR   F US 09/17/11 C12         10.6  40.8   0.50   -9.1   2459
CTXS   CITRIX SYST  CTXS US 08/20/11 P62.5    10.6  46.7   0.55   37.5   1312
F      FORD MOTOR   F US 08/20/11 P11         10.6  46.8   0.19   58.3   4613
HRBN   HARBIN ELEC  HRBN US 08/20/11 P11      10.6 271.0   1.43   68.2    779
MA     MASTERCARD   MA US 08/20/11 P290       10.6  41.5   1.32  -76.4    320
ARLP   ALLIANCE RE  ARLP US 12/17/11 C75      10.5  31.3   3.82  -20.4    211
F      FORD MOTOR   F US 09/17/11 C11         10.3  42.6   1.01  -12.2    457
TLT    ISHARES BAR  TLT US 08/20/11 P99       10.3  20.3   0.48  -22.6   2939
LDK    LDK SOLAR C  LDK US 08/20/11 P6        10.3  88.0   0.29   38.1   1815
LEAP   LEAP WIRELE  LEAP US 08/20/11 P9       10.3  85.3   0.30   36.4    289
RF     REGIONS FIN  RF US 08/20/11 P5         10.2  60.3   0.07   75.0    444
MMR    MCMORAN EXP  MMR US 08/20/11 C16       10.2  50.0   0.47  -36.5    513
IWM    ISHARES-RUS  IWM US 08/20/11 C73       10.2  31.8   3.92  -14.0   2480
JNK    SPDR BARCLA  JNK US 08/20/11 P39       10.1  13.1   0.25   66.7    450
MOO    MKT VECT-AG  MOO US 09/17/11 P52       10.0  26.1   1.90   35.7    400

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NYT    NEW YORK TI  NYT US 09/17/11 C7       -53.9  38.2   1.25    0.0    400
FLEX   FLEXTRONICS  FLEX US 08/20/11 C5      -53.0  47.6   0.91  -38.9    255
CHK    CHESAPEAKE   CHK US 08/20/11 C24      -49.2  69.4   9.85   -4.4    561
XLF    SPDR-FINL S  XLF US 09/17/11 C8       -46.7  63.3   6.25  -10.1   1454
PEET   PEETS COFFE  PEET US 08/20/11 P60     -44.0  34.2   1.15  -61.7    442
XLF    SPDR-FINL S  XLF US 08/20/11 P12      -39.9  44.5   0.02  -33.3   1193
DRYS   DRYSHIPS IN  DRYS US 12/17/11 C1      -38.6 120.1   2.40  -14.9    518
PFE    PFIZER INC   PFE US 08/20/11 C17      -38.3  30.7   0.98  -24.6    218
SIRI   SIRIUS XM R  SIRI US 08/20/11 C1.5    -38.1  92.6   0.51  -22.7   2077
SFSF   SUCCESSFACT  SFSF US 08/20/11 C27     -37.9  56.3   1.95   44.4    310
SFSF   SUCCESSFACT  SFSF US 08/20/11 C28     -37.9  55.2   1.15   21.1    664
STI    SUNTRUST BA  STI US 08/20/11 C21      -37.7  47.8   2.23    0.0   4051
PEET   PEETS COFFE  PEET US 08/20/11 P55     -37.2  39.6   0.25  -80.0    267
SFSF   SUCCESSFACT  SFSF US 08/20/11 C29     -37.2  55.1   0.80   23.1    493
XME    SPDR S&P ME  XME US 09/17/11 P46      -37.0  53.9   0.18  -57.1    210
SFSF   SUCCESSFACT  SFSF US 08/20/11 C25     -35.9  62.9   3.90   56.0    948
PFE    PFIZER INC   PFE US 09/17/11 C15      -33.4  40.1   2.94  -10.9   1305
OPEN   OPENTABLE I  OPEN US 08/20/11 C65     -33.2  58.6   2.05  -70.8    312
OPEN   OPENTABLE I  OPEN US 08/20/11 P60     -32.7  63.0   2.00    3.6   1412
OPTR   OPTIMER PHA  OPTR US 09/17/11 C7.5    -32.4  62.0   2.40  -12.7    400
VXX    IPATH-S&P S  VXX US 08/20/11 C21      -31.7  68.6   3.50   -7.9    214
INT    WORLD FUEL   INT US 08/20/11 C40      -31.6  33.9   0.45   80.0    313
OPEN   OPENTABLE I  OPEN US 08/20/11 P65     -31.4  60.9   4.70   34.3    719
OPEN   OPENTABLE I  OPEN US 08/20/11 P55     -31.4  67.8   0.75  -23.5    586
EZCH   EZCHIP SEMI  EZCH US 08/20/11 C32     -31.3  41.1   0.60   20.0   1588
F      FORD MOTOR   F US 09/17/11 C7.5       -30.7  70.4   4.15  -14.4    304
GRMN   GARMIN LTD   GRMN US 08/20/11 P31     -30.4  42.1   1.28   -9.9   1452
GRMN   GARMIN LTD   GRMN US 08/20/11 P30     -29.8  43.8   0.75  -25.0    895
GRMN   GARMIN LTD   GRMN US 08/20/11 C30     -29.6  41.5   1.65  -38.2    293
GRMN   GARMIN LTD   GRMN US 08/20/11 C32     -29.6  40.0   0.46  -65.2   1014
GRMN   GARMIN LTD   GRMN US 08/20/11 C31     -29.2  40.3   1.34  -25.1    511
GRMN   GARMIN LTD   GRMN US 08/20/11 P29     -28.5  45.6   0.55  -23.6   1188
GRMN   GARMIN LTD   GRMN US 08/20/11 P32     -28.4  42.6   1.95    1.6    219
UA     UNDER ARMOU  UA US 08/20/11 C65       -28.2  46.9   5.10  -53.6    202
GRMN   GARMIN LTD   GRMN US 08/20/11 P28     -26.9  47.8   0.30  -34.8   1108
VXX    IPATH-S&P S  VXX US 08/20/11 C22      -24.4  72.7   2.76   -8.0    337
VXX    IPATH-S&P S  VXX US 08/20/11 C23      -23.6  75.6   2.23  -10.8   1686
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C46      -23.5  31.0   9.94  -13.8    499
QID    PROSHARES Q  QID US 08/20/11 P50      -23.2  47.9   1.47  -13.5    247
VALE   VALE SA-SP   VALE US 12/17/11 C25     -23.2  35.1   5.90  -26.5    340
CAVM   CAVIUM INC   CAVM US 08/20/11 P34     -22.3  51.2   2.76   -1.4    611
MDRX   ALLSCRIPTS   MDRX US 08/20/11 C18     -22.2  37.4   0.70  133.3    216
MA     MASTERCARD   MA US 08/20/11 C335      -21.9  30.6   3.75  188.5    356
LBTYA  LIBERTY GLO  LBTYA US 08/20/11 P38    -21.5  38.8   0.95   72.7   1511
VXX    IPATH-S&P S  VXX US 08/20/11 C24      -21.4  77.6   1.82   -9.0   3136
UTEK   ULTRATECH I  UTEK US 09/17/11 C25     -20.6  53.5   1.55  -59.2    205
XL     XL GROUP PL  XL US 08/20/11 C22       -20.5  34.3   0.38  137.5    608
VXX    IPATH-S&P S  VXX US 09/17/11 C18      -20.5  70.7   7.15   10.0    200
GRMN   GARMIN LTD   GRMN US 09/17/11 C31     -20.5  31.9   1.57  -19.9    354
MA     MASTERCARD   MA US 08/20/11 C330      -20.4  31.0   5.67  278.0    319
SFSF   SUCCESSFACT  SFSF US 09/17/11 P25     -20.2  51.2   0.75  -59.5    260
MA     MASTERCARD   MA US 08/20/11 C325      -20.0  31.4   8.00  280.9    480
HCA    HCA HOLDING  HCA US 08/20/11 P20      -19.9  58.7   0.20  100.0    864
CAVM   CAVIUM INC   CAVM US 08/20/11 C34     -19.9  54.3   0.85  -26.1    240
PFE    PFIZER INC   PFE US 08/20/11 C18      -19.9  26.3   0.33  -28.3    880
VXX    IPATH-S&P S  VXX US 08/20/11 C25      -19.5  80.0   1.32  -17.5   4630
PFE    PFIZER INC   PFE US 09/17/11 C17      -19.4  28.8   1.20  -11.8    502
DAL    DELTA AIR L  DAL US 09/17/11 C6       -19.4  67.0   1.46   -8.8    933
ARLP   ALLIANCE RE  ARLP US 08/20/11 P75     -19.2  32.1   3.40   28.3    439
EZCH   EZCHIP SEMI  EZCH US 08/20/11 P29     -18.7  47.5   0.50  -64.3    473
FTR    FRONTIER CO  FTR US 08/20/11 P7       -18.2  36.1   0.35  133.3    619
SPY    SPDR S&P 50  SPY US 08/20/11 P130     -18.1  18.4   5.49    1.1  71752
SPW    SPX CORP     SPW US 08/20/11 P60      -18.1  44.5   1.55  868.8    299
SPY    SPDR S&P 50  SPY US 08/20/11 P129     -17.7  18.7   4.72    1.5  29755
CBS    CBS CORP-B   CBS US 08/20/11 C26      -17.4  39.6   0.83  -30.8    203
MA     MASTERCARD   MA US 08/20/11 C320      -17.4  32.1  10.83  244.9    433
CBS    CBS CORP-B   CBS US 08/20/11 C27      -17.0  37.8   0.45  -40.0   5065
INTC   INTEL CORP   INTC US 08/20/11 C19     -17.0  40.4   2.76   -6.4    670
AGN    ALLERGAN IN  AGN US 08/20/11 P77.5    -16.5  29.1   1.35  -41.3    319
NLY    ANNALY CAPI  NLY US 08/20/11 C18      -16.2  16.2   0.07  -12.5   3176
AMR    AMR CORP     AMR US 11/19/11 C1       -16.2 119.5   2.78   -4.8    708
HRBN   HARBIN ELEC  HRBN US 08/20/11 C8      -16.2 158.4   7.00  -21.8   2768
AGN    ALLERGAN IN  AGN US 08/20/11 P75      -16.1  31.0   0.80  -40.7    555
CMCSA  COMCAST COR  CMCSA US 08/20/11 P23    -16.1  31.6   0.90    7.1    659
YRCW   YRC WORLDWI  YRCW US 08/20/11 P0.5    -16.1 314.0   0.05  -44.4    537
LNC    LINCOLN NAT  LNC US 08/20/11 C26      -16.0  36.9   0.52  -28.8    204
CMCSA  COMCAST COR  CMCSA US 08/20/11 C23    -15.8  31.5   0.38  -39.7   1640
SPY    SPDR S&P 50  SPY US 08/20/11 P127     -15.7  20.5   3.38   -3.4  51616
OC     OWENS CORNI  OC US 08/20/11 P30       -15.3  48.0   0.75  150.0    230
XLF    SPDR-FINL S  XLF US 08/20/11 P13      -15.3  36.5   0.06   20.0   4016
SPY    SPDR S&P 50  SPY US 08/20/11 P128     -15.2  19.7   4.02   -0.2  89323
MMC    MARSH & MCL  MMC US 08/20/11 P28      -15.2  26.1   0.25  -44.4    570
BXP    BOSTON PROP  BXP US 10/22/11 P80      -15.1  42.3   0.90  100.0    429
TWX    TIME WARNER  TWX US 01/21/12 C30      -15.0  29.9   4.15  -28.4    280
NLY    ANNALY CAPI  NLY US 08/20/11 C17      -14.6  21.7   0.63   12.5   2340
VALE   VALE SA-SP   VALE US 09/17/11 C29     -14.5  32.0   2.21  -32.0    467
SPY    SPDR S&P 50  SPY US 09/17/11 P60      -14.4  67.6   0.01    0.0    288
CBS    CBS CORP-B   CBS US 08/20/11 P27      -14.4  37.3   1.50   15.4    578
PFE    PFIZER INC   PFE US 09/17/11 C18      -14.4  25.9   0.57  -20.8    442
VMC    VULCAN MATE  VMC US 08/20/11 P30      -14.3  44.3   0.60  -25.0    661
WMB    WILLIAMS CO  WMB US 01/21/12 C25      -14.2  33.7   5.84  -19.4    500
SWC    STILLWATER   SWC US 08/20/11 P15      -14.2  61.5   0.85  -22.7   5560
CBS    CBS CORP-B   CBS US 08/20/11 P26      -13.9  39.4   0.82  -13.7    997
VXX    IPATH-S&P S  VXX US 09/17/11 C22      -13.8  72.5   3.85    6.7   3202
IWM    ISHARES-RUS  IWM US 08/20/11 P79      -13.8  26.2   3.45   11.3  32599
BP     BP PLC-ADR   BP US 10/22/11 C33       -13.4  39.9  10.30   -5.9    300
NLY    ANNALY CAPI  NLY US 10/22/11 C17      -13.2  20.1   0.87   -1.1    221
MA     MASTERCARD   MA US 08/20/11 C315      -13.1  33.9  14.00  233.3    559
SPY    SPDR S&P 50  SPY US 08/20/11 P126     -13.0  21.6   2.87   -4.3  66958
TWX    TIME WARNER  TWX US 08/20/11 P32      -13.0  31.5   0.46   53.3   1112
CIGX   STAR SCIENT  CIGX US 01/19/13 C2      -12.9  88.3   1.90  -13.6    250
RF     REGIONS FIN  RF US 01/21/12 P2.5      -12.9  76.9   0.10  100.0    200
CTL    CENTURYLINK  CTL US 08/20/11 C36      -12.8  26.7   0.35  -78.1   1547
FOSL   FOSSIL INC   FOSL US 12/17/11 C95     -12.8  46.7  28.48  -10.1    275
JCOM   J2 GLOBAL C  JCOM US 08/20/11 C30     -12.8  39.9   1.55 1837.5    501
NLY    ANNALY CAPI  NLY US 10/22/11 C18      -12.4  18.2   0.29   -6.5   1178
DIA    SPDR DJIA T  DIA US 08/20/11 P117     -12.4  21.0   1.92   -2.5   3057
NLY    ANNALY CAPI  NLY US 08/20/11 P17      -12.3  22.0   0.13  -43.5   3357
OC     OWENS CORNI  OC US 08/20/11 P31       -12.2  46.6   1.05  133.3    860
TIF    TIFFANY & C  TIF US 08/20/11 C70      -12.2  34.2   2.83  -50.4   4413
BRKR   BRUKER CORP  BRKR US 08/20/11 P15     -12.2  50.6   0.80  300.0    273
MDRX   ALLSCRIPTS   MDRX US 09/17/11 C17     -12.1  35.2   1.40   64.7    226
SDS    PROSHARES U  SDS US 08/20/11 C20      -12.1  32.0   3.00   12.4    836
INTC   INTEL CORP   INTC US 01/21/12 C15     -12.1  38.3   6.70   -1.5    634
KS     KAPSTONE PA  KS US 08/20/11 C15       -12.1  38.8   0.45  -40.0    400
DIA    SPDR DJIA T  DIA US 08/20/11 P119     -12.1  19.5   2.87    1.4   3969
CQQQ   GUGGENHEIM   CQQQ US 08/20/11 P28     -11.9  19.4   1.20   50.0    315
TIF    TIFFANY & C  TIF US 08/20/11 C75      -11.7  31.7   0.80  -50.3    207
TIF    TIFFANY & C  TIF US 08/20/11 P70      -11.7  34.6   1.25   16.8    696
DIA    SPDR DJIA T  DIA US 08/20/11 P120     -11.7  18.7   3.79    8.3   2039
THC    TENET HEALT  THC US 01/21/12 C4       -11.7  52.0   1.30  -42.2    200
IYR    ISHARES-DJ   IYR US 09/17/11 C57      -11.6  24.2   1.90  -36.7    403
RKT    ROCK-TENN C  RKT US 08/20/11 P60      -11.6  40.9   2.10  -27.6   1006
MA     MASTERCARD   MA US 08/20/11 C310      -11.6  34.6  17.70  213.3    394
IWM    ISHARES-RUS  IWM US 08/20/11 P77      -11.4  27.7   2.16    0.9  19168
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C50      -11.4  28.4   6.10   -6.0   1063
TWX    TIME WARNER  TWX US 08/20/11 P31      -11.3  34.3   0.27   50.0   1524
VXX    IPATH-S&P S  VXX US 09/17/11 C23      -11.3  75.4   3.29    7.9    329
OC     OWENS CORNI  OC US 08/20/11 C33       -11.2  43.0   0.75  -75.8    617
VHC    VIRNETX HOL  VHC US 09/17/11 C27      -11.2  84.0   4.40  -15.4    202
SPY    SPDR S&P 50  SPY US 08/20/11 P125     -11.1  22.6   2.41   -5.9 125474
NLY    ANNALY CAPI  NLY US 09/17/11 P17      -11.1  20.9   0.30  -26.8   1256
SPY    SPDR S&P 50  SPY US 08/20/11 P124     -11.1  23.4   2.02   -6.0  99971
PPC    PILGRIM'S P  PPC US 12/17/11 P2.5     -11.0  86.8   0.15   50.0   1086
IWM    ISHARES-RUS  IWM US 08/20/11 P78      -10.9  27.3   2.74    0.7   3666
VALE   VALE SA-SP   VALE US 09/17/11 C30     -10.9  31.3   1.55  -32.0    487
UUP    POWERSHARES  UUP US 08/20/11 C21      -10.9  10.2   0.24  -17.2    271
DIA    SPDR DJIA T  DIA US 08/20/11 P118     -10.8  20.3   2.35    0.4   2245
XRT    SPDR S&P RE  XRT US 09/17/11 C45      -10.7  31.1   6.50  -27.4   1008
DIA    SPDR DJIA T  DIA US 08/20/11 P116     -10.7  22.0   1.63    0.0   1231
XCO    EXCO RESOUR  XCO US 08/20/11 C16      -10.6  32.4   0.25  -44.4    208
ZUMZ   ZUMIEZ INC   ZUMZ US 08/20/11 C25     -10.6  58.0   2.00   -9.1    425
SIRI   SIRIUS XM R  SIRI US 09/17/11 C1.5    -10.6  62.3   0.51  -22.7    600
SSO    PROSHARES U  SSO US 08/20/11 C49      -10.4  42.9   0.98  -30.0   1779
DVN    DEVON ENERG  DVN US 08/20/11 C77.5    -10.4  31.3   0.90  -36.6    376
OC     OWENS CORNI  OC US 08/20/11 P32       -10.3  45.4   1.20  166.7    931
SPY    SPDR S&P 50  SPY US 08/20/11 P123     -10.3  24.2   1.69   -4.0  79264
NLY    ANNALY CAPI  NLY US 08/20/11 P16      -10.2  32.3   0.07  -30.0   1290

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

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