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
=============================================================================
EM     EMDEON INC-  EM US 09/17/11 P15       786.2 306.3   0.10    0.0    500
UNG    US NAT GAS   UNG1 US 01/21/12 P5      202.9 108.2   0.46   -4.2    300
FAZ    FINANCIAL B  FAZ1 US 01/21/12 P20     100.2 293.8   9.45   -1.6    600
FAZ    FINANCIAL B  FAZ1 US 01/21/12 P18      92.0 284.1   8.25    6.5    600
NOG    NORTHERN OI  NOG US 09/17/11 P15       92.0 106.9   0.90  -52.6    310
C      CITIGROUP I  C1 US 01/19/13 P7.5       81.1  85.8   4.40   -2.2    200
SBS    SABESP-ADR   SBS US 09/17/11 P40       75.1 105.5   0.90    0.0    208
XLF    SPDR-FINL S  XLF US 09/17/11 C7        48.8 122.0   5.70    6.5    330
RLJ    RLJ LODGING  RLJ US 02/18/12 C12.5     39.4  34.3   1.50    0.0    210
IBKR   INTERACTIVE  IBKR US 09/17/11 P12      37.3  49.9   0.20   33.3   1050
C      CITIGROUP I  C1 US 01/19/13 C3         37.1  91.8   0.78   11.4    250
VALE   VALE SA-SP   VALE US 10/22/11 C26      37.0  45.6   1.95   10.8    920
EEM    ISHARES-EMG  EEM US 01/21/12 P35       34.9  40.6   2.19  -10.6    370
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C31       33.2  61.0  20.56    0.0    248
SFY    SWIFT ENERG  SFY US 11/19/11 P30       32.6  66.1   4.10   20.9    208
NOG    NORTHERN OI  NOG US 03/17/12 P15       31.1  81.3   2.90   52.6    288
PSEC   PROSPECT CA  PSEC US 02/18/12 P7.5     30.2  38.7   1.00   -5.7    240
LPLA   LPL INVESTM  LPLA US 01/21/12 P25      28.6  38.7   1.45    0.0    272
SDS    PROSHARES U  SDS US 12/17/11 C18       28.4  42.2   8.80   -8.3    252
VMED   VIRGIN MEDI  VMED US 09/17/11 P18      28.2  68.8   0.35    0.0    264
SPXU   PROSHARES U  SPXU US 09/17/11 C14      27.2  79.4   8.30  -12.6    308
AVNR   AVANIR PHAR  AVNR US 01/21/12 P2.5     27.1  91.4   0.45   50.0    200
GGP    GENERAL GRO  GGP US 09/17/11 P12       26.0  48.6   0.46   -8.0   3500
CEPH   CEPHALON IN  CEPH US 11/19/11 P80      22.9  11.9   2.80   -6.7    796
NOG    NORTHERN OI  NOG US 03/17/12 P13       21.9  86.9   2.20  -18.5    750
TZOO   TRAVELZOO I  TZOO US 09/17/11 P35      21.5 123.7   2.70  -28.9    516
TZA    SMALL CAP B  TZA US 09/17/11 C45       19.9 103.9  16.19  -10.7   3570
RAD    RITE AID CO  RAD US 10/22/11 P1        19.7 140.2   0.25    0.0   1416
PPL    PPL CORPORA  PPL US 10/22/11 P25       19.7  27.6   1.13   13.0    202
JASO   JA SOLAR HO  JASO US 09/17/11 P3       19.1 103.1   0.21  -16.0    200
IAU    ISHARES GOL  IAU US 10/22/11 C17       19.0  27.2   0.65    8.3    548
DRI    DARDEN REST  DRI US 09/17/11 P47       18.7  40.1   2.85    5.6   1000
HOLI   HOLLYSYS AU  HOLI US 01/21/12 C5       18.3 117.7   2.50   16.3    278
C      CITIGROUP I  C1 US 01/21/12 P7.5       17.7  67.2   4.80    2.1    420
HRBN   HARBIN ELEC  HRBN US 09/17/11 C12.5    17.6 134.5   4.10  -30.3    210
STR    QUESTAR COR  STR US 10/22/11 P16       17.5  32.7   0.65  225.0    276
UBS    UBS AG-REG   UBS US 09/17/11 P11       17.4  86.5   0.40    0.0    300
AGNC   AMERICAN CA  AGNC US 01/21/12 P27      16.9  32.3   3.50  -10.3    480
XLF    SPDR-FINL S  XLF US 01/19/13 P10       16.9  39.7   1.15  -19.0   1202
XRTX   XYRATEX LTD  XRTX US 09/17/11 P7.5     16.6  63.6   0.35    0.0    200
IFF    INTL FLVR &  IFF US 11/19/11 P55       16.3  34.2   3.60    0.0    900
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C40       16.1  39.7  12.62    5.9    306
GPRO   GEN-PROBE    GPRO US 09/17/11 P50      16.0  53.7   1.30   73.3    218
XLB    SPDR-MATERI  XLB US 12/17/11 P25       15.6  45.4   0.83   -2.4    212
XLY    SPDR-CONS D  XLY US 09/17/11 C34       15.3  41.6   2.24    4.7    264
XLY    SPDR-CONS D  XLY US 09/17/11 C35       15.3  39.0   1.69   13.4    296
DTG    DOLLAR THRI  DTG US 09/17/11 P55       15.1  60.4   2.37    0.0    200
DPZ    DOMINO'S PI  DPZ US 03/17/12 P25       14.9  38.0   3.10  -18.4    800
FAZ    FINANCIAL B  FAZ1 US 01/19/13 C17.5    14.3 110.2   8.00   26.0    302
HCN    HEALTH CARE  HCN US 03/17/12 P40       14.2  37.2   4.10   17.1    302
FXY    CRYSHS-JAPA  FXY US 09/17/11 C122      14.2  14.0   6.00    7.1    260
GNW    GENWORTH FI  GNW US 03/17/12 P3        14.1 100.0   0.32    0.0    244
CENX   CENTURY ALU  CENX US 09/17/11 P7       14.1  94.3   0.24    0.0    200
ZAGG   ZAGG INC     ZAGG US 09/17/11 P13      14.1 154.9   2.65   29.3    262
XLF    SPDR-FINL S  XLF US 03/17/12 P12       14.0  39.5   1.32   -9.6    294
LTM    LIFE TIME F  LTM US 09/17/11 P30       14.0  64.6   0.90   20.0   1040
BJ     BJ'S WHOLES  BJ US 01/21/12 C47.5      14.0  20.1   2.94  -13.5    500
XLB    SPDR-MATERI  XLB US 12/17/11 P26       13.8  43.5   0.84  -16.0    322
C      CITIGROUP I  C1 US 01/21/12 P5.5       13.6  45.5   2.40   -2.0    540
HBC    HSBC HOLDIN  HBC US 09/17/11 P33       13.4  73.9   0.55    0.0    252
COCO   CORINTHIAN   COCO US 02/18/12 P3       13.4  73.4   0.61   13.0    200
MOO    MKT VECT-AG  MOO US 09/17/11 P44       13.2  45.5   1.55    4.7    404
MTOR   MERITOR INC  MTOR US 02/18/12 P8       13.0  81.8   1.60    0.0   1548
HERO   HERCULES OF  HERO US 01/21/12 P2.5     13.0  82.6   0.30    0.0   1152
PEGA   PEGASYSTEMS  PEGA US 12/17/11 P35      12.5  51.3   5.20   10.6    640
INCY   INCYTE CORP  INCY US 12/17/11 P12.5    12.0  86.7   2.20   22.2    500
COCO   CORINTHIAN   COCO US 01/21/12 P3       12.0  72.9   0.59    0.0    200
DISCK  DISCOVERY C  DISCK US 09/17/11 P30     12.0  48.5   0.90   20.0    260
NFLX   NETFLIX INC  NFLX US 01/21/12 P35      11.8 115.7   0.20   81.8   1192
WFR    MEMC ELEC M  WFR US 09/17/11 P4        11.7  92.3   0.11    0.0    330
YOKU   YOUKU.COM I  YOKU US 01/21/12 C15      11.7 100.6   9.68    0.0    500
CORT   CORCEPT THE  CORT US 02/18/12 C2.5     11.7 107.8   0.95  -13.6    376
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15      11.7  99.2   3.50   -7.9    460
MGPI   MGP INGREDI  MGPI US 03/17/12 P5       11.7  63.3   0.50   66.7    358
XOP    SPDR OIL&GA  XOP US 09/17/11 P38       11.5  75.5   0.69  213.6    382
DTG    DOLLAR THRI  DTG US 01/21/12 P55       11.2  37.8   3.30   -5.7    244
YRCW   YRC WORLDWI  YRCW US 09/17/11 C0.5     11.2 130.2   0.32   -8.6    836
XLY    SPDR-CONS D  XLY US 09/17/11 C33       11.2  44.2   2.94   16.7    372
NMM    NAVIOS MARI  NMM US 03/17/12 P12.5     11.1  44.5   1.80  111.8    220
FXA    CRYSHS-AUS   FXA US 09/17/11 P100      10.9  20.4   1.90   35.7    206
NDN    99 CENTS ON  NDN US 09/17/11 P17.5     10.9  59.1   1.40  -24.3    374
LFC    CHINA LIFE-  LFC US 09/17/11 P42.5     10.8  49.1   3.43   55.9   1020
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C45       10.6  44.9   7.70   14.6    204
SPPI   SPECTRUM PH  SPPI US 11/19/11 P7       10.5  85.9   0.75   -6.2    826
IWM    ISHARES-RUS  IWM US 09/17/11 C57       10.3  55.2  11.43   -8.8    936
MOO    MKT VECT-AG  MOO US 09/17/11 P45       10.3  43.4   1.50  -25.0    678
WPZ    WILLIAMS PA  WPZ US 01/21/12 P40       10.3  39.1   1.10  -16.0   2132
NRGY   INERGY LP    NRGY US 01/21/12 P25      10.2  36.9   1.70   21.4   1800
QID    PROSHARES Q  QID US 09/17/11 C51       10.1  57.6   9.00   -0.6    230
PHM    PULTEGROUP   PHM US 09/17/11 C3        10.1 107.6   1.59    3.9   1574

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VXX    IPATH-S&P S  VXX1 US 01/21/12 P18     -65.2  99.9  10.05   -3.4   2980
VXX    IPATH-S&P S  VXX1 US 01/21/12 P19     -63.3 107.3  11.55   -3.4   3906
ONTY   ONCOTHYREON  ONTY US 11/19/11 C5      -60.5  73.6   2.00  -55.6    298
NLY    ANNALY CAPI  NLY US 10/22/11 C13      -59.1  24.0   4.10    2.5    348
KCI    KINETIC CON  KCI US 12/17/11 P33      -53.2  74.0   0.25    0.0    560
XME    SPDR S&P ME  XME US 09/17/11 P35      -50.5  86.1   0.34  -15.0    324
ONTY   ONCOTHYREON  ONTY US 11/19/11 C7      -48.9  89.5   0.95  -66.1    376
UNG    US NAT GAS   UNG US 01/19/13 P5       -47.5  40.7   0.17   41.7    600
EEM    ISHARES-EMG  EEM US 06/16/12 P25      -47.0  46.5   1.02   -8.1    226
XLY    SPDR-CONS D  XLY US 12/17/11 P28      -46.9  42.1   0.94  193.8    270
XLY    SPDR-CONS D  XLY US 01/21/12 P24      -44.9  45.6   0.54  125.0    932
ONTY   ONCOTHYREON  ONTY US 09/17/11 C6      -42.0  87.9   0.85  -22.7    200
XLB    SPDR-MATERI  XLB US 09/17/11 C34      -39.9  37.5   1.04    9.5   2658
VXX    IPATH-S&P S  VXX US 09/17/11 C5       -38.8 277.0  28.00   58.2    200
XLY    SPDR-CONS D  XLY US 12/17/11 P29      -38.8  40.8   1.09  -16.1    314
ONTY   ONCOTHYREON  ONTY US 11/19/11 P5      -37.4 118.5   0.85  -39.3   1086
ONTY   ONCOTHYREON  ONTY US 11/19/11 P6      -37.2 115.6   1.15  -39.5   1642
ONTY   ONCOTHYREON  ONTY US 11/19/11 P7      -36.7 118.4   2.20  -18.5    254
XLY    SPDR-CONS D  XLY US 12/17/11 P26      -36.6  44.9   0.65  209.5    328
MR     MINDRAY MED  MR US 09/17/11 C25       -36.4  84.8   2.35  -21.7    272
XLY    SPDR-CONS D  XLY US 12/17/11 P27      -36.1  43.3   0.76   -9.5    226
PAL    NORTH AMER   PAL US 09/17/11 C2       -36.0  78.4   1.20  -36.8    700
NYX    NYSE EURONE  NYX US 09/17/11 C26      -34.4  45.9   1.83    3.4   3800
FRT    FED REALTY   FRT US 09/17/11 C80      -33.9  26.6   1.80   -7.7   1050
XME    SPDR S&P ME  XME US 09/17/11 P38      -33.1  81.0   0.58   -7.9    584
FOSL   FOSSIL INC   FOSL US 09/17/11 C75     -33.1  71.2   8.10  -71.6    280
NLY    ANNALY CAPI  NLY US 09/17/11 C10      -32.8  90.4   7.00    0.0   1008
C      CITIGROUP I  C1 US 09/17/11 P4        -32.3  47.9   0.85  -26.7   1030
HK     PETROHAWK E  HK US 09/17/11 P38       -31.4  13.0   0.60  -29.4    634
XME    SPDR S&P ME  XME US 09/17/11 P36      -30.6  84.1   0.46   84.0    390
AOL    AOL INC      AOL US 10/22/11 P10      -30.6  55.1   0.35    0.0    200
HK     PETROHAWK E  HK US 09/17/11 C39       -29.8   5.7   0.05  -28.6    916
C      CITIGROUP I  C1 US 09/17/11 P1        -28.9 203.4   0.02    0.0    282
XLY    SPDR-CONS D  XLY US 09/17/11 P35      -27.8  39.6   1.96   12.0    600
HSY    HERSHEY CO/  HSY US 01/21/12 C20      -27.6  89.4  35.00    1.4   1058
VXX    IPATH-S&P S  VXX US 09/17/11 C25      -27.2  96.3   8.35  -27.4    358
LZ     LUBRIZOL CO  LZ US 09/17/11 C135      -27.1   2.0   0.05    0.0   2072
XLY    SPDR-CONS D  XLY US 12/17/11 P35      -26.7  32.4   2.95  -11.9  18694
XLY    SPDR-CONS D  XLY US 01/21/12 P35      -26.4  31.2   3.15  -11.3   6896
ONTY   ONCOTHYREON  ONTY US 01/21/12 C6      -25.9 129.0   2.10  -20.8    250
NYX    NYSE EURONE  NYX US 09/17/11 C27      -25.0  48.9   1.55   14.8    400
VXX    IPATH-S&P S  VXX US 12/17/11 C22      -24.8  77.7  12.60  -10.9    354
VXX    IPATH-S&P S  VXX US 09/17/11 P29      -24.7 104.8   2.69   22.3    252
VXX    IPATH-S&P S  VXX US 09/17/11 C30      -24.2 102.2   6.00  -25.0    366
NYX    NYSE EURONE  NYX US 09/17/11 C28      -23.9  47.1   1.17    7.3    230
HK     PETROHAWK E  HK US 12/17/11 C39       -23.9   3.3   0.05    0.0   1202
VXX    IPATH-S&P S  VXX US 09/17/11 C28      -23.9  99.8   7.15  -15.4    228
XLY    SPDR-CONS D  XLY US 09/17/11 P31      -23.6  49.1   0.78  -22.8    280
VXX    IPATH-S&P S  VXX US 09/17/11 P26      -23.6 100.2   1.35   12.5   1836
VALE   VALE SA-SP   VALE US 10/22/11 P24     -23.3  46.3   1.50  -19.8    202
XLF    SPDR-FINL S  XLF US 09/17/11 P13      -23.2  47.1   1.05  -29.5  66244
C      CITIGROUP I  C1 US 12/17/11 C4.5      -23.1  45.3   0.05   25.0    310
VXX    IPATH-S&P S  VXX US 12/17/11 C23      -22.7  79.5  11.50   -5.3    566
SKF    PROSHARES U  SKF US 09/17/11 C87      -22.5  91.7   9.25  -41.5   1126
HK     PETROHAWK E  HK US 12/17/11 C38       -22.5   7.0   0.74   -5.1    596
XME    SPDR S&P ME  XME US 12/17/11 P35      -21.4  63.7   1.12   -5.9    228
FAS    FINL BULL 3  FAS US 01/21/12 C13      -21.2 108.5   4.25   -4.3    344
JNK    SPDR BARCLA  JNK US 12/17/11 P37      -21.0  11.3   1.50  -26.8    870
TIVO   TIVO INC     TIVO US 09/17/11 P6      -20.6  84.1   0.21    0.0   4600
EEM    ISHARES-EMG  EEM US 09/17/11 P39      -20.5  46.5   1.99  -18.8   1128
VALE   VALE SA-SP   VALE US 09/17/11 P22.5   -20.5  59.2   0.66  -18.5    366
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P54      -20.4  31.8   3.53  -22.6   3712
YONG   YONGYE INTE  YONG US 01/21/12 C3      -20.4  65.8   1.85    0.0    400
FAS    FINL BULL 3  FAS US 01/21/12 C12      -20.2 111.7   4.60  -13.2    230
GA     GIANT INTER  GA US 09/17/11 C7.5      -20.2  60.8   0.85    6.2    206
IBKR   INTERACTIVE  IBKR US 09/17/11 P11     -20.1  56.7   0.10  100.0    960
C      CITIGROUP I  C1 US 09/17/11 P4.5      -19.9  58.1   1.40  -13.6    522
ESRX   EXPRESS SCR  ESRX US 02/18/12 C45     -19.2  30.9   5.35  -10.8    564
CBS    CBS CORP-B   CBS US 09/17/11 C24      -19.2  57.8   1.30   83.1    280
AMZN   AMAZON.COM   AMZN US 01/21/12 C50     -19.1  86.3 145.00   -5.2    400
TTWO   TAKE-TWO IN  TTWO US 09/17/11 C11     -19.0  64.6   1.05  -12.5  10000
ESRX   EXPRESS SCR  ESRX US 02/18/12 C42.5   -18.9  32.2   7.20  -36.0    340
FAS    FINL BULL 3  FAS US 01/21/12 C14      -18.9 107.4   3.90   -2.5    248
HK     PETROHAWK E  HK US 09/17/11 C38       -18.7  12.7   0.74   -1.3    310
SKF    PROSHARES U  SKF US 10/22/11 P52      -18.6  67.3   0.53   -7.0    202
CBS    CBS CORP-B   CBS US 09/17/11 P24      -18.6  58.3   2.30  -33.5    290
C      CITIGROUP I  C1 US 01/21/12 C4        -18.5  47.2   0.12    0.0   1276
XLF    SPDR-FINL S  XLF US 01/19/13 C10      -18.4  39.0   3.55    7.6    292
XLF    SPDR-FINL S  XLF US 09/17/11 C13      -18.1  46.9   0.56    0.0  11464
CLNE   CLEAN ENERG  CLNE US 12/17/11 C11     -18.0  73.3   2.50  -34.2    200
AGNC   AMERICAN CA  AGNC US 09/17/11 C28     -17.9  34.4   1.10   37.5   1528
FAZ    FINANCIAL B  FAZ US 09/17/11 C55      -17.9 129.7  20.45  -27.2   2632
FAZ    FINANCIAL B  FAZ US 10/22/11 P35      -17.9 109.7   0.96  -28.9    226
VALE   VALE SA-SP   VALE US 12/17/11 P23     -17.8  45.3   1.60  -21.2    432
SPY    SPDR S&P 50  SPY US 10/22/11 P120     -17.7  27.5   9.64  -17.6   9738
VXX    IPATH-S&P S  VXX US 12/17/11 C27      -17.7  82.3   9.75  -11.4    202
REN    RESOLUTE EN  REN US 09/17/11 C12.5    -17.6  41.2   1.40  -40.4    200
C      CITIGROUP I  C1 US 01/19/13 C4        -17.4  47.6   0.43    4.9    652
CVA    COVANTA HOL  CVA US 09/17/11 P12.5    -17.4  41.1   0.15    0.0    322
FAS    FINL BULL 3  FAS US 01/21/12 P11      -17.3 119.8   2.49  -22.2    714
FAS    FINL BULL 3  FAS US 01/21/12 C6       -17.3 142.1   8.45    0.0    476
BAC    BANK OF AME  BAC US 09/17/11 P3       -17.2 195.7   0.12  -52.0    972
FAS    FINL BULL 3  FAS US 01/21/12 C10      -17.1 119.1   5.95    2.8    410
C      CITIGROUP I  C US 09/17/11 C30        -17.1  76.5   3.25   25.5   4976
FAZ    FINANCIAL B  FAZ US 09/17/11 C70      -17.1 144.2  14.45  -24.1    226
C      CITIGROUP I  C US 10/22/11 C30        -17.1  70.5   4.30   13.2   2192
PNC    PNC FINANCI  PNC US 11/19/11 C50      -16.9  39.4   2.84  -33.2    248
EEM    ISHARES-EMG  EEM US 10/22/11 P37      -16.9  45.3   1.83  -14.1    400
XLF    SPDR-FINL S  XLF US 09/17/11 P11      -16.9  63.6   0.39  -43.5   8292
WTR    AQUA AMERIC  WTR US 09/17/11 C20      -16.9  30.2   0.70   27.3    832
FAS    FINL BULL 3  FAS US 01/21/12 P12      -16.8 116.9   3.20  -20.0    504
FAZ    FINANCIAL B  FAZ US 09/17/11 P71      -16.8 148.3  13.55   -5.6    370
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P52      -16.8  34.1   2.48  -30.1  14410
VXX    IPATH-S&P S  VXX US 09/17/11 P27      -16.8 102.4   1.55    3.3   3164
VXX    IPATH-S&P S  VXX US 01/21/12 P25      -16.6  87.5   3.75   21.0    214
XLF    SPDR-FINL S  XLF US 10/22/11 P12      -16.5  48.5   0.86  -25.2   1712
BKD    BROOKDALE S  BKD US 09/17/11 P15      -16.4  72.9   1.50   -3.2    662
FAS    FINL BULL 3  FAS US 01/21/12 P13      -16.4 115.1   3.65  -18.0    362
VXX    IPATH-S&P S  VXX US 09/17/11 P30      -16.4 106.2   2.84    1.4   1508
EEM    ISHARES-EMG  EEM US 10/22/11 P39      -16.4  42.3   2.43  -15.9   3600
TDC    TERADATA CO  TDC US 09/17/11 C50      -16.4  44.3   4.35    6.1    504
SPY    SPDR S&P 50  SPY US 03/17/12 P120     -16.3  25.1  12.87  -13.2   3102
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P53      -16.3  30.0   3.42  -25.0    302
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P53      -16.3  33.3   3.02  -24.5   2432
C      CITIGROUP I  C1 US 01/21/12 C2.5      -16.3  73.7   0.91   16.7   4454
AGNC   AMERICAN CA  AGNC US 09/17/11 C27     -16.2  37.2   1.75    9.4    252
CBS    CBS CORP-B   CBS US 09/17/11 C23      -16.2  59.4   1.25  -24.2    360
VXX    IPATH-S&P S  VXX US 09/17/11 C33      -16.1 107.9   4.70  -23.6    340
PANL   UNIVERSAL D  PANL US 09/17/11 C25     -16.1 100.8   4.40   54.4    318
VXX    IPATH-S&P S  VXX US 12/17/11 P21      -16.1  85.8   1.32   -2.2   1548
PNC    PNC FINANCI  PNC US 11/19/11 C48      -16.0  41.0   3.85    0.0    460
PNC    PNC FINANCI  PNC US 09/17/11 C49      -16.0  49.1   2.45  -16.1    246
C      CITIGROUP I  C1 US 12/17/11 P4        -15.9  46.4   1.07  -15.8   1006
SPY    SPDR S&P 50  SPY US 10/22/11 P117     -15.8  29.2   7.89  -17.4    808
PNC    PNC FINANCI  PNC US 01/21/12 P50      -15.8  37.2   6.20   -1.6   1552
XLY    SPDR-CONS D  XLY US 09/17/11 P34      -15.8  41.9   1.59  -16.3  18740
LEA    LEAR CORP    LEA US 09/17/11 C42.5    -15.7  48.0   2.70  -15.6    600
C      CITIGROUP I  C US 11/19/11 C30        -15.7  66.5   4.70   17.5    324
XLY    SPDR-CONS D  XLY US 09/17/11 C36      -15.6  37.0   1.08   -6.1   1688
C      CITIGROUP I  C US 09/17/11 C28        -15.6  85.4   4.70   27.0    420
TSN    TYSON FOODS  TSN US 10/22/11 C15      -15.6  45.5   1.95  -30.4    742
AIG    AMERICAN IN  AIG US 09/17/11 C24      -15.6  50.7   1.30    3.2    384
MGA    MAGNA INTL   MGA US 09/17/11 C39      -15.6  55.3   2.15    0.0    332
SDS    PROSHARES U  SDS US 09/17/11 P19      -15.5  49.2   0.03  -40.0    560
SHLD   SEARS HOLDI  SHLD US 03/17/12 C65     -15.4  36.1   5.90    0.0    200
EEM    ISHARES-EMG  EEM US 10/22/11 P41      -15.3  38.8   3.45  -11.5    250
IWM    ISHARES-RUS  IWM US 09/17/11 P70      -15.3  40.2   5.40  -23.9  10552
C      CITIGROUP I  C US 09/17/11 C31        -15.3  72.1   2.87   32.9    500
EEM    ISHARES-EMG  EEM US 09/17/11 P36      -15.2  54.1   1.10  -15.4  12384
SRS    PROSHARES U  SRS US 09/17/11 P17      -15.2  74.5   0.87  -34.6    200
VALE   VALE SA-SP   VALE US 01/21/12 P22.5   -15.2  45.6   1.75  -13.4   1598
XLB    SPDR-MATERI  XLB US 09/17/11 P31      -15.2  44.6   1.11  -24.0  10484
VXX    IPATH-S&P S  VXX US 09/17/11 P24      -15.2  98.6   0.70   -6.7    576
USB    US BANCORP   USB US 01/21/12 C22.5    -15.2  38.4   2.09  -11.1   1040
C      CITIGROUP I  C1 US 01/19/13 C3.5      -15.1  51.7   0.63   26.0    276
SIRI   SIRIUS XM R  SIRI US 09/17/11 C1.5    -15.1  86.5   0.33   10.0   3192
JPM    JPMORGAN CH  JPM US 09/17/11 C36      -15.0  55.7   2.11   -1.9   3484
C      CITIGROUP I  C1 US 01/19/13 C6        -15.0  39.0   0.07  -12.5    200
TDS    TELEPHONE &  TDS US 11/19/11 P20      -15.0  50.2   1.00    0.0    260
JPM    JPMORGAN CH  JPM US 09/17/11 C37      -15.0  54.2   1.68   -6.7   1450
TTWO   TAKE-TWO IN  TTWO US 09/17/11 P11     -15.0  65.0   0.80  -27.3  10022
SPY    SPDR S&P 50  SPY US 11/19/11 P120     -14.9  26.9  10.27  -11.8   1434
XLF    SPDR-FINL S  XLF US 09/17/11 C12      -14.9  54.5   1.17   15.8   7108
SPY    SPDR S&P 50  SPY US 11/19/11 P118     -14.9  27.6   8.54  -18.9    686
MCD    MCDONALDS C  MCD US 01/21/12 C35      -14.9  84.8  49.30   -3.7    816
FAZ    FINANCIAL B  FAZ US 10/22/11 P33      -14.8 109.9   0.80  -20.0    310
QQQ    POWERSH-QQQ  QQQ US 09/30/11 P52      -14.8  32.8   2.67  -20.3    856
IWM    ISHARES-RUS  IWM US 09/30/11 P70      -14.8  38.0   5.70  -18.9    564
CBS    CBS CORP-B   CBS US 09/17/11 P22      -14.7  62.6   1.35  -25.0    758
PNC    PNC FINANCI  PNC US 09/17/11 C48      -14.7  51.0   2.96  -26.0    242
BAC    BANK OF AME  BAC US 09/17/11 C7       -14.6 110.6   0.96    6.7  19550
INTC   INTEL CORP   INTC US 09/17/11 C19     -14.6  41.2   1.72  -12.7    246
EEM    ISHARES-EMG  EEM US 09/17/11 P41      -14.6  42.1   2.85   -5.0    902
SPY    SPDR S&P 50  SPY US 10/22/11 P119     -14.6  27.9   8.96  -12.7   2868
RSX    MKT VECT-RU  RSX US 09/17/11 P29      -14.5  64.0   1.55    0.0   2000
ESRX   EXPRESS SCR  ESRX US 02/18/12 C47.5   -14.5  29.5   4.10  -41.4   5260
JPM    JPMORGAN CH  JPM US 09/17/11 C35      -14.5  57.6   2.67   -4.6    676
LVS    LAS VEGAS S  LVS US 09/17/11 C41      -14.5  63.0   2.42    7.6   1570
LVS    LAS VEGAS S  LVS US 09/17/11 P40      -14.5  64.0   3.85  -24.5   3164
ZION   ZIONS BANCO  ZION US 09/17/11 P18     -14.5  53.4   1.25  -22.8   2980
AVP    AVON PRODUC  AVP US 09/17/11 C21      -14.4  45.4   1.00    0.0    200
C      CITIGROUP I  C US 10/22/11 C32        -14.4  65.5   3.20    0.0    468
EEM    ISHARES-EMG  EEM US 09/17/11 P38      -14.3  48.7   1.60  -12.1  13148
HIG    HARTFORD FI  HIG US 09/17/11 C20      -14.3  60.8   1.16   20.8    236
LVS    LAS VEGAS S  LVS US 09/17/11 C39      -14.3  65.2   3.40    4.6   1084
FAZ    FINANCIAL B  FAZ US 10/22/11 C45      -14.2 114.6  34.32   -7.2    204
C      CITIGROUP I  C1 US 01/19/13 C5        -14.2  43.2   0.17  -10.5   3542
LVS    LAS VEGAS S  LVS US 09/17/11 C38      -14.2  66.5   3.95    9.7    356
PNC    PNC FINANCI  PNC US 11/19/11 P48      -14.2  41.2   4.50  -10.9    218
VALE   VALE SA-SP   VALE US 10/22/11 P20     -14.2  56.0   0.59  -11.9    412
SD     SANDRIDGE E  SD US 09/17/11 C7        -14.1 108.2   1.08   18.7   1038
C      CITIGROUP I  C US 11/19/11 C31        -14.1  63.9   4.10    6.5    314
SPY    SPDR S&P 50  SPY US 09/17/11 P120     -14.1  30.3   8.47  -19.9  24818
C      CITIGROUP I  C US 09/17/11 C25        -14.1 100.4   7.35   23.5   1968
C      CITIGROUP I  C US 01/21/12 C31        -14.1  59.6   5.20    5.0    390
IWM    ISHARES-RUS  IWM US 09/17/11 C49      -14.1  57.8  18.23    0.0    378
LVS    LAS VEGAS S  LVS US 09/17/11 C40      -14.1  64.2   2.88    8.7   1612
BAC    BANK OF AME  BAC US 09/17/11 P7       -14.0 110.2   1.02  -25.6   8706
PFE    PFIZER INC   PFE US 09/17/11 C16      -14.0  40.8   1.68   20.0   2508
PWER   POWER-ONE I  PWER US 09/17/11 C7      -14.0  56.0   0.60   20.0    280
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P51      -13.9  36.0   2.13  -29.2  68420
HBC    HSBC HOLDIN  HBC US 09/17/11 P45      -13.9  34.9   3.50   -5.4   1000
PFE    PFIZER INC   PFE US 09/17/11 C15      -13.9  45.9   2.52   13.5   1164
VXX    IPATH-S&P S  VXX US 09/17/11 C31      -13.9 103.9   5.20  -26.2    542
AAPL   APPLE INC    AAPL US 01/21/12 C100    -13.9  91.0 266.20    3.6   1028
WFC    WELLS FARGO  WFC US 09/17/11 C25      -13.8  54.8   1.29   10.3   2954
C      CITIGROUP I  C US 11/19/11 P31        -13.8  64.4   4.15  -12.6    260
C      CITIGROUP I  C1 US 01/21/12 C5        -13.8  44.5   0.02  -33.3   1382
SPY    SPDR S&P 50  SPY US 09/30/11 P119     -13.8  29.2   9.40   -6.0   1432
C      CITIGROUP I  C1 US 01/21/12 C4.5      -13.8  47.2   0.06    0.0  56920
GS     GOLDMAN SAC  GS US 09/17/11 C120      -13.8  50.5   6.35  -15.6    742
SPY    SPDR S&P 50  SPY US 11/19/11 P119     -13.7  27.5   9.45   -8.2    474
XLF    SPDR-FINL S  XLF US 10/22/11 C13      -13.7  43.5   0.83   10.7   1376
IBKR   INTERACTIVE  IBKR US 01/21/12 P12     -13.7  31.5   0.45  -30.8    390
EEM    ISHARES-EMG  EEM US 09/17/11 C39      -13.7  46.3   2.80    0.4    586
HTS    HATTERAS FI  HTS US 11/19/11 C23      -13.7  33.7   2.70  -38.6    260
USB    US BANCORP   USB US 12/17/11 C21      -13.7  44.3   2.68   -6.6    402
C      CITIGROUP I  C US 01/21/12 C25        -13.7  72.8   9.25   22.0    278
BGC    GEN CABLE C  BGC US 09/17/11 C30      -13.6  62.8   2.05  -44.6    700
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P52      -13.6  31.6   2.89  -23.9    418
SCHW   SCHWAB (CHA  SCHW US 09/17/11 P13     -13.6  48.2   1.05   -4.5    474
VXX    IPATH-S&P S  VXX US 09/17/11 P20      -13.6  95.8   0.18  -41.9    764
DD     DU PONT (EI  DD US 10/22/11 P47       -13.6  36.9   4.20    2.4    456
AAPL   APPLE INC    AAPL US 10/22/11 C300    -13.6  48.1  74.90   14.0    258
AGCO   AGCO CORP    AGCO US 09/17/11 C40     -13.6  61.5   2.55   12.3    308
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P50      -13.6  37.4   1.76  -32.3  10832
SHLD   SEARS HOLDI  SHLD US 03/17/12 C60     -13.6  34.8   6.70   -7.6    376
ESRX   EXPRESS SCR  ESRX US 01/21/12 C47.5   -13.6  30.4   3.45  -67.3    320
REDF   REDIFF.COM   REDF US 10/22/11 C7.5    -13.6  86.8   1.44   -4.0    262
VMW    VMWARE INC-  VMW US 09/17/11 C70      -13.5  67.9  17.50    4.8    368
XLF    SPDR-FINL S  XLF US 09/17/11 P10      -13.5  73.2   0.26  -35.0    542
JPM    JPMORGAN CH  JPM US 03/17/12 P34      -13.5  42.2   4.15  -10.8    598
C      CITIGROUP I  C1 US 01/19/13 C5.5      -13.5  41.8   0.11  -21.4    534
WFC    WELLS FARGO  WFC US 10/22/11 C25      -13.5  49.7   1.72    1.2    698
XLI    SPDR-INDU S  XLI US 03/17/12 P30      -13.5  31.5   3.07   -9.6  13342
QQQ    POWERSH-QQQ  QQQ US 11/19/11 P53      -13.5  29.5   3.75  -18.5    346
GDXJ   MARKET VECT  GDXJ US 09/17/11 P33     -13.4  59.5   2.55  -14.4   2664
LVS    LAS VEGAS S  LVS US 09/17/11 P39      -13.4  65.5   3.25  -23.5    220
IYR    ISHARES-DJ   IYR US 09/17/11 C51      -13.3  38.7   2.43   -1.6    446
VXX    IPATH-S&P S  VXX US 09/17/11 P32      -13.3 108.7   3.95   -3.2    352
DUK    DUKE ENERGY  DUK US 09/17/11 C18      -13.3  19.9   0.15  -25.0    240
MGM    MGM RESORTS  MGM US 09/17/11 C11      -13.3  77.1   1.03  -34.8    778
BAC    BANK OF AME  BAC US 09/17/11 P6       -13.3 127.2   0.63  -32.3   6962
IWM    ISHARES-RUS  IWM US 10/22/11 P69      -13.3  36.7   5.39  -23.9    460
BBT    BB&T CORP    BBT US 01/21/12 C22.5    -13.2  42.9   2.23  -10.4    450
VXX    IPATH-S&P S  VXX US 09/17/11 P31      -13.2 108.0   3.35   -4.3    274
JRCC   JAMES RIVER  JRCC US 12/17/11 C14     -13.2  64.2   2.07   11.9    800
IWM    ISHARES-RUS  IWM US 10/22/11 P70      -13.2  36.6   6.05  -20.4   1586
WFC    WELLS FARGO  WFC US 10/22/11 P25      -13.2  50.0   2.71  -20.3    436
IWM    ISHARES-RUS  IWM US 10/22/11 P68      -13.1  37.8   4.89   -5.6   2020
BAC    BANK OF AME  BAC US 09/17/11 C6       -13.1 127.5   1.58    5.3   3988
INTC   INTEL CORP   INTC US 09/17/11 C20     -13.1  39.0   1.08  -13.6   1936
XLF    SPDR-FINL S  XLF US 09/17/11 P12      -13.1  54.3   0.61  -32.2  40324
C      CITIGROUP I  C US 01/21/12 P31        -13.1  60.0   5.05  -24.6    288
EEM    ISHARES-EMG  EEM US 12/17/11 P38      -13.1  40.4   2.75  -20.3   6000
C      CITIGROUP I  C US 01/21/12 P32        -13.1  58.2   5.20    0.0    922
YOKU   YOUKU.COM I  YOKU US 09/17/11 P20     -13.0 121.3   2.13   15.1    420
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P53      -13.0  29.0   4.20   -8.3    316
OMEX   ODYSSEY MAR  OMEX US 09/17/11 P2.5    -13.0 180.1   0.60   -7.7    230
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P54      -13.0  28.4   4.60  -17.3    516
VXX    IPATH-S&P S  VXX US 09/17/11 C32      -13.0 106.5   5.15  -25.9    788
JPM    JPMORGAN CH  JPM US 09/17/11 P36      -12.9  55.9   3.00  -18.9    568
NLY    ANNALY CAPI  NLY US 10/22/11 P17      -12.9  31.2   1.35  -16.1    280
PXP    PLAINS EXPL  PXP US 09/17/11 C30      -12.9  64.0   2.70    1.9    240
BAC    BANK OF AME  BAC US 09/17/11 P4       -12.9 173.2   0.23  -45.2   2224
FAS    FINL BULL 3  FAS US 09/17/11 C14      -12.9 142.0   2.31    9.0   1516
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P51      -12.9  32.7   2.68  -23.4    490
AAPL   APPLE INC    AAPL US 09/17/11 C350    -12.9  41.2  28.20   23.7   2528
SD     SANDRIDGE E  SD US 09/17/11 C6        -12.8 112.9   1.60    9.6    310
JNK    SPDR BARCLA  JNK US 09/17/11 P38      -12.8  17.3   1.55  -18.4   1042
C      CITIGROUP I  C1 US 01/19/13 P4.5      -12.8  47.9   1.75  -12.5   3648
C      CITIGROUP I  C1 US 09/17/11 C1.5      -12.8 173.1   1.49  -15.3   1456
SPY    SPDR S&P 50  SPY US 12/17/11 P117     -12.8  27.3   9.54  -17.0    368
BGC    GEN CABLE C  BGC US 09/17/11 P30      -12.8  61.2   2.65   17.8    476
QQQ    POWERSH-QQQ  QQQ US 11/19/11 P51      -12.7  31.2   2.95  -18.7    254
C      CITIGROUP I  C1 US 01/19/13 C4.5      -12.7  44.3   0.30   11.1  14826
SPY    SPDR S&P 50  SPY US 12/17/11 P120     -12.7  26.0  11.29  -11.2   3260
JPM    JPMORGAN CH  JPM US 12/17/11 C35      -12.7  45.5   3.85   -3.8    288
FAZ    FINANCIAL B  FAZ US 10/22/11 P36      -12.7 114.4   1.27  -20.6    216
YOKU   YOUKU.COM I  YOKU US 09/17/11 P15     -12.7 134.7   0.73    4.3    260
EEM    ISHARES-EMG  EEM US 12/17/11 P39      -12.7  39.0   3.20    8.8   1118
QID    PROSHARES Q  QID US 09/17/11 P53      -12.7  61.3   2.27   13.5    544
SPY    SPDR S&P 50  SPY US 09/17/11 P113     -12.6  36.0   5.08  -21.9  36286
SDS    PROSHARES U  SDS US 09/17/11 P21      -12.6  54.4   0.19    0.0   1950
SPY    SPDR S&P 50  SPY US 09/17/11 P116     -12.6  33.8   6.30  -22.2  12288
C      CITIGROUP I  C US 10/22/11 P29        -12.6  73.7   3.02    0.0    274
PFE    PFIZER INC   PFE US 01/19/13 C12.5    -12.6  33.8   5.15    5.1    400
NWS    NEWS CORP-B  NWS US 10/22/11 P15      -12.6  44.1   1.50   36.4  47108
C      CITIGROUP I  C1 US 01/21/12 P3.5      -12.6  54.5   0.69  -27.4    486
BAC    BANK OF AME  BAC US 09/17/11 P5       -12.5 150.0   0.43  -33.9   6886
C      CITIGROUP I  C US 01/19/13 C30        -12.5  55.1   8.50    9.0   3568
PFE    PFIZER INC   PFE US 09/17/11 C17      -12.5  37.4   0.93   10.7  11106
WFC    WELLS FARGO  WFC US 09/17/11 P24      -12.5  58.7   1.83  -20.4   5186
QQQ    POWERSH-QQQ  QQQ US 12/30/11 P53      -12.5  28.7   4.39  -12.0    462
HIG    HARTFORD FI  HIG US 09/17/11 C17.5    -12.5  70.1   2.87   64.9    226
XLF    SPDR-FINL S  XLF US 01/21/12 C13      -12.5  38.2   1.06   -3.6  21622
WFC    WELLS FARGO  WFC US 01/21/12 C24      -12.4  46.2   2.90   -2.7   1106
AAPL   APPLE INC    AAPL US 09/17/11 C335    -12.4  44.2  40.29   21.9    234
PNC    PNC FINANCI  PNC US 09/17/11 C45      -12.4  55.4   5.55    3.7    346
XLB    SPDR-MATERI  XLB US 09/17/11 C32      -12.4  41.9   2.05    6.8   4572
FXI    ISHARES FTS  FXI US 09/17/11 C38      -12.4  35.5   1.08   -6.9    642
EEM    ISHARES-EMG  EEM US 11/19/11 P37      -12.4  43.1   2.24   -4.3  25396
INTC   INTEL CORP   INTC US 01/21/12 C17.5   -12.4  37.0   3.60   -6.5    676
AAPL   APPLE INC    AAPL US 09/17/11 C385    -12.4  35.7   9.50   26.7   2878
GDXJ   MARKET VECT  GDXJ US 09/17/11 P32     -12.3  61.1   2.20   -8.3   5386
INTC   INTEL CORP   INTC US 10/22/11 C19     -12.3  38.5   2.21   -1.8    896
PFE    PFIZER INC   PFE US 10/22/11 C15      -12.3  39.8   2.66   14.2    200
C      CITIGROUP I  C US 03/17/12 C20        -12.3  82.1  13.15   11.9    292
HBC    HSBC HOLDIN  HBC US 09/17/11 P44      -12.3  37.7   2.66  -18.1    350
JPM    JPMORGAN CH  JPM US 09/17/11 P34      -12.3  60.0   1.97  -27.6    856
USB    US BANCORP   USB US 01/19/13 C22      -12.3  36.7   3.65  -16.1    400
FAS    FINL BULL 3  FAS US 09/17/11 C13      -12.3 147.4   2.81   10.2    598
SPY    SPDR S&P 50  SPY US 09/17/11 P118     -12.3  32.1   7.30  -21.6  12670
JPM    JPMORGAN CH  JPM US 10/22/11 C37      -12.3  48.7   2.31    0.0    330
EEM    ISHARES-EMG  EEM US 11/19/11 P36      -12.3  44.5   1.84  -16.4    432
XLF    SPDR-FINL S  XLF US 12/17/11 C13      -12.3  39.6   1.04   -6.3    958
SPY    SPDR S&P 50  SPY US 09/17/11 P117     -12.2  33.2   6.78  -21.6  24864
SYMC   SYMANTEC CO  SYMC US 09/17/11 C17     -12.2  42.2   0.63   -4.5    304
C      CITIGROUP I  C1 US 01/21/12 C5.5      -12.2  46.3   0.02    0.0    266
FCH    FELCOR LODG  FCH US 12/17/11 C2.5     -12.2  63.4   0.65  -27.8    584
PNC    PNC FINANCI  PNC US 11/19/11 P45      -12.2  44.1   3.05    5.5    232
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P50      -12.2  33.6   2.33  -24.1    486
SPY    SPDR S&P 50  SPY US 09/17/11 P114     -12.2  35.2   5.42  -20.3  67830
GS     GOLDMAN SAC  GS US 09/17/11 C115      -12.2  54.6   9.15  -12.0    600
EEM    ISHARES-EMG  EEM US 12/17/11 C40      -12.1  37.0   3.45    3.0    818
DNDN   DENDREON CO  DNDN US 09/17/11 P10     -12.1  98.4   0.90  -28.0    318
WFC    WELLS FARGO  WFC US 01/21/12 C25      -12.1  44.3   2.39   -6.6    654
IWM    ISHARES-RUS  IWM US 09/30/11 P69      -12.1  39.5   4.86  -12.0    566
YONG   YONGYE INTE  YONG US 01/21/12 C4      -12.1  72.3   1.15   27.8    300
WFC    WELLS FARGO  WFC US 10/22/11 C24      -12.1  52.5   2.27    0.0   2178
AAPL   APPLE INC    AAPL US 09/17/11 C365    -12.0  39.0  19.00   25.4   2814
MAKO   MAKO SURGIC  MAKO US 09/17/11 P22.5   -12.0  92.8   1.10  -63.3   1000
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P49      -12.0  39.4   1.45  -34.1  36980
NLY    ANNALY CAPI  NLY US 01/21/12 C17.5    -12.0  27.2   0.74   17.5    398
GMCR   GREEN MOUNT  GMCR US 09/17/11 C90     -12.0  65.5  10.10   17.9    334
BAC    BANK OF AME  BAC US 09/17/11 C5       -12.0 150.5   2.38    2.6    304
CNP    CENTERPOINT  CNP US 11/19/11 C17.5    -12.0  31.1   1.25    8.7    396
LVS    LAS VEGAS S  LVS US 09/17/11 P38      -12.0  67.4   2.55  -36.2   1418
CBS    CBS CORP-B   CBS US 09/17/11 P19      -12.0  71.3   0.55  -35.3    600
JPM    JPMORGAN CH  JPM US 11/19/11 C36      -11.9  47.0   3.15   13.7    306
CF     CF INDUSTRI  CF US 09/17/11 C150      -11.9  56.0   9.40   34.3    220
QQQ    POWERSH-QQQ  QQQ US 09/30/11 P50      -11.9  35.5   1.97  -18.9    214
VXX    IPATH-S&P S  VXX US 09/17/11 P28      -11.9 103.5   2.21   11.6    760
FFIV   F5 NETWORKS  FFIV US 10/22/11 C70     -11.9  65.7  13.10   -4.7    206
JPM    JPMORGAN CH  JPM US 09/17/11 C30      -11.9  70.1   6.40   -1.5    758
UTHR   UNITED THER  UTHR US 09/17/11 P40     -11.9  74.6   1.00  -33.3    318
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P52      -11.9  29.7   3.74  -10.1   1572
PFE    PFIZER INC   PFE US 09/17/11 C18      -11.9  35.4   0.46   21.1   9718
WLT    WALTER ENER  WLT US 09/17/11 C75      -11.9  78.1   6.20  -17.3   1140
JPM    JPMORGAN CH  JPM US 01/21/12 C36      -11.8  42.7   3.55   -4.8    540
CHL    CHINA MOBIL  CHL US 09/17/11 P47.5    -11.8  28.3   4.10   -3.8    428
LVS    LAS VEGAS S  LVS US 09/17/11 C36      -11.8  71.1   5.30   14.0    366
COCO   CORINTHIAN   COCO US 01/19/13 C2.5    -11.8  70.0   1.15    0.0    258
QID    PROSHARES Q  QID US 10/22/11 P57      -11.8  62.2   5.75   -1.7    306
SPY    SPDR S&P 50  SPY US 09/17/11 P115     -11.8  34.4   5.85  -23.5  77310
FAS    FINL BULL 3  FAS US 09/17/11 P13      -11.8 149.9   2.25  -26.2    864
WFC    WELLS FARGO  WFC US 09/17/11 C24      -11.8  58.7   1.82    4.0    758
AAPL   APPLE INC    AAPL US 09/17/11 C360    -11.7  39.9  21.95   26.9   3568
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P51      -11.7  30.5   3.21  -20.9    384
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P53      -11.7  28.5   4.52  -16.3   1420
QQQ    POWERSH-QQQ  QQQ US 09/30/11 P49      -11.7  36.6   1.64  -23.4    840
SPY    SPDR S&P 50  SPY US 09/30/11 P120     -11.7  29.3   8.23  -24.2  48058
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P54      -11.7  28.0   5.02  -16.9    972
EEM    ISHARES-EMG  EEM US 10/22/11 C40      -11.7  40.2   2.90    8.2   4042
LVS    LAS VEGAS S  LVS US 09/17/11 P37      -11.7  69.7   2.46  -31.7    928
QCOM   QUALCOMM IN  QCOM US 09/17/11 C50     -11.7  40.8   2.08   18.2    500
C      CITIGROUP I  C1 US 01/19/13 P4        -11.7  49.4   1.40  -11.9  10440
CROX   CROCS INC    CROX US 09/17/11 P25     -11.7  81.3   1.85  -31.5    232
AAPL   APPLE INC    AAPL US 09/17/11 C375    -11.6  36.9  14.00   28.4   6424
SPY    SPDR S&P 50  SPY US 01/21/12 P114     -11.6  28.4   8.98  -10.6   1232
VXX    IPATH-S&P S  VXX US 09/17/11 C34      -11.6 108.5   4.20  -31.7    804
AH     ACCRETIVE H  AH US 09/17/11 C25       -11.6  67.6   5.00   19.1    300
HIG    HARTFORD FI  HIG US 09/17/11 C19      -11.6  64.9   1.68   42.4    238
MA     MASTERCARD   MA US 10/22/11 C300      -11.6  42.5  27.35   18.9    202
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P49      -11.6  34.7   1.92  -21.9    588
SDS    PROSHARES U  SDS US 12/17/11 P20      -11.6  46.2   0.50  -18.0    240
XLF    SPDR-FINL S  XLF US 01/21/12 P13      -11.6  38.6   1.57  -13.3  30146
MS     MORGAN STAN  MS US 01/21/12 C15       -11.6  60.0   3.68  -12.4    272
QCOM   QUALCOMM IN  QCOM US 09/17/11 C48     -11.6  42.5   3.20   21.7    304
REDF   REDIFF.COM   REDF US 09/17/11 C7.5    -11.6  98.3   1.20   26.3    252
XLV    SPDR-HEALTH  XLV US 09/17/11 P31      -11.6  28.9   1.30  -21.2   1000
C      CITIGROUP I  C1 US 01/19/13 P10       -11.6  51.8   7.00    0.0    370
PNC    PNC FINANCI  PNC US 02/18/12 P45      -11.6  40.4   4.35   11.5    322
SPY    SPDR S&P 50  SPY US 01/21/12 P113     -11.6  28.5   8.72  -13.7  21612
C      CITIGROUP I  C US 09/17/11 P30        -11.6  76.3   2.63  -39.5   4922
FAS    FINL BULL 3  FAS US 09/17/11 P14      -11.6 143.2   2.60  -27.8    434
WFC    WELLS FARGO  WFC US 01/21/12 P25      -11.6  44.2   3.43  -20.6   2500
SYNA   SYNAPTICS I  SYNA US 09/17/11 C24     -11.5  44.6   0.80  -27.3    204
EEM    ISHARES-EMG  EEM US 09/17/11 P40      -11.5  44.8   2.36  -15.1    996
PFE    PFIZER INC   PFE US 12/17/11 C18      -11.5  29.9   0.90    8.4    210
WFC    WELLS FARGO  WFC US 09/17/11 P23      -11.5  62.9   1.46  -30.1   3670
JPM    JPMORGAN CH  JPM US 09/17/11 P37      -11.5  54.3   3.44  -12.0    476
MRK    MERCK & CO   MRK US 01/21/12 P28      -11.4  30.6   1.57  -19.9    566
SDS    PROSHARES U  SDS US 09/17/11 P23      -11.4  59.7   0.64   -4.5   1656
LVS    LAS VEGAS S  LVS US 09/17/11 C37      -11.4  70.2   4.50   11.1    256
JPM    JPMORGAN CH  JPM US 09/17/11 C34      -11.4  60.6   3.60    4.3    988
GOOG   GOOGLE INC-  GOOG US 09/17/11 C580    -11.3  34.6  17.20   19.4    300
WFC    WELLS FARGO  WFC US 10/22/11 P24      -11.3  52.9   2.26  -23.1   3278
SDS    PROSHARES U  SDS US 09/17/11 P22      -11.3  57.2   0.33  -15.4   1832
GOOG   GOOGLE INC-  GOOG US 09/17/11 C550    -11.3  37.6  33.10   14.1    566
SPY    SPDR S&P 50  SPY US 10/22/11 P118     -11.3  29.1   8.38  -14.9    750
WFC    WELLS FARGO  WFC US 10/22/11 P23      -11.3  55.8   1.87  -26.7    312
C      CITIGROUP I  C1 US 01/19/13 C7.5      -11.3  40.3   0.03   50.0   1612
JPM    JPMORGAN CH  JPM US 09/17/11 P35      -11.3  58.1   2.61  -19.7   4168
INTC   INTEL CORP   INTC US 10/22/11 C20     -11.2  36.5   1.39  -14.7   1038
PFE    PFIZER INC   PFE US 01/21/12 C17.5    -11.2  30.3   1.23    8.8   3180
SPY    SPDR S&P 50  SPY US 11/19/11 P116     -11.2  28.6   8.02   -7.2   2952
AAPL   APPLE INC    AAPL US 09/17/11 C370    -11.2  38.1  16.40   27.6   3726
IWM    ISHARES-RUS  IWM US 09/30/11 P67      -11.2  41.2   3.95  -14.9    378
C      CITIGROUP I  C1 US 09/17/11 P2.5      -11.2  99.3   0.16  -42.9   6010
WFC    WELLS FARGO  WFC US 01/21/12 C22.5    -11.2  49.2   3.85   -1.3    644
AIG    AMERICAN IN  AIG US 09/17/11 P22      -11.2  57.1   1.09  -32.3    214
GOOG   GOOGLE INC-  GOOG US 09/17/11 C565    -11.2  35.9  25.90   23.3    566
JPM    JPMORGAN CH  JPM US 01/21/12 C35      -11.2  44.0   4.00   -4.8   1248
VXX    IPATH-S&P S  VXX US 12/17/11 P22      -11.2  86.4   1.62    0.0    562
FAS    FINL BULL 3  FAS US 09/17/11 P11      -11.2 166.9   1.53  -28.5   1156
MS     MORGAN STAN  MS US 09/17/11 C18       -11.2  70.6   1.24  -14.5   1412
SPY    SPDR S&P 50  SPY US 09/17/11 P112     -11.2  37.2   4.67  -25.4  12618
INTC   INTEL CORP   INTC US 09/17/11 C21     -11.2  37.1   0.59  -21.3   2532
STD    BANCO SANTA  STD US 12/17/11 P8       -11.2  74.0   1.10  -12.0   4242
SPY    SPDR S&P 50  SPY US 11/19/11 P117     -11.1  28.4   8.48  -18.1   1110
IWM    ISHARES-RUS  IWM US 11/19/11 P70      -11.1  35.0   6.62  -22.1    526
GOOG   GOOGLE INC-  GOOG US 09/17/11 C570    -11.1  35.6  23.30   21.4    522
IWM    ISHARES-RUS  IWM US 01/21/12 P69      -11.1  33.7   7.24  -14.9    272
TZA    SMALL CAP B  TZA US 09/17/11 P58      -11.1 132.5   9.50   -2.6    310
WFC    WELLS FARGO  WFC US 09/17/11 C21      -11.1  70.9   3.95    1.3   1278
IWM    ISHARES-RUS  IWM US 10/22/11 P66      -11.1  39.7   4.35    0.2   2950
NLY    ANNALY CAPI  NLY US 10/22/11 C17      -11.1  32.7   0.83   29.7   2032
CF     CF INDUSTRI  CF US 09/17/11 C120      -11.0  67.0  29.40   16.2    200
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P48      -11.0  40.7   1.20  -36.8  11672
NLY    ANNALY CAPI  NLY US 09/17/11 C17      -11.0  34.6   0.74   23.3   2236
SYMC   SYMANTEC CO  SYMC US 09/17/11 C16     -11.0  44.5   1.17  -16.4    542
GE     GENERAL ELE  GE US 01/21/12 C10       -11.0  57.3   5.49   -4.0    836
C      CITIGROUP I  C US 09/17/11 P28        -11.0  84.5   2.04  -40.0   1282
C      CITIGROUP I  C US 11/19/11 P30        -11.0  66.7   3.80  -28.3    514
FXI    ISHARES FTS  FXI US 09/17/11 C37      -11.0  37.2   1.48  -14.4    636
TEVA   TEVA PHARM-  TEVA US 09/17/11 C40     -11.0  39.6   1.50   64.8   1184
SPY    SPDR S&P 50  SPY US 09/17/11 P111     -10.9  37.9   4.33  -26.5  29540
C      CITIGROUP I  C1 US 09/17/11 C1        -10.9 214.1   1.98   -0.5   7560
EEM    ISHARES-EMG  EEM US 03/17/12 P39      -10.9  34.6   4.05  -10.0   1000
MOS    MOSAIC CO/T  MOS US 09/17/11 C60      -10.9  57.3   4.10    9.3    588
PXP    PLAINS EXPL  PXP US 09/17/11 C25      -10.9  72.5   6.00   -3.2   1000
XLU    SPDR-UTIL S  XLU US 09/17/11 P22      -10.9  56.8   0.10  -33.3    954
C      CITIGROUP I  C US 10/22/11 P30        -10.9  71.0   3.20  -37.9    996
JPM    JPMORGAN CH  JPM US 12/17/11 P36      -10.9  44.6   4.20  -15.2    250
SYMC   SYMANTEC CO  SYMC US 09/17/11 P17     -10.9  42.0   1.20  -25.0   1950
AAPL   APPLE INC    AAPL US 01/21/12 C300    -10.9  43.3  81.00   10.1    402
MCO    MOODY'S COR  MCO US 11/19/11 C32      -10.9  58.1   3.20   -5.9    378
PNC    PNC FINANCI  PNC US 01/21/12 P43      -10.8  42.8   3.25  -20.7    276
WFC    WELLS FARGO  WFC US 10/22/11 C21      -10.8  62.0   4.25    1.2    854
XLF    SPDR-FINL S  XLF US 09/17/11 C11      -10.8  64.5   2.01   11.7   4714
BAC    BANK OF AME  BAC US 10/22/11 P3       -10.8 164.3   0.20  -39.4    246
IWM    ISHARES-RUS  IWM US 11/19/11 P68      -10.8  36.6   5.66    2.5   1020
XLB    SPDR-MATERI  XLB US 09/17/11 P29      -10.8  50.6   0.70  -31.4    440
SPY    SPDR S&P 50  SPY US 10/22/11 P115     -10.8  30.4   7.01  -18.5  18276
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P51      -10.8  30.0   4.27   -6.0    256
VXX    IPATH-S&P S  VXX US 09/17/11 P19      -10.8  93.5   0.14  -22.2   1390
MGM    MGM RESORTS  MGM US 09/17/11 P11      -10.7  78.1   1.22   19.6    750
AAPL   APPLE INC    AAPL US 10/22/11 C365    -10.7  39.2  26.75   16.3   1714
EEM    ISHARES-EMG  EEM US 09/17/11 P35      -10.7  56.5   0.96  -14.3    858
MA     MASTERCARD   MA US 01/21/12 C295      -10.7  39.8  38.55   18.9   1318
FAS    FINL BULL 3  FAS US 10/22/11 C14      -10.7 122.2   2.78    4.1    382
GOOG   GOOGLE INC-  GOOG US 09/17/11 C575    -10.7  35.1  19.80   20.0   1724
BAC    BANK OF AME  BAC US 11/19/11 P3       -10.7 153.2   0.27  -28.9    594
AXP    AMERICAN EX  AXP US 10/22/11 C46      -10.7  43.1   2.58   -9.8    306
WFC    WELLS FARGO  WFC US 09/17/11 C22      -10.7  67.1   3.10    3.3   1406
C      CITIGROUP I  C US 01/21/12 P28        -10.7  66.3   3.95  -26.2   2774
QCOM   QUALCOMM IN  QCOM US 09/17/11 C49     -10.7  41.4   2.37    9.7    494
C      CITIGROUP I  C US 01/21/12 P30        -10.6  62.0   4.50  -29.7    254
HUN    HUNTSMAN CO  HUN US 01/21/12 C10      -10.6  63.8   3.40   30.8    650
MS     MORGAN STAN  MS US 10/22/11 C18       -10.6  62.7   1.55  -18.0    566
WFC    WELLS FARGO  WFC US 09/17/11 P22      -10.6  67.3   1.15  -27.7   1860
DIA    SPDR DJIA T  DIA US 09/17/11 P113     -10.6  28.8   6.05  -24.8    326
MGM    MGM RESORTS  MGM US 09/17/11 C10      -10.6  84.5   1.50  -35.3    268
SPY    SPDR S&P 50  SPY US 01/21/12 P118     -10.6  26.5  10.72   -7.8    442
C      CITIGROUP I  C US 12/17/11 P30        -10.6  64.1   3.95  -31.9    244
SPY    SPDR S&P 50  SPY US 09/17/11 P110     -10.6  38.6   3.99  -27.4 145352
EEM    ISHARES-EMG  EEM US 10/22/11 P40      -10.5  40.9   2.81  -17.4    420
LVS    LAS VEGAS S  LVS US 09/17/11 P36      -10.5  71.2   2.08  -28.0    766
QLD    PROSHARES U  QLD US 09/17/11 C75      -10.5  65.1   5.05   17.4    222
XLB    SPDR-MATERI  XLB US 09/17/11 P32      -10.5  41.9   1.50  -26.8   5356
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P50      -10.5  31.4   3.05  -23.8  15298
GOOG   GOOGLE INC-  GOOG US 09/17/11 C560    -10.5  36.6  27.70   20.4    430
KMP    KINDER MORG  KMP US 09/17/11 P67.5    -10.5  30.0   2.59  -41.1    308
C      CITIGROUP I  C1 US 01/21/12 P1        -10.5 114.3   0.05  -28.6    868
C      CITIGROUP I  C1 US 01/21/12 P6        -10.5  47.5   2.90   -4.9   2004
LVS    LAS VEGAS S  LVS US 09/17/11 C35      -10.5  73.7   5.95   15.5    350
SUN    SUNOCO INC   SUN US 09/17/11 C28      -10.4  61.0   3.55    0.0    500
EFA    ISHARES-MSC  EFA US 09/17/11 C53      -10.4  40.1   2.08   22.4    512
FFIV   F5 NETWORKS  FFIV US 09/17/11 C75     -10.4  67.8   7.75   10.7    278
SPY    SPDR S&P 50  SPY US 01/21/12 P120     -10.4  25.8  12.12   -9.7    660
AAPL   APPLE INC    AAPL US 11/19/11 C335    -10.4  41.9  50.41   13.9    220
IWM    ISHARES-RUS  IWM US 09/30/11 P66      -10.4  42.2   3.93   -8.4    970
INTC   INTEL CORP   INTC US 10/22/11 C21     -10.4  35.2   0.90  -18.9   1632
XLF    SPDR-FINL S  XLF US 10/22/11 P11      -10.4  54.7   0.56  -30.0    422
XLI    SPDR-INDU S  XLI US 01/21/12 C31      -10.4  30.8   2.03  -26.7    928
BAC    BANK OF AME  BAC US 01/19/13 C5       -10.4  83.2   3.35    3.1    956
AAPL   APPLE INC    AAPL US 09/17/11 C320    -10.4  48.7  51.70   15.5    438
MNTA   MOMENTA PHA  MNTA US 09/17/11 C15     -10.4  94.2   4.40  109.5    200
BGC    GEN CABLE C  BGC US 09/17/11 P28      -10.4  64.9   1.85    0.0    278
IWM    ISHARES-RUS  IWM US 09/17/11 P68      -10.4  43.5   4.37  -24.0  20108
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C1.5    -10.4  82.2   0.30    0.0    586
NLY    ANNALY CAPI  NLY US 09/17/11 P17      -10.4  34.5   0.78  -31.0    260
SPY    SPDR S&P 50  SPY US 11/19/11 P115     -10.4  29.2   7.70  -15.9    790
GM     GENERAL MOT  GM US 09/17/11 C26       -10.3  46.7   1.11    7.8    354
WFC    WELLS FARGO  WFC US 09/17/11 P21      -10.3  72.1   0.92  -30.3   1888
IWM    ISHARES-RUS  IWM US 09/30/11 P65      -10.3  43.3   3.54  -22.0   1580
KO     COCA-COLA C  KO US 11/19/11 C65       -10.3  23.1   2.79  -28.5    274
SPY    SPDR S&P 50  SPY US 12/17/11 P113     -10.3  29.1   7.90  -11.2    968
QQQ    POWERSH-QQQ  QQQ US 11/19/11 P48      -10.3  34.4   2.03  -20.4    666
AAPL   APPLE INC    AAPL US 10/22/11 C330    -10.3  44.2  49.65   15.5    270
AXP    AMERICAN EX  AXP US 10/22/11 C45      -10.3  44.0   3.40   -8.1    604
AAPL   APPLE INC    AAPL US 10/22/11 C380    -10.2  37.5  19.05   19.1    970
RIO    RIO TINTO-A  RIO US 09/17/11 C55      -10.2  59.6   5.00   38.9    484
AAPL   APPLE INC    AAPL US 09/17/11 C380    -10.2  36.2  11.80   29.0   3484
XLI    SPDR-INDU S  XLI US 01/21/12 P29      -10.2  33.2   2.14   32.1    800
C      CITIGROUP I  C1 US 01/21/12 P4        -10.2  47.7   1.04  -20.0   1602
SPY    SPDR S&P 50  SPY US 10/22/11 P116     -10.2  30.1   7.40  -14.3   1808
BCS    BARCLAYS PL  BCS US 12/17/11 P11      -10.2  75.2   1.85    8.8    200
GMCR   GREEN MOUNT  GMCR US 09/17/11 C80     -10.2  72.5  16.45   15.0    356
IWM    ISHARES-RUS  IWM US 09/17/11 P69      -10.2  42.6   4.73  -25.5   5188
AAPL   APPLE INC    AAPL US 10/22/11 C375    -10.2  38.1  22.00   20.9    594
MCO    MOODY'S COR  MCO US 01/21/12 C30      -10.2  55.0   4.50   -7.2    402
WFC    WELLS FARGO  WFC US 01/21/12 P22.5    -10.2  49.6   2.43  -21.6   5846
BBT    BB&T CORP    BBT US 01/21/12 P22.5    -10.2  42.3   3.05  -17.6    550
SPY    SPDR S&P 50  SPY US 09/30/11 P115     -10.2  32.3   6.08  -24.0   4696
FAS    FINL BULL 3  FAS US 01/21/12 P5       -10.1 158.0   0.74  -26.0    510
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P52      -10.1  29.4   4.20  -18.4    830
AOL    AOL INC      AOL US 01/19/13 C12.5    -10.1  40.1   2.50  -65.8    310
AAPL   APPLE INC    AAPL US 10/22/11 C355    -10.1  40.6  32.25   17.3    402
C      CITIGROUP I  C1 US 12/17/11 P4.5      -10.1  46.1   1.42  -23.2    208
JPM    JPMORGAN CH  JPM US 01/21/12 P36      -10.1  42.9   4.65  -13.9    212
INTC   INTEL CORP   INTC US 11/19/11 C21     -10.1  33.5   1.00  -16.7    396
LNC    LINCOLN NAT  LNC US 01/21/12 P22.5    -10.1  47.6   3.35   32.9    216
RENN   RENREN INC-  RENN US 09/17/11 P7      -10.1 151.8   1.25  -21.9    286
STD    BANCO SANTA  STD US 12/17/11 C9       -10.1  70.1   1.30    0.0   3198
XLE    SPDR-ENERGY  XLE US 09/17/11 C64      -10.1  43.9   3.60    4.3    656
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P48      -10.1  36.2   1.63  -23.8    422
JPM    JPMORGAN CH  JPM US 09/17/11 P32.5    -10.1  63.9   1.62  -26.4   1676
MGA    MAGNA INTL   MGA US 09/17/11 C38      -10.0  56.0   2.70    0.0    254
AAPL   APPLE INC    AAPL US 09/17/11 C355    -10.0  40.0  24.95   22.3   1106
CB     CHUBB CORP   CB US 09/17/11 C60       -10.0  32.7   1.42    5.2    336
KO     COCA-COLA C  KO US 11/19/11 C67.5     -10.0  21.7   1.78  -18.4   1640

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

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