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
=============================================================================
UNG    US NAT GAS   UNG1 US 10/22/11 P5      294.3 136.9   0.25  -26.5    200
MET    METLIFE INC  MET US 09/17/11 C30      157.2  73.4   4.20    0.0    276
SNY    SANOFI-ADR   SNY US 09/17/11 C31      137.6  50.6   3.10   -6.1    478
BAC    BANK OF AME  BAC US 02/18/12 C3       114.3 127.7   4.20    5.0    242
VXX    IPATH-S&P S  VXX US 09/17/11 C23      102.8 100.4  11.85    6.7    206
JPM    JPMORGAN CH  JPM US 09/17/11 C28      102.2  78.2   7.20   -2.0    260
AEP    AMERICAN EL  AEP US 01/21/12 C30       99.8  27.9   4.80    9.1    350
CHL    CHINA MOBIL  CHL US 09/17/11 C42.5     95.4  40.4   3.90    8.3    622
ORCL   ORACLE CORP  ORCL US 01/21/12 C17.5    91.1  54.3   9.23   -0.8    520
PNC    PNC FINANCI  PNC US 02/18/12 C30       83.6  59.3  17.15   -4.0    200
IBKR   INTERACTIVE  IBKR US 01/21/12 C12      78.9  35.8   2.55    6.2    400
DNN    DENISON MIN  DNN US 10/22/11 C1        76.2 125.4   0.60    0.0    380
ZAGG   ZAGG INC     ZAGG US 11/19/11 C11      67.6  96.4   3.80   27.5   4314
AEO    AMER EAGLE   AEO US 09/17/11 C10       67.3  65.3   1.72    0.0    200
GMO    GENERAL MOL  GMO US 12/17/11 C2        61.6  96.9   1.80  -26.5   1000
FAS    FINL BULL 3  FAS US 01/19/13 P5        59.9 191.4   1.36  -15.0   1080
GS     GOLDMAN SAC  GS US 09/17/11 C115       59.1  63.8   8.18  -25.6   1476
EWZ    ISHARES-BRA  EWZ US 01/21/12 C40       57.4  54.8  18.72   -5.7    522
BAC    BANK OF AME  BAC US 10/22/11 C3        53.9 166.7   4.20    0.0    208
BAC    BANK OF AME  BAC US 09/17/11 C3        53.6 207.5   3.95  -13.2    600
GS     GOLDMAN SAC  GS US 09/17/11 C110       51.8  67.0  10.80   -3.6    408
CNS    COHEN & STE  CNS US 03/17/12 P30       51.6  57.9   3.00  275.0    234
PRGN   PARAGON SHI  PRGN US 03/17/12 C1       49.9 100.0   0.40  -38.5    214
DIS    WALT DISNEY  DIS US 01/21/12 C25       48.9  46.0   6.75  -26.2    338
CSC    COMPUTER SC  CSC US 09/17/11 C25       48.3  55.3   2.88    0.0    306
GLW    CORNING INC  GLW US 01/21/12 C10       47.2  54.7   3.90   -3.7    400
TZA    SMALL CAP B  TZA US 09/17/11 P46       46.5 125.0   3.70   -1.3    204
OPTR   OPTIMER PHA  OPTR US 12/17/11 C5       41.6  98.0   2.50  -13.8    880
MSFT   MICROSOFT C  MSFT US 09/17/11 C20      41.0  53.0   4.25   -7.6   1002
GS     GOLDMAN SAC  GS US 10/22/11 C115       39.7  54.7   9.90  -12.8    416
TZA    SMALL CAP B  TZA US 09/17/11 P45       39.3 121.7   3.35   12.8    224
IYR    ISHARES-DJ   IYR US 09/17/11 C52       38.9  44.8   2.92    3.2    400
EDC    EMER MKT BU  EDC US 09/17/11 C15       36.4 173.6   6.60  -10.8    258
FAZ    FINANCIAL B  FAZ US 09/17/11 P44       35.8 135.8   1.60   55.3    470
FAZ    FINANCIAL B  FAZ US 09/17/11 P53       35.6 151.5   4.68   26.5    258
UYG    PROSHARES U  UYG US 09/17/11 C37       35.5 114.1   8.15    7.2    228
CLX    CLOROX CO    CLX US 09/17/11 C65       34.6  40.3   3.60    5.9    280
MRK    MERCK & CO   MRK US 01/21/12 C25       34.0  34.7   5.40  -14.3    302
FAZ    FINANCIAL B  FAZ US 09/17/11 P70       34.0 181.1  15.05    3.1    288
IYR    ISHARES-DJ   IYR US 09/17/11 C54       33.3  42.4   2.06   19.1   3582
JNJ    JOHNSON&JOH  JNJ US 09/17/11 C55       32.7  36.5   6.05   -8.3    256
ANH    ANWORTH MOR  ANH US 10/22/11 C7        32.4  32.3   0.35  -12.5    374
FAZ    FINANCIAL B  FAZ US 09/17/11 P68       32.0 177.1  13.75   33.5    596
HTS    HATTERAS FI  HTS US 09/17/11 C28       30.6  30.6   0.85   70.0    230
C      CITIGROUP I  C1 US 01/21/12 P4.5       30.5  58.0   1.65   17.9   3800
ANH    ANWORTH MOR  ANH US 01/21/12 C7        30.2  29.5   0.45  125.0    498
TZA    SMALL CAP B  TZA US 09/17/11 P49       30.1 126.6   5.05  -15.8    302
FAZ    FINANCIAL B  FAZ US 10/22/11 P74       29.6 165.1  20.30    6.3    212
MRVL   MARVELL TEC  MRVL US 09/17/11 C12      29.5  75.9   0.93    8.1   2198
FAZ    FINANCIAL B  FAZ US 10/22/11 P70       29.4 162.2  18.65   15.1   1258
FAZ    FINANCIAL B  FAZ US 10/22/11 P69       29.3 161.7  17.75   22.4    676
FAZ    FINANCIAL B  FAZ US 10/22/11 P71       29.0 163.1  19.25   21.8    618
XLF    SPDR-FINL S  XLF US 03/17/12 P12       29.0  42.5   1.44   27.4    440
FAZ    FINANCIAL B  FAZ US 09/17/11 C70       28.8 173.5  15.50   63.2    350
MA     MASTERCARD   MA US 09/17/11 C320       28.2  46.5  14.00   62.8    214
GS     GOLDMAN SAC  GS US 01/21/12 C110       28.0  48.1  15.41   -9.6    314
USB    US BANCORP   USB US 01/21/12 C12.5     28.0  62.7   9.56  -22.0    800
OKS    ONEOK PARTN  OKS US 10/22/11 P42.5     27.1  32.3   2.46  -18.0    200
QID    PROSHARES Q  QID US 09/17/11 P59       27.0  71.4   5.05   29.5    400
FAZ    FINANCIAL B  FAZ US 10/22/11 C69       27.0 155.5  18.15   23.1    400
CLMT   CALUMET SPE  CLMT US 11/19/11 C17.5    26.8  43.8   1.70  -15.0    200
FAZ    FINANCIAL B  FAZ US 09/17/11 C67       26.8 170.3  16.30   81.1    502
AGNC   AMERICAN CA  AGNC US 09/17/11 C30      26.7  29.4   0.60  -25.0   2098
TZA    SMALL CAP B  TZA US 09/17/11 P52       26.6 132.2   6.30  -20.8    442
XLU    SPDR-UTIL S  XLU US 01/19/13 P28       26.5  22.3   2.77   84.7    566
VXX    IPATH-S&P S  VXX US 09/17/11 C28       26.4 106.9   8.15   35.8    388
FAZ    FINANCIAL B  FAZ US 09/17/11 C69       26.0 170.9  13.65  -17.5    308
IYR    ISHARES-DJ   IYR US 09/17/11 C55       25.9  41.3   1.73   13.1   1936
FAZ    FINANCIAL B  FAZ US 10/22/11 P40       25.7 125.0   2.25   78.6    226
XLP    SPDR-CONS S  XLP US 09/17/11 C30       25.6  20.7   0.30  -40.0    380
EFA    ISHARES-MSC  EFA US 12/17/11 C51       25.4  36.1   4.00  -48.4    232
MRVL   MARVELL TEC  MRVL US 09/17/11 P11      25.4  77.1   0.84   29.2    304
WCG    WELLCARE HE  WCG US 09/17/11 C40       25.4  65.2   2.65    8.2    200
COF    CAPITAL ONE  COF US 03/17/12 C43       25.3  44.2   4.75    0.0    218
GS     GOLDMAN SAC  GS US 09/17/11 P115       25.2  63.2  10.00   63.9   1224
COF    CAPITAL ONE  COF US 09/17/11 C43       24.9  60.8   2.32   42.3    284
HIG    HARTFORD FI  HIG US 09/17/11 C19       24.6  74.6   1.63  -24.2   1436
TZA    SMALL CAP B  TZA US 10/22/11 P45       24.5 112.0   5.25   -0.9    266
HIG    HARTFORD FI  HIG US 09/17/11 P19       24.5  74.3   1.97   57.6   1524
COF    CAPITAL ONE  COF US 09/17/11 C40       24.4  66.2   4.00   42.9    226
XLF    SPDR-FINL S  XLF US 09/17/11 C12       24.2  60.6   1.09  -22.7   5710
VXX    IPATH-S&P S  VXX US 09/17/11 C29       24.1 109.3   7.40   26.5    406
DIS    WALT DISNEY  DIS US 09/17/11 C32       23.9  46.1   1.36  -56.1   2550
COF    CAPITAL ONE  COF US 09/17/11 C41       23.9  63.6   3.40   73.5    978
GS     GOLDMAN SAC  GS US 10/22/11 P115       23.4  55.4  11.65   48.8   1056
VXX    IPATH-S&P S  VXX US 09/17/11 C30       22.7 112.9   6.95   39.0    234
GS     GOLDMAN SAC  GS US 09/17/11 P105       22.5  71.7   6.35   84.1   4734
ANH    ANWORTH MOR  ANH US 01/21/12 P7        22.3  29.5   0.70  -22.2    454
FAS    FINL BULL 3  FAS US 10/22/11 C13       22.3 138.9   3.00  -23.1   2844
EXXI   ENERGY XXI   EXXI US 09/17/11 C22.5    22.1  96.2   3.10   -8.8    334
GMO    GENERAL MOL  GMO US 09/17/11 C3        22.1  97.0   0.85   21.4   1012
FAS    FINL BULL 3  FAS US 09/17/11 C11       21.9 173.6   3.75  -20.7    362
BUD    ANHEUSER-SP  BUD US 09/17/11 C50       21.9  44.1   2.95  -20.3   3040
COF    CAPITAL ONE  COF US 09/17/11 P43       21.8  59.3   4.20  -17.6    406
SDS    PROSHARES U  SDS US 09/17/11 P21       21.7  56.4   0.16    6.7    838
SDS    PROSHARES U  SDS US 09/17/11 P21       21.7  56.4   0.16    6.7    838
JPM    JPMORGAN CH  JPM US 01/21/12 C28       21.7  55.2   8.25    0.6    336
CYS    CYPRESS SHA  CYS US 09/17/11 C12.5     21.6  24.3   0.60  100.0    200
FAZ    FINANCIAL B  FAZ US 09/17/11 C52       21.6 142.3  21.75   -1.1   2500
JPM    JPMORGAN CH  JPM US 09/17/11 C32.5     21.6  65.1   3.80  -15.6    616
FAS    FINL BULL 3  FAS US 10/22/11 C12       21.5 142.4   3.55  -26.8    240
VXX    IPATH-S&P S  VXX US 12/17/11 C22       21.5  79.4  13.70   19.6    418
WFC    WELLS FARGO  WFC US 09/17/11 C24       21.5  65.3   1.45  -27.5    694
XLF    SPDR-FINL S  XLF US 03/17/12 P10       21.2  48.6   0.77   45.3    202
LGF    LIONS GATE   LGF US 12/17/11 C7        21.2  45.7   0.50   11.1    958
FAS    FINL BULL 3  FAS US 09/17/11 C13       21.2 157.1   2.59  -25.1    756
XLU    SPDR-UTIL S  XLU US 01/19/13 C30       21.1  21.9   2.75   16.0    568
SWK    STANLEY BLA  SWK US 10/22/11 C60       21.1  43.7   3.20  -45.8    246
ITUB   ITAU UNIBAN  ITUB US 01/21/12 C16      21.1  49.9   2.18   -0.9    388
WFC    WELLS FARGO  WFC US 09/17/11 P24       21.1  65.0   2.36   38.8    282
MMI    MOTOROLA MO  MMI US 09/17/11 C23       21.0  61.9   1.65   22.2    398
C      CITIGROUP I  C1 US 12/17/11 P4         20.6  59.4   1.08   -1.8    516
GS     GOLDMAN SAC  GS US 10/22/11 P110       20.5  57.7   9.90   73.7   1276
COF    CAPITAL ONE  COF US 09/17/11 P39       20.5  66.9   2.21  -41.8    302
SDS    PROSHARES U  SDS US 12/17/11 P23       20.5  56.3   1.66   23.0    286
SDS    PROSHARES U  SDS US 09/17/11 P22       20.3  59.8   0.34  -10.5   1888
SDRL   SEADRILL LT  SDRL US 10/22/11 C24.8    20.3  61.6   4.23   13.4    200
XLF    SPDR-FINL S  XLF US 01/19/13 P10       20.2  41.1   1.25   16.8   1380
C      CITIGROUP I  C US 09/17/11 C30         20.1  86.0   2.65  -30.3    806
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C47       20.0  43.9   5.32   -1.9   2970
EWG    ISHARES-GER  EWG US 10/22/11 C21       19.8  44.5   1.30  -23.5    248
WFC    WELLS FARGO  WFC US 09/17/11 C23       19.5  69.3   1.93  -11.9    666
AGNC   AMERICAN CA  AGNC US 09/17/11 C29      19.4  31.2   1.10  -21.4    466
C      CITIGROUP I  C US 09/17/11 C29         19.4  89.4   3.05  -33.0    514
SDS    PROSHARES U  SDS US 09/17/11 P24       19.2  66.3   0.96  -14.3   2536
FAZ    FINANCIAL B  FAZ US 10/22/11 C70       19.2 156.3  19.75   73.9    764
FAZ    FINANCIAL B  FAZ US 10/22/11 C51       19.1 134.6  23.20  -10.8    336
WFC    WELLS FARGO  WFC US 09/17/11 P23       18.9  69.0   1.90   58.3    826
XLF    SPDR-FINL S  XLF US 10/22/11 P12       18.9  53.4   1.04   65.1    714
HIG    HARTFORD FI  HIG US 09/17/11 P17.5     18.9  80.4   1.35  121.3   1416
WFC    WELLS FARGO  WFC US 01/21/12 C24       18.8  52.6   2.85   14.0   2924
MRGE   MERGE HEALT  MRGE US 03/17/12 P5       18.6  63.4   0.70  -26.3    650
GE     GENERAL ELE  GE US 01/19/13 C10        18.5  44.7   5.55    3.7    216
PFE    PFIZER INC   PFE US 09/17/11 C15       18.5  48.4   2.47   -5.0   3500
GS     GOLDMAN SAC  GS US 10/22/11 P100       18.4  63.3   6.38   93.3    308
XLP    SPDR-CONS S  XLP US 09/17/11 C29       18.3  22.8   0.72  -23.4    206
GM     GENERAL MOT  GM US 09/17/11 C22.5      18.2  55.8   2.85    2.5    220
TZA    SMALL CAP B  TZA US 10/22/11 C40       18.1 103.3  19.15   32.1    216
PNC    PNC FINANCI  PNC US 09/17/11 C48       18.1  55.5   2.37  -23.6    426
AMZN   AMAZON.COM   AMZN US 09/17/11 C205     18.0  49.4   9.95   -8.7    318
VXX    IPATH-S&P S  VXX US 09/17/11 C32       18.0 114.6   5.85   44.8    676
SDS    PROSHARES U  SDS US 09/17/11 P23       18.0  62.0   0.58  -21.6   3668
WFC    WELLS FARGO  WFC US 10/22/11 P24       18.0  58.7   2.93   23.6    230
MMI    MOTOROLA MO  MMI US 09/17/11 C22       17.9  63.2   2.10   -2.3    420
FAZ    FINANCIAL B  FAZ US 10/22/11 C50       17.9 131.8  23.45   -9.8   2028
WFC    WELLS FARGO  WFC US 10/22/11 C24       17.9  58.9   2.02    7.5   1144
MA     MASTERCARD   MA US 09/17/11 P310       17.9  47.2  16.75   40.2    240
GS     GOLDMAN SAC  GS US 09/17/11 P110       17.8  67.0   7.75   61.5   2524
WFC    WELLS FARGO  WFC US 09/17/11 P22       17.8  73.2   1.62   62.0   1144
WFC    WELLS FARGO  WFC US 01/21/12 P24       17.8  51.9   3.80   26.7    296
WFC    WELLS FARGO  WFC US 01/21/12 P22.5     17.8  55.5   3.10   52.7   2244
BEXP   BRIGHAM EXP  BEXP US 09/17/11 C27      17.7  69.3   1.85   45.7    204
AOL    AOL INC      AOL US 01/21/12 C10       17.6  50.1   1.60  -21.6    214
STI    SUNTRUST BA  STI US 09/17/11 C19       17.6  72.0   1.36  -20.5   1230
WFC    WELLS FARGO  WFC US 01/21/12 C22.5     17.5  55.8   3.57    2.3   2172
VXX    IPATH-S&P S  VXX US 09/17/11 C31       17.5 111.8   6.25   68.9    382
ITUB   ITAU UNIBAN  ITUB US 12/17/11 C16      17.5  51.5   2.03   -1.0    388
EEM    ISHARES-EMG  EEM US 09/17/11 C40       17.5  47.5   2.08  -28.3   2764
BX     BLACKSTONE   BX US 09/17/11 P13        17.4  68.3   1.34   -0.7    714
AMZN   AMAZON.COM   AMZN US 09/17/11 C200     17.4  50.7  12.25  -10.3    480
C      CITIGROUP I  C US 09/17/11 P30         17.4  85.9   3.70   76.2   5780
EFA    ISHARES-MSC  EFA US 09/17/11 C52       17.4  45.0   2.17  -27.4    266
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C49       17.3  40.8   3.90  -19.8   4350
COF    CAPITAL ONE  COF US 09/17/11 P35       17.2  76.3   1.32   11.9    398
C      CITIGROUP I  C US 10/22/11 C30         17.2  78.7   3.35  -29.5   2402
C      CITIGROUP I  C US 09/17/11 C28         17.2  93.7   3.85  -19.8    516
DIA    SPDR DJIA T  DIA US 09/17/11 C111      17.2  32.4   3.15  -30.0    436
VXX    IPATH-S&P S  VXX US 09/17/11 C33       17.2 116.4   5.60   51.4   1104
XLF    SPDR-FINL S  XLF US 09/17/11 P11       17.2  69.0   0.51   88.9  16330
WFC    WELLS FARGO  WFC US 09/17/11 C22       17.1  73.0   2.62   -5.8    264
WMB    WILLIAMS CO  WMB US 09/17/11 C24       17.0  72.9   3.95    4.0    930
WFC    WELLS FARGO  WFC US 10/22/11 C23       16.9  62.0   2.55    0.0    258
TZA    SMALL CAP B  TZA US 09/17/11 P40       16.9 116.3   1.58   31.7    202
TZA    SMALL CAP B  TZA US 10/22/11 P59       16.9 129.1  13.95    6.1    386
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C50       16.9  39.0   3.22  -20.7   7352
WFC    WELLS FARGO  WFC US 10/22/11 P23       16.8  61.9   2.45   44.1    374
MMI    MOTOROLA MO  MMI US 10/22/11 C23       16.8  58.0   2.10   16.7   3668
VIA/B  VIACOM INC-  VIAB US 12/17/11 C43      16.8  38.6   3.60    5.9    306
BCS    BARCLAYS PL  BCS US 09/17/11 C10       16.8 114.2   1.95  -30.4    304
SDS    PROSHARES U  SDS US 09/17/11 P25       16.8  69.5   1.42  -23.2   1222
NRP    NATURAL RES  NRP US 01/21/12 C30       16.7  40.7   2.20    4.8    374
WFC    WELLS FARGO  WFC US 09/17/11 P21       16.6  77.8   1.29   95.5    562
C      CITIGROUP I  C1 US 09/17/11 P3         16.6  85.9   0.38   52.0    336
HBC    HSBC HOLDIN  HBC US 09/17/11 C43       16.6  44.2   1.74  -22.7    800
GE     GENERAL ELE  GE US 09/17/11 C15        16.6  52.2   1.11  -19.6   2526
BRK/B  BERKSHIRE H  BRKB US 09/17/11 P65      16.5  50.6   2.65  112.0    356
GS     GOLDMAN SAC  GS US 01/21/12 P105       16.4  50.2  10.70   41.2    296
C      CITIGROUP I  C US 09/17/11 P29         16.3  89.6   3.35   78.2   5070
VXX    IPATH-S&P S  VXX US 09/17/11 C35       16.3 118.8   4.78   56.2   1222
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C48       16.2  42.4   4.63  -18.2   4244
VXX    IPATH-S&P S  VXX US 12/17/11 C23       16.2  81.4  12.08  -10.5    282
GS     GOLDMAN SAC  GS US 10/22/11 P105       16.2  59.5   7.82   61.2    414
DIA    SPDR DJIA T  DIA US 09/17/11 C112      16.1  31.3   2.44  -37.4    404
DIA    SPDR DJIA T  DIA US 09/17/11 C113      16.1  30.6   2.07  -36.5    326
HEK    HECKMANN CO  HEK US 09/17/11 C5        16.1  60.9   0.95    5.6    360
ZIOP   ZIOPHARM ON  ZIOP US 01/21/12 C5       16.1  73.7   1.10   15.8    400
KO     COCA-COLA C  KO US 09/17/11 C67.5      16.0  27.5   1.10  -23.6   4678
FAS    FINL BULL 3  FAS US 01/21/12 C6        15.9 149.8   8.20   -4.7    302
COF    CAPITAL ONE  COF US 12/17/11 C41       15.9  50.7   5.10   54.5    274
PNC    PNC FINANCI  PNC US 02/18/12 C48       15.8  41.3   4.40  -13.7    358
GS     GOLDMAN SAC  GS US 09/17/11 P90        15.7  85.7   3.10   64.0    310
SDS    PROSHARES U  SDS US 09/17/11 C22       15.7  57.3   5.35   46.6    508
USB    US BANCORP   USB US 12/17/11 C22       15.7  46.7   2.27  -12.0   2106
WFC    WELLS FARGO  WFC US 09/17/11 C21       15.7  77.4   3.35  -15.2   1024
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C53       15.7  34.3   1.50  -26.8   7356
SH     PROSHARES S  SH US 09/17/11 P47        15.7  35.5   2.15    0.0    364
VXX    IPATH-S&P S  VXX US 12/17/11 C24       15.7  82.8  12.30   11.8    254
GOOG   GOOGLE INC-  GOOG US 09/17/11 C560     15.7  39.5  25.90  -19.3    352
JPM    JPMORGAN CH  JPM US 09/17/11 C36       15.6  57.9   1.86  -21.9    768
GMCR   GREEN MOUNT  GMCR US 09/17/11 C97.5    15.6  68.6   9.05    5.8    212
XLV    SPDR-HEALTH  XLV US 03/17/12 P30       15.6  24.9   2.30   -4.2    600
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C51       15.6  37.4   2.58  -20.6   8125
SPY    SPDR S&P 50  SPY US 09/17/11 P118      15.5  32.4   7.82   54.9   8024
SDS    PROSHARES U  SDS US 12/17/11 P22       15.5  52.9   1.12   -5.1    636
USB    US BANCORP   USB US 01/21/12 C22.5     15.5  43.0   2.11   -6.6   1962
HUM    HUMANA INC   HUM US 09/17/11 P70       15.5  48.3   3.50   -2.8   1680
MRVL   MARVELL TEC  MRVL US 11/19/11 C12      15.5  62.4   1.35    3.0    202
GS     GOLDMAN SAC  GS US 09/17/11 P95        15.5  81.0   3.85   92.5    918
MMI    MOTOROLA MO  MMI US 10/22/11 C22       15.4  58.0   2.60   17.1   1622
BRK/B  BERKSHIRE H  BRKB US 09/17/11 P67.5    15.4  47.0   3.35   76.3    228
IBM    IBM          IBM US 09/17/11 C165      15.3  33.2   7.15  -21.9    708
WFC    WELLS FARGO  WFC US 10/22/11 C22       15.3  64.9   3.15   -4.5   1168
WFC    WELLS FARGO  WFC US 10/22/11 P22       15.3  64.9   2.10   32.1    388
OPEN   OPENTABLE I  OPEN US 10/22/11 C60      15.3  63.4   8.50   37.1    612
MMI    MOTOROLA MO  MMI US 01/21/12 C22.5     15.3  55.4   3.40   25.9    612
STI    SUNTRUST BA  STI US 09/17/11 P18       15.2  75.4   1.55   26.0    844
BX     BLACKSTONE   BX US 09/17/11 P12        15.2  72.5   0.90    0.0    516
XLF    SPDR-FINL S  XLF US 09/17/11 P10       15.2  78.4   0.32   60.0  20392
MRK    MERCK & CO   MRK US 09/17/11 C28       15.2  39.6   2.57   -4.1    370
RGA    REINSURANCE  RGA US 01/21/12 P45       15.2  39.1   3.10  520.0    200
TZA    SMALL CAP B  TZA US 10/22/11 C48       15.2 114.2  15.20  -20.8    264
AGNC   AMERICAN CA  AGNC US 09/17/11 C28      15.1  34.5   1.72  -21.8   1346
DIA    SPDR DJIA T  DIA US 09/17/11 C107.75   15.1  35.3   4.90  -10.9    302
AMZN   AMAZON.COM   AMZN US 09/17/11 P200     15.1  50.4  13.79   37.9    294
XRT    SPDR S&P RE  XRT US 09/17/11 C46       15.1  49.0   2.55    7.1    524
DIA    SPDR DJIA T  DIA US 09/17/11 C109.75   15.1  33.3   3.75  -29.2    506
SRS    PROSHARES U  SRS US 09/17/11 C17       15.1  84.4   1.85   19.4    220
IBM    IBM          IBM US 09/17/11 C170      15.1  30.8   4.55  -22.9   1230
XOM    EXXON MOBIL  XOM US 09/17/11 C67.5     15.1  41.7   4.45    1.1    314
MMI    MOTOROLA MO  MMI US 01/21/12 C21       15.0  56.9   4.10    5.1    286
WFC    WELLS FARGO  WFC US 01/21/12 P20       15.0  61.2   2.22   44.2  23058
EEM    ISHARES-EMG  EEM US 09/17/11 C41       14.9  45.2   1.63  -22.8   3984
GS     GOLDMAN SAC  GS US 09/17/11 P100       14.9  75.6   4.77   81.4   1968
AET    AETNA INC    AET US 09/17/11 C36       14.9  51.8   2.11    1.9   1092
BRK/B  BERKSHIRE H  BRKB US 01/19/13 C70      14.9  31.6   9.90   -2.0    288
XLF    SPDR-FINL S  XLF US 01/21/12 P12       14.9  45.8   1.34   38.1    330
DIA    SPDR DJIA T  DIA US 09/17/11 C108.75   14.8  34.1   4.00  -33.3    260
WFC    WELLS FARGO  WFC US 09/17/11 P20       14.8  82.4   1.04   35.1   1092
XRT    SPDR S&P RE  XRT US 09/17/11 C45       14.7  50.2   3.10   32.5    238
AMZN   AMAZON.COM   AMZN US 09/17/11 P195     14.7  52.0  11.49   34.4    368
BAC    BANK OF AME  BAC US 09/17/11 P4        14.7 176.4   0.26  100.0   1576
AMT    AMERICAN TO  AMT US 09/17/11 C46       14.7  44.9   4.00    0.0   3206
KMP    KINDER MORG  KMP US 09/17/11 P65       14.7  34.1   1.27   33.7    342
XLB    SPDR-MATERI  XLB US 09/17/11 P33       14.7  40.1   1.85   43.4    296
GOOG   GOOGLE INC-  GOOG US 09/17/11 C555     14.7  39.9  27.90  -20.3    552
USB    US BANCORP   USB US 01/21/12 P22.5     14.7  44.0   2.76    1.1    582
XLF    SPDR-FINL S  XLF US 12/17/11 P6        14.7  83.1   0.13   18.2   1148
XLF    SPDR-FINL S  XLF US 09/17/11 C11       14.6  69.2   1.82  -17.3   1518
GOOG   GOOGLE INC-  GOOG US 09/17/11 C550     14.5  40.2  29.60  -23.1    406
KO     COCA-COLA C  KO US 09/17/11 P67.5      14.5  27.1   4.38   20.7    250
BBT    BB&T CORP    BBT US 09/17/11 P20       14.5  64.7   1.51   77.7    982
SO     SOUTHERN CO  SO US 09/17/11 C39        14.5  23.7   0.68   47.8   2526
FAS    FINL BULL 3  FAS US 09/17/11 P13       14.4 154.1   2.50   66.7   1758
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C52       14.4  35.6   2.02  -23.2  10062
SDS    PROSHARES U  SDS US 09/17/11 P26       14.4  73.6   2.06  -18.2   2538
AMZN   AMAZON.COM   AMZN US 09/17/11 P180     14.4  58.1   6.50   71.0   6966
DIA    SPDR DJIA T  DIA US 09/17/11 P90.75    14.4  49.2   1.07  -10.8    244
WFC    WELLS FARGO  WFC US 10/22/11 C21       14.3  68.5   3.85   -9.4    546
WFC    WELLS FARGO  WFC US 01/21/12 P21       14.3  59.0   2.50   30.2   2360
WTW    WEIGHT WATC  WTW US 01/21/12 C60       14.3  56.5   7.50    1.4    200
BRK/B  BERKSHIRE H  BRKB US 09/17/11 C65      14.3  51.3   5.95    6.8   3460
SPY    SPDR S&P 50  SPY US 09/17/11 P116      14.3  34.0   6.67   57.3  13584
GMCR   GREEN MOUNT  GMCR US 09/17/11 C100     14.3  67.6   7.40    9.3    258
C      CITIGROUP I  C US 12/17/11 C30         14.2  69.2   4.20  -12.5    440
VXX    IPATH-S&P S  VXX US 09/17/11 C34       14.2 116.2   5.10   71.1   1028
ZION   ZIONS BANCO  ZION US 09/17/11 P17      14.2  61.7   1.50   66.7   1756
GLD    SPDR GOLD T  GLD US 01/21/12 C140      14.2  27.7  34.65   13.6   2136
RAI    REYNOLDS AM  RAI US 01/21/12 C34       14.2  27.1   1.65   22.2    468
WFC    WELLS FARGO  WFC US 10/22/11 P21       14.2  68.3   1.61    5.9    398
HBC    HSBC HOLDIN  HBC US 09/17/11 P43       14.1  43.6   3.31   81.9   2414
DIA    SPDR DJIA T  DIA US 09/17/11 C110      14.1  32.8   3.60  -28.0   1396
XLF    SPDR-FINL S  XLF US 11/19/11 P10       14.1  61.4   0.53   26.2    298
DB     DEUTSCHE BA  DB US 09/17/11 P42.5      14.1  79.0   4.80   50.0    308
C      CITIGROUP I  C US 09/17/11 P28         14.0  93.4   2.95   66.7   1426
AMZN   AMAZON.COM   AMZN US 09/17/11 P190     14.0  53.8   9.15   40.8    844
SO     SOUTHERN CO  SO US 09/17/11 C38        14.0  25.1   1.15  125.5    380
USB    US BANCORP   USB US 09/17/11 P19       14.0  68.7   0.72   50.0   2598
SSO    PROSHARES U  SSO US 09/17/11 C40       14.0  71.7   2.70  -30.8    536
GS     GOLDMAN SAC  GS US 10/22/11 P85        14.0  73.2   3.10   64.0   1246
JPM    JPMORGAN CH  JPM US 09/17/11 C35       13.9  59.7   2.37  -24.8   1018
IWM    ISHARES-RUS  IWM US 09/17/11 C60       13.9  56.2   8.80   17.3    618
IWM    ISHARES-RUS  IWM US 09/17/11 C61       13.9  55.0   7.92    6.7    364
XLF    SPDR-FINL S  XLF US 10/22/11 P11       13.9  60.2   0.65   44.4  23056
AXP    AMERICAN EX  AXP US 09/17/11 C44       13.9  53.9   2.85  -25.0    356
EPB    EL PASO PIP  EPB US 09/17/11 C35       13.9  24.9   0.90    0.0    310
AAPL   APPLE INC    AAPL US 09/17/11 C370     13.9  40.2  16.75  -12.3   3402
WFC    WELLS FARGO  WFC US 09/17/11 P19       13.9  87.5   0.76   81.0    208
PNC    PNC FINANCI  PNC US 09/17/11 P44       13.8  62.1   2.63   38.4    754
SE     SPECTRA ENE  SE US 12/17/11 C24        13.7  30.6   1.55   10.7    358
GS     GOLDMAN SAC  GS US 10/22/11 P90        13.7  69.5   4.05   17.4    392
JPM    JPMORGAN CH  JPM US 10/22/11 C36       13.7  52.1   2.33  -20.5    318
IWM    ISHARES-RUS  IWM US 09/17/11 C69       13.7  43.2   2.83  -21.8   6454
DIA    SPDR DJIA T  DIA US 10/22/11 C108      13.6  30.8   5.50  -22.5    688
GMCR   GREEN MOUNT  GMCR US 09/17/11 P100     13.6  67.1   8.60    2.4    222
STD    BANCO SANTA  STD US 09/17/11 P6        13.6 125.0   0.35   40.0   2240
CCJ    CAMECO CORP  CCJ US 09/17/11 P22       13.6  56.8   1.70  -26.1    200
CRM    SALESFORCE.  CRM US 09/17/11 P135      13.6  62.1  13.65   20.8    210
XLF    SPDR-FINL S  XLF US 09/17/11 P12       13.6  60.6   0.82   95.2  65234
GS     GOLDMAN SAC  GS US 09/17/11 P80        13.6  96.8   1.70   30.8    286
RSX    MKT VECT-RU  RSX US 11/19/11 C30       13.6  53.4   3.40   -8.1    200
JPM    JPMORGAN CH  JPM US 09/17/11 C34       13.6  62.0   2.88  -22.2   1278
IWM    ISHARES-RUS  IWM US 09/17/11 C70       13.5  41.5   2.23  -24.9   7928
CRM    SALESFORCE.  CRM US 09/17/11 C135      13.5  61.8   7.70   22.2    320
AAPL   APPLE INC    AAPL US 09/17/11 C360     13.5  42.1  22.15  -12.4   2160
C      CITIGROUP I  C1 US 12/17/11 P3.5       13.5  62.4   0.73    1.4   1994
O      REALTY INCO  O US 03/17/12 C30         13.5  28.2   2.80   47.4    226
KSS    KOHLS CORP   KSS US 09/17/11 C45       13.5  48.4   2.74   33.7    200
C      CITIGROUP I  C1 US 01/21/12 C4         13.4  52.7   0.10  -28.6   1536
O      REALTY INCO  O US 12/17/11 C30         13.4  29.7   2.50   72.4    242
XRT    SPDR S&P RE  XRT US 09/17/11 P47       13.4  47.2   3.70   31.7   4828
DIA    SPDR DJIA T  DIA US 09/17/11 P95.75    13.4  44.7   1.46   92.1    326
IWM    ISHARES-RUS  IWM US 09/17/11 P69       13.4  43.1   4.75   49.4   6534
MT     ARCELORMITT  MT US 09/17/11 C22        13.4  72.2   1.67  -35.8    470
WFC    WELLS FARGO  WFC US 01/21/12 P17.5     13.4  68.2   1.53   59.4   8158
CB     CHUBB CORP   CB US 09/17/11 P55        13.3  40.1   2.03   11.5    520
JPM    JPMORGAN CH  JPM US 01/21/12 C36       13.3  45.4   3.42   -6.3   1544
XRT    SPDR S&P RE  XRT US 09/17/11 P46       13.3  48.5   3.30   40.4    716
EVEP   EV ENERGY P  EVEP US 12/17/11 C65      13.3  57.8   5.90   47.5    200
BP     BP PLC-ADR   BP US 10/22/11 C40        13.2  40.0   2.12  -15.2   1128
MSFT   MICROSOFT C  MSFT US 09/17/11 C25      13.2  37.0   0.76  -37.2   2438
GNW    GENWORTH FI  GNW US 09/17/11 C6        13.2 117.5   0.84  -11.6    218
IWM    ISHARES-RUS  IWM US 09/17/11 C65       13.2  49.1   5.22  -18.7   3512
IWM    ISHARES-RUS  IWM US 09/17/11 C67       13.2  46.3   3.96  -15.6  18160
LVS    LAS VEGAS S  LVS US 09/17/11 C40       13.2  66.3   2.88   -5.6   1324
USB    US BANCORP   USB US 09/17/11 P18       13.2  72.8   0.47   46.9    456
RAI    REYNOLDS AM  RAI US 01/21/12 C32.5     13.2  28.3   2.50   21.9    200
XLF    SPDR-FINL S  XLF US 01/21/12 P11       13.2  49.3   0.97   42.6   6872
AMZN   AMAZON.COM   AMZN US 09/17/11 P185     13.2  55.5   7.50   36.4    558
IWM    ISHARES-RUS  IWM US 09/17/11 C68       13.2  44.6   3.38  -19.5  11698
MRK    MERCK & CO   MRK US 10/22/11 C27       13.2  37.1   3.60   -1.4    354
IDCC   INTERDIGITA  IDCC US 09/17/11 C55      13.1 100.2  16.85   10.1    220
CHL    CHINA MOBIL  CHL US 09/17/11 P42.5     13.1  38.7   1.30   13.0    940
CRM    SALESFORCE.  CRM US 09/17/11 C130      13.1  63.2  10.00    2.0    428
GE     GENERAL ELE  GE US 10/22/11 C15        13.1  49.9   1.30  -18.2    590
GS     GOLDMAN SAC  GS US 09/17/11 P85        13.1  90.5   1.91   15.8    222
HIG    HARTFORD FI  HIG US 12/17/11 P18       13.1  60.0   2.27   32.8    214
DIA    SPDR DJIA T  DIA US 09/17/11 P91.75    13.1  48.1   1.18   -2.5    528
JNJ    JOHNSON&JOH  JNJ US 09/17/11 C62.5     13.0  26.3   0.96  -33.3   2020
OKS    ONEOK PARTN  OKS US 10/22/11 P40       13.0  33.2   1.37  -31.5    200
DIA    SPDR DJIA T  DIA US 09/17/11 P87.75    13.0  51.2   0.70  -18.6    812
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C50       13.0  36.9   3.30   -3.8    490
TEVA   TEVA PHARM-  TEVA US 09/17/11 C40      13.0  42.2   1.41  -21.7   2142
C      CITIGROUP I  C1 US 01/21/12 C6         13.0  52.1   0.01    0.0    356
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C53       13.0  32.6   1.80  -18.9    766
PAA    PLAINS ALL   PAA US 09/17/11 P60       12.9  31.7   1.65  135.7    204
DIA    SPDR DJIA T  DIA US 10/22/11 C109      12.9  30.2   5.36  -17.5    568
EWZ    ISHARES-BRA  EWZ US 09/17/11 C60       12.9  50.4   2.70  -17.2   1524
VXX    IPATH-S&P S  VXX US 09/17/11 P20       12.9 102.9   0.20   -4.8   1814
BCS    BARCLAYS PL  BCS US 09/17/11 P10       12.8 111.9   1.05   40.0   1228
COF    CAPITAL ONE  COF US 12/17/11 C38       12.8  54.0   6.75   42.1   1000
HBC    HSBC HOLDIN  HBC US 01/21/12 P43       12.8  35.3   4.60  286.6    260
JPM    JPMORGAN CH  JPM US 11/19/11 C36       12.8  49.6   2.84   -1.4    278
JPM    JPMORGAN CH  JPM US 12/17/11 C36       12.8  47.2   3.00    6.8    200
LVS    LAS VEGAS S  LVS US 09/17/11 C37       12.7  72.3   4.60   12.2    350
SO     SOUTHERN CO  SO US 09/17/11 P38        12.7  24.7   1.16  -54.7    416
AAPL   APPLE INC    AAPL US 09/17/11 C375     12.7  39.3  14.05  -13.3   3236
AAPL   APPLE INC    AAPL US 09/17/11 C380     12.7  38.4  11.80  -13.2   3998
USB    US BANCORP   USB US 12/17/11 P20       12.7  51.4   1.75   20.7    598
COF    CAPITAL ONE  COF US 12/17/11 P39       12.7  52.6   4.35    0.0   1800
MSFT   MICROSOFT C  MSFT US 09/17/11 C24      12.7  39.3   1.24  -38.0   4266
DIA    SPDR DJIA T  DIA US 06/16/12 C85       12.7  32.6  25.45    5.2    260
XRT    SPDR S&P RE  XRT US 09/17/11 P42       12.7  53.0   1.59   10.4    274
VXX    IPATH-S&P S  VXX US 12/17/11 C25       12.7  84.0  11.70   27.9    234
C      CITIGROUP I  C US 09/17/11 P27         12.7  97.8   2.64   76.0    298
CRM    SALESFORCE.  CRM US 09/17/11 P130      12.7  63.7  10.90   12.4    384
JPM    JPMORGAN CH  JPM US 10/22/11 P36       12.7  52.0   4.15   38.3    380
EEM    ISHARES-EMG  EEM US 09/17/11 C39       12.6  49.6   2.64  -17.5    656
XLF    SPDR-FINL S  XLF US 01/21/12 P10       12.6  53.8   0.70   20.7  10154
OPEN   OPENTABLE I  OPEN US 09/17/11 C65      12.6  67.2   4.60   53.3    344
INTC   INTEL CORP   INTC US 09/17/11 P20      12.6  38.2   1.02   59.4  10824
C      CITIGROUP I  C1 US 01/21/12 C2.5       12.5  74.1   0.73   -9.9    782
MSFT   MICROSOFT C  MSFT US 01/19/13 C20      12.5  32.6   5.50   -5.2   2424
IYR    ISHARES-DJ   IYR US 09/17/11 P49       12.5  49.3   1.65  -40.6    336
IWM    ISHARES-RUS  IWM US 09/17/11 P68       12.5  44.6   4.29   47.9   8180
DIA    SPDR DJIA T  DIA US 10/22/11 C110      12.5  29.2   4.45  -20.5    234
IWM    ISHARES-RUS  IWM US 09/17/11 P67       12.4  46.1   3.86   55.0  20694
JPM    JPMORGAN CH  JPM US 09/17/11 P35       12.4  59.8   2.92   59.6   2028
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P53       12.4  34.0   3.26   58.2   4602
WPZ    WILLIAMS PA  WPZ US 09/17/11 P50       12.4  45.1   1.75  -41.7    286
XLF    SPDR-FINL S  XLF US 01/21/12 P7        12.4  69.0   0.23    9.5    234
SLB    SCHLUMBERGE  SLB US 09/17/11 C75       12.4  55.5   4.95  -19.5    506
XLF    SPDR-FINL S  XLF US 12/17/11 P12       12.4  47.5   1.25   43.7  23246
IWM    ISHARES-RUS  IWM US 09/17/11 C62       12.4  53.6   7.28  -17.4    220
SPY    SPDR S&P 50  SPY US 09/17/11 P107      12.4  41.8   3.40   79.0  33273
JPM    JPMORGAN CH  JPM US 01/21/12 C33       12.3  48.8   5.00   -3.9    300
MA     MASTERCARD   MA US 10/22/11 P295       12.3  46.7  17.94   40.2    462
XLF    SPDR-FINL S  XLF US 12/17/11 C12       12.3  47.0   1.44   -7.7   5038
LNC    LINCOLN NAT  LNC US 09/17/11 C21       12.3  70.7   1.99    0.0    404
NLY    ANNALY CAPI  NLY US 10/22/11 P18       12.3  26.9   1.43  -11.2    222
OPEN   OPENTABLE I  OPEN US 10/22/11 C65      12.3  62.1   6.40   33.3    412
JPM    JPMORGAN CH  JPM US 01/21/12 P36       12.3  45.7   5.35   14.1    980
RT     RUBY TUESDA  RT US 09/17/11 P7.5       12.3  71.1   0.60    0.0    400
ALL    ALLSTATE CO  ALL US 10/22/11 P25       12.3  43.5   2.08    7.2    284
STD    BANCO SANTA  STD US 09/17/11 P7        12.3 110.3   0.55   37.5   1470
HBC    HSBC HOLDIN  HBC US 12/17/11 P43       12.3  36.8   4.81   41.5   3558
IYR    ISHARES-DJ   IYR US 09/17/11 P51       12.3  45.6   2.31   -7.6   3502
DIS    WALT DISNEY  DIS US 09/17/11 C30       12.2  50.1   2.29  -42.8    730
LINE   LINN ENERGY  LINE US 01/21/12 C37      12.2  31.4   2.15    4.9    288
PFE    PFIZER INC   PFE US 09/17/11 C18       12.2  35.8   0.46   -9.8   1074
IWM    ISHARES-RUS  IWM US 09/30/11 C67       12.2  43.6   4.60    4.3    420
USB    US BANCORP   USB US 01/21/12 P20       12.2  48.4   1.74   -5.4    252
SPY    SPDR S&P 50  SPY US 09/17/11 P112      12.2  37.5   5.00   67.2  60786
WFC    WELLS FARGO  WFC US 10/22/11 C20       12.2  72.3   4.55   -9.0    378
GS     GOLDMAN SAC  GS US 01/21/12 P110       12.2  48.2  13.00   38.3    588
JPM    JPMORGAN CH  JPM US 10/22/11 C35       12.2  53.7   2.94  -14.8    238
SPY    SPDR S&P 50  SPY US 09/17/11 P114      12.2  35.6   5.85   64.3  73182
AAPL   APPLE INC    AAPL US 09/17/11 C365     12.2  41.1  19.15  -14.1   2938
CAT    CATERPILLAR  CAT US 09/17/11 C85       12.2  56.8   5.65  -17.5   1460
BCS    BARCLAYS PL  BCS US 09/17/11 P11       12.1 105.7   1.55   34.8   9804
EPD    ENTERPRISE   EPD US 09/17/11 P39       12.1  35.9   0.80  -38.5    218
WFC    WELLS FARGO  WFC US 10/22/11 P18       12.1  80.3   0.95   39.7    352
GE     GENERAL ELE  GE US 12/17/11 C15        12.1  42.6   1.57    1.3    378
PRU    PRUDENTL FI  PRU US 09/17/11 P50       12.1  60.2   3.75   12.6    482
GNW    GENWORTH FI  GNW US 09/17/11 P6        12.1 116.4   0.93   24.0    286
HBC    HSBC HOLDIN  HBC US 12/17/11 C43       12.1  37.1   3.05  -10.3   7220
JPM    JPMORGAN CH  JPM US 10/22/11 C33       12.1  57.2   4.00  -12.1    280
MRVL   MARVELL TEC  MRVL US 09/17/11 P9       12.1  78.6   0.23   91.7    280
AAPL   APPLE INC    AAPL US 09/17/11 C340     12.1  45.8  35.60  -11.7    540
AAPL   APPLE INC    AAPL US 10/22/11 C275     12.1  56.5  98.80    5.8    200
LDK    LDK SOLAR C  LDK US 12/17/11 P5        12.1 122.3   1.25   -2.3   6320
MA     MASTERCARD   MA US 01/21/12 C295       12.1  42.7  43.80   18.5    206
MS     MORGAN STAN  MS US 09/17/11 C17        12.1  76.5   1.53  -23.5   1164
IWM    ISHARES-RUS  IWM US 09/17/11 P56       12.1  61.2   1.17   95.0   4464
AAPL   APPLE INC    AAPL US 09/17/11 C355     12.1  42.7  25.15  -13.3   1130
IWM    ISHARES-RUS  IWM US 09/17/11 C66       12.1  47.3   4.57  -13.6   4104
SPY    SPDR S&P 50  SPY US 09/17/11 P106      12.1  42.5   3.23   87.8  14748
HBC    HSBC HOLDIN  HBC US 01/21/12 C43       12.0  35.5   3.30  -32.0    550
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C52       12.0  34.0   2.23  -17.1    710
KSS    KOHLS CORP   KSS US 09/17/11 C44       12.0  48.8   3.00   15.4    202
XRT    SPDR S&P RE  XRT US 09/17/11 P45       12.0  49.5   2.78    9.4   1000
BP     BP PLC-ADR   BP US 09/17/11 C40        12.0  43.1   1.63  -15.1   1136
VXX    IPATH-S&P S  VXX US 09/17/11 P21       12.0 105.9   0.40   25.0    378
BA     BOEING CO/T  BA US 09/17/11 P60        12.0  46.1   3.45    4.5    448
BRK/B  BERKSHIRE H  BRKB US 09/17/11 P60      12.0  56.7   1.40  125.8    452
IBM    IBM          IBM US 09/17/11 P165      11.9  32.2   6.50   68.8   1978
MET    METLIFE INC  MET US 09/17/11 P33       11.9  67.8   3.20   74.9    276
EEM    ISHARES-EMG  EEM US 09/17/11 C38       11.9  51.5   3.25   -8.4    350
SLB    SCHLUMBERGE  SLB US 09/17/11 C70       11.9  59.7   7.80   -6.6   5484
SPY    SPDR S&P 50  SPY US 09/17/11 P99       11.9  48.0   1.78  114.5   1194
SPY    SPDR S&P 50  SPY US 09/17/11 P102      11.8  45.6   2.35  106.1  16168
KMP    KINDER MORG  KMP US 09/17/11 C70       11.8  27.4   2.00   14.3    350
NLY    ANNALY CAPI  NLY US 09/17/11 C17       11.8  37.1   1.22   -2.4    376
XRT    SPDR S&P RE  XRT US 09/17/11 P44       11.8  50.6   2.22    5.2   4354
SO     SOUTHERN CO  SO US 09/17/11 P37        11.8  26.2   0.95  -34.0   1070
AMD    ADV MICRO D  AMD US 09/17/11 C6        11.7  69.8   0.44   -6.4    694
WFC    WELLS FARGO  WFC US 01/21/12 P15       11.7  76.4   1.07   52.9  24672
GE     GENERAL ELE  GE US 09/17/11 P15        11.7  49.3   0.93   55.0    770
SPY    SPDR S&P 50  SPY US 09/17/11 P103      11.7  44.8   2.51   97.6  34330
BAC    BANK OF AME  BAC US 09/17/11 P7        11.7 115.9   1.09   62.7   5194
IWM    ISHARES-RUS  IWM US 09/17/11 C64       11.7  50.5   5.85   -7.1   4582
JPM    JPMORGAN CH  JPM US 09/17/11 P34       11.7  62.0   2.47   46.1   1810
FAZ    FINANCIAL B  FAZ US 09/17/11 C38       11.7 141.1  32.50    1.6   2504
XLF    SPDR-FINL S  XLF US 10/22/11 P9        11.7  74.4   0.32    0.0   1500
XLF    SPDR-FINL S  XLF US 10/22/11 P10       11.7  66.9   0.45   28.6  13370
XLF    SPDR-FINL S  XLF US 01/21/12 C12       11.7  45.0   1.58  -14.1    992
SLB    SCHLUMBERGE  SLB US 09/17/11 P75       11.6  55.3   5.60   15.5    246
SPY    SPDR S&P 50  SPY US 09/17/11 P94       11.6  52.1   1.28  100.0   3138
DIA    SPDR DJIA T  DIA US 09/17/11 P99.75    11.6  40.9   2.47    7.4    302
IBM    IBM          IBM US 09/17/11 C160      11.6  35.7  10.40  -20.9    424
CIGX   STAR SCIENT  CIGX US 09/17/11 C2.5     11.6 145.4   0.80    0.0    260
VZ     VERIZON COM  VZ US 09/17/11 C35        11.6  29.8   0.76   22.6   4290
CAT    CATERPILLAR  CAT US 09/17/11 C80       11.6  60.7   8.60  -16.3   1690
VXX    IPATH-S&P S  VXX US 12/17/11 C21       11.6  78.2  13.44    7.1    242
GE     GENERAL ELE  GE US 10/22/11 P15        11.6  48.4   1.27   20.9    858
MA     MASTERCARD   MA US 09/17/11 P285       11.6  51.8   9.60    9.7    538
HTZ    HERTZ GLOBA  HTZ US 09/17/11 C10       11.6  92.1   1.20   20.0   2600
SO     SOUTHERN CO  SO US 09/17/11 P39        11.6  23.4   1.71    6.9    348
SPY    SPDR S&P 50  SPY US 09/17/11 P109      11.6  40.0   3.95   72.5  14374
CLGX   CORELOGIC I  CLGX US 10/22/11 P7.5     11.6  50.4   0.15    7.1    512
DIA    SPDR DJIA T  DIA US 09/17/11 P113      11.6  28.9   7.70   71.1    682
MCD    MCDONALDS C  MCD US 09/17/11 C87.5     11.6  25.1   1.12  -30.0   1080
SDS    PROSHARES U  SDS US 09/17/11 C25       11.6  68.3   3.49   71.1   1540
C      CITIGROUP I  C US 01/21/12 C30         11.5  66.8   4.85  -16.4    246
EWZ    ISHARES-BRA  EWZ US 09/17/11 P58       11.5  53.1   4.15   45.1    452
SDS    PROSHARES U  SDS US 09/17/11 C23       11.5  60.0   4.50   47.5    272
SPY    SPDR S&P 50  SPY US 09/17/11 P108      11.5  40.8   3.70   91.7 141314
IWM    ISHARES-RUS  IWM US 09/17/11 P65       11.5  49.0   3.12   59.2  18730
DIA    SPDR DJIA T  DIA US 09/17/11 P97.75    11.5  42.6   1.85   -5.1    306
LVS    LAS VEGAS S  LVS US 09/17/11 C39       11.5  67.4   3.30   -4.6    330
CMCSK  COMCAST COR  CMCSK US 09/17/11 P19     11.5  51.4   0.95   18.8    200
SPY    SPDR S&P 50  SPY US 09/17/11 P113      11.5  36.1   5.43   70.2  64314
EWZ    ISHARES-BRA  EWZ US 09/17/11 P60       11.5  50.0   5.20   39.8    328
CAT    CATERPILLAR  CAT US 09/17/11 C87.5     11.4  54.7   4.50  -15.9    816
AXP    AMERICAN EX  AXP US 09/17/11 P42       11.4  58.0   2.15    6.4    480
CHK    CHESAPEAKE   CHK US 01/19/13 C20       11.4  53.4  11.00   10.0    236
EP     EL PASO COR  EP US 01/21/12 C15        11.4  48.9   3.85   13.2    200
SPY    SPDR S&P 50  SPY US 09/17/11 P84       11.4  60.0   0.51  104.0   1514
SPY    SPDR S&P 50  SPY US 09/17/11 P98       11.4  48.8   1.66  112.8   4300
IWM    ISHARES-RUS  IWM US 09/17/11 P62       11.4  53.2   2.31   65.0  12688
PAY    VERIFONE SY  PAY US 09/17/11 P35       11.4  76.6   3.70   14.2    280
IWM    ISHARES-RUS  IWM US 09/17/11 P70       11.4  41.0   5.27   51.0   4680
CB     CHUBB CORP   CB US 01/21/12 P55        11.4  32.0   4.35   38.1    894
IBM    IBM          IBM US 09/17/11 P170      11.4  29.6   8.85   35.1    982
NLY    ANNALY CAPI  NLY US 10/22/11 C17       11.4  31.9   1.18   -5.6   1192
GOOG   GOOGLE INC-  GOOG US 09/17/11 P555     11.4  39.5  28.30   59.0    230
XLF    SPDR-FINL S  XLF US 11/19/11 P9        11.4  68.0   0.38   65.2    512
XLV    SPDR-HEALTH  XLV US 12/17/11 P28       11.4  29.7   1.25   12.6   1304
SPY    SPDR S&P 50  SPY US 09/30/11 P113      11.4  34.5   5.84   42.4    254
ESRX   EXPRESS SCR  ESRX US 01/21/12 C47.5    11.4  32.1   3.60   -7.7    716
IWM    ISHARES-RUS  IWM US 09/30/11 P68       11.3  42.2   5.00  -27.0    246
EWZ    ISHARES-BRA  EWZ US 09/17/11 C57       11.3  54.4   4.15  -19.4    518
IWM    ISHARES-RUS  IWM US 09/17/11 P61       11.3  54.5   2.07   66.9  32032
C      CITIGROUP I  C1 US 01/19/13 C5         11.3  44.9   0.16  -20.0   3262
IWM    ISHARES-RUS  IWM US 09/17/11 P63       11.3  51.9   2.60   67.7   5585
AXP    AMERICAN EX  AXP US 09/17/11 P44       11.3  53.5   3.25   51.2    376
LVS    LAS VEGAS S  LVS US 09/17/11 C38       11.3  69.2   3.85    1.3    622
RAI    REYNOLDS AM  RAI US 11/19/11 C34       11.3  28.5   1.35    8.0    600
IBM    IBM          IBM US 10/22/11 C170      11.3  29.6   6.70   -9.5    268
SLB    SCHLUMBERGE  SLB US 09/17/11 C60       11.3  70.9  15.30  -11.1    280
IWM    ISHARES-RUS  IWM US 09/30/11 P70       11.2  39.7   5.90   24.2    480
SYMC   SYMANTEC CO  SYMC US 09/17/11 C17      11.2  43.7   0.68    9.7    380
IWM    ISHARES-RUS  IWM US 09/17/11 P66       11.2  47.4   3.52   55.8  13414
SPY    SPDR S&P 50  SPY US 10/22/11 P118      11.2  29.2   8.86   43.4   2704
GS     GOLDMAN SAC  GS US 01/21/12 P95        11.2  54.0   7.40   41.0    536
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C53       11.2  31.3   2.15  -17.3   2662
SLB    SCHLUMBERGE  SLB US 09/17/11 P70       11.2  59.3   3.55   36.0    642
C      CITIGROUP I  C1 US 01/21/12 C4.5       11.2  47.6   0.05  -16.7    280
C      CITIGROUP I  C1 US 01/21/12 P4         11.2  55.9   1.23   12.8    732
NGD    NEW GOLD IN  NGD US 01/21/12 C9        11.2  57.4   2.80   19.1    220
SPY    SPDR S&P 50  SPY US 09/30/11 P118      11.2  30.4   7.61   39.6    252
IWM    ISHARES-RUS  IWM US 09/17/11 P59       11.2  57.0   1.64   82.2   2252
IWM    ISHARES-RUS  IWM US 09/17/11 P60       11.2  55.9   1.86   78.8  25450
KSS    KOHLS CORP   KSS US 09/17/11 P46       11.2  46.8   3.50    0.0   1000
CME    CME GROUP I  CME US 09/17/11 C250      11.1  46.0  13.95  -34.5    502
EMC    EMC CORP/MA  EMC US 09/17/11 C22       11.1  44.9   1.07  -24.1    220
SPY    SPDR S&P 50  SPY US 09/17/11 P101      11.1  46.3   2.18   75.8   4994
XLV    SPDR-HEALTH  XLV US 09/17/11 P31       11.1  29.9   1.30   25.0   1118
STI    SUNTRUST BA  STI US 09/17/11 P15       11.1  85.0   0.36  -10.0    204
BAC    BANK OF AME  BAC US 01/19/13 C5        11.1  84.6   3.31  -11.7    368
IWM    ISHARES-RUS  IWM US 09/17/11 C63       11.1  51.8   6.50  -18.6   2572
JPM    JPMORGAN CH  JPM US 09/17/11 P32.5     11.1  65.6   1.85   58.1   1912
XLF    SPDR-FINL S  XLF US 01/21/12 P9        11.1  58.7   0.51    8.5  60524
CX     CEMEX SAB-S  CX US 01/21/12 C5         11.1  74.5   1.00  -12.3    890
JPM    JPMORGAN CH  JPM US 12/17/11 P35       11.1  48.4   4.10   13.9    350
C      CITIGROUP I  C1 US 01/19/13 C4.5       11.1  47.3   0.24  -14.3   5400
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C52       11.1  32.4   2.66  -15.6    652
BA     BOEING CO/T  BA US 09/17/11 P57.5      11.1  48.7   2.73   53.4    636
XLF    SPDR-FINL S  XLF US 11/19/11 P8        11.1  75.6   0.25   47.1    684
DIA    SPDR DJIA T  DIA US 09/17/11 P108.75   11.0  32.9   5.20   76.3    504
SI     SIEMENS AG-  SI US 09/17/11 C105       11.0  52.3   5.30  -27.4    400
C      CITIGROUP I  C1 US 12/17/11 C3         11.0  68.9   0.43   -8.5   1176
GLW    CORNING INC  GLW US 09/17/11 C14       11.0  49.8   0.59  -35.2    748
GE     GENERAL ELE  GE US 10/22/11 C14        11.0  53.6   2.01  -16.2    956
AET    AETNA INC    AET US 09/17/11 P34       11.0  53.4   1.42  -12.9    296
SPY    SPDR S&P 50  SPY US 09/17/11 P110      11.0  39.0   4.29   71.6  75768
SPY    SPDR S&P 50  SPY US 09/17/11 P115      10.9  34.2   6.30   64.1  25742
JPM    JPMORGAN CH  JPM US 10/22/11 P35       10.9  53.1   3.70   35.0    220
SPY    SPDR S&P 50  SPY US 09/17/11 P104      10.9  43.8   2.72   94.3  56964
CVX    CHEVRON COR  CVX US 09/17/11 C75       10.9  57.7  16.15    0.6    588
DRYS   DRYSHIPS IN  DRYS US 01/19/13 C1       10.9 108.1   1.70    1.2    854
VXX    IPATH-S&P S  VXX US 09/17/11 P18       10.9 107.5   0.10    0.0    620
SPY    SPDR S&P 50  SPY US 09/17/11 P100      10.9  46.9   2.02  106.1  44538
JPM    JPMORGAN CH  JPM US 01/21/12 C35       10.9  46.5   3.95  -12.2   1644
AEM    AGNICO-EAGL  AEM US 09/17/11 C52.5     10.8  56.4   9.80   11.4    500
AFL    AFLAC INC    AFL US 09/17/11 C38       10.8  58.8   2.15  -13.7    336
SPY    SPDR S&P 50  SPY US 09/17/11 P83       10.8  60.7   0.49  113.0    228
SPY    SPDR S&P 50  SPY US 09/30/11 P110      10.8  36.8   4.49   49.2   2652
CAT    CATERPILLAR  CAT US 09/17/11 P87.5     10.8  54.7   7.65   29.7    310
BIDU   BAIDU INC-S  BIDU US 09/17/11 C140     10.8  63.7  10.75  -13.3   1038
PFE    PFIZER INC   PFE US 09/17/11 C17       10.8  38.6   0.94  -14.6   1002
GT     GOODYEAR TI  GT US 09/17/11 C12        10.8  76.4   1.45   26.1    208
SPY    SPDR S&P 50  SPY US 09/17/11 P95       10.8  50.9   1.30  120.3   9702
FFIV   F5 NETWORKS  FFIV US 09/17/11 C70      10.8  71.4   8.05  -16.1    360
TEVA   TEVA PHARM-  TEVA US 09/17/11 P40      10.8  42.0   2.59   23.3   3780
XLK    SPDR-TECH S  XLK US 12/17/11 C24       10.8  28.4   1.20    2.6    228
ACI    ARCH COAL I  ACI US 09/17/11 C19       10.8  72.6   1.63    8.0    240
APC    ANADARKO PE  APC US 09/17/11 C67.5     10.8  62.8   4.70   10.6    332
BAC    BANK OF AME  BAC US 02/18/12 C7        10.8  92.7   1.68  -10.2    228
CRM    SALESFORCE.  CRM US 09/17/11 P125      10.8  64.9   8.00   25.0    352
LNC    LINCOLN NAT  LNC US 09/17/11 P21       10.8  71.8   1.82   71.7    204
GS     GOLDMAN SAC  GS US 09/17/11 P75        10.7 101.6   1.32  131.6    824
RSX    MKT VECT-RU  RSX US 09/17/11 C29       10.7  71.3   3.10  -11.4    500
LVS    LAS VEGAS S  LVS US 09/17/11 P37       10.7  71.0   2.46   24.9   2806
SPY    SPDR S&P 50  SPY US 09/17/11 P92       10.7  53.4   1.06  100.0   2866
UYG    PROSHARES U  UYG US 09/17/11 P38       10.7 114.7   4.20   10.5    342
XLB    SPDR-MATERI  XLB US 09/17/11 P32       10.7  42.2   1.35   29.8    226
JPM    JPMORGAN CH  JPM US 01/21/12 C34       10.7  47.3   4.50   -3.2    498
SO     SOUTHERN CO  SO US 09/17/11 P36        10.7  28.0   0.59  -44.3    856
XLB    SPDR-MATERI  XLB US 12/17/11 P33       10.7  34.2   2.62  -22.9   3000
BIDU   BAIDU INC-S  BIDU US 09/17/11 P145     10.7  61.5  13.80   20.0    338
SPY    SPDR S&P 50  SPY US 09/17/11 P88       10.7  56.7   0.63   70.3    360
VRX    VALEANT PHA  VRX US 09/17/11 C39       10.7  62.7   2.95   -4.8   1470
CNQ    CANADIAN NA  CNQ US 09/17/11 C36       10.7  53.0   2.00    2.6    550
VZ     VERIZON COM  VZ US 09/17/11 C33        10.7  33.0   1.72   33.3    796
WFC    WELLS FARGO  WFC US 01/19/13 P22.5     10.7  45.7   4.75   13.1    296
IWM    ISHARES-RUS  IWM US 09/17/11 P58       10.7  58.3   1.38   72.5   1258
IWM    ISHARES-RUS  IWM US 09/30/11 P67       10.7  43.5   4.55   -2.6    356
MSFT   MICROSOFT C  MSFT US 10/22/11 C25      10.7  34.6   1.09  -31.0   1028
PNC    PNC FINANCI  PNC US 11/19/11 P45       10.7  48.2   4.20   36.8    222
XLE    SPDR-ENERGY  XLE US 09/17/11 C65       10.7  44.6   2.85  -20.8    618
SPY    SPDR S&P 50  SPY US 09/30/11 P114      10.7  33.7   6.30   54.4    390
CRM    SALESFORCE.  CRM US 09/17/11 C125      10.7  64.3  12.65    3.7    322
SPY    SPDR S&P 50  SPY US 09/17/11 P89       10.7  56.0   0.76  111.1   2354
BTU    PEABODY ENE  BTU US 09/17/11 P45       10.6  65.4   3.65   -1.4    260
IWM    ISHARES-RUS  IWM US 09/17/11 P55       10.6  61.9   1.00   96.1   1792
EWZ    ISHARES-BRA  EWZ US 09/17/11 C56       10.6  56.0   4.80   -2.0    692
WFC    WELLS FARGO  WFC US 01/19/13 C20       10.6  49.2   6.46   -7.7    280
JPM    JPMORGAN CH  JPM US 11/19/11 P36       10.6  48.9   4.40   27.5    200
MPEL   MELCO CROWN  MPEL US 10/22/11 C10      10.6 107.7   3.00    0.0    250
SPY    SPDR S&P 50  SPY US 10/22/11 P116      10.6  30.4   7.93   46.6   3124
AAPL   APPLE INC    AAPL US 09/17/11 C345     10.6  44.7  31.35  -10.6    596
ECA    ENCANA CORP  ECA US 10/22/11 C24       10.6  48.5   2.05    0.0    600
SPY    SPDR S&P 50  SPY US 09/17/11 P87       10.6  57.4   0.58   75.8    492
IWM    ISHARES-RUS  IWM US 09/17/11 P54       10.5  63.2   0.80    6.7   1294
IWM    ISHARES-RUS  IWM US 09/30/11 P65       10.5  45.9   3.46   -8.9  10844
CCJ    CAMECO CORP  CCJ US 09/17/11 P20       10.5  60.3   0.95   -9.5   1322
HBC    HSBC HOLDIN  HBC US 09/17/11 P40       10.5  51.6   2.19  130.5   4224
VALE   VALE SA-SP   VALE US 09/17/11 C25      10.5  54.3   2.08  -18.1    482
IWM    ISHARES-RUS  IWM US 09/30/11 P55       10.5  57.7   1.28  -22.4    920
SPY    SPDR S&P 50  SPY US 10/22/11 P117      10.5  29.7   8.34   47.6   2902
JNJ    JOHNSON&JOH  JNJ US 10/22/11 C62.5     10.5  24.2   1.48  -20.4    678
C      CITIGROUP I  C US 09/17/11 P26         10.5 101.6   2.29   42.2   1198
OIH    OIL SVC HLD  OIH US 09/17/11 C125      10.5  53.3   8.40    9.8    434
PFE    PFIZER INC   PFE US 10/22/11 C18       10.5  32.7   0.66   -8.3   1214
SPY    SPDR S&P 50  SPY US 09/17/11 P97       10.5  49.3   1.57  127.5   7414
SPY    SPDR S&P 50  SPY US 09/17/11 P91       10.5  54.3   0.94   91.8   9366
DIA    SPDR DJIA T  DIA US 12/17/11 C110      10.5  27.0   5.50  -16.7    288
SPY    SPDR S&P 50  SPY US 09/17/11 P93       10.5  52.7   1.14  128.0   5414
DIA    SPDR DJIA T  DIA US 09/30/11 P94.75    10.5  41.7   1.43    7.5    500
JPM    JPMORGAN CH  JPM US 12/17/11 P36       10.4  46.9   4.65    1.1    228
SDS    PROSHARES U  SDS US 09/17/11 C24       10.4  62.9   3.92   47.9   1056
MMM    3M CO        MMM US 09/17/11 C82.5     10.4  37.5   2.25  -34.8    340
IWM    ISHARES-RUS  IWM US 10/22/11 P67       10.4  41.2   5.05   44.3    214
XRT    SPDR S&P RE  XRT US 09/17/11 P41       10.4  54.1   1.36   24.8   1036
FCX    FREEPORT-MC  FCX US 09/17/11 C44       10.4  61.3   3.35   -5.1    282
JPM    JPMORGAN CH  JPM US 12/17/11 P34       10.4  49.9   3.95   17.9   4093
C      CITIGROUP I  C US 09/17/11 P25         10.4 106.7   1.99   71.5    796
PFE    PFIZER INC   PFE US 09/17/11 P17       10.4  38.2   0.71   39.2   1792
AEM    AGNICO-EAGL  AEM US 09/17/11 C57.5     10.4  52.7   6.50   22.6    712
SPY    SPDR S&P 50  SPY US 09/30/11 P109      10.4  37.5   4.19   50.2    964
AAPL   APPLE INC    AAPL US 09/17/11 C350     10.4  43.5  28.45  -12.3    684
FCX    FREEPORT-MC  FCX US 09/17/11 C45       10.4  60.8   2.79  -11.4    858
SPY    SPDR S&P 50  SPY US 09/17/11 P96       10.3  50.2   1.42  102.9   1540
SPY    SPDR S&P 50  SPY US 09/17/11 P85       10.3  58.9   0.45  104.5   4910
AET    AETNA INC    AET US 10/22/11 C36       10.3  46.5   2.68  -13.6   1002
AMT    AMERICAN TO  AMT US 10/22/11 C48       10.3  40.2   3.40   -2.9    352
LVS    LAS VEGAS S  LVS US 09/17/11 P38       10.3  68.7   2.86   23.3   1674
SPY    SPDR S&P 50  SPY US 09/17/11 P105      10.3  42.9   2.88   83.4  22329
BAC    BANK OF AME  BAC US 10/22/11 C7        10.3 104.8   1.22  -15.3   3936
BAC    BANK OF AME  BAC US 10/22/11 P7        10.3 104.1   1.35   35.0  21108
MSFT   MICROSOFT C  MSFT US 09/17/11 P25      10.3  37.0   1.67   85.6    728
XRT    SPDR S&P RE  XRT US 09/17/11 P40       10.3  55.2   1.15   98.3   1892
DELL   DELL INC     DELL US 09/17/11 C14      10.2  53.2   0.83  -17.8    540
EWZ    ISHARES-BRA  EWZ US 09/17/11 C54       10.2  58.7   6.05  -14.8    402
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C50       10.2  35.0   3.82  -10.1   1084
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C49       10.2  36.2   4.44  -10.8    838
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C47       10.2  39.1   5.87    6.7    586
WFC    WELLS FARGO  WFC US 10/22/11 P15       10.2  93.0   0.59   47.5   1004
CSX    CSX CORP     CSX US 09/17/11 C22.5     10.2  47.2   0.89   -7.3    310
PAYX   PAYCHEX INC  PAYX US 12/17/11 P23      10.2  36.7   1.05   40.0    754
WFR    MEMC ELEC M  WFR US 09/17/11 C6        10.2  75.8   0.61   52.5    388
COF    CAPITAL ONE  COF US 12/17/11 P36       10.2  56.2   3.00  -17.8    298
CAT    CATERPILLAR  CAT US 09/17/11 P85       10.2  55.9   6.38   43.4   1230
CVX    CHEVRON COR  CVX US 09/17/11 C85       10.2  48.2   7.85  -14.7    238
IWM    ISHARES-RUS  IWM US 09/17/11 P57       10.2  59.5   1.27   84.1   4182
IWM    ISHARES-RUS  IWM US 09/17/11 P51       10.2  66.4   0.56    1.8    202
EWY    ISHARES-S K  EWY US 10/22/11 P49       10.1  52.0   3.40   38.8   4310
CVX    CHEVRON COR  CVX US 09/17/11 C92.5     10.1  41.9   3.50  -11.2    736
IWM    ISHARES-RUS  IWM US 10/22/11 C69       10.1  38.8   3.62  -12.3    484
JPM    JPMORGAN CH  JPM US 01/21/12 P33       10.1  49.0   3.85   28.3   2510
FXEN   FX ENERGY I  FXEN US 03/17/12 C5       10.1 105.5   2.15  -23.2    240
IWM    ISHARES-RUS  IWM US 10/22/11 P70       10.1  37.8   6.41   19.8   3878
SPG    SIMON PROPE  SPG US 09/17/11 P110      10.1  44.3   7.45  -31.0    214
IWM    ISHARES-RUS  IWM US 09/30/11 P63       10.1  48.2   3.07   19.9    310
EWZ    ISHARES-BRA  EWZ US 01/21/12 C56       10.1  43.6   6.90    3.8    774
IWM    ISHARES-RUS  IWM US 11/19/11 C69       10.1  37.2   4.40    7.8    466
SDS    PROSHARES U  SDS US 09/17/11 C27       10.1  75.3   2.50   61.3   2258
AAPL   APPLE INC    AAPL US 09/17/11 P375     10.0  38.6  23.30   30.2   1726
CVX    CHEVRON COR  CVX US 09/17/11 C95       10.0  40.0   2.63  -11.7    718
BIDU   BAIDU INC-S  BIDU US 09/17/11 P140     10.0  63.2  11.05   25.6    980
AG     FIRST MAJES  AG US 09/17/11 C20        10.0  89.7   2.00   25.0    212
IWM    ISHARES-RUS  IWM US 10/22/11 P69       10.0  38.7   5.98   41.4    594
LVS    LAS VEGAS S  LVS US 09/17/11 C36       10.0  72.9   5.05   -5.6    242
GLW    CORNING INC  GLW US 11/19/11 C11       10.0  53.9   2.95  -13.0    200
IWM    ISHARES-RUS  IWM US 09/17/11 P50       10.0  67.3   0.45   -6.2   1456
JNJ    JOHNSON&JOH  JNJ US 09/17/11 C60       10.0  28.7   2.12  -26.1    844

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SPXU   PROSHARES U  SPXU US 09/17/11 C16     -53.9  51.9   6.70    3.1    242
SDS    PROSHARES U  SDS US 09/17/11 C20      -50.5  43.8   6.99    2.8    418
SEP    SPECTRA ENE  SEP US 12/17/11 C25      -46.1  23.6   2.90   45.0    212
XLY    SPDR-CONS D  XLY US 09/17/11 P32      -44.8  47.3   1.09   10.1    284
MOTR   MOTRICITY I  MOTR US 09/17/11 P2      -43.6 131.0   0.30    0.0    948
XLV    SPDR-HEALTH  XLV US 03/17/12 P26      -42.9  30.2   0.92  148.7    206
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10     -40.4  97.4   7.50    4.2    318
XLY    SPDR-CONS D  XLY US 09/17/11 P33      -33.8  44.6   1.33   19.8    478
DRV    DIREXION DA  DRV US 09/17/11 C13      -31.2  90.7   3.50  -48.8    200
HRBN   HARBIN ELEC  HRBN US 12/17/11 P6      -30.8 223.0   1.40  -17.6    466
EEM    ISHARES-EMG  EEM US 06/16/12 P25      -30.2  47.2   1.09   19.8    348
GLL    PRSH-ULTSH   GLL US 01/21/12 C17      -29.1  49.3   2.10  -40.0    462
SDS    PROSHARES U  SDS US 03/17/12 P20      -28.8  48.5   1.10   -4.3    202
WMT    WAL-MART ST  WMT US 01/21/12 C27.5    -27.3  44.3  22.00   -4.8    238
XLF    SPDR-FINL S  XLF US 03/17/12 C9       -25.7  51.9   3.75    0.0   3000
XLV    SPDR-HEALTH  XLV US 01/21/12 C30      -25.3  25.9   2.28   -1.3   2020
HRBN   HARBIN ELEC  HRBN US 12/17/11 P7.5    -24.2 206.8   2.00   -9.1    736
XLB    SPDR-MATERI  XLB US 09/17/11 C33      -22.8  40.5   1.68   -3.5    200
XLU    SPDR-UTIL S  XLU US 09/17/11 P31      -22.5  26.0   1.50   -1.3   2010
EQR    EQUITY RESI  EQR US 09/17/11 P57.5    -17.9  41.7   3.70    5.7    358
LVLT   LEVEL 3 COM  LVLT US 03/17/12 P1      -17.5  90.1   0.10    0.0    500
HRBN   HARBIN ELEC  HRBN US 12/17/11 P15     -17.3 161.1   5.20   -3.7   1422
OCR    OMNICARE IN  OCR US 10/22/11 P26      -16.8  43.8   2.10    0.0   1000
ZOLT   ZOLTEK COS   ZOLT US 09/17/11 P7.5    -16.0  69.7   0.55    0.0    222
ARG    AIRGAS INC   ARG US 09/17/11 P62.5    -16.0  36.6   4.70  -11.3    514
AH     ACCRETIVE H  AH US 09/17/11 P22.5     -15.8  96.1   1.00   11.1    538
AH     ACCRETIVE H  AH US 09/17/11 P20       -15.6 104.0   0.55   -8.3    318
HK     PETROHAWK E  HK US 01/21/12 C39       -15.4   2.6   0.05    0.0    356
CSC    COMPUTER SC  CSC US 09/17/11 P25      -14.8  54.3   1.25    0.0   1054
UYG    PROSHARES U  UYG US 03/17/12 P40      -14.6  68.3   8.60    0.6    210
FXC    CRYSHS-CAN   FXC US 09/17/11 P96      -14.2  14.7   0.45  -25.0   7000
LINE   LINN ENERGY  LINE US 09/17/11 P36     -13.3  42.5   1.85  -40.3    460
HRBN   HARBIN ELEC  HRBN US 09/17/11 P9      -13.3 268.4   1.45  -12.1    340
HRBN   HARBIN ELEC  HRBN US 12/17/11 P12.5   -13.3 177.8   4.00   -9.1    450
DIG    PROSHARES U  DIG US 09/17/11 P30      -13.3 102.4   1.50   15.4    554
HOGS   ZHONGPIN IN  HOGS US 12/17/11 P2.5    -12.6 172.7   0.20  100.0    464
IYR    ISHARES-DJ   IYR US 09/17/11 P55      -12.5  40.3   4.05   20.9    232
WTW    WEIGHT WATC  WTW US 09/17/11 P60      -12.5  59.8   5.70   -3.4    284
WNR    WESTERN REF  WNR US 09/17/11 P15      -12.2  99.8   2.00  -14.9    200
TZA    SMALL CAP B  TZA US 09/17/11 C42      -12.1  99.9  13.75  -27.6   4562
TLT    ISHARES BAR  TLT US 12/17/11 C94      -11.3  21.7  14.15   18.4    260
HRBN   HARBIN ELEC  HRBN US 12/17/11 P16     -11.2 160.9   5.70   -5.0   2004
CLNE   CLEAN ENERG  CLNE US 01/19/13 C12.5   -11.2  64.8   3.50    6.1    204
WTW    WEIGHT WATC  WTW US 09/17/11 P57.5    -11.0  61.3   4.30   -6.5    476
CBOE   CBOE HOLDIN  CBOE US 12/17/11 P21     -10.9  43.3   1.69    0.0    286
VSEA   VARIAN SEMI  VSEA US 11/19/11 P55     -10.9  37.2   3.29  -16.7    244
CIM    CHIMERA INV  CIM US 12/17/11 P3       -10.8  37.2   0.30  -14.3    250
SFI    ISTAR FINAN  SFI US 01/21/12 C6       -10.8  67.5   1.10    0.0   4410
C      CITIGROUP I  C1 US 01/21/12 P5        -10.7  58.6   2.13    1.4    450
BWA    BORGWARNER   BWA US 10/22/11 P60      -10.6  53.5   3.70   -7.5   1502
GPOR   GULFPORT EN  GPOR US 09/17/11 P25     -10.5 103.7   3.20   -8.6    800
UHS    UNIVERSAL H  UHS US 09/17/11 P35      -10.4  58.9   1.60    0.0  10300
CHRW   CH ROBINSON  CHRW US 09/17/11 C62.5   -10.3  41.3   3.90    0.0    412
CREE   CREE INC     CREE US 09/17/11 C32.5   -10.2  75.6   4.00  115.0   1972
CREE   CREE INC     CREE US 09/17/11 C35     -10.0  73.4   2.40   84.6   2182

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

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