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
=============================================================================
UAM    UNIVERSAL A  UAM US 10/22/11 P10      463.2 165.2   0.50  -75.0    288
MMI    MOTOROLA MO  MMI US 10/22/11 C17       82.5 135.3  20.40  356.4   2000
JAG    JAGUAR MINI  JAG US 09/17/11 C4        76.4  86.1   1.55    0.0    600
MMI    MOTOROLA MO  MMI US 10/22/11 C19       59.5  98.7  19.60  564.4    522
MMI    MOTOROLA MO  MMI US 09/17/11 C23       52.4  97.4  15.30  477.4   2200
MMI    MOTOROLA MO  MMI US 09/17/11 C22       47.1  96.7  16.40  368.6   8110
MMI    MOTOROLA MO  MMI US 09/17/11 C25       39.5  83.5  13.40  737.5   5820
MMI    MOTOROLA MO  MMI US 09/17/11 C26       35.6  82.0  12.50  900.0   1250
MMI    MOTOROLA MO  MMI US 09/17/11 C24       33.5  83.1  14.40  540.0   3036
MMI    MOTOROLA MO  MMI US 09/17/11 P25       31.6  78.9   0.10  -95.2    536
MMI    MOTOROLA MO  MMI US 10/22/11 P21       31.5  79.3   0.10  -90.0    450
MMI    MOTOROLA MO  MMI US 10/22/11 C22       30.0  80.4  16.50  358.3  11068
EPB    EL PASO PIP  EPB US 12/17/11 C30       25.9  31.1   6.60   94.1    312
MMI    MOTOROLA MO  MMI US 09/17/11 P26       25.2  69.0   0.05  -98.6    230
MMI    MOTOROLA MO  MMI US 10/22/11 P20       24.0  75.5   0.10  -91.1    822
MMI    MOTOROLA MO  MMI US 10/22/11 P23       23.8  70.8   0.30  -85.4    802
MMI    MOTOROLA MO  MMI US 10/22/11 P24       23.0  69.3   0.25  -89.3   3640
PAA    PLAINS ALL   PAA US 09/17/11 P55       22.2  36.3   0.60   71.4    372
RGP    REGENCY ENE  RGP US 02/18/12 P25       22.0  28.4   2.70   35.0    218
TEF    TELEFONICA-  TEF US 09/17/11 P15       20.6  79.3   0.10    0.0    800
MMI    MOTOROLA MO  MMI US 09/17/11 C28       19.3  68.7  10.50 1650.0   7698
MMI    MOTOROLA MO  MMI US 10/22/11 C23       18.4  74.9  15.30  415.1  17656
MMI    MOTOROLA MO  MMI US 10/22/11 P25       18.1  65.7   0.30  -88.5    960
NLY    ANNALY CAPI  NLY US 01/21/12 C12.5     17.9  42.2   5.70   10.7    212
CLWR   CLEARWIRE -  CLWR US 09/17/11 P1       17.6 247.0   0.05  -50.0    210
MMI    MOTOROLA MO  MMI US 09/17/11 C27       17.5  70.5  11.40 1040.0   4106
MMI    MOTOROLA MO  MMI US 10/22/11 C24       16.7  69.5  14.50  437.0   9544
NOK    NOKIA CORP-  NOK US 09/17/11 C5        16.4  74.0   1.07   78.3    238
AUY    YAMANA GOLD  AUY US 10/22/11 C8        16.2  82.6   6.95    5.3    420
MMR    MCMORAN EXP  MMR US 09/17/11 C10       15.9 108.5   4.10   26.1    208
EDMC   EDUCATION M  EDMC US 09/17/11 P15      15.6 122.0   1.35    3.9    344
NOK    NOKIA CORP-  NOK US 09/17/11 P5        14.7  71.8   0.14  -51.7    820
MMI    MOTOROLA MO  MMI US 10/22/11 P26       14.5  60.7   0.25  -93.4    444
MMI    MOTOROLA MO  MMI US 09/17/11 P27       14.5  66.5   0.10  -96.1   1040
MMI    MOTOROLA MO  MMI US 10/22/11 C26       14.5  67.1  12.70  586.5   4664
MMI    MOTOROLA MO  MMI US 10/22/11 C27       14.4  66.0  11.80  574.3   1518
NOK    NOKIA CORP-  NOK US 09/17/11 C5.5      13.5  66.1   0.71  129.0   1014
NOK    NOKIA CORP-  NOK US 09/17/11 C6        13.0  64.3   0.43  168.8   4282
IAU    ISHARES GOL  IAU US 10/22/11 P14       12.8  38.3   0.05    0.0    400
NOK    NOKIA CORP-  NOK US 10/22/11 C5.5      12.6  66.8   0.89   81.6    404
NOK    NOKIA CORP-  NOK US 09/17/11 P6        12.4  63.6   0.48  -40.0   2528
NOK    NOKIA CORP-  NOK US 10/22/11 C5        12.3  70.6   1.23   73.2    534
NOK    NOKIA CORP-  NOK US 09/17/11 P5.5      12.1  65.3   0.26  -46.9    422
HOGS   ZHONGPIN IN  HOGS US 09/17/11 P5       11.4 186.2   0.30   20.0    492
XCO    EXCO RESOUR  XCO US 09/17/11 C14       11.1  70.6   1.25  -10.7    658
EPD    ENTERPRISE   EPD US 09/17/11 P44       11.0  28.2   2.00   17.6    820
MMI    MOTOROLA MO  MMI US 10/22/11 C25       10.9  67.3  13.60  469.0   6044
COGO   COGO GROUP   COGO US 09/17/11 P2.5     10.8 139.7   0.29  -14.7    258
ELNK   EARTHLINK I  ELNK US 01/21/12 C7       10.8  38.6   0.90   12.5   1852
NOK    NOKIA CORP-  NOK US 10/22/11 P6        10.7  64.4   0.68  -29.2    222
CIS    CAMELOT INF  CIS US 09/17/11 C7.5      10.2 196.3   1.85  -17.8   1278
AH     ACCRETIVE H  AH US 09/17/11 C25        10.0  68.9   4.20   44.8    400
MMI    MOTOROLA MO  MMI US 01/21/12 C20       10.0  68.2  18.50  203.3    250
UUP    POWERSHARES  UUP US 01/19/13 C20       10.0  11.8   1.88   -9.2    500

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MMI    MOTOROLA MO  MMI US 01/21/12 C40      -83.8   8.6   0.30  -25.0   2214
MMI    MOTOROLA MO  MMI US 10/22/11 C40      -81.0  12.3   0.25   66.7   5824
MMI    MOTOROLA MO  MMI US 01/19/13 C35      -64.4  15.1   4.70  184.8    478
XLY    SPDR-CONS D  XLY US 09/17/11 C37      -55.9  32.6   1.06   -4.5    360
MMI    MOTOROLA MO  MMI US 01/21/12 P35      -55.4  23.3   0.90  -93.3   1532
MMI    MOTOROLA MO  MMI US 09/17/11 C35      -54.0  32.0   3.70 1750.0    264
MMI    MOTOROLA MO  MMI US 01/21/12 C35      -53.7  24.0   4.30  437.5   1436
MOTR   MOTRICITY I  MOTR US 09/17/11 C2      -53.3  58.1   0.80   23.1    200
MMI    MOTOROLA MO  MMI US 09/17/11 P35      -51.9  30.8   0.30    0.0   6616
TZA    SMALL CAP B  TZA US 09/17/11 C25      -50.1  84.3  21.30   22.4   1200
MMI    MOTOROLA MO  MMI US 10/22/11 P35      -48.3  28.2   0.60    0.0  10570
C      CITIGROUP I  C1 US 09/17/11 P4        -41.1  37.9   0.97   11.5   4100
C      CITIGROUP I  C1 US 09/17/11 P4.5      -32.0  52.2   1.44   -4.0   4404
XLY    SPDR-CONS D  XLY US 09/17/11 P35      -31.2  36.1   1.02  -25.0   2000
GILD   GILEAD SCIE  GILD US 09/17/11 P38     -30.9  34.8   2.11  -19.8   4034
ORI    OLD REPUB I  ORI US 09/17/11 C10      -30.1  36.4   0.40  -11.1    710
TC     THOMPSON CR  TC US 09/17/11 C7        -29.5  59.0   1.35  -56.5    200
MMI    MOTOROLA MO  MMI US 01/21/12 P30      -28.8  35.8   0.65  -92.0    398
GILD   GILEAD SCIE  GILD US 09/17/11 P37     -27.7  37.5   1.60  -28.9   1164
ORI    OLD REPUB I  ORI US 10/22/11 C10      -27.6  36.8   0.55    0.0    260
MMI    MOTOROLA MO  MMI US 01/21/12 C30      -26.9  37.1   8.90  394.4    414
MMI    MOTOROLA MO  MMI US 01/19/13 P20      -26.7  36.1   0.20  -93.5    220
JDSU   JDS UNIPHAS  JDSU US 09/17/11 C6      -26.6 133.5   6.30    0.0   1200
GILD   GILEAD SCIE  GILD US 09/17/11 P35     -24.4  41.8   0.90  -40.0   1662
NLC    NALCO HLDG   NLC US 09/17/11 C34      -24.3  41.3   1.15  -47.7    240
GILD   GILEAD SCIE  GILD US 09/17/11 P36     -24.3  40.4   1.21  -43.2   1426
JDSU   JDS UNIPHAS  JDSU US 09/17/11 C5      -22.0 169.6   7.30  -18.4   1200
MMI    MOTOROLA MO  MMI US 01/19/13 P15      -21.7  42.7   0.15  -88.9    260
GILD   GILEAD SCIE  GILD US 09/17/11 C34     -21.4  45.3   3.55   -1.4    612
XLV    SPDR-HEALTH  XLV US 09/17/11 C20      -20.8  81.4  12.10    0.0   1512
HTZ    HERTZ GLOBA  HTZ US 09/17/11 C10      -20.7  69.7   1.60   45.5    500
HSOL   HANWHA SOLA  HSOL US 09/17/11 C4      -19.4  98.1   0.75   -6.2    400
HK     PETROHAWK E  HK US 12/17/11 C39       -19.3   1.9   0.04  -33.3    266
HTZ    HERTZ GLOBA  HTZ US 09/17/11 C11      -19.3  70.2   1.05    5.0    280
MMI    MOTOROLA MO  MMI US 01/21/12 C27      -19.1  42.2  11.80  337.0   1310
BAC    BANK OF AME  BAC US 09/17/11 C7       -18.2  79.8   0.98    5.4   5542
CYB    WISDOMTR CH  CYB US 01/21/12 C27      -17.8   7.9   0.20    0.0    250
PZG    PARAMOUNT G  PZG US 09/17/11 C2.5     -17.8  93.7   0.25  -37.5    400
BAC    BANK OF AME  BAC US 10/22/11 C7       -16.9  77.4   1.24    2.5   2592
BAC    BANK OF AME  BAC US 09/17/11 C4       -16.8 123.6   3.55    9.2    382
MMI    MOTOROLA MO  MMI US 10/22/11 C31      -16.6  48.2   7.80  940.0    318
C      CITIGROUP I  C1 US 01/21/12 P5        -16.5  42.3   1.90   -9.1   1600
XME    SPDR S&P ME  XME US 09/17/11 P58      -16.5  42.5   2.91  -35.3    360
BAC    BANK OF AME  BAC US 09/17/11 P7       -16.4  80.9   0.47  -37.3  10404
ABV    AMBEV-PRF A  ABV US 09/17/11 P31      -16.3  34.3   0.80  -24.5    400
BAC    BANK OF AME  BAC US 09/17/11 C6       -16.3  92.4   1.75    8.7    654
DCTH   DELCATH SYS  DCTH US 09/17/11 C4      -16.1 104.6   0.60    0.0    700
FXP    PROSHARES U  FXP US 09/17/11 C31      -16.1  54.2   3.10  -58.1   2660
BAC    BANK OF AME  BAC US 10/22/11 C5       -16.0  96.9   2.73    3.8    272
GILD   GILEAD SCIE  GILD US 09/17/11 C39     -15.7  41.3   1.16  -27.9   4158
YCS    PROSH-UL/SH  YCS US 02/18/12 C10      -15.3  31.3   3.90    0.0    500
ALXA   ALEXZA PHAR  ALXA US 03/17/12 C1      -15.2 104.5   0.55   10.0    300
HTZ    HERTZ GLOBA  HTZ US 09/17/11 P10      -15.0  70.4   0.40  -50.0    560
BAC    BANK OF AME  BAC US 10/22/11 P7       -15.0  78.2   0.73  -30.5   9030
ZAGG   ZAGG INC     ZAGG US 11/19/11 C11     -14.8  75.1   5.30   14.0   1464
VXX    IPATH-S&P S  VXX1 US 01/21/12 C18     -14.6  90.5   0.30 2900.0    202
GILD   GILEAD SCIE  GILD US 11/19/11 P36     -14.6  35.7   2.13  -26.3    408
MMI    MOTOROLA MO  MMI US 01/21/12 C26      -14.5  45.8  12.80  326.7   2612
GILD   GILEAD SCIE  GILD US 11/19/11 C38     -14.5  34.3   2.23  -20.4    366
BAC    BANK OF AME  BAC US 10/22/11 P6       -14.4  87.6   0.44  -33.3   7938
JNK    SPDR BARCLA  JNK US 12/17/11 C39      -14.4  11.8   0.40    0.0    360
BAC    BANK OF AME  BAC US 09/17/11 P6       -14.1  94.1   0.23  -46.5   4272
GILD   GILEAD SCIE  GILD US 11/19/11 C39     -14.1  33.7   1.91  -13.6    558
EVEP   EV ENERGY P  EVEP US 09/17/11 C70     -14.0  47.9   2.95  -18.1    464
BAC    BANK OF AME  BAC US 10/22/11 P5       -13.8  98.0   0.23  -39.5   2206
GILD   GILEAD SCIE  GILD US 11/19/11 P35     -13.7  36.8   1.77  -18.1   1044
BAC    BANK OF AME  BAC US 11/19/11 C7.5     -13.7  73.2   1.13    0.9   4302
BAC    BANK OF AME  BAC US 11/19/11 P4       -13.7 104.5   0.18  -40.0   1122
COF    CAPITAL ONE  COF US 09/17/11 P48      -13.6  44.8   3.65  -24.0    342
BAC    BANK OF AME  BAC US 10/22/11 P4       -13.6 109.8   0.12  -45.5    688
KRE    SPDR KBW RE  KRE US 09/17/11 C21      -13.6  45.5   1.28   -1.5    618
GILD   GILEAD SCIE  GILD US 11/19/11 P34     -13.5  38.1   1.83    0.0    914
XLF    SPDR-FINL S  XLF US 09/17/11 C13      -13.4  42.0   0.66    1.5   1840
VXX    IPATH-S&P S  VXX US 09/17/11 P34      -13.4  96.5   4.25   -5.6    236
C      CITIGROUP I  C US 09/17/11 C32        -13.4  60.4   1.72   -0.6   1610
GS     GOLDMAN SAC  GS US 09/17/11 P120      -13.4  46.6   7.50  -25.2   1000
CMA    COMERICA IN  CMA US 09/17/11 C25      -13.3  49.9   1.45  -31.6    788
GILD   GILEAD SCIE  GILD US 11/19/11 P33     -13.3  39.2   1.49    0.0    642
MMI    MOTOROLA MO  MMI US 10/22/11 P30      -13.3  48.6   0.50  -94.4   1410
MMI    MOTOROLA MO  MMI US 01/21/12 P25      -13.3  46.5   0.35  -91.7    666
MS     MORGAN STAN  MS US 09/17/11 P18       -13.2  65.4   1.54  -20.2    712
KRE    SPDR KBW RE  KRE US 09/17/11 C22      -13.1  42.3   0.88    2.3   1954
HTS    HATTERAS FI  HTS US 09/17/11 C29      -13.1  22.2   0.40    0.0    248
C      CITIGROUP I  C US 09/17/11 C31        -13.1  63.0   2.26    2.7   2292
GE     GENERAL ELE  GE US 09/17/11 C17       -13.1  30.8   0.30    3.5   4314
WFC    WELLS FARGO  WFC US 09/17/11 C26      -13.1  44.8   0.86    8.9    818
KEY    KEYCORP      KEY US 09/17/11 C7       -13.0  50.6   0.26   13.0   4580
MS     MORGAN STAN  MS US 09/17/11 C18       -13.0  66.0   1.25    8.7   1638
C      CITIGROUP I  C US 09/17/11 P30        -13.0  65.8   1.89  -34.8   1152
MS     MORGAN STAN  MS US 09/17/11 P17       -12.7  69.2   1.13  -33.9    330
MMI    MOTOROLA MO  MMI US 10/22/11 C30      -12.7  50.3   8.80 1000.0   1410
AXP    AMERICAN EX  AXP US 09/17/11 C47      -12.6  38.7   1.44  -16.3    318
WFC    WELLS FARGO  WFC US 09/17/11 C24      -12.6  52.0   1.97   15.2   1086
C      CITIGROUP I  C US 09/17/11 C30        -12.6  66.0   2.89    6.6    502
KRE    SPDR KBW RE  KRE US 09/17/11 P21      -12.6  46.1   1.09  -24.3    248
BAC    BANK OF AME  BAC US 11/19/11 P5       -12.6  95.2   0.33  -37.7   2226
BAC    BANK OF AME  BAC US 11/19/11 P3       -12.5 114.4   0.10  -33.3    420
BAC    BANK OF AME  BAC US 11/19/11 P7.5     -12.5  74.0   1.12  -21.7   5260
ZAGG   ZAGG INC     ZAGG US 09/17/11 C16     -12.4  91.0   1.60   10.3    754
GS     GOLDMAN SAC  GS US 09/17/11 C120      -12.4  47.7   5.79   -5.8   1488
EXEL   EXELIXIS IN  EXEL US 09/17/11 C7      -12.4  77.4   0.70    7.7   1000
VIXY   PROSH VIX S  VIXY US 09/17/11 C55     -12.4  82.2  16.30  -19.7    256
WFC    WELLS FARGO  WFC US 09/17/11 C25      -12.4  48.4   1.32    9.1    440
C      CITIGROUP I  C US 10/22/11 C31        -12.3  61.0   3.20    3.2    406
XLU    SPDR-UTIL S  XLU US 09/17/11 C33      -12.3  18.7   0.47   56.7   1066
C      CITIGROUP I  C US 10/22/11 P30        -12.3  62.9   2.86  -23.7  13094
AA     ALCOA INC    AA US 09/17/11 C13       -12.3  49.0   0.54    0.0   1210
C      CITIGROUP I  C US 09/17/11 P31        -12.2  62.9   2.27  -31.2   1372
RSX    MKT VECT-RU  RSX US 09/17/11 C33      -12.2  49.3   1.80   20.0    500
BAC    BANK OF AME  BAC US 09/17/11 C5       -12.1 113.0   2.63   10.0   1444
ZAGG   ZAGG INC     ZAGG US 09/17/11 P16     -12.1 131.9   2.40  -33.3    480
CMA    COMERICA IN  CMA US 09/17/11 P24      -12.1  52.8   1.12   -4.3    788
ATPG   ATP OIL & G  ATPG US 09/17/11 P11     -12.1 101.4   1.58   -9.7   1400
C      CITIGROUP I  C US 10/22/11 C30        -12.1  63.1   4.00   11.1   4042
SVNT   SAVIENT PHA  SVNT US 12/17/11 P4      -12.1  91.0   0.58  -45.3    800
AXP    AMERICAN EX  AXP US 09/17/11 C46      -12.0  40.3   1.96   -1.0    788
X      US STEEL CO  X US 09/17/11 C33        -12.0  54.2   1.54   -1.9   1144
C      CITIGROUP I  C US 09/17/11 P29        -12.0  69.0   1.58  -35.8    272
RSX    MKT VECT-RU  RSX US 11/19/11 C33      -11.9  40.2   2.65   26.2   2486
GKK    GRAMERCY CA  GKK US 02/18/12 P2.5     -11.9  61.7   0.45  -25.0    414
HOGS   ZHONGPIN IN  HOGS US 12/17/11 C7.5    -11.9  55.8   1.55  -34.6    210
C      CITIGROUP I  C US 10/22/11 P31        -11.9  60.6   3.25  -13.3    292
GE     GENERAL ELE  GE US 09/17/11 P17       -11.9  28.1   1.11  -27.4   1272
BAC    BANK OF AME  BAC US 11/19/11 P6       -11.9  85.5   0.58  -28.4   1036
VXX    IPATH-S&P S  VXX US 09/17/11 P30      -11.9  90.8   2.10   -7.5  30758
XLF    SPDR-FINL S  XLF US 09/17/11 C12      -11.8  51.3   1.40    7.7   1702
GS     GOLDMAN SAC  GS US 09/17/11 P115      -11.8  51.3   5.50  -29.9   1676
EWH    ISHARES-HON  EWH US 09/17/11 P18      -11.8  31.0   1.10  -31.2  20600
CFN    CAREFUSION   CFN US 09/17/11 P25      -11.7  34.7   0.95  -53.7    590
MS     MORGAN STAN  MS US 09/17/11 C17       -11.7  70.1   1.94   18.3   1748
XLF    SPDR-FINL S  XLF US 09/17/11 P13      -11.7  42.2   0.65  -29.4   4028
JPM    JPMORGAN CH  JPM US 09/17/11 P37      -11.7  46.9   2.26  -23.9    426
X      US STEEL CO  X US 09/17/11 C32        -11.6  55.4   1.97    0.0    850
AXP    AMERICAN EX  AXP US 09/17/11 C45      -11.5  41.9   2.47   -7.1    284
XLF    SPDR-FINL S  XLF US 09/17/11 P12      -11.5  50.9   0.35  -38.6   8434
WFC    WELLS FARGO  WFC US 10/22/11 C26      -11.5  44.8   1.42    7.6    248
JPM    JPMORGAN CH  JPM US 09/17/11 C38      -11.4  45.1   1.34   -5.0   1758
JPM    JPMORGAN CH  JPM US 09/17/11 C37      -11.4  46.9   1.90    0.0   1356
C      CITIGROUP I  C US 09/17/11 P28        -11.4  72.8   1.33  -37.3    684
C      CITIGROUP I  C US 09/17/11 C29        -11.4  69.5   3.55   12.7    548
VXX    IPATH-S&P S  VXX US 09/17/11 P33      -11.4  96.2   3.75   -3.9    276
VXX    IPATH-S&P S  VXX US 09/17/11 P29      -11.4  89.7   1.63  -13.8    558
XME    SPDR S&P ME  XME US 09/17/11 P53      -11.4  50.5   1.36  -31.7   1000
EL     ESTEE LAUDE  EL US 09/17/11 P82.5     -11.3  50.3   1.50  -28.6    278
GS     GOLDMAN SAC  GS US 09/17/11 P110      -11.3  55.8   4.25  -30.3    972
LOW    LOWE'S COS   LOW US 09/17/11 P19      -11.3  38.5   0.77   -7.2   2630
MS     MORGAN STAN  MS US 09/17/11 P16       -11.3  74.2   0.78  -40.0    754
X      US STEEL CO  X US 09/17/11 P31        -11.3  56.5   1.72  -28.3    432
JPM    JPMORGAN CH  JPM US 09/17/11 P36      -11.2  49.1   1.81  -28.5    744
BAC    BANK OF AME  BAC US 09/17/11 P5       -11.2 111.0   0.11  -47.6  11486
AXP    AMERICAN EX  AXP US 09/17/11 P45      -11.2  42.2   1.96  -28.5    664
VXX    IPATH-S&P S  VXX US 09/17/11 P31      -11.2  93.1   2.56   -8.2    352
VXX    IPATH-S&P S  VXX US 09/17/11 P28      -11.1  88.4   1.25  -15.5   1014
XLF    SPDR-FINL S  XLF US 10/22/11 C13      -11.1  41.2   0.91   -1.1   2750
COF    CAPITAL ONE  COF US 09/17/11 C46      -11.1  47.9   2.43   33.5    646
COF    CAPITAL ONE  COF US 09/17/11 P46      -11.1  48.3   2.70  -23.9    608
VXX    IPATH-S&P S  VXX US 09/17/11 P27      -11.0  86.9   0.94  -18.3    850
APEI   AMERICAN PU  APEI US 09/17/11 P35     -10.9  57.2   0.70  -36.4    210
T      AT&T INC     T US 09/17/11 C30        -10.9  22.0   0.27   12.5   2170
X      US STEEL CO  X US 09/17/11 C30        -10.9  58.4   3.10    3.3    542
C      CITIGROUP I  C US 09/17/11 P27        -10.9  76.3   1.10  -39.2   2896
RSX    MKT VECT-RU  RSX US 09/17/11 P34      -10.9  50.5   2.75  -36.0   1010
FAZ    FINANCIAL B  FAZ US 09/17/11 C55      -10.8 125.6   9.70  -25.4   1532
X      US STEEL CO  X US 09/17/11 C31        -10.8  57.0   2.49    0.8    248
C      CITIGROUP I  C US 09/17/11 C28        -10.8  73.1   4.40   11.4    568
ABV    AMBEV-PRF A  ABV US 09/17/11 P30      -10.8  37.8   0.55  -45.0    410
GS     GOLDMAN SAC  GS US 09/17/11 P100      -10.8  65.2   2.23  -41.0    226
NRP    NATURAL RES  NRP US 10/22/11 C30      -10.7  37.9   2.20   10.0    234
WFC    WELLS FARGO  WFC US 09/17/11 P23      -10.7  56.7   0.87  -37.4   1998
EDC    EMER MKT BU  EDC US 09/17/11 C24      -10.6 101.2   3.20   14.3    406
WFC    WELLS FARGO  WFC US 10/22/11 C25      -10.6  47.8   1.96    7.1    210
RSX    MKT VECT-RU  RSX US 09/17/11 C34      -10.6  48.4   1.35   12.5    758
GS     GOLDMAN SAC  GS US 09/17/11 C110      -10.6  56.8  12.38    2.7    658
GS     GOLDMAN SAC  GS US 10/22/11 C120      -10.6  44.4   7.85   -4.8    562
RSX    MKT VECT-RU  RSX US 11/19/11 P30      -10.6  48.2   1.95  -25.0   1020
C      CITIGROUP I  C1 US 09/17/11 P5.5      -10.6  95.8   2.49    2.0    200
CMA    COMERICA IN  CMA US 10/22/11 P26      -10.6  46.3   2.60  -14.8    426
XRT    SPDR S&P RE  XRT US 09/17/11 P47      -10.6  38.5   2.14  -16.1   1274
USB    US BANCORP   USB US 09/17/11 P23      -10.5  44.5   1.57  -18.6   1082
VXX    IPATH-S&P S  VXX US 09/17/11 P26      -10.5  86.4   0.68  -18.1   1548
XLV    SPDR-HEALTH  XLV US 09/17/11 C32      -10.5  23.9   0.91    9.6    324
LOW    LOWE'S COS   LOW US 09/17/11 C20      -10.4  37.1   0.52  -30.7    386
ZAGG   ZAGG INC     ZAGG US 11/19/11 P16     -10.4 138.9   4.43  -30.8    440
VMC    VULCAN MATE  VMC US 09/17/11 C32      -10.4  49.8   1.56    7.6    286
AKS    AK STEEL HL  AKS US 09/17/11 C9       -10.4  77.4   0.84   -7.7    908
VXX    IPATH-S&P S  VXX US 09/17/11 P25      -10.4  85.7   0.49  -21.0   2714
JPM    JPMORGAN CH  JPM US 09/17/11 P35      -10.3  51.2   1.44  -30.4  20652
KRE    SPDR KBW RE  KRE US 09/17/11 P20      -10.3  51.3   0.80  -26.6    254
PRU    PRUDENTL FI  PRU US 09/17/11 C52.5    -10.3  46.8   2.50  -10.1    236
EL     ESTEE LAUDE  EL US 09/17/11 P85       -10.3  49.0   2.20   57.1    368
UCO    PRSH-ULT CR  UCO US 09/17/11 C31      -10.3  76.0   4.60    0.0    280
V      VISA INC-CL  V US 09/17/11 C87.5      -10.3  34.3   2.43   -2.0    512
JPM    JPMORGAN CH  JPM US 09/17/11 C35      -10.3  51.8   3.10    3.0    246
LOW    LOWE'S COS   LOW US 09/17/11 C19      -10.3  39.2   1.08  -16.3   1692
VMC    VULCAN MATE  VMC US 09/17/11 P31      -10.3  52.5   1.79  -28.4    278
GS     GOLDMAN SAC  GS US 09/17/11 P105      -10.3  60.6   3.00  -36.7    396
BAC    BANK OF AME  BAC US 10/22/11 P3       -10.2 125.8   0.04  -55.6   2420
GS     GOLDMAN SAC  GS US 09/17/11 P95       -10.2  70.3   1.72  -43.0    722
HK     PETROHAWK E  HK US 01/21/12 C39       -10.2   1.9   0.04  -20.0    562
WPZ    WILLIAMS PA  WPZ US 09/17/11 C55      -10.2  25.8   1.35   -9.4   1490
XLV    SPDR-HEALTH  XLV US 09/17/11 P31      -10.1  26.0   0.65  -23.5    292
WM     WASTE MANAG  WM US 09/17/11 C31       -10.1  40.5   1.50    3.5    334
HDY    HYPERDYNAMI  HDY US 09/17/11 C4       -10.1 113.7   0.95   18.8    220
VXX    IPATH-S&P S  VXX US 09/17/11 P24      -10.1  84.6   0.33  -25.0    328
UCO    PRSH-ULT CR  UCO US 09/17/11 C32      -10.0  76.3   4.30   -1.8    444
XLF    SPDR-FINL S  XLF US 09/17/11 P11      -10.0  60.1   0.21  -41.7   2142

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

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