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
=============================================================================
SPY    SPDR S&P 50  SPY US 10/22/11 C93      103.2  52.5  20.84  -11.7   3032
NLY    ANNALY CAPI  NLY US 10/22/11 P18       88.3  20.2   0.95   -6.9   2217
TZA    SMALL CAP B  TZA US 10/22/11 C34       73.4  96.7  19.40   27.1   1042
SPY    SPDR S&P 50  SPY US 10/22/11 C89       57.0  55.9  25.16  -15.5   1618
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C41       52.2  54.2  13.27  -14.1    256
SPY    SPDR S&P 50  SPY US 10/22/11 C88       48.0  56.7  25.64  -17.1   3506
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C35       43.0  57.5  19.10  -10.7    300
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C40       36.1  52.5  14.25  -13.7    381
TLT    ISHARES BAR  TLT US 12/17/11 C100      34.8  29.2  21.85   47.1   1360
SPY    SPDR S&P 50  SPY US 10/22/11 C96       34.4  50.6  18.58  -20.1    322
AMJ    JPM-ALERIAN  AMJ US 10/22/11 P34       34.1  40.4   0.85   70.0    527
EUO    PROSH-UL/SH  EUO US 11/19/11 C15       30.9  29.3   4.10   13.9   1631
KFT    KRAFT FOODS  KFT US 01/19/13 P20       30.2  38.3   0.62   19.2    300
AVB    AVALONBAY C  AVB US 10/22/11 P120      28.3  43.0   9.30   91.8    211
TZA    SMALL CAP B  TZA US 10/22/11 C30       27.7  87.5  22.40   35.8   4040
NETL   NETLOGIC MI  NETL US 04/21/12 C49      27.0  11.2   0.91   -4.2    290
C      CITIGROUP I  C1 US 01/21/12 P7.5       26.2  98.8   5.05    5.2    600
ENER   ENERGY CONV  ENER US 10/22/11 C1       25.3 168.0   0.14    0.0    219
SPY    SPDR S&P 50  SPY US 10/22/11 C99       24.6  47.9  15.45  -29.8    252
NCT    NEWCASTLE I  NCT US 05/19/12 P2.5      24.4  97.6   0.30    0.0    240
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C47       24.3  46.3   7.81  -15.4    369
SPY    SPDR S&P 50  SPY US 11/19/11 C89       23.7  50.0  24.90  -18.7    400
GIS    GENERAL MIL  GIS US 10/22/11 P39       23.1  23.1   0.91  -22.2    484
SPY    SPDR S&P 50  SPY US 10/22/11 C100      22.8  47.2  14.37  -19.4   1222
PZG    PARAMOUNT G  PZG US 10/22/11 P2.5      22.7 104.5   0.20  100.0    231
FXC    CRYSHS-CAN   FXC US 10/22/11 P100      22.5  14.1   3.60  132.3    225
EM     EMDEON INC-  EM US 01/21/12 P17.5      21.9  14.0   0.10  100.0    270
SPY    SPDR S&P 50  SPY US 10/22/11 C101      21.8  46.5  13.49  -29.8   1436
FXA    CRYSHS-AUS   FXA US 10/22/11 P103      21.2  21.1   5.70   83.9    238
MHS    MEDCO HEALT  MHS US 01/21/12 P45       21.0  40.6   2.37    5.3   2000
WLT    WALTER ENER  WLT US 10/22/11 P45       20.8  83.8   0.38  153.3    372
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C48       20.8  44.8   6.51  -23.3    353
REE    RARE ELEMEN  REE US 10/22/11 C6        20.7  76.0   0.52  -42.2    206
DANG   E-COMMERCE   DANG US 01/21/12 C4       20.7 102.1   1.50  -30.2    309
TLT    ISHARES BAR  TLT US 10/22/11 C106      20.6  28.2  15.60   30.0    454
GIS    GENERAL MIL  GIS US 10/22/11 C39       20.5  23.2   1.04   96.2    305
R      RYDER SYSTE  R US 10/22/11 P37.5       20.2  50.9   1.55    0.0    430
SQQQ   PROSHARES U  SQQQ US 10/22/11 C23      20.1  97.0   3.60   44.0    296
VICL   VICAL INC    VICL US 11/19/11 C2.5     19.9 112.9   0.35  -30.0    300
FXC    CRYSHS-CAN   FXC US 10/22/11 P97       19.7  15.2   1.80  157.1    328
GKK    GRAMERCY CA  GKK US 11/19/11 C2.5      19.6 108.8   0.75  -28.6    200
VOC    VOC ENERGY   VOC US 11/19/11 P20       19.6  50.4   1.30   44.4    288
SPY    SPDR S&P 50  SPY US 10/22/11 C102      19.4  45.4  12.72  -18.2   1214
SVNT   SAVIENT PHA  SVNT US 01/21/12 C4       19.1  83.3   0.70  -28.6    200
RRC    RANGE RESOU  RRC US 10/22/11 P52.5     19.1  84.9   0.80   33.3    233
XLU    SPDR-UTIL S  XLU US 01/21/12 C32       19.0  24.1   2.28  -31.9    200
AKS    AK STEEL HL  AKS US 10/22/11 C7        18.2  85.8   0.69  -29.6    288
IO     ION GEOPHYS  IO US 02/18/12 P4         18.2  87.8   0.40    0.0    250
AKS    AK STEEL HL  AKS US 10/22/11 P6        18.2  96.4   0.29  123.1   3831
LINE   LINN ENERGY  LINE US 10/22/11 P35      18.2  38.4   1.10  144.4    436
GIS    GENERAL MIL  GIS US 10/22/11 C40       18.1  22.4   0.63  152.0   1742
TLT    ISHARES BAR  TLT US 10/22/11 C110      17.9  28.0  11.75   30.6    372
AKS    AK STEEL HL  AKS US 10/22/11 P7        17.9  84.7   0.65  103.1   1799
RRC    RANGE RESOU  RRC US 11/19/11 P60       17.8  72.9   3.90   39.3    517
SPY    SPDR S&P 50  SPY US 10/22/11 C103      17.7  44.5  11.85  -21.2   2602
SPY    SPDR S&P 50  SPY US 10/22/11 C104      17.3  43.8  11.18  -19.3   2368
V      VISA INC-CL  V US 10/22/11 P92.5       17.2  43.0   6.05   37.5    646
SPY    SPDR S&P 50  SPY US 11/19/11 C94       17.0  47.2  20.42  -21.2    806
GIS    GENERAL MIL  GIS US 10/22/11 C41       16.8  22.6   0.37  131.2   1813
RMBS   RAMBUS INC   RMBS US 10/22/11 P12      16.7 209.3   2.26   29.1    225
DAN    DANA HOLDIN  DAN US 10/22/11 P10       16.7  85.2   0.75  150.0    231
VXX    IPATH-S&P S  VXX US 10/22/11 P50       16.7  91.1   5.70  -23.0    344
AKS    AK STEEL HL  AKS US 11/19/11 P5        16.7 101.7   0.28    0.0    539
FCX    FREEPORT-MC  FCX US 10/22/11 C33       16.6  67.7   2.23  -39.7   5837
SKF    PROSHARES U  SKF US 01/21/12 C90       16.5  88.6  16.30   46.9    244
NETL   NETLOGIC MI  NETL US 04/21/12 C50      16.4   4.6   0.25  150.0    298
IWM    ISHARES-RUS  IWM US 10/22/11 C59       16.3  53.0   7.68  -14.6    308
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P12       16.3  92.0   0.50  -41.2    520
GOV    GOVERNMENT   GOV US 12/17/11 P20       16.2  31.9   0.80   77.8    200
VXX    IPATH-S&P S  VXX US 10/22/11 P48       16.2  89.7   4.54  -35.1   1790
AVGO   AVAGO TECHN  AVGO US 10/22/11 P35      16.1  58.2   2.75  139.1   1954
HST    HOST HOTELS  HST US 01/21/12 P11       16.1  57.9   1.70   79.0   4669
SINA   SINA CORP    SINA US 10/22/11 P50      16.1 117.8   0.45  125.0    252
VNO    VORNADO RLT  VNO US 10/22/11 P60       16.1  67.3   0.55    0.0    630
V      VISA INC-CL  V US 10/22/11 P90         16.0  44.3   4.85   47.0    796
TWM    PROSHARES U  TWM US 10/22/11 P40       15.9  85.3   0.10  -80.0    324
XME    SPDR S&P ME  XME US 10/22/11 P45       15.9  62.9   2.45  120.7   8000
MA     MASTERCARD   MA US 10/22/11 P330       15.8  49.1  16.40   49.8    272
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C50       15.8  41.7   4.94  -17.8    426
NSC    NORFOLK SOU  NSC US 10/22/11 P55       15.8  53.2   1.10   29.4    445
NLY    ANNALY CAPI  NLY US 10/22/11 P15       15.7  37.1   0.09   50.0    217
V      VISA INC-CL  V US 10/22/11 C90         15.7  44.4   4.15  -14.8    486
MCP    MOLYCORP IN  MCP US 10/22/11 P25       15.6 123.8   0.80  220.0    585
TZA    SMALL CAP B  TZA US 10/22/11 C48       15.4 125.9  10.25   36.7   1556
GIS    GENERAL MIL  GIS US 11/19/11 C41       15.4  22.2   0.66  106.2    807
SPY    SPDR S&P 50  SPY US 10/22/11 C106      15.3  42.4   9.46  -21.8   5420
SPY    SPDR S&P 50  SPY US 10/22/11 C105      15.3  43.2  10.26  -23.9   5160
FCX    FREEPORT-MC  FCX US 10/22/11 P33       15.2  66.4   2.76  120.8  13198
VIA/B  VIACOM INC-  VIAB US 11/19/11 P40      15.2  51.9   2.45  157.9    452
MCP    MOLYCORP IN  MCP US 12/17/11 P32.5     15.2  97.4   4.90   67.8    275
FCX    FREEPORT-MC  FCX US 10/22/11 P30       15.1  69.5   1.45  178.8   4653
VXX    IPATH-S&P S  VXX US 11/19/11 P30       15.1  80.3   0.35  -20.4    512
VXX    IPATH-S&P S  VXX US 10/22/11 P47       15.1  88.3   4.05  -27.7    524
EDU    NEW ORIENTA  EDU US 01/21/12 P22.5     15.1  77.5   1.95   69.6    368
IWM    ISHARES-RUS  IWM US 10/22/11 C60       15.0  51.9   6.52  -20.1    911
IWM    ISHARES-RUS  IWM US 10/22/11 C60       15.0  51.9   6.52  -20.1    911
FXC    CRYSHS-CAN   FXC US 11/19/11 P94       15.0  16.3   1.55    0.0    274
IEF    ISHARES 7-1  IEF US 10/22/11 P103      14.9  12.6   0.50  -16.7   1502
TYD    DIR-D 7-10Y  TYD US 11/19/11 P62.44    14.9  37.1   0.15  -97.2    200
FCX    FREEPORT-MC  FCX US 10/22/11 C30       14.9  71.3   4.25  -30.7   1794
MCP    MOLYCORP IN  MCP US 10/22/11 C30       14.9 110.5   7.20  -41.9    212
XLU    SPDR-UTIL S  XLU US 10/22/11 P30       14.9  31.1   0.21  250.0    434
SQQQ   PROSHARES U  SQQQ US 10/22/11 C26      14.9 108.8   2.55   59.4    386
C      CITIGROUP I  C1 US 01/21/12 P4         14.9  52.1   1.59   17.8    510
RMBS   RAMBUS INC   RMBS US 10/22/11 P11      14.8 210.2   1.79   23.4   5030
FRO    FRONTLINE L  FRO US 11/19/11 P5        14.7 101.1   0.70   40.0   6660
MCP    MOLYCORP IN  MCP US 10/22/11 C35       14.7 101.8   4.65  -35.9    932
CF     CF INDUSTRI  CF US 10/22/11 P145       14.6  60.5  10.00   85.2    206
VXX    IPATH-S&P S  VXX US 10/22/11 P46       14.5  88.2   3.60  -24.2    294
WTW    WEIGHT WATC  WTW US 10/22/11 P55       14.5  55.4   4.50   40.6    226
MCP    MOLYCORP IN  MCP US 10/22/11 P27.5     14.4 117.2   1.21  188.1    641
C      CITIGROUP I  C1 US 01/19/13 P4         14.4  53.9   1.73   20.1   4850
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P14       14.4  93.6   1.40  -31.7    560
KMP    KINDER MORG  KMP US 10/22/11 P70       14.4  26.1   2.52   85.3    398
CMI    CUMMINS INC  CMI US 10/22/11 P60       14.2  80.7   0.30  233.3    511
VIA/B  VIACOM INC-  VIAB US 10/22/11 P35      14.2  64.8   0.55    0.0    282
LM     LEGG MASON   LM US 01/21/12 P24        14.2  57.8   2.95   63.9    602
IWM    ISHARES-RUS  IWM US 10/22/11 C61       14.2  50.8   5.79  -18.6   1059
SLV    ISHARES SIL  SLV US 10/22/11 P37       14.2  47.6   2.65  126.5   3914
TLT    ISHARES BAR  TLT US 10/22/11 C116      14.2  25.2   6.67   58.1    216
SPY    SPDR S&P 50  SPY US 10/22/11 C107      14.1  41.6   8.71  -22.2   4832
SDS    PROSHARES U  SDS US 10/22/11 P20       14.1  55.9   0.10  -28.6    384
SLV    ISHARES SIL  SLV US 10/22/11 C37       14.1  47.2   1.43  -47.0   3350
IRE    BANK IRELAN  IRE US 01/21/12 C1        14.1  87.3   0.20    0.0    343
IEF    ISHARES 7-1  IEF US 10/22/11 P104      14.1  12.0   0.65  -31.6    825
VXX    IPATH-S&P S  VXX US 10/22/11 P45       14.0  86.6   3.04  -24.0   1022
XLV    SPDR-HEALTH  XLV US 10/22/11 C33       14.0  26.2   0.40  -49.4   1040
CL     COLGATE-PAL  CL US 10/22/11 P90        14.0  28.2   4.60   70.4    509
X      US STEEL CO  X US 10/22/11 P23         14.0  74.1   2.10  107.9   1670
ERX    ENERGY BULL  ERX US 01/21/12 P25       14.0 130.2   5.00   75.4    238
MCP    MOLYCORP IN  MCP US 10/22/11 P37.5     13.9 100.0   4.90   73.8    417
MCP    MOLYCORP IN  MCP US 10/22/11 P32.5     13.9 106.9   2.74  119.2    594
RRC    RANGE RESOU  RRC US 10/22/11 P60       13.8  79.4   2.20   11.7    500
MCP    MOLYCORP IN  MCP US 01/21/12 P35       13.8  91.8   7.19   59.8    225
MCP    MOLYCORP IN  MCP US 10/22/11 P30       13.8 111.4   1.82  139.5    549
CF     CF INDUSTRI  CF US 10/22/11 C145       13.7  61.5  10.30  -29.0    215
SDRL   SEADRILL LT  SDRL US 10/22/11 P29.8    13.7  41.3   1.40  154.6    265
KMP    KINDER MORG  KMP US 10/22/11 C70       13.6  24.7   1.36  -36.7    222
DANG   E-COMMERCE   DANG US 10/22/11 P5       13.6 103.9   0.66   88.6    821
X      US STEEL CO  X US 10/22/11 P20         13.6  81.0   0.92  155.6   4260
SKF    PROSHARES U  SKF US 10/22/11 C90       13.6  96.7   8.45   57.9    516
V      VISA INC-CL  V US 10/22/11 P87.5       13.5  45.7   3.75   53.1    228
AKS    AK STEEL HL  AKS US 11/19/11 C7        13.4  85.0   0.90  -31.3   4158
SDS    PROSHARES U  SDS US 10/22/11 C20       13.2  52.9   5.75   35.3    835
LDK    LDK SOLAR C  LDK US 10/22/11 P3        13.1 133.3   0.28   75.0    315
CSCO   CISCO SYSTE  CSCO US 10/22/11 C16      13.1  38.4   0.40  -23.1   8930
FCX    FREEPORT-MC  FCX US 10/22/11 P28       13.1  72.0   0.87  248.0   1624
CMI    CUMMINS INC  CMI US 10/22/11 C90       13.1  57.5   4.70  -25.4    429
SWN    SOUTHWESTRN  SWN US 10/22/11 C37       13.0  54.3   1.55  -55.1   1356
CE     CELANESE CO  CE US 10/22/11 C35        13.0  67.7   2.70  -48.1    617
LM     LEGG MASON   LM US 01/21/12 P22.5      13.0  60.4   2.25    9.8    623
CL     COLGATE-PAL  CL US 10/22/11 C90        12.9  28.6   1.42  -47.2    276
NILE   BLUE NILE I  NILE US 10/22/11 P35      12.9  69.8   3.40   28.3    375
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C52       12.8  38.7   3.35  -24.9   7943
SINA   SINA CORP    SINA US 10/22/11 P55      12.8 115.9   0.75   87.5    586
OIH    OIL SVC HLD  OIH US 10/22/11 P90       12.8  67.6   1.20  242.9    954
CSCO   CISCO SYSTE  CSCO US 10/22/11 P16      12.8  38.0   1.08   46.0   1207
SPY    SPDR S&P 50  SPY US 11/19/11 C99       12.8  43.8  16.19  -19.5    400
SIRI   SIRIUS XM R  SIRI US 10/22/11 C1.5     12.8  72.9   0.26  -25.7   1814
IDCC   INTERDIGITA  IDCC US 10/22/11 P55      12.8 138.4   7.80   23.8    727
SINA   SINA CORP    SINA US 10/22/11 P60      12.8 113.0   1.52  102.7   1076
TLT    ISHARES BAR  TLT US 10/22/11 P112      12.8  26.1   0.62  -29.6    618
IWM    ISHARES-RUS  IWM US 10/22/11 C62       12.7  49.8   5.16  -16.8    923
EXAS   EXACT SCIEN  EXAS US 10/22/11 C7       12.7  76.4   0.35  -37.5    210
V      VISA INC-CL  V US 10/22/11 C87.5       12.7  45.6   5.65  -19.5    724
SPY    SPDR S&P 50  SPY US 10/22/11 C108      12.7  40.8   7.98  -29.1   5292
TLT    ISHARES BAR  TLT US 10/22/11 P107      12.7  28.4   0.22  -31.2    384
EEM    ISHARES-EMG  EEM US 10/22/11 C35       12.7  51.1   2.42  -34.6    890
FXI    ISHARES FTS  FXI US 10/22/11 P21       12.7  85.1   0.07   16.7    206
SWN    SOUTHWESTRN  SWN US 10/22/11 P37       12.6  54.1   2.91  132.8    340
DXD    PROSHARES U  DXD US 10/22/11 C21       12.6  65.4   1.70   88.9    400
TLT    ISHARES BAR  TLT US 10/22/11 P110      12.5  26.9   0.42  -25.0    394
SKF    PROSHARES U  SKF US 10/22/11 C89       12.5  95.8   8.80  212.1    326
CMI    CUMMINS INC  CMI US 10/22/11 P70       12.5  71.5   1.05  200.0    200
LVS    LAS VEGAS S  LVS US 10/22/11 C47       12.5  55.6   2.51  -27.2   1166
GMCR   GREEN MOUNT  GMCR US 01/21/12 P30      12.4 115.4   0.41   95.2    331
TZA    SMALL CAP B  TZA US 10/22/11 C45       12.4 121.3  11.60   33.3    366
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C15       12.3  88.6   1.20  166.7   2766
XLE    SPDR-ENERGY  XLE US 10/22/11 C53       12.3  55.5   8.25    0.0   7000
AEO    AMER EAGLE   AEO US 10/22/11 P10       12.2  55.5   0.25    0.0    222
LVS    LAS VEGAS S  LVS US 10/22/11 C48       12.2  54.8   2.02  -28.6    586
CEDC   CENTRAL EUR  CEDC US 12/17/11 P2.5     12.2 158.2   0.15   50.0    311
IWM    ISHARES-RUS  IWM US 10/22/11 C63       12.2  48.7   4.51  -19.2   1084
T      AT&T INC     T US 10/22/11 C29         12.2  24.4   0.21  -32.3   3622
MCP    MOLYCORP IN  MCP US 11/19/11 C35       12.2  96.3   5.70  -30.5    215
VXX    IPATH-S&P S  VXX US 10/22/11 P44       12.2  86.2   2.48  -29.1    512
V      VISA INC-CL  V US 10/22/11 P85         12.1  47.8   2.90   59.3    620
MGA    MAGNA INTL   MGA US 10/22/11 P32       12.1  54.0   1.90  227.6    684
SWN    SOUTHWESTRN  SWN US 10/22/11 P34       12.1  57.0   1.60  233.3    304
VXX    IPATH-S&P S  VXX US 10/22/11 P38       12.0  81.8   0.73  -30.5   1496
DOW    DOW CHEMICA  DOW US 10/22/11 C25       12.0  56.1   0.88  -46.0   1222
MCP    MOLYCORP IN  MCP US 10/22/11 P35       12.0 101.4   3.70   94.7    455
VXX    IPATH-S&P S  VXX US 10/22/11 P43       12.0  85.5   2.07  -28.6   1562
SLV    ISHARES SIL  SLV US 10/22/11 P36       11.9  47.7   2.06  148.2  11016
TLT    ISHARES BAR  TLT US 10/22/11 P106      11.9  28.6   0.19  -20.8    384
SPY    SPDR S&P 50  SPY US 10/22/11 C109      11.9  40.0   7.27  -33.9  17906
LVS    LAS VEGAS S  LVS US 10/22/11 P48       11.8  54.3   3.60   45.8    277
SWC    STILLWATER   SWC US 10/22/11 P9        11.8  94.4   0.95  216.7    336
VXX    IPATH-S&P S  VXX US 10/22/11 P42       11.8  84.4   1.78  -27.4    436
CLWR   CLEARWIRE -  CLWR US 03/17/12 P1       11.7 208.1   0.35   40.0    600
SCMR   SYCAMORE NE  SCMR US 03/17/12 C15      11.7  64.7   3.50    0.0   1522
SLV    ISHARES SIL  SLV US 10/22/11 C36       11.7  47.3   1.81  -47.2   8902
FFIV   F5 NETWORKS  FFIV US 10/22/11 C77.5    11.7  67.9   4.40  -19.4    523
TLT    ISHARES BAR  TLT US 10/22/11 C119      11.7  24.8   4.70   76.7    414
RMBS   RAMBUS INC   RMBS US 11/19/11 P9       11.6 161.1   1.09   19.8   1285
TLT    ISHARES BAR  TLT US 10/22/11 P114      11.6  25.4   0.92  -31.9   1126
GFI    GOLD FIELDS  GFI US 10/22/11 C17       11.6  44.6   0.86  -43.4    944
IRE    BANK IRELAN  IRE US 04/21/12 C1        11.6  83.2   0.20  -20.0    610
FAST   FASTENAL CO  FAST US 01/21/12 P24.79   11.5  56.3   0.75   15.4   2114
CMI    CUMMINS INC  CMI US 10/22/11 P85       11.5  60.1   4.40   65.4    698
VXX    IPATH-S&P S  VXX US 10/22/11 P40       11.5  83.0   1.20  -32.6    682
NLY    ANNALY CAPI  NLY US 10/22/11 P16       11.5  29.8   0.17   13.3    895
S      SPRINT NEXT  S US 10/22/11 P3          11.5  75.9   0.22   69.2   1472
DNN    DENISON MIN  DNN US 01/21/12 C1        11.4 119.4   0.45  -25.0    231
VXX    IPATH-S&P S  VXX US 10/22/11 P41       11.4  83.9   1.50  -27.5    444
BG     BUNGE LTD    BG US 11/19/11 P57.5      11.4  41.6   3.70   64.4   1382
IWM    ISHARES-RUS  IWM US 10/22/11 C64       11.4  47.6   3.99  -18.2   2189
TLT    ISHARES BAR  TLT US 10/22/11 P113      11.4  25.6   0.76  -36.1    598
VXX    IPATH-S&P S  VXX US 10/22/11 P39       11.4  82.6   0.96  -36.0    252
LVS    LAS VEGAS S  LVS US 10/22/11 P46       11.3  56.2   2.88   69.4   1089
YONG   YONGYE INTE  YONG US 10/22/11 P5       11.3  77.4   0.55   57.1    520
RMBS   RAMBUS INC   RMBS US 11/19/11 P11      11.3 157.8   1.93   20.6    211
SLV    ISHARES SIL  SLV US 01/21/12 C20       11.3  59.1  15.80  -15.7   1556
EDU    NEW ORIENTA  EDU US 01/21/12 P20       11.3  81.3   1.70   54.5    368
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C53       11.3  37.0   2.70  -26.8   4173
AKS    AK STEEL HL  AKS US 11/19/11 P6        11.3  91.4   0.54   80.0   9344
SDS    PROSHARES U  SDS US 10/22/11 P21       11.3  59.5   0.22  -33.3   1398
TLT    ISHARES BAR  TLT US 10/22/11 P118      11.3  25.0   1.93  -34.6   5248
X      US STEEL CO  X US 10/22/11 P18         11.3  87.9   0.47  213.3    666
NEM    NEWMONT MIN  NEM US 10/22/11 P67.5     11.3  40.5   4.20   53.9    265
XRX    XEROX CORP   XRX US 10/22/11 C7        11.3  54.4   0.53  -24.3    372
EWG    ISHARES-GER  EWG US 10/22/11 P16       11.2  69.3   0.50   42.9    451
NLY    ANNALY CAPI  NLY US 10/22/11 C18       11.2  20.8   0.15   50.0   2825
OIH    OIL SVC HLD  OIH US 10/22/11 P95       11.2  64.4   2.00  166.7    288
CHK    CHESAPEAKE   CHK US 10/22/11 C29       11.2  55.1   1.21  -34.6   1403
CF     CF INDUSTRI  CF US 10/22/11 P130       11.2  63.6   4.00  105.1    384
SPY    SPDR S&P 50  SPY US 10/22/11 C110      11.2  39.3   6.59  -25.6  14606
ZSL    PRSH-ULTSH   ZSL US 11/19/11 C12       11.2  91.6   3.10   59.0    230
CMI    CUMMINS INC  CMI US 10/22/11 P80       11.2  63.6   2.80   75.0    334
DD     DU PONT (EI  DD US 10/22/11 C43        11.2  41.9   1.41  -52.8    411
NLY    ANNALY CAPI  NLY US 10/22/11 P17       11.2  23.5   0.39   -4.9   1988
CF     CF INDUSTRI  CF US 10/22/11 P125       11.2  65.2   2.80  154.6    331
ABV    AMBEV-PRF A  ABV US 10/22/11 P26.99    11.2  48.9   0.45  125.0    600
SWN    SOUTHWESTRN  SWN US 11/19/11 P36       11.1  55.6   3.50  108.3    622
CLF    CLIFFS NATU  CLF US 10/22/11 C55       11.1  71.8   5.20  -38.1    279
SCCO   SOUTHERN CO  SCCO US 10/22/11 P25      11.1  58.4   1.15  187.5    588
BG     BUNGE LTD    BG US 10/22/11 P57.5      11.1  42.1   3.03  142.4    326
SPXU   PROSHARES U  SPXU US 10/22/11 C21      11.0 111.6   2.55   82.1   1442
SWN    SOUTHWESTRN  SWN US 10/22/11 P33       11.0  57.8   1.19  271.9    394
TOT    TOTAL SA-SP  TOT US 10/22/11 P42.5     11.0  44.8   2.70   68.8    248
LM     LEGG MASON   LM US 01/21/12 P21        11.0  62.9   1.75    2.9    661
SMG    SCOTTS MIRA  SMG US 11/19/11 P40       11.0  42.1   1.50    0.0   2042
TLT    ISHARES BAR  TLT US 10/22/11 P116      11.0  25.0   1.36  -32.0    268
SLV    ISHARES SIL  SLV US 10/22/11 C35       10.9  47.7   2.41  -39.8   4470
GMCR   GREEN MOUNT  GMCR US 10/22/11 C90      10.9  82.0  16.95  -22.1   1756
IWM    ISHARES-RUS  IWM US 10/22/11 C65       10.9  46.4   3.32  -16.8   3754
ROST   ROSS STORES  ROST US 10/22/11 P77.5    10.9  36.9   2.90   65.7   1321
LINE   LINN ENERGY  LINE US 10/22/11 P34      10.9  38.0   0.70  180.0    275
MCP    MOLYCORP IN  MCP US 11/19/11 P35       10.9  96.2   4.95   59.7    244
SD     SANDRIDGE E  SD US 10/22/11 P6         10.9  89.6   0.45   60.7    536
WFT    WEATHERFORD  WFT US 10/22/11 P14       10.8  65.3   1.21   95.2    494
V      VISA INC-CL  V US 10/22/11 P82.5       10.8  49.9   2.05   58.9    224
DANG   E-COMMERCE   DANG US 03/17/12 C4       10.8  95.6   1.65  -25.0    377
FFIV   F5 NETWORKS  FFIV US 10/22/11 P75      10.8  68.9   6.35   38.0    251
TLT    ISHARES BAR  TLT US 10/22/11 P105      10.8  29.4   0.15  -28.6    236
SVNT   SAVIENT PHA  SVNT US 10/22/11 P4       10.8  81.3   0.37   76.2    242
V      VISA INC-CL  V US 11/19/11 P90         10.8  42.8   6.50   49.4    210
IWM    ISHARES-RUS  IWM US 10/22/11 C66       10.7  45.2   2.75  -19.6   1702
SLV    ISHARES SIL  SLV US 10/22/11 C32       10.7  51.3   4.50  -35.2    346
FCX    FREEPORT-MC  FCX US 11/19/11 P34.5     10.7  61.8   4.40   67.3  15485
SPY    SPDR S&P 50  SPY US 10/22/11 C111      10.7  38.5   5.93  -26.9  22042
LVS    LAS VEGAS S  LVS US 10/22/11 C46       10.7  56.4   2.95  -27.2    876
DOW    DOW CHEMICA  DOW US 10/22/11 C24       10.7  58.2   1.37  -41.5    542
RMBS   RAMBUS INC   RMBS US 11/19/11 C10      10.7 159.9   4.95    6.5    300
SWN    SOUTHWESTRN  SWN US 10/22/11 P31       10.7  60.1   0.66  340.0    702
AUY    YAMANA GOLD  AUY US 10/22/11 C15       10.6  52.5   0.82  -52.0    461
TLT    ISHARES BAR  TLT US 10/22/11 P115      10.6  25.1   1.10  -33.7    830
XLV    SPDR-HEALTH  XLV US 12/17/11 C30       10.6  31.3   2.66  -32.7    632
NEM    NEWMONT MIN  NEM US 10/22/11 C67.5     10.6  40.6   2.01  -30.9    884
SIRI   SIRIUS XM R  SIRI US 10/22/11 C1       10.6 138.5   0.72   -8.9   2462
GFI    GOLD FIELDS  GFI US 10/22/11 P17       10.6  45.2   0.87  171.9    740
SWN    SOUTHWESTRN  SWN US 11/19/11 C36       10.6  55.5   2.98  -45.3    726
WFT    WEATHERFORD  WFT US 10/22/11 C14       10.6  65.5   0.83  -52.3   1424
WFT    WEATHERFORD  WFT US 11/19/11 C14       10.6  66.9   1.32  -49.8   4000
YOKU   YOUKU.COM I  YOKU US 10/22/11 P14      10.6 112.9   1.35   68.8   1394
EEM    ISHARES-EMG  EEM US 10/22/11 C37       10.5  47.1   1.38  -36.7   2207
RIMM   RESEARCH IN  RIMM US 10/22/11 P15      10.5  87.3   0.14   40.0    303
IWM    ISHARES-RUS  IWM US 10/22/11 C67       10.5  44.0   2.36  -16.3   2211
LNG    CHENIERE EN  LNG US 10/22/11 P6        10.5 101.2   0.61   48.8    415
EEM    ISHARES-EMG  EEM US 11/19/11 C36       10.5  47.2   2.55  -33.8    773
FXI    ISHARES FTS  FXI US 10/22/11 P22       10.5  80.9   0.12   33.3    240
VXX    IPATH-S&P S  VXX US 11/19/11 P42       10.5  85.0   3.35  -26.4    208
SKX    SKECHERS US  SKX US 10/22/11 P14       10.4  63.0   0.60  100.0    482
DOW    DOW CHEMICA  DOW US 10/22/11 P24       10.4  58.0   1.64   95.2    605
JBLU   JETBLUE AIR  JBLU US 12/17/11 P4       10.4  66.1   0.45   40.6    300
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C56       10.4  32.3   1.11  -30.6  11600
SD     SANDRIDGE E  SD US 10/22/11 C6         10.4  90.5   0.81  -33.6    306
FFIV   F5 NETWORKS  FFIV US 10/22/11 C75      10.4  69.2   5.15  -24.3    205
LVS    LAS VEGAS S  LVS US 10/22/11 P47       10.4  54.8   3.35   55.8    329
ACI    ARCH COAL I  ACI US 10/22/11 P14       10.3  85.2   0.94   77.4    584
LVS    LAS VEGAS S  LVS US 10/22/11 C45       10.3  57.3   3.45  -24.2   1837
FXI    ISHARES FTS  FXI US 10/22/11 P26       10.3  66.5   0.29  123.1    205
GIS    GENERAL MIL  GIS US 01/21/12 P37.5     10.3  24.4   1.54   -4.9    241
SO     SOUTHERN CO  SO US 11/19/11 C41        10.3  22.9   1.64  -26.5    832
GMCR   GREEN MOUNT  GMCR US 10/22/11 P100     10.2  74.7   7.00   70.7   1101
TLT    ISHARES BAR  TLT US 10/22/11 C122      10.2  24.7   3.05   93.0   2226
CB     CHUBB CORP   CB US 10/22/11 P50        10.2  48.3   0.52   52.9    247
XLF    SPDR-FINL S  XLF US 11/19/11 C10       10.2  62.5   2.03  -23.1    332
SO     SOUTHERN CO  SO US 11/19/11 C42        10.2  21.3   1.08  -25.5    644
GIS    GENERAL MIL  GIS US 01/21/12 P36.25    10.1  25.6   1.12   -0.9    287
VALE   VALE SA-SP   VALE US 10/22/11 C25      10.1  47.2   0.85  -40.1   5716
XLF    SPDR-FINL S  XLF US 11/19/11 C9        10.1  69.2   2.90  -23.3    240
SLV    ISHARES SIL  SLV US 10/22/11 P35       10.1  48.0   1.58  163.3  12554
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C14       10.1  87.1   1.60  146.2   1118
BIDU   BAIDU INC-S  BIDU US 10/22/11 P95      10.1  77.7   0.97  246.4    726
FCX    FREEPORT-MC  FCX US 11/19/11 C34.5     10.1  62.6   2.43  -32.7   1985
BIDU   BAIDU INC-S  BIDU US 10/22/11 C120     10.1  70.3  14.45  -42.0    258
IWM    ISHARES-RUS  IWM US 11/19/11 C60       10.1  48.2   7.66  -20.5    390
RRC    RANGE RESOU  RRC US 10/22/11 C70       10.1  76.2   6.50   20.4    327
SPY    SPDR S&P 50  SPY US 10/22/11 C112      10.1  37.6   5.32  -30.6  15170
VZ     VERIZON COM  VZ US 10/22/11 P37        10.1  22.6   2.37   31.7    626
CMG    CHIPOTLE ME  CMG US 10/22/11 P240      10.1  71.3   1.50   66.7    229
ZIP    ZIPCAR INC   ZIP US 10/22/11 P17.5     10.0  75.3   1.90   22.6    258
IEF    ISHARES 7-1  IEF US 10/22/11 C106      10.0   9.9   1.10   37.5    356
UUP    POWERSHARES  UUP US 12/17/11 C21       10.0  11.8   1.32   15.8   1072

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
GR     GOODRICH CO  GR US 10/22/11 C120      -74.5   6.8   1.30  188.9   7041
GR     GOODRICH CO  GR US 10/22/11 C125      -66.6   9.2   0.15  -25.0   1714
GR     GOODRICH CO  GR US 11/19/11 C120      -64.8   7.5   1.85  164.3    478
GR     GOODRICH CO  GR US 10/22/11 P120      -62.0   7.2   0.65  -93.9   2047
ABX    BARRICK GOL  ABX US 10/22/11 C35      -57.7  53.9  14.30  -18.5    250
GR     GOODRICH CO  GR US 10/22/11 C105      -48.0  25.4  16.00   83.9    699
KGC    KINROSS GOL  KGC US 10/22/11 C12      -47.3  68.2   4.00    0.0   2000
NEM    NEWMONT MIN  NEM US 10/22/11 C45      -46.5  65.5  19.80    0.0    250
GR     GOODRICH CO  GR US 10/22/11 C110      -45.3  22.4  10.90  132.9    720
VXX    IPATH-S&P S  VXX US 01/21/12 C24      -44.5  46.9  25.30   25.2    218
ITUB   ITAU UNIBAN  ITUB US 10/22/11 C14     -43.6  56.7   1.35    0.0   1540
GR     GOODRICH CO  GR US 10/22/11 P115      -42.6  16.3   0.35  -94.6   1717
UCO    PRSH-ULT CR  UCO1 US 01/19/13 P6      -42.5 105.2   2.10  133.3    342
GR     GOODRICH CO  GR US 11/19/11 C100      -42.2  22.2  20.77   66.8   1030
GR     GOODRICH CO  GR US 10/22/11 C115      -41.5  16.6   6.20  313.3   4237
AVGO   AVAGO TECHN  AVGO US 10/22/11 C25     -41.1  64.9   9.50  -19.5    300
GR     GOODRICH CO  GR US 10/22/11 P110      -40.2  22.1   0.20  -95.8   1041
GR     GOODRICH CO  GR US 10/22/11 P105      -39.9  27.3   0.10  -97.4   1684
GR     GOODRICH CO  GR US 10/22/11 C100      -39.8  32.9  20.70   63.0    281
GR     GOODRICH CO  GR US 10/22/11 P100      -38.0  32.4   0.05  -98.0    864
XME    SPDR S&P ME  XME US 10/22/11 P37      -37.8  73.1   0.44  266.7    286
PCY    POWERSH-E M  PCY US 03/17/12 P27      -37.8   5.3   1.00    0.0    299
ARQL   ARQULE INC   ARQL US 01/21/12 C5      -37.7  55.5   0.65  -35.0    585
GR     GOODRICH CO  GR US 11/19/11 C110      -35.1  19.6  11.30  140.4   1493
CADX   CADENCE PHA  CADX US 02/18/12 C5      -34.5  30.3   1.15   -4.2    399
KGC    KINROSS GOL  KGC US 01/21/12 C10      -33.5  61.6   6.00  -18.9    250
LDK    LDK SOLAR C  LDK US 10/22/11 C3       -33.3  70.8   0.65  -42.0    560
XME    SPDR S&P ME  XME US 10/22/11 P39      -32.9  71.2   0.73  143.3    410
GR     GOODRICH CO  GR US 11/19/11 P110      -32.1  19.9   0.55  -87.5   1045
CNQ    CANADIAN NA  CNQ US 10/22/11 C25      -30.5  63.0   5.06    0.0    304
GR     GOODRICH CO  GR US 10/22/11 P95       -30.2  39.9   0.10  -94.6    280
GR     GOODRICH CO  GR US 05/19/12 C125      -30.0   9.6   1.90  192.3   3810
VXX    IPATH-S&P S  VXX US 10/22/11 C35      -29.7  73.4  13.60   23.6    500
AUY    YAMANA GOLD  AUY US 10/22/11 C11      -29.4  63.5   4.20  -24.3   2161
XME    SPDR S&P ME  XME US 10/22/11 P42      -27.3  67.0   1.30  120.3   8354
UDN    POWERSHARES  UDN US 03/17/12 C25      -24.9  11.7   2.43  -37.5    200
SPPI   SPECTRUM PH  SPPI US 11/19/11 C6      -24.6  94.0   2.25  -13.5    300
IVR    INVESCO MOR  IVR US 10/22/11 P15      -23.9  27.3   0.65   62.5    396
SLW    SILVER WHEA  SLW US 10/22/11 C33      -23.7  60.6   4.75  -47.2    536
CADX   CADENCE PHA  CADX US 05/19/12 C5      -21.1  29.7   1.15   -8.0    224
GR     GOODRICH CO  GR US 11/19/11 P120      -20.6   7.9   1.10    0.0    458
VXX    IPATH-S&P S  VXX US 10/22/11 C38      -19.3  77.3  11.01   35.9    242
TOT    TOTAL SA-SP  TOT US 11/19/11 C33      -19.1  57.9   9.00    0.0    400
CHK    CHESAPEAKE   CHK US 01/21/12 C10      -19.0 104.3  17.90  -16.7    279
NEM    NEWMONT MIN  NEM US 10/22/11 C55      -18.8  48.9  10.25  -31.2    252
NYT    NEW YORK TI  NYT US 04/21/12 C6       -18.8  68.1   1.10    0.0    225
AMAT   APPLIED MAT  AMAT US 10/22/11 C9      -18.8  53.7   1.55  -29.9    403
XLF    SPDR-FINL S  XLF US 10/22/11 P7       -17.6  85.5   0.04  300.0    200
NLY    ANNALY CAPI  NLY US 10/22/11 C15      -17.4  53.1   2.75    1.9    235
KMX    CARMAX INC   KMX US 10/22/11 P24      -16.9  50.0   0.90  125.0    576
FXP    PROSHARES U  FXP1 US 01/21/12 P11     -16.2 280.9   3.45    0.0    210
XME    SPDR S&P ME  XME US 10/22/11 P36      -15.9  74.3   0.33  106.2   1692
KMX    CARMAX INC   KMX US 10/22/11 P25      -15.8  47.8   1.30   85.7    277
MTL    MECHEL-SPON  MTL US 10/22/11 P10      -15.7  77.3   0.30    0.0    822
KMX    CARMAX INC   KMX US 10/22/11 C26      -15.6  47.2   1.00  -59.8    246
HPQ    HEWLETT-PAC  HPQ US 11/19/11 C15      -15.6  70.9   8.78   11.1    326
ABX    BARRICK GOL  ABX US 11/19/11 C45      -15.4  43.9   5.74  -44.0    281
VXX    IPATH-S&P S  VXX US 10/22/11 C40      -15.3  79.4   9.50   28.4    254
XME    SPDR S&P ME  XME US 10/22/11 P32      -15.2  78.9   0.14    0.0    376
LQD    ISHARES-IBO  LQD US 12/17/11 P112     -15.1   8.1   1.65  -56.6   2111
FXP    PROSHARES U  FXP1 US 01/21/12 P10     -15.1 277.2   2.49    0.0    230
HST    HOST HOTELS  HST US 10/22/11 C10      -14.6  64.7   0.94    0.0    578
MPEL   MELCO CROWN  MPEL US 10/22/11 C8      -14.4  91.2   2.40  -12.7    260
GM     GENERAL MOT  GM US 01/21/12 C17.5     -14.2  57.2   4.35  -14.7    220
KMX    CARMAX INC   KMX US 10/22/11 P26      -13.8  45.6   1.80   71.4    515
VXX    IPATH-S&P S  VXX US 01/21/12 C33      -13.5  70.3  16.80   40.6    242
GDXJ   MARKET VECT  GDXJ US 10/22/11 C30     -13.4  53.7   3.20  -43.9    522
SVM    SILVERCORP   SVM US 10/22/11 P6       -13.3 106.9   0.50    0.0    682
TOT    TOTAL SA-SP  TOT US 01/21/12 C40      -13.2  44.3   4.30  -30.6    202
NLY    ANNALY CAPI  NLY US 01/18/14 P5       -13.1  37.4   0.77    0.0    230
UNH    UNITEDHEALT  UNH US 01/21/12 C35      -12.9  51.4  13.00  -16.7   3018
TNA    SMALL CAP B  TNA US 10/22/11 C33      -12.9 138.7   6.20  -52.2    204
UTX    UNITED TECH  UTX US 11/19/11 C62.5    -12.7  49.0   9.65  -31.3    218
TIN    TEMPLE-INLA  TIN US 02/18/12 C26      -12.1  28.2   5.90   84.4    500
GDXJ   MARKET VECT  GDXJ US 01/21/12 C32     -12.0  50.9   3.70  -45.6   5416
LDK    LDK SOLAR C  LDK US 11/19/11 C2       -11.9 108.4   1.60    0.0    400
SVM    SILVERCORP   SVM US 10/22/11 P5       -11.6 124.3   0.25   25.0    754
SIL    GLOBAL X SI  SIL US 10/22/11 C25      -11.5  48.2   0.85  -68.5    424
AMRN   AMARIN CORP  AMRN US 03/17/12 C6      -10.8  93.1   5.30   -5.4    300
SDRL   SEADRILL LT  SDRL US 10/22/11 C29.8   -10.8  42.2   1.40  -50.9    200
DELL   DELL INC     DELL US 01/21/12 C11     -10.6  53.0   3.45  -17.1    760
BBBY   BED BATH &B  BBBY US 10/22/11 C60     -10.4  35.7   1.85   14.9   1783
TSLA   TESLA MOTOR  TSLA US 11/19/11 C20     -10.3  76.9   6.00    0.0    280
ALU    ALCATEL-LUC  ALU US 10/22/11 C3       -10.3  76.6   0.22  -45.0    225
BBBY   BED BATH &B  BBBY US 10/22/11 C57.5   -10.1  38.3   3.20   16.4    674
GDXJ   MARKET VECT  GDXJ US 01/21/12 C30     -10.1  54.6   5.10  -37.8   1336
CIGX   STAR SCIENT  CIGX US 10/22/11 P2      -10.0 103.3   0.05    0.0    200

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

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