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
=============================================================================
HES    HESS CORP    HES US 01/21/12 C40       99.9  58.8  23.95   13.5    306
RGC    REGAL ENTER  RGC US 11/19/11 C12.5     96.0  47.8   1.15   15.0    443
MMR    MCMORAN EXP  MMR US 11/19/11 C9        68.4 103.5   3.70   12.5    500
UCTT   ULTRA CLEAN  UCTT US 12/17/11 C2.5     51.9 142.3   3.20    0.0    300
HBC    HSBC HOLDIN  HBC US 11/19/11 P45       43.4  24.3   1.57  -74.0    413
SPXU   PROSHARES U  SPXU US 06/16/12 C14      42.4  89.7   3.30  -23.8    401
RFMD   RF MICRO DE  RFMD US 11/19/11 C6       37.6  67.7   1.66    3.8    300
MDR    MCDERMOTT I  MDR US 11/19/11 C10       37.4  89.0   1.00  -77.3   2077
MDR    MCDERMOTT I  MDR US 12/17/11 C10       34.0  79.4   1.33    0.0   3753
XME    SPDR S&P ME  XME US 11/19/11 P49       33.9  57.5   0.86  -49.4   1410
HOGS   ZHONGPIN IN  HOGS US 11/19/11 C7.5     32.7  69.6   2.00   66.7    441
XME    SPDR S&P ME  XME US 11/19/11 P48       25.6  58.9   0.73  -49.7    352
GORO   GOLD RESOUR  GORO US 11/19/11 C17.5    24.8  72.9   3.70   23.3    376
BAC    BANK OF AME  BAC US 11/19/11 C2        21.5 263.7   4.95    7.6    200
LDK    LDK SOLAR C  LDK US 11/19/11 C3        21.2  38.8   0.56   75.0    555
KO     COCA-COLA C  KO US 05/19/12 C50        21.0  29.8  18.85    3.0    250
AGNC   AMERICAN CA  AGNC US 01/21/12 C22.5    20.4  39.5   5.20  -16.1    215
JPM    JPMORGAN CH  JPM US 11/19/11 P38       19.4  31.6   2.35  -47.2    549
VIP    VIMPELCOM L  VIP US 12/17/11 C11       18.5  38.0   0.90   28.6    200
FSYS   FUEL SYSTEM  FSYS US 11/19/11 P21      18.4  72.9   0.75  -31.8    296
SRI    STONERIDGE   SRI US 11/19/11 C5        18.0 128.9   3.10   31.9    200
AGNC   AMERICAN CA  AGNC US 01/21/12 C26      17.9  27.2   2.15  -30.6    640
SPXU   PROSHARES U  SPXU US 06/16/12 P13      16.8  75.9   2.90    3.6    250
ZIP    ZIPCAR INC   ZIP US 12/17/11 C20       16.3  59.5   1.45   70.6    265
AGNC   AMERICAN CA  AGNC US 01/21/12 C24      15.9  34.2   3.80  -24.0    430
AGNC   AMERICAN CA  AGNC US 12/17/11 C24      15.6  37.4   3.90  -15.2    222
T      AT&T INC     T US 11/19/11 P23         15.6  47.0   0.01    0.0    524
PWRD   PERFECT WOR  PWRD US 03/17/12 P7       15.3  94.7   0.35    0.0   1769
TTM    TATA MOTORS  TTM US 11/19/11 P15       14.8  80.0   0.10    0.0    750
DST    DST SYSTEMS  DST US 11/19/11 P50       13.8  54.7   3.20  -27.3    200
FSYS   FUEL SYSTEM  FSYS US 11/19/11 P22      13.7  71.0   1.14  -28.8    223
AFL    AFLAC INC    AFL US 11/19/11 P30       13.0  93.7   0.10  -33.3    353
FSYS   FUEL SYSTEM  FSYS US 11/19/11 C22      12.7  68.5   1.80   80.0    298
CERN   CERNER CORP  CERN US 11/19/11 P55      12.4  61.2   0.85  142.9   1592
ARIA   ARIAD PHARM  ARIA US 11/19/11 C9       12.2  65.5   2.50   11.1    407
VGK    VANGUARD MS  VGK US 11/19/11 P43       11.7  48.4   0.45  -60.9    400
RBA    RITCHIE BRO  RBA US 12/17/11 P17.5     11.5  77.6   1.10  -14.7    770
WAVX   WAVE SYSTEM  WAVX US 11/19/11 C2.5     10.8  71.1   0.35   40.0    427
CERN   CERNER CORP  CERN US 11/19/11 P60      10.3  54.4   1.90   90.0    948
AYI    ACUITY BRAN  AYI US 11/19/11 P45       10.3  45.3   1.30  -27.8    250
CERN   CERNER CORP  CERN US 11/19/11 P65      10.2  50.1   4.00   66.7    269
HBC    HSBC HOLDIN  HBC US 11/19/11 P44       10.0  26.9   1.17  -52.0    301

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XME    SPDR S&P ME  XME US 11/19/11 C58      -66.3  42.7   1.29   72.0    381
XME    SPDR S&P ME  XME US 11/19/11 C57      -63.3  43.9   1.71   69.3    205
XME    SPDR S&P ME  XME US 11/19/11 P44      -60.8  66.2   0.32  -64.4   1156
AVP    AVON PRODUC  AVP US 11/19/11 C19      -56.2  43.0   0.65  -54.2    435
RCL    ROYAL CARIB  RCL US 11/19/11 C24      -48.1  38.6   5.70   39.0   4577
XME    SPDR S&P ME  XME US 12/17/11 P44      -47.6  58.8   0.93  -38.8   3337
BZF    WISDOMTR BR  BZF US 12/17/11 P26      -45.6  50.9   1.85   -9.8    547
KEM    KEMET CORP   KEM US 11/19/11 C10      -44.0  47.1   0.40   33.3    658
AKAM   AKAMAI TECH  AKAM US 11/19/11 C25     -42.5  48.5   2.83   86.2   1799
AKAM   AKAMAI TECH  AKAM US 11/19/11 P24     -41.3  50.1   0.24  -88.8   1342
AKAM   AKAMAI TECH  AKAM US 11/19/11 C24     -41.2  50.2   3.60   85.6    963
AKAM   AKAMAI TECH  AKAM US 11/19/11 P23     -41.0  51.5   0.12  -92.9    709
AKAM   AKAMAI TECH  AKAM US 11/19/11 P25     -40.7  49.6   0.40  -85.2    577
AKAM   AKAMAI TECH  AKAM US 11/19/11 C26     -40.3  48.6   2.05   86.4   1943
AKAM   AKAMAI TECH  AKAM US 11/19/11 C28     -39.3  48.4   1.06   73.8   1706
AKAM   AKAMAI TECH  AKAM US 11/19/11 C23     -39.2  53.1   4.60   85.5    300
AKAM   AKAMAI TECH  AKAM US 11/19/11 P27     -38.9  48.6   1.14  -71.8    887
SFSF   SUCCESSFACT  SFSF US 11/19/11 C26     -38.5  41.6   0.85  -47.5   5864
AKAM   AKAMAI TECH  AKAM US 11/19/11 P28     -37.9  48.2   1.49  -69.2    566
AKAM   AKAMAI TECH  AKAM US 11/19/11 C27     -37.7  49.1   1.49   86.2   4374
AKAM   AKAMAI TECH  AKAM US 11/19/11 P21     -37.4  56.0   0.03  -96.7    943
AVP    AVON PRODUC  AVP US 11/19/11 P17      -37.3  47.2   0.25  -54.5    308
AKAM   AKAMAI TECH  AKAM US 11/19/11 P22     -37.1  55.6   0.07  -94.4    845
LSI    LSI CORP     LSI US 11/19/11 C6       -35.4  36.1   0.30  -14.3   1106
CFX    COLFAX CORP  CFX US 12/17/11 P22.5    -35.1  41.9   1.25  -60.9   1000
XME    SPDR S&P ME  XME US 12/17/11 P40      -35.0  63.6   0.44  -59.6   4723
SFLY   SHUTTERFLY   SFLY US 11/19/11 P35     -34.9  62.1   0.35  -23.9   1068
XME    SPDR S&P ME  XME US 03/17/12 P39      -34.5  56.0   1.39  -40.3   3857
TQNT   TRIQUINT SE  TQNT US 11/19/11 P5      -34.1  72.4   0.25  400.0   1311
PFCB   PF CHANG'S   PFCB US 11/19/11 C30     -33.5  39.0   0.85  -52.0    319
SFSF   SUCCESSFACT  SFSF US 11/19/11 C24     -33.5  45.5   1.15  -61.0    212
SFLY   SHUTTERFLY   SFLY US 11/19/11 P45     -33.1  46.3   3.50   37.2   1015
SWI    SOLARWINDS   SWI US 11/19/11 C27.5    -32.6  33.4   0.90  350.0   4664
MLNX   MELLANOX TE  MLNX US 11/19/11 C30     -32.3  55.4   2.70  -34.1    200
SFSF   SUCCESSFACT  SFSF US 11/19/11 C25     -31.3  45.7   0.80  -66.7    658
SPXU   PROSHARES U  SPXU US 06/16/12 P12     -31.2 104.0   2.25    0.0    321
AVP    AVON PRODUC  AVP US 11/19/11 P18      -30.7  43.9   0.55  175.0   2143
AKAM   AKAMAI TECH  AKAM US 11/19/11 P20     -29.6  63.2   0.04  -93.3    278
AVP    AVON PRODUC  AVP US 11/19/11 P19      -29.0  40.7   1.05  600.0    920
BBVA   BANCO BILBA  BBVA US 11/19/11 P10     -28.6  47.5   0.70  -47.8    200
YONG   YONGYE INTE  YONG US 11/19/11 C5      -28.5  42.6   0.20   33.3    221
SKX    SKECHERS US  SKX US 11/19/11 P13      -28.4  54.9   0.55    0.0    269
SKX    SKECHERS US  SKX US 11/19/11 C14      -27.9  53.2   0.40  -66.7    594
CPE    CALLON PETR  CPE US 01/21/12 P5       -27.4  57.7   0.60  -33.3    200
AKAM   AKAMAI TECH  AKAM US 12/17/11 C27     -27.4  47.8   2.10   72.1    266
PFCB   PF CHANG'S   PFCB US 11/19/11 P30     -27.2  42.2   1.65   -8.3    485
AKAM   AKAMAI TECH  AKAM US 12/17/11 P27     -26.8  47.8   1.83    0.0    300
BMC    BMC SOFTWAR  BMC US 11/19/11 P34      -25.8  40.4   1.65  266.7    757
AKAM   AKAMAI TECH  AKAM US 01/21/12 C26     -25.8  45.5   3.10   54.2    299
TQNT   TRIQUINT SE  TQNT US 11/19/11 C5      -25.7  75.5   0.55  -74.4    560
WEN    WENDY'S CO/  WEN US 11/19/11 P5       -25.5  26.7   0.10    0.0    667
AKAM   AKAMAI TECH  AKAM US 01/21/12 C27.5   -25.5  45.2   2.32   53.6    659
ORLY   O'REILLY AU  ORLY US 11/19/11 C75     -25.4  19.6   1.60  300.0    683
SKX    SKECHERS US  SKX US 11/19/11 P14      -25.3  54.7   1.00    0.0    385
AKAM   AKAMAI TECH  AKAM US 01/21/12 P24     -25.1  47.8   1.02  -67.1    241
MDR    MCDERMOTT I  MDR US 12/17/11 P9       -24.7  81.1   0.70    0.0   2313
EWG    ISHARES-GER  EWG US 11/19/11 P23      -24.4  34.7   1.05  -53.3    315
AKAM   AKAMAI TECH  AKAM US 01/21/12 P25     -24.3  46.9   1.30  -63.9    371
SFSF   SUCCESSFACT  SFSF US 12/17/11 P26     -24.3  46.9   2.05  -21.1    550
BG     BUNGE LTD    BG US 11/19/11 C62.5     -24.1  27.6   1.00    0.0    500
XME    SPDR S&P ME  XME US 11/19/11 C55      -24.1  46.8   2.78   73.8    243
MF     MF GLOBAL H  MF US 06/16/12 C1        -23.9 205.4   1.20   -7.7    641
HOGS   ZHONGPIN IN  HOGS US 12/17/11 C10     -23.7  42.5   0.55  120.0    481
ZMH    ZIMMER HLDG  ZMH US 11/19/11 P50      -23.5  36.5   1.00   11.1    991
SYMC   SYMANTEC CO  SYMC US 11/19/11 P18     -23.4  34.4   1.01   62.9    722
BG     BUNGE LTD    BG US 11/19/11 C60       -23.2  30.4   2.50   21.9    431
COG    CABOT OIL &  COG US 11/19/11 C80      -22.8  48.5   2.30  253.8    838
SYMC   SYMANTEC CO  SYMC US 11/19/11 P17     -22.8  37.9   0.52   67.7    392
MDR    MCDERMOTT I  MDR US 11/19/11 P9       -22.5  85.5   0.40  344.4   3313
AVP    AVON PRODUC  AVP US 01/21/12 C19      -22.5  43.0   1.35  -62.5    814
VDSI   VASCO DATA   VDSI US 11/19/11 C5      -22.3  78.6   2.80  100.0    700
CL     COLGATE-PAL  CL US 11/19/11 C90       -22.3  22.4   2.55   -8.6    413
SFSF   SUCCESSFACT  SFSF US 12/17/11 P25     -21.7  48.0   1.50  -43.4    301
V      VISA INC-CL  V US 11/19/11 C95        -21.7  29.6   1.60  -29.5    878
AKAM   AKAMAI TECH  AKAM US 01/21/12 P20     -21.6  52.6   0.28  -79.3    384
LCC    US AIRWAYS   LCC US 11/19/11 C6       -21.6  64.0   0.30   -6.2    491
V      VISA INC-CL  V US 11/19/11 P95        -20.9  29.6   4.40  -17.0    216
DBA    POWERSHARES  DBA US 11/19/11 C28      -20.5  23.5   2.93    2.6   2000
V      VISA INC-CL  V US 11/19/11 P90        -20.4  32.4   1.97  -30.9    672
NBL    NOBLE ENERG  NBL US 11/19/11 P95      -20.4  35.9   5.56  -13.1    200
SYMC   SYMANTEC CO  SYMC US 11/19/11 P16     -20.1  42.4   0.25   47.1    406
V      VISA INC-CL  V US 11/19/11 P92.5      -20.1  31.2   3.10  -19.5    202
V      VISA INC-CL  V US 11/19/11 C92.5      -20.0  30.9   2.54  -25.3   1596
EXH    EXTERRAN HO  EXH US 05/19/12 P7.5     -20.0  67.4   0.90  -10.0    309
EP     EL PASO COR  EP US 01/21/12 C25       -19.9  18.8   1.04  -23.0    274
MWW    MONSTER WOR  MWW US 11/19/11 P8       -19.7  78.7   0.45    0.0    290
V      VISA INC-CL  V US 11/19/11 C90        -19.5  32.5   4.10  -14.6    885
MDR    MCDERMOTT I  MDR US 11/19/11 P10      -19.0  84.2   0.75 1400.0   1749
AVP    AVON PRODUC  AVP US 12/17/11 P18      -18.8  42.7   0.90    0.0    603
V      VISA INC-CL  V US 11/19/11 P87.5      -18.7  33.9   1.20  -39.4    411
V      VISA INC-CL  V US 11/19/11 P85        -18.6  35.6   0.78  -42.6    671
BGZ    LARGE CAP B  BGZ US 04/21/12 C28      -18.4  63.8   7.40  -18.7    420
XME    SPDR S&P ME  XME US 01/21/12 P30      -18.3  69.0   0.18  -53.9   7224
AKAM   AKAMAI TECH  AKAM US 01/21/12 C20     -18.1  54.3   7.67   50.4    200
SD     SANDRIDGE E  SD US 11/19/11 C5        -18.1  78.8   2.79   15.3   2006
TEX    TEREX CORP   TEX US 11/19/11 C12      -18.0  73.9   4.90   53.1    232
CTXS   CITRIX SYST  CTXS US 11/19/11 C65     -17.4  48.8   9.40  184.8   5323
BG     BUNGE LTD    BG US 11/19/11 P57.5     -17.3  34.1   0.80  -50.0    637
HOGS   ZHONGPIN IN  HOGS US 11/19/11 C10     -17.1  49.9   0.30  200.0    275
TQNT   TRIQUINT SE  TQNT US 12/17/11 P5      -17.1  75.4   0.45    0.0    283
AGNC   AMERICAN CA  AGNC US 11/19/11 P26     -17.0  26.7   0.16   33.3    328
UUP    POWERSHARES  UUP US 01/21/12 C20      -17.0  10.0   1.21  -24.4    565
HSY    HERSHEY CO/  HSY US 11/19/11 C60      -16.9  19.0   0.24  -81.7    448
ARMH   ARM HOLDING  ARMH US 11/19/11 P28     -16.8  41.1   0.70  -53.0   4145
TER    TERADYNE IN  TER US 11/19/11 C14      -16.7  44.4   0.94   34.3    211
SWI    SOLARWINDS   SWI US 11/19/11 C25      -16.7  40.0   3.20  300.0    409
UAL    UNITED CONT  UAL US 11/19/11 C20      -16.6  44.6   0.91  -26.0   1331
WTR    AQUA AMERIC  WTR US 12/17/11 C22.5    -16.6  20.9   0.30    0.0    264
UAL    UNITED CONT  UAL US 11/19/11 C21      -16.5  42.4   0.45  -43.0    700
GPL    GREAT PANTH  GPL US 11/19/11 C2.5     -16.5  75.5   0.20    0.0    221
SCHW   SCHWAB (CHA  SCHW US 11/19/11 C13     -16.4  33.0   0.45  200.0    270
STD    BANCO SANTA  STD US 11/19/11 C9       -16.4  37.4   0.38  153.3    278
NIHD   NII HOLDING  NIHD US 11/19/11 P24     -16.3  66.5   0.95  216.7   2637
OKS    ONEOK PARTN  OKS US 11/19/11 C45      -16.3  40.7   5.88   17.6    250
C      CITIGROUP I  C1 US 01/19/13 C7.5      -16.2  33.9   0.01  -50.0   1416
C      CITIGROUP I  C1 US 01/21/12 C2.5      -16.2  53.3   0.90   20.0    208
PG     PROCTER & G  PG US 11/19/11 C67.5     -16.0  13.6   0.16  -36.0    986
KEM    KEMET CORP   KEM US 12/17/11 P10      -15.9  60.2   1.10  -38.9   1028
UAL    UNITED CONT  UAL US 11/19/11 P20      -15.8  44.7   0.82  -11.8    418
PG     PROCTER & G  PG US 11/19/11 P65       -15.8  15.4   0.93  -21.9   1300
SWI    SOLARWINDS   SWI US 12/17/11 C27.5    -15.7  33.4   1.25  257.1   3175
NIHD   NII HOLDING  NIHD US 11/19/11 P23     -15.6  70.2   0.70  180.0   1765
LSI    LSI CORP     LSI US 12/17/11 C6       -15.5  41.2   0.45   28.6    245
HUN    HUNTSMAN CO  HUN US 11/19/11 C9       -15.4  73.4   2.80   16.7    650
COG    CABOT OIL &  COG US 12/17/11 C77.5    -15.4  47.8   5.30  165.0    253
LNG    CHENIERE EN  LNG US 11/19/11 P10      -15.4 110.0   0.85  -26.1    214
CTXS   CITRIX SYST  CTXS US 11/19/11 C67.5   -15.4  48.8   7.90  229.2    225
NIHD   NII HOLDING  NIHD US 11/19/11 C25     -15.1  64.1   1.55  -66.3   1093
SYMC   SYMANTEC CO  SYMC US 12/17/11 P17     -15.1  36.0   0.82   34.4    290
ISIL   INTERSIL CO  ISIL US 11/19/11 C13     -14.9  42.2   0.30   50.0    220
COG    CABOT OIL &  COG US 01/21/12 C70      -14.9  47.0  10.00   81.8   3142
BG     BUNGE LTD    BG US 01/21/12 C60       -14.9  28.4   4.10   20.6    511
DOW    DOW CHEMICA  DOW US 11/19/11 C30      -14.8  36.4   0.60  100.0    412
NIHD   NII HOLDING  NIHD US 11/19/11 P25     -14.8  64.5   1.35  200.0    331
AET    AETNA INC    AET US 11/19/11 C40      -14.8  32.1   1.05    4.0    492
WM     WASTE MANAG  WM US 11/19/11 C35       -14.7  24.8   0.35  -61.1    217
ZMH    ZIMMER HLDG  ZMH US 01/21/12 P50      -14.7  32.0   2.15   16.2   1561
V      VISA INC-CL  V US 12/17/11 C90        -14.7  30.7   5.65   -4.2    624
V      VISA INC-CL  V US 11/19/11 P80        -14.6  39.5   0.27  -54.2    652
CNX    CONSOL ENER  CNX US 11/19/11 C45      -14.6  41.0   1.05   50.0    247
MSI    MOTOROLA SO  MSI US 11/19/11 P45      -14.4  29.5   0.75  -38.5    314
AEM    AGNICO-EAGL  AEM US 11/19/11 P42.5    -14.3  43.5   1.52   21.6   1975
SNV    SYNOVUS FIN  SNV US 11/19/11 C1.5     -14.3 103.7   0.15   50.0    434
SWI    SOLARWINDS   SWI US 12/17/11 C25      -14.3  37.0   2.90  141.7    295
MO     ALTRIA GROU  MO US 11/19/11 C28       -14.2  13.0   0.11  -26.7    647
V      VISA INC-CL  V US 11/19/11 P75        -14.1  43.4   0.08  -66.7    412
UUP    POWERSHARES  UUP US 11/19/11 C21      -14.1  11.3   0.34  -41.4   1923
NOK    NOKIA CORP-  NOK US 01/19/13 C2.5     -14.0  80.7   4.75   10.5    369
NSC    NORFOLK SOU  NSC US 11/19/11 C75      -14.0  23.8   1.56  372.7    362
TEX    TEREX CORP   TEX US 11/19/11 C14      -14.0  67.9   2.80   60.0    833
TCK    TECK RESOUR  TCK US 11/19/11 C28      -13.9  74.3  11.40   60.1    251
VMED   VIRGIN MEDI  VMED US 11/19/11 P24     -13.9  48.7   0.60  100.0    265
GTLS   CHART INDUS  GTLS US 11/19/11 C55     -13.9  59.8   2.95  -31.4    277
CRI    CARTER'S IN  CRI US 12/17/11 P25      -13.8  56.3   0.05  -75.0    415
MTL    MECHEL-SPON  MTL US 04/21/12 C14      -13.8  51.3   2.25   36.4   1260
NIHD   NII HOLDING  NIHD US 12/17/11 P26     -13.8  53.4   2.50   85.2    492
XOM    EXXON MOBIL  XOM US 11/19/11 P82.5    -13.8  20.3   2.63  -11.4    340
ORI    OLD REPUB I  ORI US 11/19/11 C10      -13.7  38.3   0.40  -11.1    419
IVN    IVANHOE MIN  IVN US 11/19/11 P19      -13.7  79.7   1.30  -55.2    400
TEX    TEREX CORP   TEX US 11/19/11 C16      -13.6  61.8   1.50  130.8    348
CELG   CELGENE COR  CELG US 11/19/11 P65     -13.5  28.8   2.13   36.5    248
EWH    ISHARES-HON  EWH US 12/17/11 C16      -13.3  27.7   0.95    5.6    616
NOK    NOKIA CORP-  NOK US 11/19/11 C7       -13.3  45.6   0.44   76.0   1947
AEM    AGNICO-EAGL  AEM US 11/19/11 P40      -13.3  46.6   0.75   17.2    265
CTXS   CITRIX SYST  CTXS US 11/19/11 P65     -13.2  50.9   0.75  -82.1    201
LM     LEGG MASON   LM US 01/21/12 P28       -13.2  42.0   2.30  -32.4    428
FXE    CRYSHS-EURO  FXE US 11/19/11 C144     -13.2  12.9   0.69   86.5    874
AGNC   AMERICAN CA  AGNC US 11/19/11 P27     -13.1  23.4   0.35   75.0   1150
MS     MORGAN STAN  MS US 11/19/11 P19       -13.0  47.0   1.14  -56.0    730
INTC   INTEL CORP   INTC US 11/19/11 C26     -13.0  22.2   0.15    7.1   1118
YNDX   YANDEX NV-A  YNDX US 11/19/11 P26     -13.0  70.3   1.00  -56.5    280
LNG    CHENIERE EN  LNG US 11/19/11 C10      -12.9 107.4   1.40    0.0    637
ELN    ELAN CORP-A  ELN US 11/19/11 C10      -12.9  50.7   1.40   40.0    720
KBR    KBR INC      KBR US 12/17/11 C27      -12.8  52.8   1.95  -37.1    282
QID    PROSHARES Q  QID US 01/21/12 P40      -12.8  43.9   2.50    0.0    200
SYMC   SYMANTEC CO  SYMC US 01/21/12 P17.5   -12.8  33.9   1.44   67.4    226
VLO    VALERO ENER  VLO US 11/19/11 C25      -12.8  64.5   2.00    3.1   1473
ARMH   ARM HOLDING  ARMH US 11/19/11 C29     -12.8  41.3   1.27   49.4    214
EWJ    ISHARES-JAP  EWJ US 12/17/11 P10      -12.7  17.2   0.31  -38.0   1320
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P61      -12.6  21.6   3.74  -17.4   1035
XLF    SPDR-FINL S  XLF US 12/17/11 C10      -12.6  48.9   3.85   14.9    940
INTC   INTEL CORP   INTC US 11/19/11 C25     -12.5  23.9   0.46    7.0   8270
KFN    KKR FINANCI  KFN US 01/21/12 P8       -12.5  34.2   0.50  -28.6    520
VDSI   VASCO DATA   VDSI US 12/17/11 C7.5    -12.4  62.1   0.75  275.0    258
NOK    NOKIA CORP-  NOK US 11/19/11 P7       -12.4  45.5   0.23  -54.9    835
VLO    VALERO ENER  VLO US 11/19/11 C24      -12.4  62.9   2.55    5.8    470
VLO    VALERO ENER  VLO US 11/19/11 C27      -12.3  69.7   1.22   -1.6   1094
INTC   INTEL CORP   INTC US 11/19/11 P26     -12.3  22.6   1.42  -11.8    220
C      CITIGROUP I  C1 US 01/21/12 C5        -12.3  44.4   0.01    0.0    302
NLY    ANNALY CAPI  NLY US 01/21/12 C12.5    -12.3  37.6   4.15    1.2    749
ETFC   E*TRADE FIN  ETFC US 11/19/11 C11     -12.3  67.0   0.81   24.6    252
IBN    ICICI BANK-  IBN US 11/19/11 C37      -12.3  42.4   1.63  101.2    255
XLF    SPDR-FINL S  XLF US 01/21/12 C10      -12.3  48.2   3.80   10.1    218
LNG    CHENIERE EN  LNG US 11/19/11 C11      -12.3 102.6   0.90  -10.0   1177
MOO    MKT VECT-AG  MOO US 05/19/12 P38      -12.2  36.1   0.77  -35.4   4198
CBOE   CBOE HOLDIN  CBOE US 11/19/11 C27     -12.2  27.9   0.30  -14.3    402
TEX    TEREX CORP   TEX US 11/19/11 C15      -12.2  66.2   2.10   90.9   1012
ZION   ZIONS BANCO  ZION US 12/17/11 C18     -12.1  42.3   1.02    0.0    297
FXE    CRYSHS-EURO  FXE US 11/19/11 C145     -12.1  12.8   0.45   87.5  10717
VMED   VIRGIN MEDI  VMED US 11/19/11 P25     -12.1  47.6   1.00  122.2    238
CELG   CELGENE COR  CELG US 11/19/11 C67.5   -12.0  26.9   0.71  -53.9   1343
ZION   ZIONS BANCO  ZION US 01/21/12 C17.5   -12.0  43.7   1.68   27.3    576
BG     BUNGE LTD    BG US 11/19/11 P50       -12.0  46.8   0.13  -67.5    301
FXI    ISHARES FTS  FXI US 11/19/11 C39      -12.0  31.9   0.59   55.3    818
CELG   CELGENE COR  CELG US 11/19/11 C65     -11.9  29.1   1.68  -44.0    230
RIG    TRANSOCEAN   RIG US 11/19/11 C50      -11.9  44.7   8.90   24.5    259
RTN    RAYTHEON CO  RTN US 12/17/11 C45      -11.8  20.9   0.64   -8.6    414
INTC   INTEL CORP   INTC US 11/19/11 P25     -11.8  24.3   0.75  -25.0   1019
MTW    MANITOWOC C  MTW US 11/19/11 C8       -11.8  85.1   3.60   33.3    216
CNW    CON-WAY INC  CNW US 11/19/11 C30      -11.8  48.0   0.95   26.7    800
DOW    DOW CHEMICA  DOW US 12/17/11 C30      -11.8  37.8   1.17   58.1    654
DTG    DOLLAR THRI  DTG US 11/19/11 P50      -11.8  69.0   0.50  -56.5    465
MO     ALTRIA GROU  MO US 11/19/11 C27       -11.8  16.8   0.60   -7.7    535
PAYX   PAYCHEX INC  PAYX US 11/19/11 C30     -11.8  18.6   0.25  400.0    265
ARMH   ARM HOLDING  ARMH US 11/19/11 C30     -11.7  40.1   0.80   45.5   1284
AEM    AGNICO-EAGL  AEM US 11/19/11 C45      -11.7  43.3   1.06  -51.1    848
AMGN   AMGEN INC    AMGN US 11/19/11 C60     -11.7  17.6   0.21   -8.7    411
CBI    CHICAGO BRI  CBI US 11/19/11 C30      -11.6  58.5   7.00   22.8    250
ERF    ENERPLUS CO  ERF US 11/19/11 C29      -11.6  25.5   0.30   50.0    810
FSLR   FIRST SOLAR  FSLR US 11/19/11 C49     -11.6  87.9   4.35   27.9    318
MPEL   MELCO CROWN  MPEL US 11/19/11 C12     -11.5  63.6   0.61   52.5    692
DOW    DOW CHEMICA  DOW US 11/19/11 C29      -11.5  39.3   1.16  107.1    774
XOM    EXXON MOBIL  XOM US 11/19/11 C85      -11.4  18.6   0.27  -22.9   1761
DAL    DELTA AIR L  DAL US 11/19/11 C8       -11.3  49.4   0.82    0.0    666
FSLR   FIRST SOLAR  FSLR US 11/19/11 C48     -11.3  89.1   4.75   20.2    456
DOW    DOW CHEMICA  DOW US 11/19/11 P29      -11.3  39.4   1.10  -61.5    670
CHKP   CHECK POINT  CHKP US 11/19/11 P62.5   -11.3  27.0   2.55  -44.6    260
FITB   FIFTH THIRD  FITB US 01/19/13 C7.5    -11.2  49.4   5.05    4.1   3907
FSLR   FIRST SOLAR  FSLR US 11/19/11 C50     -11.2  87.0   3.80   27.5    507
XLF    SPDR-FINL S  XLF US 11/19/11 C14      -11.2  30.8   0.32   77.8  13611
BBT    BB&T CORP    BBT US 11/19/11 C24      -11.2  30.6   0.59   34.1    663
LNG    CHENIERE EN  LNG US 12/17/11 C11      -11.2  94.3   1.30   -4.4    269
RCL    ROYAL CARIB  RCL US 11/19/11 C29      -11.2  52.5   1.70    1.2    204
XOM    EXXON MOBIL  XOM US 11/19/11 C82.5    -11.2  20.2   0.92  -15.6   1964
NUE    NUCOR CORP   NUE US 11/19/11 C39      -11.1  29.3   0.95   58.3    203
T      AT&T INC     T US 12/17/11 C30        -11.1  14.1   0.34   54.5   1154
PG     PROCTER & G  PG US 12/17/11 C67.5     -11.1  13.6   0.48  -11.1    647
NSC    NORFOLK SOU  NSC US 11/19/11 P75      -11.1  24.3   2.05  -74.4    202
OCZ    OCZ TECHNOL  OCZ US 12/17/11 C5       -11.1  73.1   2.50   -2.0   1102
TIVO   TIVO INC     TIVO US 12/17/11 P11     -11.1  51.2   1.00    0.0   1128
VMED   VIRGIN MEDI  VMED US 01/21/12 P22.5   -11.0  44.1   0.90  -33.3    224
USB    US BANCORP   USB US 01/21/12 C27      -11.0  29.7   0.95   -4.0   1806
AEM    AGNICO-EAGL  AEM US 11/19/11 C40      -10.9  48.4   3.90  -30.4    275
DAL    DELTA AIR L  DAL US 11/19/11 P9       -10.9  42.0   0.44  -30.2    308
FXI    ISHARES FTS  FXI US 11/19/11 C38      -10.9  33.4   1.01   57.8   2531
LM     LEGG MASON   LM US 01/21/12 C29       -10.9  41.1   1.75    2.9    210
XME    SPDR S&P ME  XME US 11/19/11 P55      -10.9  47.8   2.44  -48.6   2527
SIX    SIX FLAGS E  SIX US 11/19/11 C35      -10.8  39.0   1.80  227.3    206
SPN    SUPERIOR EN  SPN US 11/19/11 C27.5    -10.8  57.5   1.75   59.1   3505
MET    METLIFE INC  MET US 11/19/11 C34      -10.8  46.8   1.88   70.9    360
FSLR   FIRST SOLAR  FSLR US 11/19/11 P50     -10.8  90.3   4.80  -31.4    293
DF     DEAN FOODS   DF US 01/21/12 C9        -10.8  50.2   1.50    3.5    288
GLNG   GOLAR LNG L  GLNG US 11/19/11 C40     -10.8  42.4   1.95   50.0    882
EUO    PROSH-UL/SH  EUO US 11/19/11 P17      -10.7  25.7   0.35   59.1    785
AGNC   AMERICAN CA  AGNC US 11/19/11 P28     -10.7  20.2   0.80  100.0    294
BP     BP PLC-ADR   BP US 11/19/11 P47       -10.7  25.4   2.76  -50.7    248
CL     COLGATE-PAL  CL US 01/21/12 P92.5     -10.7  19.7   4.65   -9.0    582
XLF    SPDR-FINL S  XLF US 01/19/13 P13      -10.7  33.0   1.79  -14.3   1891
FXE    CRYSHS-EURO  FXE US 11/19/11 C143     -10.6  13.1   1.06   86.0   1430
SWN    SOUTHWESTRN  SWN US 11/19/11 P44      -10.6  44.4   2.30  -43.9    241
INTC   INTEL CORP   INTC US 11/19/11 C23     -10.6  28.8   1.99   11.8   2187
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P60      -10.5  22.6   3.05  -18.2    508
ZION   ZIONS BANCO  ZION US 04/21/12 C18     -10.5  44.8   2.10   16.7    232
ZION   ZIONS BANCO  ZION US 04/21/12 P18     -10.5  45.9   2.35  -26.6    642
XRX    XEROX CORP   XRX US 11/19/11 C8       -10.4  38.9   0.62   26.5    741
CL     COLGATE-PAL  CL US 01/21/12 C92.5     -10.4  20.2   2.79  -14.2    626
UUP    POWERSHARES  UUP US 12/17/11 C21      -10.3  10.5   0.42  -40.0   1865
ELNK   EARTHLINK I  ELNK US 01/21/12 C7      -10.3  34.2   0.55   57.1    500
ZION   ZIONS BANCO  ZION US 01/21/12 P16     -10.3  48.7   0.87  -34.1    288
MPEL   MELCO CROWN  MPEL US 11/19/11 P12     -10.3  64.3   1.00  -23.1    207
XLF    SPDR-FINL S  XLF US 01/21/12 C12      -10.3  38.1   2.06   21.9   6002
BBT    BB&T CORP    BBT US 11/19/11 C23      -10.2  34.1   1.20   26.3    525
MMM    3M CO        MMM US 11/19/11 C82.5    -10.2  23.1   0.85  142.9    231
MET    METLIFE INC  MET US 11/19/11 C35      -10.2  44.5   1.27   74.0    495
EPD    ENTERPRISE   EPD US 01/21/12 C45      -10.2  18.0   1.60    2.6    423
PG     PROCTER & G  PG US 12/17/11 C65       -10.2  15.3   1.57    2.6   1643
NVLS   NOVELLUS SY  NVLS US 12/17/11 P36     -10.1  37.9   1.90  -68.8    224
USB    US BANCORP   USB US 12/17/11 C27      -10.1  28.6   0.62  -10.1    217
MS     MORGAN STAN  MS US 04/21/12 C19       -10.1  47.7   2.24   43.6    310
RF     REGIONS FIN  RF US 11/19/11 C4        -10.1  55.1   0.26   52.9    933
GD     GENERAL DYN  GD US 11/19/11 C65       -10.1  25.8   1.50   -1.3    841
CTXS   CITRIX SYST  CTXS US 11/19/11 C75     -10.1  47.1   2.70  350.0   6158
MO     ALTRIA GROU  MO US 01/21/12 C27       -10.0  16.9   0.88   -9.3    350
MET    METLIFE INC  MET US 11/19/11 C33      -10.0  50.0   2.51   57.9    312
ACN    ACCENTURE P  ACN US 11/19/11 C60      -10.0  25.7   1.50   57.9    302

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

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