U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2011-10-27T15:30:22Z
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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