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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 11/19/11 P129     156.8  25.0   5.61  -19.5    841
SPY    SPDR S&P 50  SPY US 11/19/11 P128     129.7  25.1   5.01  -22.9   2870
SPY    SPDR S&P 50  SPY US 11/19/11 P130     118.1  23.8   6.33  -25.0    380
DYN    DYNEGY INC   DYN US 12/17/11 P2.5      84.2 256.0   0.60  100.0   3665
DYN    DYNEGY INC   DYN US 12/17/11 P3        75.7 233.0   0.80  100.0    926
DYN    DYNEGY INC   DYN US 11/19/11 P3        73.7 244.4   0.50  100.0    220
ARW    ARROW ELECT  ARW US 11/19/11 P35       56.4  47.0   1.25    0.0    520
GDXJ   MARKET VECT  GDXJ US 02/18/12 C20      56.1  58.7  12.20   19.0    300
COCO   CORINTHIAN   COCO US 01/21/12 C1       55.6 131.6   1.30   36.8    400
KGC    KINROSS GOL  KGC US 11/19/11 C10       51.6 104.2   4.85    3.2   1519
UNG    US NAT GAS   UNG1 US 01/21/12 P6       49.9  41.2   1.64    1.9   4800
SPY    SPDR S&P 50  SPY US 11/19/11 P127      49.6  26.8   4.45  -28.6   1138
ATPG   ATP OIL & G  ATPG US 11/19/11 C10      43.5  86.2   0.76   68.9    477
MFN    MINEFINDERS  MFN US 12/17/11 C11       41.5  75.8   3.80    0.0   1251
DYN    DYNEGY INC   DYN US 03/17/12 P2        33.8 203.3   0.60    0.0    494
SPY    SPDR S&P 50  SPY US 12/17/11 P130      31.2  23.3   8.14  -18.4    384
ATPG   ATP OIL & G  ATPG US 11/19/11 C9       30.4  95.6   1.44   38.5    230
SPY    SPDR S&P 50  SPY US 11/19/11 P126      26.5  27.1   3.80  -22.4   3164
XME    SPDR S&P ME  XME US 11/19/11 P48       26.2  70.0   0.76  -32.1    225
ICLK   INTERCLICK   ICLK US 11/19/11 C7.5     25.1  62.2   1.50    3.5    252
SPY    SPDR S&P 50  SPY US 12/17/11 P129      25.0  24.0   7.47  -17.0    441
GEN    GENON ENERG  GEN US 11/19/11 P3        24.7  81.3   0.25   92.3   2601
XLB    SPDR-MATERI  XLB US 11/19/11 P34       23.9  40.0   0.95  -28.6    585
BAC    BANK OF AME  BAC US 12/17/11 P1        22.4 296.9   0.02  100.0    500
CFX    COLFAX CORP  CFX US 12/17/11 C15       21.9 105.5   9.60   15.7    500
IWM    ISHARES-RUS  IWM US 11/19/11 P75       21.4  38.5   3.40  -28.4   1100
MWE    MARKWEST EN  MWE US 11/19/11 P48       21.3  42.2   0.90  -25.0   1161
HL     HECLA MININ  HL US 11/19/11 C4         21.2 106.6   2.25   14.2    272
SPY    SPDR S&P 50  SPY US 12/17/11 P128      20.6  24.9   6.96  -16.0    620
XLF    SPDR-FINL S  XLF US 01/21/12 P11       20.3  48.8   0.33  -21.4   5254
ATPG   ATP OIL & G  ATPG US 11/19/11 P9       20.0 112.1   0.38   -5.0    684
SPY    SPDR S&P 50  SPY US 11/19/11 P125      19.4  28.0   3.43  -19.7  10883
KERX   KERYX BIOPH  KERX US 11/19/11 P3       19.2  99.5   0.20   33.3   3503
EEM    ISHARES-EMG  EEM US 01/19/13 C40       18.8  31.9   5.59    9.6   1266
DIA    SPDR DJIA T  DIA US 11/19/11 P118      18.5  26.2   2.67  -31.5    485
GDX    MKT VECT-GO  GDX US 11/19/11 C41       18.4  82.3  18.70   -1.8   1000
HL     HECLA MININ  HL US 11/19/11 P4         17.9 115.7   0.01  -50.0    233
SPY    SPDR S&P 50  SPY US 11/19/11 P124      17.5  29.2   2.98  -20.1   6708
SPY    SPDR S&P 50  SPY US 11/19/11 P124      17.4  29.2   2.98  -20.1   6708
XLE    SPDR-ENERGY  XLE US 11/19/11 P70       17.3  37.5   2.42  -34.6    200
UN     UNILEVER NV  UN US 12/17/11 C35        17.3  26.1   0.75  -18.5    240
SPY    SPDR S&P 50  SPY US 12/17/11 P127      17.2  25.5   6.41  -19.2    281
QQQ    POWERSH-QQQ  QQQ US 11/19/11 P59       16.7  26.3   2.48  -11.4   2032
DYN    DYNEGY INC   DYN US 12/17/11 P2        16.3 264.2   0.45    0.0   7395
IO     ION GEOPHYS  IO US 11/19/11 P7         16.2 120.4   0.55    1.9   4918
IWM    ISHARES-RUS  IWM US 11/19/11 P74       16.1  40.0   2.92  -21.7   1339
MFC    MANULIFE FI  MFC US 11/19/11 P10       15.2  82.7   0.05    0.0    235
HEK    HECKMANN CO  HEK US 12/17/11 C5        14.5  57.3   1.15    4.5    260
SPY    SPDR S&P 50  SPY US 11/19/11 P123      13.8  30.1   2.62  -21.1  14406
XLF    SPDR-FINL S  XLF US 01/21/12 P13       13.6  38.5   0.86  -18.1    707
DIA    SPDR DJIA T  DIA US 11/19/11 P117      13.6  27.3   2.31  -24.3    322
SPY    SPDR S&P 50  SPY US 01/21/12 P130      13.4  23.6   9.32  -11.7    220
IWM    ISHARES-RUS  IWM US 11/19/11 P73       13.2  41.6   2.42  -34.6  11605
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C37      13.1   4.0   0.05    0.0    515
SPY    SPDR S&P 50  SPY US 12/17/11 P126      13.0  25.8   5.80  -21.9   6591
MFN    MINEFINDERS  MFN US 11/19/11 P10       12.7 117.1   0.10  100.0    642
VCLK   VALUECLICK   VCLK US 11/19/11 C18      12.6  58.1   0.65   18.2   1167
DIA    SPDR DJIA T  DIA US 11/19/11 P116      12.5  28.3   1.94  -23.3    414
EUO    PROSH-UL/SH  EUO US 11/19/11 C18       12.0  35.7   0.55  -21.4    623
KGC    KINROSS GOL  KGC US 11/19/11 P11       11.8  75.9   0.03   50.0    205
XLI    SPDR-INDU S  XLI US 01/21/12 P28       11.7  40.7   0.61  -20.8    200
SPY    SPDR S&P 50  SPY US 12/17/11 P125      11.6  26.5   5.42  -14.7   1223
SPY    SPDR S&P 50  SPY US 12/17/11 P124      11.6  27.5   4.99  -13.5  17394
SPY    SPDR S&P 50  SPY US 11/19/11 P122      11.5  31.3   2.30  -21.8  10583
FST    FOREST OIL   FST US 11/19/11 P14       11.4  96.3   1.00  -46.0    247
WCG    WELLCARE HE  WCG US 11/19/11 P45       11.2  71.3   0.85  -10.5    375
XLY    SPDR-CONS D  XLY US 11/19/11 P38       11.1  33.6   0.82  -16.3   1575
HOT    STARWOOD HO  HOT US 11/19/11 C52.5     11.0  52.8   1.86  177.6   2404
XLF    SPDR-FINL S  XLF US 06/16/12 P11       10.9  44.2   0.84  -10.6  10013
DIA    SPDR DJIA T  DIA US 11/19/11 P115      10.9  29.5   1.63  -27.6    674
IWM    ISHARES-RUS  IWM US 11/19/11 P72       10.8  43.1   2.08  -23.8   2479
XLF    SPDR-FINL S  XLF US 01/21/12 P10       10.8  55.4   0.23  -17.9    270
IO     ION GEOPHYS  IO US 11/19/11 P6         10.7 130.8   0.25    4.2    209
QQQ    POWERSH-QQQ  QQQ US 11/19/11 P58       10.6  28.1   1.84  -15.2   1357
SPY    SPDR S&P 50  SPY US 12/30/11 P125      10.1  26.5   5.93  -20.9   1339

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLF    SPDR-FINL S  XLF US 12/17/11 C12      -54.7  45.0   1.54   14.1   5010
AMRN   AMARIN CORP  AMRN US 11/19/11 C6      -45.8  96.3   2.80  -15.7    376
CLMT   CALUMET SPE  CLMT US 11/19/11 C17.5   -40.1  37.8   0.90  -43.8    477
PXD    PIONEER NAT  PXD US 11/19/11 C70      -38.3  53.0  16.95   52.0    250
JDSU   JDS UNIPHAS  JDSU US 11/19/11 C12     -35.2  65.7   0.99   30.3   3167
ARNA   ARENA PHARM  ARNA US 04/21/12 C1      -34.5 107.5   0.54  -37.2    290
JDSU   JDS UNIPHAS  JDSU US 11/19/11 C13     -33.9  65.3   0.50   13.6   7885
JDSU   JDS UNIPHAS  JDSU US 11/19/11 P12     -33.2  66.4   0.42  -66.9    712
TRLG   TRUE RELIGI  TRLG US 11/19/11 C33     -33.2  54.9   4.00   77.8    217
QUIK   QUICKLOGIC   QUIK US 11/19/11 C2.5    -32.9  86.0   0.20  -66.7    225
JDSU   JDS UNIPHAS  JDSU US 11/19/11 C11     -31.4  70.0   1.87   47.2   1095
DIA    SPDR DJIA T  DIA US 11/19/11 C107     -31.3  33.5  11.70   -9.7    254
TRLG   TRUE RELIGI  TRLG US 11/19/11 C32     -31.3  58.3   4.90   69.0    222
JDSU   JDS UNIPHAS  JDSU US 11/19/11 P11     -30.6  70.4   0.16  -79.2    875
NLC    NALCO HLDG   NLC US 11/19/11 C38      -29.9  19.8   0.60  -20.0    201
NLC    NALCO HLDG   NLC US 11/19/11 C36      -29.0  25.5   2.05   17.1    751
RRD    RR DONNELLE  RRD US 11/19/11 P16      -28.8  57.1   1.10    4.8    525
MA     MASTERCARD   MA US 11/19/11 C350      -28.7  37.6  16.20   83.5    250
XME    SPDR S&P ME  XME US 11/19/11 P46      -28.6  73.7   0.46  -34.3   2002
TWX    TIME WARNER  TWX US 11/19/11 C29      -28.2  54.4   5.05   68.3    582
MA     MASTERCARD   MA US 11/19/11 C370      -28.0  36.3   6.31   68.3    246
MA     MASTERCARD   MA US 11/19/11 C360      -28.0  36.7  10.66   92.1    431
OPEN   OPENTABLE I  OPEN US 11/19/11 C37.5   -28.0  70.3   2.65  -60.5    264
MA     MASTERCARD   MA US 11/19/11 C365      -27.8  36.7   8.00   56.9    231
MA     MASTERCARD   MA US 11/19/11 P360      -27.1  36.3  12.00  -57.1    211
OPEN   OPENTABLE I  OPEN US 11/19/11 P37.5   -26.5  76.6   2.00   21.2   1881
OPEN   OPENTABLE I  OPEN US 11/19/11 P35     -26.0  80.2   1.15   15.0   1144
TRLG   TRUE RELIGI  TRLG US 11/19/11 C34     -25.7  59.0   2.70   74.2    201
GRMN   GARMIN LTD   GRMN US 11/19/11 P36     -25.6  32.7   1.02  -40.4    365
MA     MASTERCARD   MA US 11/19/11 C340      -25.4  39.2  22.80   83.1    238
TLEO   TALEO CORP-  TLEO US 11/19/11 C30     -25.3  47.9   1.05  -54.4    500
HGG    HHGREGG INC  HGG US 11/19/11 C13      -24.9  64.9   1.60  190.9    234
JDSU   JDS UNIPHAS  JDSU US 11/19/11 P10     -24.6  79.0   0.06  -85.4    322
RMBS   RAMBUS INC   RMBS US 11/19/11 C18     -24.6 105.9   1.54  -12.5    227
HS     HEALTHSPRIN  HS US 06/16/12 C55       -23.4   3.6   0.61   74.3   1000
EZCH   EZCHIP SEMI  EZCH US 11/19/11 P30     -23.4  61.0   1.45  123.1    305
NLY    ANNALY CAPI  NLY US 01/21/12 C14      -22.8  31.6   2.43  -16.5    243
SPY    SPDR S&P 50  SPY US 11/19/11 C115     -22.6  38.2  10.16   10.1    266
XLI    SPDR-INDU S  XLI US 11/19/11 C34      -22.1  31.3   0.48   26.3    921
DMND   DIAMOND FOO  DMND US 11/19/11 P50     -22.1  67.5   2.35  422.2    273
AMRN   AMARIN CORP  AMRN US 12/17/11 C8      -22.1  95.8   1.05  -59.6   3699
XME    SPDR S&P ME  XME US 11/19/11 P37      -21.9  86.0   0.06  -14.3   3000
AMRN   AMARIN CORP  AMRN US 11/19/11 C8      -21.0  96.0   0.65  -58.1    803
CTSH   COGNIZANT T  CTSH US 11/19/11 C72.5   -21.0  40.2   1.35  -43.8   1102
SIMO   SILICON MOT  SIMO US 11/19/11 C17.5   -20.9  70.4   1.40  154.6    227
BIOD   BIODEL INC   BIOD US 12/17/11 C0.5    -20.9 179.8   0.25  -28.6    201
KBE    SPDR S&P BA  KBE US 11/19/11 C20      -20.8  41.9   0.40    0.0   1199
TEVA   TEVA PHARM-  TEVA US 11/19/11 C40     -20.4  31.2   0.75  -12.8   6244
AMRN   AMARIN CORP  AMRN US 12/17/11 P7      -19.9 101.9   0.55  -15.4   2173
GRMN   GARMIN LTD   GRMN US 11/19/11 P35     -19.8  34.1   0.62  -65.0    310
JDSU   JDS UNIPHAS  JDSU US 12/17/11 C13     -19.7  64.0   0.94   22.1    317
RMBS   RAMBUS INC   RMBS US 11/19/11 P15     -19.7 131.4   0.82  -39.3    404
MELA   MELA SCIENC  MELA US 01/21/12 C5      -19.4  66.4   1.00    1.0    432
DIA    SPDR DJIA T  DIA US 11/19/11 C110     -19.3  35.8   8.44   12.5    244
RRD    RR DONNELLE  RRD US 12/17/11 P16      -19.3  50.9   1.40   10.2    300
IMMU   IMMUNOMEDIC  IMMU US 11/19/11 C1      -19.2 320.6   2.65    8.2    246
RMBS   RAMBUS INC   RMBS US 11/19/11 C15     -19.1 135.2   3.40   -8.1    420
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C50      -19.0  42.3   7.26    6.6    251
FIRE   SOURCEFIRE   FIRE US 11/19/11 C30     -19.0  61.0   1.75  133.3    410
RMBS   RAMBUS INC   RMBS US 11/19/11 P14     -18.9 147.1   0.62  -46.1    246
TEVA   TEVA PHARM-  TEVA US 11/19/11 P40     -18.6  31.2   1.46  -26.3   1664
TEVA   TEVA PHARM-  TEVA US 11/19/11 C37.5   -18.5  34.3   2.20   -0.5    823
MA     MASTERCARD   MA US 11/19/11 C320      -18.4  44.9  40.30   61.9    284
XLF    SPDR-FINL S  XLF US 12/17/11 C13      -18.4  39.1   0.85   25.0   1205
NLY    ANNALY CAPI  NLY US 11/19/11 P17      -18.3  18.5   0.79   51.9   3392
RRD    RR DONNELLE  RRD US 12/17/11 P15      -18.3  53.1   0.86  -25.2    210
CTSH   COGNIZANT T  CTSH US 11/19/11 C70     -18.2  44.0   2.80  -26.3    425
MRGE   MERGE HEALT  MRGE US 12/17/11 P5      -17.8  82.1   0.15  -25.0    972
BDX    BECTON DICK  BDX US 11/19/11 P65      -17.8  38.3   0.25   25.0    206
XLF    SPDR-FINL S  XLF US 12/17/11 C10      -17.5  61.7   3.35    1.5    384
DCI    DONALDSON C  DCI US 02/18/12 C65      -17.4  32.2   3.70  -11.9    259
JDSU   JDS UNIPHAS  JDSU US 12/17/11 P12     -17.4  67.4   0.90  -45.1   1251
NLY    ANNALY CAPI  NLY US 11/19/11 C16      -17.3  24.3   0.51  -44.0    402
HUN    HUNTSMAN CO  HUN US 11/19/11 C13      -17.0  62.5   0.55  266.7    800
VXX    IPATH-S&P S  VXX US 12/17/11 P30      -17.0  81.3   0.41   -8.9    513
BDX    BECTON DICK  BDX US 11/19/11 P70      -16.8  32.1   0.95  137.5    594
GRMN   GARMIN LTD   GRMN US 11/19/11 C33     -16.7  35.7   2.90   54.3    440
SPY    SPDR S&P 50  SPY US 11/19/11 C121     -16.7  32.3   5.20   14.3   1751
AMRN   AMARIN CORP  AMRN US 12/17/11 P8      -16.7  98.2   1.10   22.2   6227
SPY    SPDR S&P 50  SPY US 12/17/11 C110     -16.6  36.5  15.65    9.4    277
CLMT   CALUMET SPE  CLMT US 11/19/11 P17.5   -16.4  39.0   0.34   13.3    298
XLF    SPDR-FINL S  XLF US 11/19/11 C13      -16.2  43.0   0.61   38.6   4401
NGD    NEW GOLD IN  NGD US 11/19/11 C11      -16.2  55.8   1.90   22.6   2612
XLI    SPDR-INDU S  XLI US 12/17/11 C34      -16.1  29.0   0.98   30.7    274
JNY    JONES GROUP  JNY US 11/19/11 P11      -16.0  59.6   0.40  -39.4   2022
HSNI   HSN INC      HSNI US 11/19/11 P35     -16.0  47.0   0.65  -59.4    285
SPY    SPDR S&P 50  SPY US 11/19/11 C119     -15.9  35.1   6.69   21.6    443
MELA   MELA SCIENC  MELA US 01/21/12 C4      -15.9  66.0   1.70    6.2    456
TLT    ISHARES BAR  TLT US 11/19/11 P112     -15.9  24.7   0.74   25.4    531
SPY    SPDR S&P 50  SPY US 11/19/11 C120     -15.8  34.0   5.93   13.2   1137
JDSU   JDS UNIPHAS  JDSU US 12/17/11 C11     -15.7  71.3   2.23   39.4    628
SPY    SPDR S&P 50  SPY US 12/17/11 C112     -15.7  35.1  13.35    9.4    254
XLF    SPDR-FINL S  XLF US 11/19/11 C12      -15.7  54.1   1.40   22.8    325
OIH    OIL SVC HLD  OIH US 11/19/11 C120     -15.4  48.7   8.80    8.6    208
GRMN   GARMIN LTD   GRMN US 11/19/11 P34     -15.3  35.6   0.40  -65.8    404
SPY    SPDR S&P 50  SPY US 11/19/11 C123     -15.2  30.4   3.79   13.8  10033
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C52      -15.2  39.4   5.34   11.5    650
AMRN   AMARIN CORP  AMRN US 11/19/11 P8      -14.8  90.2   0.61   52.5    394
NLY    ANNALY CAPI  NLY US 11/19/11 P16      -14.8  24.0   0.18    5.9   1254
XLB    SPDR-MATERI  XLB US 11/19/11 C36      -14.8  33.8   0.41   46.4   1160
TEVA   TEVA PHARM-  TEVA US 11/19/11 P37.5   -14.7  36.3   0.48  -43.5    598
SPY    SPDR S&P 50  SPY US 11/19/11 C122     -14.7  31.9   4.55   15.8   3151
CLX    CLOROX CO    CLX US 12/17/11 P62.5    -14.7  23.7   1.05  -12.5    338
GRMN   GARMIN LTD   GRMN US 11/19/11 C36     -14.6  31.6   0.58   31.8    631
JDSU   JDS UNIPHAS  JDSU US 01/21/12 C12.5   -14.6  64.7   1.49   13.7    459
EEM    ISHARES-EMG  EEM US 11/19/11 C40      -14.4  41.8   1.98   38.5    410
SPY    SPDR S&P 50  SPY US 11/19/11 C125     -14.4  28.5   2.58   14.7   7531
IWM    ISHARES-RUS  IWM US 11/19/11 C69      -14.3  46.5   5.29   25.6    268
DIA    SPDR DJIA T  DIA US 11/19/11 C116     -14.1  29.0   4.15   23.9    359
XCO    EXCO RESOUR  XCO US 11/19/11 C12      -14.1  68.5   0.45  -25.0    260
TLT    ISHARES BAR  TLT US 11/19/11 P113     -13.9  24.8   1.00   33.3    284
NLY    ANNALY CAPI  NLY US 11/19/11 C17      -13.6  20.1   0.07  -65.0    666
BAC    BANK OF AME  BAC US 11/19/11 C6       -13.6  68.9   0.81   22.7   7286
MGIC   MAGIC SOFTW  MGIC US 11/19/11 C5      -13.6  64.3   0.45   80.0    251
SNE    SONY CORP-A  SNE US 11/19/11 P19      -13.5  45.8   1.00   81.8    792
EWH    ISHARES-HON  EWH US 11/19/11 C17      -13.4  29.0   0.31  106.7   1560
JDSU   JDS UNIPHAS  JDSU US 01/21/12 C11     -13.4  68.0   2.50   30.2   2209
SPY    SPDR S&P 50  SPY US 11/19/11 C124     -13.4  29.8   3.18   15.2  11166
UNM    UNUM GROUP   UNM US 03/17/12 C22.5    -13.4  42.5   1.85  -35.1    338
DIA    SPDR DJIA T  DIA US 11/19/11 C118     -13.4  26.8   2.83   31.6    488
EEM    ISHARES-EMG  EEM US 11/19/11 C43      -13.3  35.0   0.48   37.1   4195
EEM    ISHARES-EMG  EEM US 11/19/11 C41      -13.3  39.0   1.33   43.0   4523
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C51      -13.2  42.4   6.24    2.6    248
DIA    SPDR DJIA T  DIA US 11/19/11 C122     -13.2  22.8   0.87   13.0   1534
EFA    ISHARES-MSC  EFA US 11/19/11 P50      -13.2  40.3   1.09  -35.9   4681
TLT    ISHARES BAR  TLT US 11/19/11 P114     -13.1  24.7   1.29   16.2   1072
DIA    SPDR DJIA T  DIA US 11/19/11 C119     -13.1  25.7   2.23   28.9    639
SPY    SPDR S&P 50  SPY US 11/19/11 C128     -13.1  25.6   1.22   17.3   5514
EFA    ISHARES-MSC  EFA US 11/19/11 C52      -13.1  34.8   1.26    5.0    336
AOL    AOL INC      AOL US 11/19/11 P14      -13.0  63.5   0.40  -66.7    226
SPY    SPDR S&P 50  SPY US 11/19/11 C129     -13.0  24.6   0.90   18.4   2493
AOL    AOL INC      AOL US 11/19/11 P13      -13.0  65.5   0.15  -76.9    377
DIA    SPDR DJIA T  DIA US 11/19/11 C121     -13.0  23.7   1.28   43.8    282
SPY    SPDR S&P 50  SPY US 11/19/11 C126     -12.9  27.7   2.09   19.4   4800
DIA    SPDR DJIA T  DIA US 11/19/11 C123     -12.8  22.0   0.62   17.0    450
PXD    PIONEER NAT  PXD US 11/19/11 C75      -12.8  55.6  12.37   -7.0    250
EFA    ISHARES-MSC  EFA US 11/19/11 C53      -12.7  32.3   0.79   -9.2    270
EFA    ISHARES-MSC  EFA US 11/19/11 P51      -12.7  37.9   1.41  -29.5    704
ATML   ATMEL CORP   ATML US 11/19/11 P9      -12.7  73.7   0.15  -50.0   1770
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C53      -12.6  37.3   4.43   10.5    644
XLI    SPDR-INDU S  XLI US 01/21/12 C33      -12.6  30.3   1.91   21.7   1650
SPY    SPDR S&P 50  SPY US 11/19/11 C127     -12.6  26.8   1.62   18.2   5427
WMB    WILLIAMS CO  WMB US 11/19/11 P26      -12.6  57.6   0.16  -62.8   1044
SPY    SPDR S&P 50  SPY US 11/19/11 C130     -12.4  23.9   0.63   16.7  10011
EFA    ISHARES-MSC  EFA US 11/19/11 C54      -12.4  30.2   0.45   -8.2   1921
GRMN   GARMIN LTD   GRMN US 11/19/11 C37     -12.4  31.2   0.35   94.4    497
SNE    SONY CORP-A  SNE US 11/19/11 P17      -12.3  52.7   0.25   66.7    243
IWM    ISHARES-RUS  IWM US 11/19/11 C71      -12.3  43.9   3.86   17.3    684
EEM    ISHARES-EMG  EEM US 11/19/11 C42      -12.2  36.8   0.86   50.9   2743
FXE    CRYSHS-EURO  FXE US 11/19/11 P144     -12.2  16.0   6.74  -17.3    263
TBT    PROSHARES U  TBT US 11/19/11 C21      -12.2  48.6   0.48   45.5   2005
SA     SEABRIDGE G  SA US 11/19/11 C23       -12.1  54.3   2.35   -9.6   2062
SPY    SPDR S&P 50  SPY US 12/17/11 C119     -12.1  30.2   8.10   15.2    247
FNSR   FINISAR COR  FNSR US 11/19/11 P22     -12.1  73.7   1.45  -51.7    225
C      CITIGROUP I  C US 11/19/11 C31        -12.0  59.7   1.17   20.6   2240
WMB    WILLIAMS CO  WMB US 11/19/11 P25      -11.9  63.1   0.12  -61.3    544
SPY    SPDR S&P 50  SPY US 12/17/11 C121     -11.9  28.8   6.78   12.2    821
HUN    HUNTSMAN CO  HUN US 11/19/11 P11      -11.9  71.2   0.17  -71.7    420
SPY    SPDR S&P 50  SPY US 12/17/11 C120     -11.9  29.6   7.36   10.7    773
IWM    ISHARES-RUS  IWM US 11/19/11 C72      -11.8  42.2   3.20   23.1   1833
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C54      -11.8  35.4   3.65   13.0   1698
CLWR   CLEARWIRE -  CLWR US 11/19/11 C2      -11.7 157.5   0.30   50.0    390
FNSR   FINISAR COR  FNSR US 11/19/11 C22     -11.7  73.5   1.24   90.8   2151
HUN    HUNTSMAN CO  HUN US 11/19/11 C12      -11.6  66.6   1.05  162.5   1299
GDXJ   MARKET VECT  GDXJ US 01/21/12 C25     -11.6  52.2   7.50   25.0   1005
RSX    MKT VECT-RU  RSX US 11/19/11 C31      -11.6  47.1   0.85   54.5    294
TLT    ISHARES BAR  TLT US 11/19/11 P116     -11.6  24.8   2.10   27.3    216
EFA    ISHARES-MSC  EFA US 11/19/11 P52      -11.6  35.5   1.81  -24.6    274
KKR    KKR & CO LP  KKR US 12/17/11 C14      -11.4  45.8   0.55   22.2    270
FNSR   FINISAR COR  FNSR US 11/19/11 P18     -11.4  86.3   0.30  -70.0    268
PFE    PFIZER INC   PFE US 11/19/11 P20      -11.3  24.5   0.75  -25.7   1029
AVEO   AVEO PHARMA  AVEO US 01/21/12 P15     -11.3  71.8   1.80  -20.7    422
C      CITIGROUP I  C US 11/19/11 C30        -11.2  62.0   1.68   21.7   2860
AA     ALCOA INC    AA US 11/19/11 C11       -11.2  50.8   0.33   22.2   1746
EFA    ISHARES-MSC  EFA US 11/19/11 P48      -11.2  45.8   0.66  -39.5   1723
EFA    ISHARES-MSC  EFA US 11/19/11 C51      -11.2  37.2   1.85    3.9    324
FNSR   FINISAR COR  FNSR US 11/19/11 P19     -11.1  82.3   0.47  -62.4    307
AFFX   AFFYMETRIX   AFFX US 11/19/11 C5      -11.1  92.1   0.40  -63.6    220
SPY    SPDR S&P 50  SPY US 12/17/11 C122     -11.1  28.2   5.96   11.2   2106
WMB    WILLIAMS CO  WMB US 11/19/11 P24      -11.1  72.0   0.10  -61.5   1304
TBT    PROSHARES U  TBT US 11/19/11 C20      -11.0  48.8   0.89   45.9    979
CMCSA  COMCAST COR  CMCSA US 11/19/11 P24    -10.9  33.3   1.01  -25.2   1626
IWM    ISHARES-RUS  IWM US 11/19/11 C73      -10.9  40.8   2.60   25.6   1432
TEVA   TEVA PHARM-  TEVA US 12/17/11 C40     -10.9  31.1   1.15  -17.3   1261
C      CITIGROUP I  C US 12/17/11 P31        -10.9  56.6   2.84  -25.3    250
EFA    ISHARES-MSC  EFA US 11/19/11 P49      -10.8  43.1   0.85  -37.0   4222
EFA    ISHARES-MSC  EFA US 11/19/11 C49      -10.8  42.8   3.29    1.2    256
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C55      -10.8  33.3   2.85   13.1   1770
SPY    SPDR S&P 50  SPY US 12/17/11 C123     -10.8  27.6   5.41   13.2   3204
XLE    SPDR-ENERGY  XLE US 11/19/11 C72      -10.7  34.9   1.10   83.3    293
C      CITIGROUP I  C US 12/17/11 C31        -10.6  56.7   2.02   12.2    467
LDK    LDK SOLAR C  LDK US 12/17/11 C4       -10.6  88.1   0.44  -13.7    598
TBT    PROSHARES U  TBT US 11/19/11 P20      -10.6  49.0   0.78  -42.2    498
GE     GENERAL ELE  GE US 11/19/11 C17       -10.6  31.8   0.20   25.0   1432
PFE    PFIZER INC   PFE US 11/19/11 C19      -10.5  26.5   0.74   25.4   2898
QIHU   QIHOO 360 T  QIHU US 11/19/11 P17.5   -10.5 115.4   1.35  -18.2    511
C      CITIGROUP I  C US 11/19/11 P30        -10.5  62.0   1.47  -33.8    985
TLT    ISHARES BAR  TLT US 11/19/11 P117     -10.5  24.9   2.62   45.6    320
TWX    TIME WARNER  TWX US 11/19/11 C34      -10.4  37.2   0.70  -38.6    738
EFA    ISHARES-MSC  EFA US 11/19/11 P47      -10.4  48.3   0.52  -40.9    388
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C56      -10.4  31.4   2.06    7.8   4813
AOL    AOL INC      AOL US 11/19/11 C14      -10.4  65.5   1.35  125.0    867
MBI    MBIA INC     MBI US 01/21/12 P2.5     -10.4 161.5   0.08   60.0   1690
MA     MASTERCARD   MA US 11/19/11 P290      -10.3  51.2   0.17  -92.2    263
PFE    PFIZER INC   PFE US 11/19/11 C20      -10.3  24.6   0.18   12.5   7788
CMCSA  COMCAST COR  CMCSA US 11/19/11 P23    -10.3  37.4   0.53  -34.6   3788
EWH    ISHARES-HON  EWH US 11/19/11 C16      -10.3  32.5   0.86   72.0   1560
IWM    ISHARES-RUS  IWM US 12/17/11 C70      -10.3  40.6   5.78   12.0    671
IWM    ISHARES-RUS  IWM US 12/17/11 C69      -10.2  41.8   6.31   11.5    243
DIA    SPDR DJIA T  DIA US 12/17/11 C119.75  -10.2  23.7   2.89   20.4    664
VXX    IPATH-S&P S  VXX US 11/19/11 P40      -10.2  92.9   1.56    0.7    629
TWX    TIME WARNER  TWX US 11/19/11 P33      -10.2  39.9   1.02   18.6   1900
TWX    TIME WARNER  TWX US 11/19/11 P32      -10.1  43.1   0.71   18.3    866
IWM    ISHARES-RUS  IWM US 11/19/11 C76      -10.0  36.0   1.12   43.6   1003
SPY    SPDR S&P 50  SPY US 12/17/11 C125     -10.0  26.2   4.11   14.5   7648
TEVA   TEVA PHARM-  TEVA US 12/17/11 P40     -10.0  30.7   2.21   -6.0    625

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

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