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
=============================================================================
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P62       77.9  14.3   2.08   -9.2   1419
RAS    RAIT FINANC  RAS US 02/18/12 P5        57.4  73.0   0.10  100.0    240
CFX    COLFAX CORP  CFX US 02/18/12 C30       42.0  43.2   1.55  -27.9    942
MCP    MOLYCORP IN  MCP US 02/18/12 C27       34.0  66.7   4.50   63.6    206
PSS    COLLECTIVE   PSS US 02/18/12 P16       31.0  72.1   0.94    0.0    335
MCP    MOLYCORP IN  MCP US 02/18/12 C29       30.0  62.5   2.92  110.1    970
MCP    MOLYCORP IN  MCP US 02/18/12 C31       28.7  60.9   1.76  137.8    594
MCP    MOLYCORP IN  MCP US 02/18/12 C30       28.4  61.0   2.19  125.8   1523
CIM    CHIMERA INV  CIM US 03/17/12 C3        26.7  30.0   0.10    0.0    205
MCP    MOLYCORP IN  MCP US 02/18/12 P29       26.2  68.0   1.32  -20.0    368
MCP    MOLYCORP IN  MCP US 02/18/12 C32       25.8  60.6   1.33  195.6   1682
IVZ    INVESCO LTD  IVZ US 02/18/12 C22.5     25.5  31.7   0.50   -9.1    344
DLPH   DELPHI AUTO  DLPH US 02/18/12 C25      23.9  56.6   1.85   32.1   1060
PWER   POWER-ONE I  PWER US 02/18/12 C4       22.2 110.7   1.10   57.1    786
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P63       21.8  14.9   3.51   -8.1    909
MCP    MOLYCORP IN  MCP US 02/18/12 P31       21.4  66.2   2.20  -38.9    655
REE    RARE ELEMEN  REE US 04/21/12 C5        20.7  52.6   1.20   33.3    500
PSS    COLLECTIVE   PSS US 03/17/12 C16       20.7  66.3   1.81   64.5    488
NUE    NUCOR CORP   NUE US 02/18/12 C44       19.2  26.9   0.85   32.8   5281
DLPH   DELPHI AUTO  DLPH US 02/18/12 C22.5    18.9  62.6   3.60   59.3    255
MNTA   MOMENTA PHA  MNTA US 03/17/12 P17      18.9  62.2   0.90   28.6   3134
PSS    COLLECTIVE   PSS US 03/17/12 C17       18.2  64.6   1.40   75.0    398
UIS    UNISYS CORP  UIS US 02/18/12 C19       17.8  78.2   2.20   15.8    312
SIRI   SIRIUS XM R  SIRI US 02/18/12 C2       17.4  46.1   0.15    7.1    354
PSS    COLLECTIVE   PSS US 03/17/12 P16       17.4  66.3   1.34    0.0    252
ILMN   ILLUMINA IN  ILMN US 02/18/12 C35      17.2  79.0  19.00  363.4   1665
IVZ    INVESCO LTD  IVZ US 02/18/12 P22.5     17.1  33.2   0.95   13.1    440
HES    HESS CORP    HES US 02/18/12 C45       17.0  45.5  14.10  -14.5    298
PSS    COLLECTIVE   PSS US 02/18/12 P15       17.0  70.8   0.57  -12.3   5573
PSS    COLLECTIVE   PSS US 03/17/12 P15       16.7  68.5   0.97  -52.7    928
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P11      16.6 163.9   1.65   15.4    530
UIS    UNISYS CORP  UIS US 02/18/12 C20       16.3  73.2   1.55   37.2   2117
MCP    MOLYCORP IN  MCP US 03/17/12 C27.5     16.3  65.0   4.77   53.9    675
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P61       16.0  15.3   1.40  -18.1   1275
MCP    MOLYCORP IN  MCP US 03/17/12 C30       15.8  62.9   3.15   63.2    379
MCP    MOLYCORP IN  MCP US 02/18/12 P32       15.7  65.2   2.80  -23.3    515
BAC    BANK OF AME  BAC US 02/18/12 C5        15.7  84.1   2.29    0.0    451
NUE    NUCOR CORP   NUE US 02/18/12 C41       15.5  30.9   2.63    1.1    282
QIHU   QIHOO 360 T  QIHU US 02/18/12 P15      15.2  95.4   0.65   18.2    498
EMC    EMC CORP/MA  EMC US 02/18/12 C26       15.2  24.1   0.43   95.5   1564
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P9       15.2 193.7   0.98   25.6    847
TXT    TEXTRON INC  TXT US 03/17/12 P25       15.2  32.0   1.38    0.0    303
NOK    NOKIA CORP-  NOK US 02/18/12 P4        14.8  86.6   0.05   25.0   2912
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P10      14.6 175.5   1.26   22.3   5981
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C11      14.4 163.0   2.05   10.8    264
PSS    COLLECTIVE   PSS US 02/18/12 C17       14.2  62.6   0.90  100.0    684
QIHU   QIHOO 360 T  QIHU US 02/18/12 P12.5    14.1 112.7   0.30   50.0   2847
EMC    EMC CORP/MA  EMC US 02/18/12 C25       14.1  25.4   1.01   60.3   1523
PSS    COLLECTIVE   PSS US 02/18/12 P14       13.8  79.2   0.30  -25.0    308
REE    RARE ELEMEN  REE US 02/18/12 C6        13.6  63.9   0.35   75.0   1716
GE     GENERAL ELE  GE US 02/18/12 C17        13.5  31.2   1.97    4.2    325
PSS    COLLECTIVE   PSS US 03/17/12 P13       13.4  76.2   0.40  -11.1   1084
LDK    LDK SOLAR C  LDK US 03/17/12 C3.5      12.9  40.7   1.13    0.0    290
SQM    QUIMICA Y-S  SQM US 03/17/12 C60       12.8  27.9   1.30    0.0    660
EMC    EMC CORP/MA  EMC US 02/18/12 C23       12.7  28.9   2.49   15.8    561
MJN    MEAD JOHNSO  MJN US 02/18/12 P70       12.7  34.5   1.60  -13.5    551
CFX    COLFAX CORP  CFX US 02/18/12 P30       12.7  58.5   1.55   82.3    452
YNDX   YANDEX NV-A  YNDX US 03/17/12 C20      12.3  50.4   1.20    0.0    626
LIFE   LIFE TECHNO  LIFE US 02/18/12 C50      12.0  38.7   1.51  115.7   1479
LIFE   LIFE TECHNO  LIFE US 03/17/12 C50      12.0  34.1   2.25   80.0    223
EMC    EMC CORP/MA  EMC US 02/18/12 P25       11.9  25.0   0.43  -18.9    260
NPSP   NPS PHARM I  NPSP US 02/18/12 C7       11.5  51.1   0.50   42.9   2000
CLNE   CLEAN ENERG  CLNE US 02/18/12 C13      11.5  43.4   2.00   -2.4    287
NOK    NOKIA CORP-  NOK US 02/18/12 P5        11.4  66.7   0.23   15.0   4744
T      AT&T INC     T US 02/18/12 C31         11.2  14.1   0.09  -10.0   5460
EMC    EMC CORP/MA  EMC US 02/18/12 P26       11.1  23.7   0.90  -26.2   1262
WOOF   VCA ANTECH   WOOF US 02/18/12 P20      11.1  38.0   0.15  -25.0    200
NOK    NOKIA CORP-  NOK US 02/18/12 C5        10.7  67.8   0.49    2.1   1710
LIFE   LIFE TECHNO  LIFE US 02/18/12 P50      10.5  38.5   2.30  -45.2    212
AAPL   APPLE INC    AAPL US 02/18/12 P315     10.4  52.9   0.04  -73.3    430
AAPL   APPLE INC    AAPL US 02/18/12 C350     10.4  40.4  99.46   39.5    461
MNKD   MANNKIND CO  MNKD US 02/18/12 C1       10.4 252.2   1.90    6.2    574
HGSI   HUMAN GENOM  HGSI US 03/17/12 P9       10.4  84.7   0.86  -19.6    249
HGSI   HUMAN GENOM  HGSI US 02/18/12 C10      10.4  85.5   0.75   78.6   3767
TKR    TIMKEN CO    TKR US 02/18/12 C50       10.4  37.8   0.95   18.8    598
EMC    EMC CORP/MA  EMC US 02/18/12 C24       10.1  26.9   1.62   23.7    716
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P61       10.0  16.7   2.05  -13.5    444

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
ILMN   ILLUMINA IN  ILMN US 02/18/12 P55     -81.6  23.0   1.85    0.0   5123
ILMN   ILLUMINA IN  ILMN US 02/18/12 C55     -72.4  23.0   0.80    0.0   6791
ILMN   ILLUMINA IN  ILMN US 03/17/12 P55     -61.1  27.6   2.80  -90.0    453
ILMN   ILLUMINA IN  ILMN US 02/18/12 P50     -55.7  33.3   0.40    0.0  12050
ILMN   ILLUMINA IN  ILMN US 03/17/12 C55     -54.8  25.6   1.50 1400.0   9224
ILMN   ILLUMINA IN  ILMN US 02/18/12 P46     -53.0  39.6   0.10    0.0    262
ILMN   ILLUMINA IN  ILMN US 02/18/12 C50     -51.3  32.4   4.20 2700.0   1210
ILMN   ILLUMINA IN  ILMN US 01/19/13 C50     -48.4  24.2   7.20  364.5   2522
ABT    ABBOTT LABS  ABT US 02/18/12 C50      -48.1  22.9   5.00  -16.7    610
ILMN   ILLUMINA IN  ILMN US 06/16/12 C55     -46.1  26.7   3.50    0.0    266
TXT    TEXTRON INC  TXT US 02/18/12 P25      -45.5  34.1   0.97    0.0    242
ILMN   ILLUMINA IN  ILMN US 03/17/12 C50     -45.2  30.4   4.90 9700.0   4182
ILMN   ILLUMINA IN  ILMN US 06/16/12 C50     -42.9  28.6   6.10  369.2   5092
ILMN   ILLUMINA IN  ILMN US 03/17/12 P50     -42.9  31.9   1.00  -92.5   7944
ILMN   ILLUMINA IN  ILMN US 06/16/12 P46     -41.3  32.2   1.35    0.0   2029
NVS    NOVARTIS AG  NVS US 03/17/12 P55      -40.1   9.1   3.40   51.1    273
ILMN   ILLUMINA IN  ILMN US 01/19/13 P50     -39.2  29.1   4.30  -72.3    427
VXX    IPATH-S&P S  VXX US 02/18/12 P20      -39.1  59.1   0.02    0.0    501
VXX    IPATH-S&P S  VXX US 02/18/12 P21      -38.0  53.0   0.03    0.0    620
BPAX   BIOSANTE PH  BPAX US 02/18/12 C0.5    -36.5  85.2   0.20    0.0    204
CA     CA INC       CA US 02/18/12 C26       -36.4  24.8   0.30   50.0    589
AAPL   APPLE INC    AAPL US 02/18/12 C465    -36.4  19.4   3.15   80.0   2917
AAPL   APPLE INC    AAPL US 02/18/12 P465    -36.3  19.3  18.90  -58.6    585
AAPL   APPLE INC    AAPL US 02/18/12 C460    -36.1  19.5   4.61  110.5   8315
ILMN   ILLUMINA IN  ILMN US 06/16/12 P44     -36.0  33.3   1.00    0.0    309
AAPL   APPLE INC    AAPL US 02/18/12 P455    -35.7  19.6  12.15  -65.9   1975
ILMN   ILLUMINA IN  ILMN US 06/16/12 P45     -35.6  33.2   1.20    0.0    283
AAPL   APPLE INC    AAPL US 02/18/12 C470    -35.6  19.4   2.19   82.5   8103
AAPL   APPLE INC    AAPL US 02/18/12 C450    -35.3  20.0   8.65  130.7  17587
AAPL   APPLE INC    AAPL US 02/18/12 C455    -35.1  19.7   6.37  135.9   5553
AAPL   APPLE INC    AAPL US 02/18/12 P460    -34.7  19.3  15.35  -62.6   1613
AAPL   APPLE INC    AAPL US 02/18/12 P430    -34.5  21.6   2.90  -85.2   5522
AAPL   APPLE INC    AAPL US 02/18/12 C445    -34.4  20.3  11.45  133.7   7801
SO     SOUTHERN CO  SO US 01/19/13 P23       -34.4  33.8   0.14  -22.2    438
AAPL   APPLE INC    AAPL US 02/18/12 C435    -34.0  21.2  18.20  127.5   4324
AAPL   APPLE INC    AAPL US 02/18/12 C430    -33.9  21.9  22.30  118.6   7052
AAPL   APPLE INC    AAPL US 02/18/12 C440    -33.9  20.7  14.68  136.8   8121
AAPL   APPLE INC    AAPL US 02/18/12 P440    -33.7  20.6   5.35  -79.3   5298
AAPL   APPLE INC    AAPL US 02/18/12 P425    -33.2  22.4   2.12  -87.5   8130
AAPL   APPLE INC    AAPL US 02/18/12 C425    -32.7  22.6  26.50  115.5   7693
TPX    TEMPUR-PEDI  TPX US 02/18/12 C70      -31.8  38.4   1.90   84.5    584
AAPL   APPLE INC    AAPL US 02/18/12 C420    -31.5  23.4  30.77  103.8   6802
ILMN   ILLUMINA IN  ILMN US 03/17/12 C42     -31.0  39.6  12.60  641.2    206
FIO    FUSION-IO I  FIO US 02/18/12 P22.5    -30.6  73.0   0.80   77.8   1702
AAPL   APPLE INC    AAPL US 02/18/12 P470    -30.5  19.3  23.05  -54.3    527
AAPL   APPLE INC    AAPL US 02/18/12 P415    -30.2  24.1   1.20  -90.1   6339
TPX    TEMPUR-PEDI  TPX US 02/18/12 P65      -30.2  40.2   1.40  -74.5    446
AMD    ADV MICRO D  AMD US 02/18/12 P6       -30.1  49.1   0.08  -63.6   2060
ILMN   ILLUMINA IN  ILMN US 06/16/12 P40     -30.0  37.1   0.75  -89.3    285
CQP    CHENIERE EN  CQP US 02/18/12 C22      -29.9  23.2   0.15  200.0    275
AAPL   APPLE INC    AAPL US 02/18/12 C415    -29.4  24.3  35.40  101.1   2211
AMD    ADV MICRO D  AMD US 02/18/12 P7       -28.9  39.1   0.43  -35.8   1026
AAPL   APPLE INC    AAPL US 02/18/12 C410    -28.3  24.9  40.05   94.4   3465
TPX    TEMPUR-PEDI  TPX US 02/18/12 C60      -28.1  42.5   8.80   76.0    306
VXX    IPATH-S&P S  VXX US 02/18/12 P19      -27.9  67.4   0.03   50.0    450
AAPL   APPLE INC    AAPL US 02/18/12 P410    -27.9  25.0   0.90  -91.1   4000
GLW    CORNING INC  GLW US 02/18/12 P12      -27.7  35.8   0.11  175.0   1343
FIO    FUSION-IO I  FIO US 02/18/12 P20      -27.4  76.6   0.25   25.0    450
FGP    FERRELLGAS-  FGP US 05/19/12 C17.5    -26.4  22.0   0.60    0.0    246
GLW    CORNING INC  GLW US 02/18/12 C12      -26.2  36.1   1.17  -54.1    388
AAPL   APPLE INC    AAPL US 03/17/12 C470    -26.0  20.3   5.95   73.0   1051
AAPL   APPLE INC    AAPL US 02/18/12 P405    -25.5  25.9   0.70  -91.6   2515
AAPL   APPLE INC    AAPL US 03/17/12 C465    -25.5  20.5   7.50   77.3    971
TPX    TEMPUR-PEDI  TPX US 02/18/12 P60      -25.4  43.5   0.35  -86.5    418
AMD    ADV MICRO D  AMD US 02/18/12 C7       -24.9  40.8   0.16  -15.8   1897
AAPL   APPLE INC    AAPL US 02/18/12 C405    -24.8  26.0  44.81   89.5   1563
PII    POLARIS IND  PII US 02/18/12 P65      -24.7  30.9   2.30  -45.2    225
AAPL   APPLE INC    AAPL US 03/17/12 C450    -24.6  21.2  13.95   91.6   4489
FIO    FUSION-IO I  FIO US 02/18/12 P25      -24.6  76.8   1.90   90.0   1098
AAPL   APPLE INC    AAPL US 03/17/12 C460    -24.4  20.7   9.35   87.0   1942
VXX    IPATH-S&P S  VXX US 06/16/12 P15      -24.3  54.6   0.11    0.0    216
PII    POLARIS IND  PII US 02/18/12 P62.5    -24.2  32.4   1.55  -42.6    200
AAPL   APPLE INC    AAPL US 03/17/12 P455    -24.1  20.8  17.20  -57.6    594
AAPL   APPLE INC    AAPL US 03/17/12 P465    -24.0  20.5  23.20  -50.2    424
AMD    ADV MICRO D  AMD US 02/18/12 C6       -23.8  51.6   0.80    5.3   2578
HES    HESS CORP    HES US 02/18/12 C42.5    -23.7  45.1  15.75  -32.4    320
AAPL   APPLE INC    AAPL US 02/18/12 P400    -23.6  27.0   0.50  -92.6   4819
XRX    XEROX CORP   XRX US 02/18/12 P7       -23.5  39.6   0.04   33.3    396
AAPL   APPLE INC    AAPL US 03/17/12 P445    -23.3  21.4  12.30  -61.6    993
AAPL   APPLE INC    AAPL US 03/17/12 P450    -22.9  21.2  14.55  -60.4   1959
AAPL   APPLE INC    AAPL US 02/18/12 C400    -22.8  27.1  49.85   85.0   8033
AAPL   APPLE INC    AAPL US 03/17/12 P440    -22.6  21.9  10.35  -65.7   1422
AAPL   APPLE INC    AAPL US 03/17/12 C440    -22.4  21.9  19.74   91.7   1524
AAPL   APPLE INC    AAPL US 03/17/12 P435    -22.4  22.2   8.58  -67.4   1216
AAPL   APPLE INC    AAPL US 03/17/12 C435    -22.1  22.3  22.95   88.1    840
AAPL   APPLE INC    AAPL US 03/17/12 C430    -22.0  22.7  26.50   85.2   2469
AAPL   APPLE INC    AAPL US 03/17/12 P430    -22.0  22.6   7.15  -69.6   2075
FNF    FIDELITY NA  FNF US 02/18/12 P17.5    -21.4  18.9   0.15  -50.0   5732
GLW    CORNING INC  GLW US 02/18/12 C13      -21.4  33.4   0.47  -71.5   1665
ILMN   ILLUMINA IN  ILMN US 03/17/12 C40     -21.2  45.9  14.10  513.0    545
AAPL   APPLE INC    AAPL US 03/17/12 C425    -21.1  23.2  30.30   82.0   1182
AAPL   APPLE INC    AAPL US 02/18/12 P395    -20.9  28.0   0.40  -92.5   3519
AAPL   APPLE INC    AAPL US 03/17/12 P425    -20.9  23.1   5.90  -72.0   1332
AAPL   APPLE INC    AAPL US 03/17/12 C420    -20.9  23.6  34.27   79.5   1305
FIO    FUSION-IO I  FIO US 02/18/12 C25      -20.6  68.2   1.70  -71.7    833
GLW    CORNING INC  GLW US 02/18/12 P13      -20.5  33.5   0.40  233.3   4301
PII    POLARIS IND  PII US 02/18/12 C62.5    -20.4  30.6   2.60    0.0    209
WPZ    WILLIAMS PA  WPZ US 02/18/12 P60      -20.2  18.9   0.43   59.3    499
PII    POLARIS IND  PII US 02/18/12 P60      -20.1  36.3   0.90  -51.4    484
XRX    XEROX CORP   XRX US 02/18/12 C7       -20.0  37.4   0.93  -45.6   1137
AAPL   APPLE INC    AAPL US 02/18/12 C395    -19.8  28.4  54.38   76.3   2530
AAPL   APPLE INC    AAPL US 03/17/12 C415    -19.7  24.0  38.30   75.7    445
AAPL   APPLE INC    AAPL US 03/17/12 P415    -19.6  23.9   4.00  -75.2   1956
AAPL   APPLE INC    AAPL US 03/17/12 P410    -19.5  24.3   3.25  -77.0   1086
BA     BOEING CO/T  BA US 02/18/12 P65       -19.2  27.8   0.10  -28.6    635
EWC    ISHARES-CAN  EWC US 03/17/12 P20      -19.2  47.2   0.10  -60.0    785
ALTR   ALTERA CORP  ALTR US 02/18/12 C41     -19.1  33.7   0.80  -36.0    794
BA     BOEING CO/T  BA US 02/18/12 P67.5     -18.8  26.0   0.27    3.9   1305
AAPL   APPLE INC    AAPL US 03/17/12 C405    -18.8  24.9  46.90   64.7    306
MSI    MOTOROLA SO  MSI US 02/18/12 P38      -18.7  39.7   0.04  -55.6    371
AMD    ADV MICRO D  AMD US 03/17/12 P7       -18.6  39.6   0.57  -23.0   1277
AAPL   APPLE INC    AAPL US 02/18/12 P390    -18.5  29.1   0.33  -92.5   4040
XLF    SPDR-FINL S  XLF US 02/18/12 C12      -18.4  34.4   2.15   -1.4    673
BA     BOEING CO/T  BA US 02/18/12 P70       -18.4  24.2   0.60    7.1   1405
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C56      -18.4  22.2   4.22    7.7    256
ALTR   ALTERA CORP  ALTR US 02/18/12 C40     -18.3  34.4   1.55  -11.4   1338
AAPL   APPLE INC    AAPL US 03/17/12 P405    -18.3  24.8   2.72  -77.3    446
RES    RPC INC      RES US 03/17/12 P15      -18.3  49.9   0.55   -5.2    487
YHOO   YAHOO! INC   YHOO US 02/18/12 C15     -18.2  31.6   0.85  -15.0   1777
XRX    XEROX CORP   XRX US 02/18/12 P8       -18.0  31.7   0.34  209.1   1080
YHOO   YAHOO! INC   YHOO US 02/18/12 P15     -17.9  31.5   0.23  -32.4   3423
ABT    ABBOTT LABS  ABT US 02/18/12 P55      -17.7  12.1   0.73   65.9    436
YHOO   YAHOO! INC   YHOO US 02/18/12 P16     -17.6  29.9   0.69   -9.2    974
ALTR   ALTERA CORP  ALTR US 02/18/12 P40     -17.6  35.0   1.45  -17.1   1516
BA     BOEING CO/T  BA US 02/18/12 P72.5     -17.6  22.6   1.29   19.4   1706
AAPL   APPLE INC    AAPL US 03/17/12 P400    -17.6  25.3   2.14  -79.4   1936
WLP    WELLPOINT I  WLP US 02/18/12 P62.5    -17.6  29.1   0.76  117.1    243
AAPL   APPLE INC    AAPL US 02/18/12 C390    -17.5  29.4  59.55   70.4   3752
ANH    ANWORTH MOR  ANH US 07/21/12 P6       -17.5  14.7   0.28   -6.7    858
AAPL   APPLE INC    AAPL US 03/17/12 C400    -17.5  25.3  51.63   66.3   2697
BA     BOEING CO/T  BA US 02/18/12 C72.5     -17.4  22.7   2.08  -43.0    501
WLP    WELLPOINT I  WLP US 02/18/12 P67.5    -17.3  24.9   2.90  121.4    363
GWW    WW GRAINGER  GWW US 02/18/12 C200     -17.3  19.8   1.20  -83.4    434
AMD    ADV MICRO D  AMD US 03/17/12 C7       -17.1  40.2   0.27  -10.0   2071
GWW    WW GRAINGER  GWW US 02/18/12 P180     -17.1  24.5   1.15  155.6    207
NSC    NORFOLK SOU  NSC US 02/18/12 C75      -17.1  22.0   1.00  -50.0    260
TXT    TEXTRON INC  TXT US 02/18/12 C24      -16.7  33.8   1.18  555.6    365
AAPL   APPLE INC    AAPL US 04/21/12 C465    -16.7  23.4  13.83   62.1    310
AAPL   APPLE INC    AAPL US 04/21/12 C470    -16.7  23.3  11.95   62.6    996
AAPL   APPLE INC    AAPL US 02/18/12 P385    -16.6  30.2   0.25  -93.0   3691
BA     BOEING CO/T  BA US 02/18/12 P75       -16.5  21.3   2.65   32.5    525
AAPL   APPLE INC    AAPL US 02/18/12 C385    -16.5  30.4  64.60   65.8    914
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C57      -16.5  20.6   3.32    7.4    489
NSC    NORFOLK SOU  NSC US 02/18/12 C77.5    -16.4  20.7   0.35  -66.7    206
AAPL   APPLE INC    AAPL US 04/21/12 C450    -16.2  24.0  20.70   70.4   2535
AAPL   APPLE INC    AAPL US 04/21/12 C430    -16.1  24.9  32.43   62.1   3361
AAPL   APPLE INC    AAPL US 03/17/12 P390    -16.1  26.3   1.36  -82.1    631
ABT    ABBOTT LABS  ABT US 02/18/12 P50      -16.0  21.6   0.05  -16.7    444
NVS    NOVARTIS AG  NVS US 02/18/12 P55      -16.0  17.5   1.26   57.5   1202
AAPL   APPLE INC    AAPL US 03/17/12 P395    -15.9  25.8   1.73  -80.7   1718
AAPL   APPLE INC    AAPL US 04/21/12 C375    -15.8  27.8  75.35   36.4    284
AAPL   APPLE INC    AAPL US 04/21/12 C350    -15.8  29.0 100.20   32.7    430
UTX    UNITED TECH  UTX US 02/18/12 C80      -15.7  16.8   0.54  -20.6   4160
AAPL   APPLE INC    AAPL US 04/21/12 C445    -15.7  24.2  23.45   64.0    356
NSC    NORFOLK SOU  NSC US 02/18/12 P72.5    -15.6  24.1   1.41   17.5   1115
AAPL   APPLE INC    AAPL US 04/21/12 P455    -15.6  24.0  23.90  -44.3    227
AAPL   APPLE INC    AAPL US 04/21/12 C425    -15.5  25.2  36.06   57.5   1678
ADP    AUTOMATIC D  ADP US 02/18/12 P57.5    -15.5  14.2   1.43   -1.4    200
CA     CA INC       CA US 02/18/12 C25       -15.4  25.6   0.70  366.7    669
AAPL   APPLE INC    AAPL US 04/21/12 P450    -15.4  24.4  21.30  -48.4    475
AAPL   APPLE INC    AAPL US 04/21/12 C405    -15.3  26.2  51.06   50.0    655
XRX    XEROX CORP   XRX US 02/18/12 C8       -15.3  31.6   0.23  -69.7    864
AAPL   APPLE INC    AAPL US 04/21/12 C390    -15.3  26.9  63.50   45.3    490
AAPL   APPLE INC    AAPL US 04/21/12 C400    -15.3  26.5  55.00   50.7   3158
AAPL   APPLE INC    AAPL US 04/21/12 C415    -15.2  25.8  42.85   52.3    279
EXC    EXELON CORP  EXC US 02/18/12 P36      -15.2  18.5   0.10   42.9    286
NVS    NOVARTIS AG  NVS US 03/17/12 C52.5    -15.2  19.2   2.30    0.0    380
AAPL   APPLE INC    AAPL US 04/21/12 C410    -15.1  26.0  47.00   54.9   2114
GWW    WW GRAINGER  GWW US 02/18/12 P185     -15.0  23.3   2.20  218.8    352
AAPL   APPLE INC    AAPL US 04/21/12 C420    -14.9  25.5  39.50   57.1   2054
AAPL   APPLE INC    AAPL US 02/18/12 P380    -14.9  31.6   0.22  -92.2   2904
YHOO   YAHOO! INC   YHOO US 02/18/12 C16     -14.9  30.3   0.30  -28.6   4572
ALTR   ALTERA CORP  ALTR US 02/18/12 P38     -14.8  38.5   0.65  -31.6    325
AAPL   APPLE INC    AAPL US 04/21/12 C380    -14.8  27.5  72.50   42.2    665
CA     CA INC       CA US 02/18/12 C22       -14.7  28.1   3.10  210.0    335
AAPL   APPLE INC    AAPL US 04/21/12 P435    -14.7  25.0  14.90  -53.9    225
SYK    STRYKER COR  SYK US 02/18/12 C55      -14.7  18.9   0.95  111.1    258
TXT    TEXTRON INC  TXT US 02/18/12 C22      -14.6  37.2   2.78  239.0    647
TXT    TEXTRON INC  TXT US 02/18/12 C25      -14.6  34.8   0.69  762.5   1608
AAPL   APPLE INC    AAPL US 03/17/12 C375    -14.5  28.1  75.10   45.0    242
AAPL   APPLE INC    AAPL US 04/21/12 P440    -14.5  24.7  16.84  -52.3    340
ABT    ABBOTT LABS  ABT US 02/18/12 C55      -14.5  12.2   0.63  -54.4   1298
ALTR   ALTERA CORP  ALTR US 02/18/12 P35     -14.5  44.6   0.20  -50.0    543
UTX    UNITED TECH  UTX US 02/18/12 C77.5    -14.4  18.0   1.67   -5.1    834
AAPL   APPLE INC    AAPL US 04/21/12 P430    -14.3  25.2  13.10  -54.7    336
WLP    WELLPOINT I  WLP US 02/18/12 C65      -14.2  27.2   1.91  -62.9    299
AAPL   APPLE INC    AAPL US 04/21/12 P420    -14.2  25.8  10.05  -58.0   1018
TXT    TEXTRON INC  TXT US 02/18/12 C23      -14.2  36.0   1.97  347.7   4588
GLW    CORNING INC  GLW US 03/17/12 C13      -14.0  32.9   0.65  -60.8    416
AAPL   APPLE INC    AAPL US 04/21/12 C370    -14.0  27.9  80.95   38.0    474
AAPL   APPLE INC    AAPL US 04/21/12 P405    -13.9  26.7   6.50  -63.6    408
DAL    DELTA AIR L  DAL US 02/18/12 P10      -13.9  39.3   0.34  -59.0    997
DAL    DELTA AIR L  DAL US 02/18/12 C10      -13.8  40.3   0.45   95.7   2840
PII    POLARIS IND  PII US 02/18/12 P55      -13.8  43.3   0.30  -55.2    672
DBO    POWERSHARES  DBO US 02/18/12 P28      -13.8  25.9   0.50    0.0    633
NSC    NORFOLK SOU  NSC US 02/18/12 P70      -13.7  25.8   0.60    9.1   2537
AAPL   APPLE INC    AAPL US 04/21/12 P415    -13.7  26.2   8.74  -59.5    564
GLW    CORNING INC  GLW US 03/17/12 P13      -13.6  32.4   0.63  152.0   1015
EWC    ISHARES-CAN  EWC US 03/17/12 P21      -13.5  44.4   0.15   87.5    785
GLW    CORNING INC  GLW US 03/17/12 P12      -13.5  35.6   0.29  163.6    777
AMD    ADV MICRO D  AMD US 04/21/12 C7       -13.4  41.8   0.45   -2.2   1193
AAPL   APPLE INC    AAPL US 03/17/12 P375    -13.3  28.1   0.79  -82.4    652
AAPL   APPLE INC    AAPL US 04/21/12 P410    -13.2  26.4   7.70  -60.3    320
AAPL   APPLE INC    AAPL US 04/21/12 P395    -13.2  27.3   4.95  -65.1    207
AAPL   APPLE INC    AAPL US 04/21/12 P425    -13.2  25.7  11.50  -56.4    430
AAPL   APPLE INC    AAPL US 03/17/12 P380    -13.1  27.4   0.92  -82.8    709
AAPL   APPLE INC    AAPL US 03/17/12 C370    -13.0  28.5  80.05   47.7    395
ILMN   ILLUMINA IN  ILMN US 02/18/12 C36     -12.9  56.9  18.15  450.0    236
XRX    XEROX CORP   XRX US 03/17/12 P8       -12.9  30.1   0.38  111.1   6240
AAPL   APPLE INC    AAPL US 04/21/12 P400    -12.8  27.0   5.75  -62.7   1567
AAPL   APPLE INC    AAPL US 02/18/12 P375    -12.7  32.8   0.18  -92.0   2651
CTAS   CINTAS CORP  CTAS US 02/18/12 C37.5   -12.7  20.0   0.60  -29.4    863
SHLD   SEARS HOLDI  SHLD US 02/18/12 P35     -12.6 108.9   1.24  -11.4    519
AAPL   APPLE INC    AAPL US 02/18/12 C380    -12.6  32.2  69.39   60.2   1293
SHLD   SEARS HOLDI  SHLD US 02/18/12 P37.5   -12.5 105.2   1.94   -3.0    221
SPY    SPDR S&P 50  SPY US 02/18/12 C118     -12.5  26.6  13.43   -0.8    252
AAPL   APPLE INC    AAPL US 04/21/12 P375    -12.5  28.7   2.60  -69.9    874
PII    POLARIS IND  PII US 03/17/12 C65      -12.4  30.7   2.30    2.2    817
UTX    UNITED TECH  UTX US 02/18/12 P75      -12.4  20.1   0.61  -30.7    291
TQNT   TRIQUINT SE  TQNT US 02/18/12 C5      -12.4  69.7   1.11   23.3    664
AAPL   APPLE INC    AAPL US 04/21/12 P370    -12.1  29.1   2.20  -71.0    399
LCC    US AIRWAYS   LCC US 02/18/12 C7       -12.1  51.7   0.52  173.7   1285
SHLD   SEARS HOLDI  SHLD US 02/18/12 P40     -12.0 103.9   2.69   -3.2    373
OPTR   OPTIMER PHA  OPTR US 02/18/12 C12.5   -12.0  35.2   0.30  -40.0    350
SHLD   SEARS HOLDI  SHLD US 02/18/12 P42.5   -11.8 105.1   3.95   -1.2    586
WPZ    WILLIAMS PA  WPZ US 03/17/12 C65      -11.8  15.7   0.40  -72.4    554
CA     CA INC       CA US 03/17/12 C26       -11.7  23.4   0.45    0.0    200
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C58      -11.6  19.4   2.54   17.6    541
AAPL   APPLE INC    AAPL US 02/18/12 P370    -11.6  34.1   0.15  -91.7   2939
MLNX   MELLANOX TE  MLNX US 09/22/12 P30     -11.6  49.9   4.10    0.0   1170
SHLD   SEARS HOLDI  SHLD US 02/18/12 P45     -11.4 107.8   5.60    8.7    482
GD     GENERAL DYN  GD US 02/18/12 P67.5     -11.3  22.3   0.40    8.1    222
AAPL   APPLE INC    AAPL US 05/19/12 C470    -11.3  24.7  15.55   61.1    305
SHLD   SEARS HOLDI  SHLD US 03/17/12 P30     -11.2 123.8   1.90   -8.7    427
WPZ    WILLIAMS PA  WPZ US 09/22/12 P60      -11.2  20.2   3.70   37.0    229
ASIA   ASIAINFO-LI  ASIA US 02/18/12 P10     -11.2 105.6   0.55    0.0    471
WPZ    WILLIAMS PA  WPZ US 03/17/12 C60      -11.2  19.7   3.00  -36.2    548
AAPL   APPLE INC    AAPL US 05/19/12 C450    -11.2  25.4  25.30   61.1    860
TEL    TE CONNECTI  TEL US 04/21/12 P30      -11.2  28.6   0.80    6.7   3321
LCC    US AIRWAYS   LCC US 02/18/12 P7       -11.1  50.0   0.21  -75.6   1163
AMD    ADV MICRO D  AMD US 04/21/12 C6       -11.0  46.5   1.02    7.4    786
DAL    DELTA AIR L  DAL US 02/18/12 C9       -10.9  44.4   1.19   67.6   1369
BA     BOEING CO/T  BA US 03/17/12 P65       -10.8  28.7   0.50    0.0    240
BA     BOEING CO/T  BA US 03/17/12 P70       -10.8  24.8   1.36   17.2    220
T      AT&T INC     T US 02/18/12 P29        -10.8  14.8   0.13    0.0    890
BA     BOEING CO/T  BA US 03/17/12 P67.5     -10.8  26.6   0.83    9.2    380
AAPL   APPLE INC    AAPL US 03/17/12 P365    -10.8  29.4   0.52  -83.0    309
MLNX   MELLANOX TE  MLNX US 02/18/12 P32     -10.7  65.6   2.25  -15.1    200
AAPL   APPLE INC    AAPL US 02/18/12 C375    -10.7  33.2  74.35   56.4    480
UTX    UNITED TECH  UTX US 02/18/12 C75      -10.5  20.3   3.45    1.5    771
STLD   STEEL DYNAM  STLD US 02/18/12 C16     -10.5  35.4   0.70  100.0    262
CWH    COMMONWEALT  CWH US 04/21/12 C20      -10.5  23.0   0.70    7.7    292
YHOO   YAHOO! INC   YHOO US 02/18/12 C13     -10.4  42.7   2.62   -3.0    303
XRX    XEROX CORP   XRX US 03/17/12 C8       -10.3  31.1   0.30  -65.5   2114
YHOO   YAHOO! INC   YHOO US 02/18/12 P14     -10.3  37.3   0.07  -46.1    541
AAPL   APPLE INC    AAPL US 02/18/12 C370    -10.3  34.7  79.30   52.1    532
SPY    SPDR S&P 50  SPY US 02/18/12 C121     -10.2  23.7  10.29   -4.9    242
DNDN   DENDREON CO  DNDN US 02/18/12 C11     -10.2  68.3   4.05   20.9    223
AAPL   APPLE INC    AAPL US 04/21/12 P350    -10.2  30.8   1.20  -72.4    681
XRX    XEROX CORP   XRX US 04/21/12 P8       -10.2  30.6   0.58   87.1    520
NVS    NOVARTIS AG  NVS US 02/18/12 C55      -10.1  18.0   0.73  -55.2    369
ELX    EMULEX CORP  ELX US 03/17/12 C9       -10.1  36.7   0.60   -7.7    527

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

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