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
=============================================================================
TRLG   TRUE RELIGI  TRLG US 02/18/12 P36      71.2  55.9   2.35    0.0    321
TRLG   TRUE RELIGI  TRLG US 02/18/12 C35      57.8  58.3   1.80   80.0    232
HMY    HARMONY GOL  HMY US 02/18/12 C10       57.0  50.4   1.95   58.5    365
TRLG   TRUE RELIGI  TRLG US 02/18/12 P32      57.0  63.4   0.95    5.6    599
RGS    REGIS CORP   RGS US 02/18/12 P15       56.6  49.6   0.05  -88.9    300
TRLG   TRUE RELIGI  TRLG US 02/18/12 P31      56.3  65.6   0.70   75.0    715
GTI    GRAFTECH IN  GTI US 02/18/12 C17.5     53.4  42.5   0.40   60.0   1446
TRLG   TRUE RELIGI  TRLG US 02/18/12 P33      51.9  60.7   1.40   40.0    388
MITI   MICROMET IN  MITI US 02/18/12 C7.5     51.9  79.8   3.40  277.8    394
TRLG   TRUE RELIGI  TRLG US 02/18/12 P30      51.2  66.7   0.55   83.3    295
TNB    THOMAS & BE  TNB US 02/18/12 C55       46.8  40.5   3.80    5.6    500
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5     41.0  45.5   0.20    0.0    600
UEC    URANIUM ENE  UEC US 08/18/12 C2.5      40.7  41.7   1.65    6.5    313
KKR    KKR & CO LP  KKR US 02/18/12 P13       39.1  43.6   0.25    0.0    999
INCY   INCYTE CORP  INCY US 06/16/12 C17.5    38.3  56.9   2.70    0.4    220
DLPH   DELPHI AUTO  DLPH US 02/18/12 C25      36.8  80.4   2.30   17.9    285
EQIX   EQUINIX INC  EQIX US 02/18/12 C120     36.5  51.7   6.10   84.8   3259
EQIX   EQUINIX INC  EQIX US 02/18/12 P120     35.4  51.4   6.00    9.1   1585
DLPH   DELPHI AUTO  DLPH US 02/18/12 C22.5    33.8  86.8   4.10   13.9    319
GTI    GRAFTECH IN  GTI US 03/17/12 C17.5     30.3  44.9   0.80   14.3    422
SDS    PROSHARES U  SDS US 02/18/12 C15       28.7  30.2   2.31    2.7   1029
YONG   YONGYE INTE  YONG US 03/17/12 P3.5     28.5 112.1   0.30  100.0   1473
AINV   APOLLO INV   AINV US 02/18/12 C8       27.5  26.0   0.10   42.9    200
JCP    J.C. PENNEY  JCP US 02/18/12 C31       26.7  53.6   7.55   73.6   1369
KKR    KKR & CO LP  KKR US 02/18/12 P14       25.8  37.8   0.65    8.3    728
JCP    J.C. PENNEY  JCP US 02/18/12 C30       25.7  57.1   8.25   83.3   1077
TSRA   TESSERA TEC  TSRA US 02/18/12 C19      25.4  52.2   0.80    6.7   2024
LO     LORILLARD I  LO US 02/18/12 C115       25.2  24.5   1.91   -4.0    217
JCP    J.C. PENNEY  JCP US 02/18/12 C32       24.8  52.4   6.60  157.8   1127
SPY    SPDR S&P 50  SPY US 02/18/12 C110      24.7  39.0  22.47   -1.3    558
YONG   YONGYE INTE  YONG US 03/17/12 P4       22.7  96.9   0.37    0.0    282
VXX    IPATH-S&P S  VXX US 02/18/12 P22       21.4  56.6   0.12   20.0    548
JCP    J.C. PENNEY  JCP US 02/18/12 P33       20.4  49.8   0.19  -76.8   2100
COOL   MAJESCO ENT  COOL US 06/16/12 C2.5     20.1  92.6   0.65   44.4   1076
RGLD   ROYAL GOLD   RGLD US 02/18/12 C65      19.8  41.9   9.32   33.1    386
JCP    J.C. PENNEY  JCP US 02/18/12 C34       19.2  46.9   4.88  218.9   1661
SDRL   SEADRILL LT  SDRL US 02/18/12 C35      18.7  25.6   2.10   16.7    298
PXP    PLAINS EXPL  PXP US 02/18/12 C30       18.6  44.5   8.10   10.2    500
JCP    J.C. PENNEY  JCP US 02/18/12 C29       18.4  56.8   8.20   74.5    215
JCP    J.C. PENNEY  JCP US 02/18/12 P34       18.4  47.5   0.26  -78.2   1374
NBR    NABORS INDS  NBR US 02/18/12 C18       18.4  48.9   0.82   26.1   3276
SIRI   SIRIUS XM R  SIRI US 02/18/12 C2       18.3  48.5   0.13   -7.1    696
JCP    J.C. PENNEY  JCP US 03/17/12 P32       17.4  48.8   0.45  -59.5   2685
TSRA   TESSERA TEC  TSRA US 02/18/12 C18      17.3  51.2   1.40    6.9    498
RGLD   ROYAL GOLD   RGLD US 02/18/12 C72.5    17.1  36.9   3.60  103.4    244
RVBD   RIVERBED TE  RVBD US 02/18/12 P31      16.7  68.6   2.63    0.4    884
DAL    DELTA AIR L  DAL US 02/18/12 C9        16.4  49.7   1.42   35.2    216
NBR    NABORS INDS  NBR US 02/18/12 C17       16.4  49.9   1.26    0.0   1342
JCP    J.C. PENNEY  JCP US 03/17/12 P31       16.3  49.3   0.33  -67.7    539
PAA    PLAINS ALL   PAA US 02/18/12 C77.5     16.1  15.5   0.64   60.0    362
RVBD   RIVERBED TE  RVBD US 02/18/12 C31      16.0  68.7   1.60   39.1   1455
TWO    TWO HARBORS  TWO US 06/16/12 C9        16.0  20.5   0.91   30.0   1233
LO     LORILLARD I  LO US 03/17/12 C115       16.0  25.4   3.16    9.3    260
JCP    J.C. PENNEY  JCP US 03/17/12 P33       15.8  47.0   0.58  -60.0   1368
RGLD   ROYAL GOLD   RGLD US 02/18/12 C75      15.8  35.5   2.15  115.0    573
NGD    NEW GOLD IN  NGD US 02/18/12 C10       15.7  44.7   1.45   31.8    298
BVN    BUENAVENTUR  BVN US 02/18/12 P38       15.6  39.2   0.25  -78.3   1058
RVBD   RIVERBED TE  RVBD US 02/18/12 P30      15.6  69.5   2.07    1.0   2708
SDRL   SEADRILL LT  SDRL US 02/18/12 C37      15.4  20.5   0.80  100.0    562
JCP    J.C. PENNEY  JCP US 02/18/12 C35       15.4  45.3   4.35  318.3   1667
CTL    CENTURYLINK  CTL US 02/18/12 P37       15.2  17.6   0.75    7.1   4318
VXX    IPATH-S&P S  VXX US 02/18/12 P21       14.9  60.7   0.10   66.7   2269
NBR    NABORS INDS  NBR US 02/18/12 P17       14.8  49.3   0.51   30.8    476
GM     GENERAL MOT  GM US 02/18/12 P25        14.5  37.5   0.80   -2.4    512
SPPI   SPECTRUM PH  SPPI US 02/18/12 P13      14.4  69.3   0.45  350.0    249
GM     GENERAL MOT  GM US 02/18/12 C26        14.4  36.3   0.59   55.3    751
JCP    J.C. PENNEY  JCP US 03/17/12 P34       14.3  45.4   0.77  -59.5   1308
GSS    GOLDEN STAR  GSS US 03/17/12 C2        14.3  79.3   0.30  100.0    250
JCP    J.C. PENNEY  JCP US 02/18/12 P35       14.3  45.7   0.40  -77.4   8345
NBR    NABORS INDS  NBR US 02/18/12 C16       14.3  52.6   2.05    5.1    210
RVBD   RIVERBED TE  RVBD US 02/18/12 C29      14.2  70.2   2.52   18.9    256
S      SPRINT NEXT  S US 02/18/12 P2          14.2  68.0   0.06    0.0    217
NGD    NEW GOLD IN  NGD US 03/17/12 C12       14.0  43.2   0.50   66.7   1374
RGLD   ROYAL GOLD   RGLD US 02/18/12 C77.5    13.9  34.8   1.25  212.5    323
JCP    J.C. PENNEY  JCP US 03/17/12 P38       13.8  41.6   1.95    0.0    343
VRX    VALEANT PHA  VRX US 02/18/12 P48       13.7  37.0   1.15   64.3    632
CDE    COEUR D'ALE  CDE US 02/18/12 P23       13.7  58.2   0.05    0.0    200
HBAN   HUNTINGTON   HBAN US 02/18/12 C5       13.6  39.3   0.79  -12.2    500
SDRL   SEADRILL LT  SDRL US 02/18/12 C38      13.5  18.6   0.25  150.0    834
RVBD   RIVERBED TE  RVBD US 02/18/12 P29      13.4  70.2   1.57   -1.9    758
JCP    J.C. PENNEY  JCP US 02/18/12 C36       13.4  44.4   2.79  298.6   2594
INCY   INCYTE CORP  INCY US 03/17/12 C17.5    13.4  66.6   2.18    9.0    341
CHK    CHESAPEAKE   CHK US 02/18/12 C23       13.3  43.7   0.65  -40.9   2669
GTI    GRAFTECH IN  GTI US 03/17/12 P15       13.3  45.9   0.40   33.3    203
RVBD   RIVERBED TE  RVBD US 02/18/12 P28      13.3  70.8   1.16   -2.5    725
SSRI   SILVER STAN  SSRI US 02/18/12 C14      13.3  67.4   3.20   12.3   1521
XRT    SPDR S&P RE  XRT US 02/18/12 C57       13.3  19.0   0.51    2.0   2151
JCP    J.C. PENNEY  JCP US 02/18/12 P38       13.3  42.5   1.25  -68.8   1300
JCP    J.C. PENNEY  JCP US 03/17/12 C38       13.2  42.0   2.20  238.5    904
BGC    GEN CABLE C  BGC US 02/18/12 C31       13.1  56.2   1.45   26.1    716
CA     CA INC       CA US 02/18/12 C25        13.0  25.5   0.55   10.0    399
HOV    HOVNANIAN E  HOV US 02/18/12 C2.5      13.0 101.1   0.30   20.0    251
LO     LORILLARD I  LO US 03/17/12 P110       12.9  26.8   3.60   33.3    228
STP    SUNTECH POW  STP US 02/18/12 C3        12.8  89.4   0.44   46.7    610
NGD    NEW GOLD IN  NGD US 02/18/12 C11       12.7  43.0   0.75   50.0   1588
ELNK   EARTHLINK I  ELNK US 04/21/12 P6       12.7  37.2   0.15  -66.7   2000
GMCR   GREEN MOUNT  GMCR US 02/18/12 P50      12.6  99.6   5.42   37.2    843
N      NETSUITE IN  N US 02/18/12 C45         12.6  56.5   1.60   -3.0    259
BGC    GEN CABLE C  BGC US 02/18/12 C30       12.6  58.8   2.05   36.7   2002
SPLS   STAPLES INC  SPLS US 02/18/12 P16      12.5  25.3   0.40   37.9   3562
BGC    GEN CABLE C  BGC US 02/18/12 P31       12.4  55.6   1.70  -75.7   1200
JCP    J.C. PENNEY  JCP US 03/17/12 P36       12.2  43.5   1.32  -56.0    805
JCP    J.C. PENNEY  JCP US 03/17/12 P37       11.8  42.4   1.65  -59.8   1290
HA     HAWAIIAN HO  HA US 02/18/12 C6         11.7  70.3   0.75    0.0    270
JCP    J.C. PENNEY  JCP US 02/18/12 P36       11.6  44.3   0.55  -77.4   2503
JCP    J.C. PENNEY  JCP US 03/17/12 C39       11.6  41.0   2.08  462.2   1187
RMBS   RAMBUS INC   RMBS US 02/18/12 C9       11.6  56.8   0.50  -12.3    475
GMCR   GREEN MOUNT  GMCR US 02/18/12 C50      11.5  98.5   4.10  -18.2    959
ABT    ABBOTT LABS  ABT US 02/18/12 C57.5     11.3  12.8   0.05  -28.6    204
RVBD   RIVERBED TE  RVBD US 02/18/12 P27      11.0  71.1   0.89    4.7    489
CF     CF INDUSTRI  CF US 02/18/12 C160       10.9  48.8  19.42  -11.7    335
GMCR   GREEN MOUNT  GMCR US 02/18/12 P49      10.9  99.7   4.55   30.0    549
CF     CF INDUSTRI  CF US 02/18/12 C175       10.9  46.7   9.45  -12.1   2621
SCCO   SOUTHERN CO  SCCO US 02/18/12 P31      10.9  44.9   0.10  -44.4    200
BSBR   BANCO SANTA  BSBR US 03/17/12 C10      10.9  30.2   0.25   66.7    731
GDXJ   MARKET VECT  GDXJ US 02/18/12 C30.63   10.8  39.5   0.60   50.0    415
S      SPRINT NEXT  S US 02/18/12 C2          10.8  70.8   0.30   25.0    422
XRT    SPDR S&P RE  XRT US 02/18/12 C56       10.7  19.9   0.91   -2.1   1107
VXX    IPATH-S&P S  VXX US 02/18/12 P23       10.7  56.3   0.24   14.3    990
NGD    NEW GOLD IN  NGD US 02/18/12 C12       10.6  41.5   0.25  150.0    308
GMCR   GREEN MOUNT  GMCR US 02/18/12 C49      10.5  98.4   4.55  -18.0    323
PSS    COLLECTIVE   PSS US 02/18/12 C15       10.5  87.2   2.00    0.0    735
VRX    VALEANT PHA  VRX US 02/18/12 P49       10.5  35.6   1.55   72.2    606
CF     CF INDUSTRI  CF US 02/18/12 C180       10.4  45.8   6.70  -14.7    447
VXX    IPATH-S&P S  VXX US 02/18/12 C25       10.3  60.3   2.51   -0.4    554
XLB    SPDR-MATERI  XLB US 02/18/12 C37       10.2  22.1   0.97   14.1    854
XLB    SPDR-MATERI  XLB US 02/18/12 P37       10.2  22.5   0.67    1.5    294
ELN    ELAN CORP-A  ELN US 02/18/12 C14       10.2  48.3   0.60    9.1    310
VXX    IPATH-S&P S  VXX US 02/18/12 C27       10.2  67.8   1.63    7.2   2936
CF     CF INDUSTRI  CF US 02/18/12 P175       10.1  46.2   7.00   37.5    318

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MITI   MICROMET IN  MITI US 08/18/12 C10     -78.6  10.7   1.05   40.0    251
MITI   MICROMET IN  MITI US 08/18/12 P10     -75.8  12.1   0.05  -97.8   4232
JNK    SPDR BARCLA  JNK US 02/18/12 P39.74   -64.0   2.4   0.40  -27.3    200
MITI   MICROMET IN  MITI US 05/19/12 C10     -64.0  16.1   1.00  233.3    846
MNKD   MANNKIND CO  MNKD US 02/18/12 C3      -56.4  18.8   0.21   16.7   1388
MITI   MICROMET IN  MITI US 03/17/12 P10     -52.8  23.8   0.05    0.0   1578
MITI   MICROMET IN  MITI US 02/18/12 C10     -48.0  31.8   0.90 1700.0    361
ETFC   E*TRADE FIN  ETFC US 02/18/12 P8      -40.1  41.1   0.20  100.0   1460
MIPS   MIPS TECH I  MIPS US 02/18/12 C5      -40.0  53.4   0.55  -15.4    238
CAT    CATERPILLAR  CAT US 03/17/12 C90      -36.4  21.5  22.35   29.3    217
MLNX   MELLANOX TE  MLNX US 02/18/12 P35     -34.7  41.4   1.60  -71.9    416
ETFC   E*TRADE FIN  ETFC US 02/18/12 C8      -34.5  43.1   0.54  -61.4    346
CTXS   CITRIX SYST  CTXS US 02/18/12 P67.5   -33.6  37.6   3.80    5.6    216
SNDK   SANDISK COR  SNDK US 02/18/12 P46     -33.2  33.6   1.00  108.3    918
CTXS   CITRIX SYST  CTXS US 02/18/12 P65     -33.1  39.4   2.35  -14.6   4358
SNDK   SANDISK COR  SNDK US 02/18/12 P45     -33.1  34.1   0.69  102.9    751
SNDK   SANDISK COR  SNDK US 02/18/12 C46     -33.0  33.7   2.22  -63.9    485
SNDK   SANDISK COR  SNDK US 02/18/12 P47     -33.0  33.2   1.41  120.3   4225
CTXS   CITRIX SYST  CTXS US 02/18/12 C65     -33.0  39.5   2.55  -53.6    856
SNDK   SANDISK COR  SNDK US 02/18/12 P44     -32.9  34.6   0.49   88.5    441
SNDK   SANDISK COR  SNDK US 02/18/12 C47     -32.9  33.5   1.68  -72.0   1257
NFLX   NETFLIX INC  NFLX US 02/18/12 C120    -32.8  63.3   5.20  136.4   3555
CTXS   CITRIX SYST  CTXS US 02/18/12 P62.5   -32.8  40.4   1.21  -33.9    449
SNDK   SANDISK COR  SNDK US 02/18/12 P42     -32.7  36.7   0.20   25.0    786
NFLX   NETFLIX INC  NFLX US 02/18/12 P115    -32.6  63.7   7.03  -69.2   1667
NFLX   NETFLIX INC  NFLX US 02/18/12 C105    -32.6  64.3  13.31  148.3   1501
SNDK   SANDISK COR  SNDK US 02/18/12 P43     -32.5  35.6   0.32   60.0    438
NFLX   NETFLIX INC  NFLX US 02/18/12 C100    -32.4  65.3  17.11  141.0   1670
CTXS   CITRIX SYST  CTXS US 02/18/12 C67.5   -32.4  38.2   1.54  -61.5    640
NFLX   NETFLIX INC  NFLX US 02/18/12 C110    -32.4  63.9  10.05  145.1   4205
NFLX   NETFLIX INC  NFLX US 02/18/12 P105    -32.3  64.5   3.05  -79.9   1324
NFLX   NETFLIX INC  NFLX US 02/18/12 P120    -32.3  63.3  10.00  -63.2    976
SNDK   SANDISK COR  SNDK US 02/18/12 C45     -32.1  34.6   2.80  -63.4   1406
NFLX   NETFLIX INC  NFLX US 02/18/12 C115    -32.0  63.5   7.30  150.9   2927
NFLX   NETFLIX INC  NFLX US 02/18/12 P100    -31.8  66.0   1.83  -84.9   2344
SNDK   SANDISK COR  SNDK US 02/18/12 C48     -31.7  33.4   1.26  -73.2   1063
NFLX   NETFLIX INC  NFLX US 02/18/12 C95     -31.6  66.8  21.25  128.5    879
NFLX   NETFLIX INC  NFLX US 02/18/12 P97.5   -31.3  66.6   1.38  -87.2    784
NFLX   NETFLIX INC  NFLX US 02/18/12 P95     -31.1  67.4   1.07  -88.7   1974
SNDK   SANDISK COR  SNDK US 02/18/12 P48     -31.1  33.5   2.01  133.7   1199
NFLX   NETFLIX INC  NFLX US 02/18/12 C97.5   -31.0  66.9  19.26  136.3    467
NFLX   NETFLIX INC  NFLX US 02/18/12 P92.5   -30.5  68.5   0.77  -90.4    999
UA     UNDER ARMOU  UA US 02/18/12 P65       -30.2  40.2   0.40  -28.6    920
NFLX   NETFLIX INC  NFLX US 02/18/12 C92.5   -30.2  68.6  23.66  126.4    436
SNDK   SANDISK COR  SNDK US 02/18/12 P49     -30.0  33.8   2.61  137.3    289
CTXS   CITRIX SYST  CTXS US 02/18/12 P60     -30.0  43.9   1.00  -16.7    342
NFLX   NETFLIX INC  NFLX US 02/18/12 P90     -29.9  69.7   0.59  -91.5   1841
SNDK   SANDISK COR  SNDK US 02/18/12 C49     -29.4  33.8   0.87  -80.7    661
NFLX   NETFLIX INC  NFLX US 02/18/12 C90     -29.2  69.8  25.90  117.8    621
SYMC   SYMANTEC CO  SYMC US 02/18/12 C17     -28.9  25.6   0.34  -46.0    535
CTXS   CITRIX SYST  CTXS US 02/18/12 C60     -28.6  44.5   7.30  -19.8    216
NFLX   NETFLIX INC  NFLX US 02/18/12 P87.5   -28.4  70.8   0.41  -93.0    433
TWC    TIME WARNER  TWC US 02/18/12 C75      -28.1  18.5   0.95  427.8    424
SYMC   SYMANTEC CO  SYMC US 02/18/12 P17     -28.0  25.3   0.52  -13.3   1787
NFLX   NETFLIX INC  NFLX US 02/18/12 P85     -27.8  72.4   0.30  -93.9    707
JNK    SPDR BARCLA  JNK US 03/17/12 P40.74   -27.6   8.5   1.65    0.0    201
UA     UNDER ARMOU  UA US 02/18/12 P72.5     -27.3  37.9   2.41   20.5   2841
UA     UNDER ARMOU  UA US 02/18/12 P60       -27.1  44.0   0.09  -18.2    277
MNTA   MOMENTA PHA  MNTA US 02/18/12 P14     -27.1  76.7   0.60    0.0    334
JBLU   JETBLUE AIR  JBLU US 02/18/12 C6      -26.9  44.1   0.15  -25.0    532
HWCC   HOUSTON WIR  HWCC US 02/18/12 C15     -26.2  29.8   0.50   42.9    201
NOK    NOKIA CORP-  NOK US 02/18/12 C5       -26.2  49.5   0.59   20.4   1016
NFLX   NETFLIX INC  NFLX US 02/18/12 P82.5   -26.2  74.5   0.24  -94.2    392
ESI    ITT EDUCATI  ESI US 02/18/12 C62.5    -25.8  55.0   2.86  -67.5    238
UAL    UNITED CONT  UAL US 02/18/12 C18      -25.6  38.1   4.00   41.8    222
UA     UNDER ARMOU  UA US 02/18/12 P75       -25.4  37.4   3.80   35.7    351
ESI    ITT EDUCATI  ESI US 02/18/12 C65      -25.4  53.0   1.76  -76.5    373
QSII   QUALITY SYS  QSII US 02/18/12 P35     -24.6  48.9   1.05   10.5    787
NFLX   NETFLIX INC  NFLX US 02/18/12 P80     -24.6  76.6   0.19  -94.2    981
SHW    SHERWIN-WIL  SHW US 02/18/12 P95      -24.1  21.7   1.90  -13.6    761
NOK    NOKIA CORP-  NOK US 02/18/12 P5       -23.6  51.7   0.09  -62.5   5752
ESI    ITT EDUCATI  ESI US 02/18/12 P62.5    -23.4  61.3   4.00   37.9    321
ETN    EATON CORP   ETN US 02/18/12 C45      -23.3  29.1   3.10  -36.7   1740
ETN    EATON CORP   ETN US 02/18/12 C50      -23.3  23.5   0.35  -71.1    933
JEC    JACOBS ENGI  JEC US 02/18/12 C47      -23.3  24.5   0.45  -60.9    590
VXX    IPATH-S&P S  VXX US 03/17/12 P15      -23.1  62.8   0.02    0.0    535
ESI    ITT EDUCATI  ESI US 02/18/12 P57.5    -23.1  65.9   1.89   20.4    242
UA     UNDER ARMOU  UA US 02/18/12 C75       -23.0  38.2   2.00  -61.9    541
CLR    CONTL RES I  CLR US 02/18/12 C65      -22.4  50.2  18.00   35.4    500
AAPL   APPLE INC    AAPL US 02/18/12 C365    -22.0  34.8  80.75   -1.8    244
LMT    LOCKHEED MA  LMT US 02/18/12 C82.5    -21.9  15.2   1.35    0.0    318
SHW    SHERWIN-WIL  SHW US 02/18/12 P100     -21.8  20.9   3.90  -20.4   1278
VXX    IPATH-S&P S  VXX US 02/18/12 P14      -21.7 109.9   0.02    0.0    526
SWK    STANLEY BLA  SWK US 02/18/12 P70      -21.7  26.0   1.25  -10.7    309
JNK    SPDR BARCLA  JNK US 09/22/12 P40      -21.7  10.8   2.50    0.0    300
VAR    VARIAN MEDI  VAR US 02/18/12 P70      -21.6  23.7   3.20   34.5    548
ESI    ITT EDUCATI  ESI US 02/18/12 P65      -21.5  60.5   6.05   83.3    347
NFLX   NETFLIX INC  NFLX US 03/17/12 C120    -21.4  61.4   8.60  135.6   1332
ILMN   ILLUMINA IN  ILMN US 03/17/12 P49     -21.3  28.5   0.59  -32.2   1035
UA     UNDER ARMOU  UA US 02/18/12 C60       -21.3  46.9  15.70    2.8    512
ETN    EATON CORP   ETN US 02/18/12 P40      -21.1  38.2   0.05  -50.0    419
NFLX   NETFLIX INC  NFLX US 03/17/12 C110    -21.0  62.6  13.30  122.4    520
NFLX   NETFLIX INC  NFLX US 03/17/12 P115    -21.0  62.3  10.35  -57.5    685
GHL    GREENHILL &  GHL US 02/18/12 C50      -20.9  36.1   1.15    0.0    271
NFLX   NETFLIX INC  NFLX US 03/17/12 P120    -20.9  61.6  13.20  -55.1    435
NFLX   NETFLIX INC  NFLX US 03/17/12 C115    -20.9  62.1  10.70  126.7    862
ETFC   E*TRADE FIN  ETFC US 03/17/12 P8      -20.7  40.3   0.33   83.3    218
CTXS   CITRIX SYST  CTXS US 03/17/12 C67.5   -20.4  36.9   2.60  -45.8    773
SNDK   SANDISK COR  SNDK US 03/17/12 P40     -20.3  39.9   0.44   41.9    220
NFLX   NETFLIX INC  NFLX US 03/17/12 P110    -20.3  63.1   8.00  -61.5    622
MMM    3M CO        MMM US 02/18/12 C85      -20.2  19.3   3.00    8.3    239
LDK    LDK SOLAR C  LDK US 02/18/12 C1.5     -20.2 222.7   3.35   12.4    282
SNDK   SANDISK COR  SNDK US 03/17/12 P45     -20.2  35.9   1.53   91.2    542
TER    TERADYNE IN  TER US 02/18/12 C18      -20.2  34.4   0.30  100.0    691
NFLX   NETFLIX INC  NFLX US 03/17/12 C105    -20.1  63.5  16.87  126.8    376
MMM    3M CO        MMM US 02/18/12 C87.5    -20.1  17.3   1.45    5.1    726
NFLX   NETFLIX INC  NFLX US 03/17/12 P105    -19.8  63.8   5.95  -65.6    472
UAL    UNITED CONT  UAL US 02/18/12 C23      -19.7  39.3   0.46  119.0   1109
ETN    EATON CORP   ETN US 02/18/12 P50      -19.7  24.1   2.80   43.6    245
NFLX   NETFLIX INC  NFLX US 03/17/12 P100    -19.5  64.6   4.38  -68.7    693
LSI    LSI CORP     LSI US 02/18/12 C7       -19.5  37.4   0.85  112.5   1436
COV    COVIDIEN PL  COV US 02/18/12 C52.5    -19.2  18.6   0.50   66.7    476
NFLX   NETFLIX INC  NFLX US 02/18/12 P75     -19.1  84.0   0.12  -94.5    776
NFLX   NETFLIX INC  NFLX US 03/17/12 P95     -19.0  65.8   3.00  -74.2    456
MMM    3M CO        MMM US 02/18/12 P85      -19.0  17.3   0.69  -50.7    854
MJN    MEAD JOHNSO  MJN US 02/18/12 C75      -18.9  27.0   1.99   42.1    334
NFLX   NETFLIX INC  NFLX US 03/17/12 C95     -18.9  65.1  24.20  109.9    569
TER    TERADYNE IN  TER US 02/18/12 C17      -18.9  37.0   0.65   62.5    452
MNKD   MANNKIND CO  MNKD US 01/19/13 C2.5    -18.8  15.7   0.70   20.7    245
ATLS   ATLAS ENERG  ATLS US 02/18/12 C26     -18.8  19.7   0.85   21.4    286
CRR    CARBO CERAM  CRR US 02/18/12 P100     -18.7  58.0   1.70  304.8   1184
ILMN   ILLUMINA IN  ILMN US 02/18/12 P55     -18.5  23.2   2.10   40.0    638
ILMN   ILLUMINA IN  ILMN US 03/17/12 P48     -18.5  30.9   0.51   -7.3   1001
NFLX   NETFLIX INC  NFLX US 03/17/12 C100    -18.4  64.4  19.55  111.3    566
CAT    CATERPILLAR  CAT US 02/18/12 P115     -18.4  23.8   3.95  -44.8   1775
TWC    TIME WARNER  TWC US 02/18/12 P70      -18.4  23.7   0.30  -88.9    278
NFLX   NETFLIX INC  NFLX US 03/17/12 P92.5   -18.2  66.7   2.55  -75.1    746
NFLX   NETFLIX INC  NFLX US 03/17/12 P90     -18.1  67.3   2.11  -76.3    642
AAPL   APPLE INC    AAPL US 02/18/12 C340    -18.0  41.3 107.10   -0.4    500
COV    COVIDIEN PL  COV US 02/18/12 C50      -18.0  20.8   1.70   79.0   1471
NFLX   NETFLIX INC  NFLX US 03/17/12 C90     -17.9  66.5  28.34  106.1    219
NFLX   NETFLIX INC  NFLX US 03/17/12 P87.5   -17.7  68.2   1.74  -77.1    327
RTN    RAYTHEON CO  RTN US 02/18/12 C50      -17.7  16.9   0.53  -41.8   5519
ILMN   ILLUMINA IN  ILMN US 03/17/12 P32     -17.6  67.6   0.15  -90.0   1029
QSII   QUALITY SYS  QSII US 03/17/12 P35     -17.6  40.8   1.35   -2.9    270
ILMN   ILLUMINA IN  ILMN US 02/18/12 P50     -17.4  29.4   0.25  -28.6   1626
T      AT&T INC     T US 02/18/12 P30        -17.4  12.1   0.57   62.9   2144
NFLX   NETFLIX INC  NFLX US 03/17/12 P85     -17.3  68.9   1.44  -79.0    268
ECA    ENCANA CORP  ECA US 02/18/12 C20      -17.2  44.2   0.85  -39.3   6511
MJN    MEAD JOHNSO  MJN US 02/18/12 P70      -16.9  28.2   0.41  -68.5    307
ETFC   E*TRADE FIN  ETFC US 03/17/12 C8      -16.7  41.5   0.66    0.0   5085
ILMN   ILLUMINA IN  ILMN US 03/17/12 P50     -16.6  27.9   0.75  -11.8    257
ILMN   ILLUMINA IN  ILMN US 03/17/12 C50     -16.2  27.3   4.40  -25.4    256
T      AT&T INC     T US 02/18/12 P29        -16.1  13.7   0.17   54.5   1140
UAL    UNITED CONT  UAL US 02/18/12 C22      -16.1  40.2   0.85   77.1   2965
JEC    JACOBS ENGI  JEC US 02/18/12 P42      -16.0  33.2   0.30  -26.8    581
NFLX   NETFLIX INC  NFLX US 02/18/12 P72.5   -15.9  86.8   0.11  -93.4    249
SVM    SILVERCORP   SVM US 02/18/12 C8       -15.9  43.6   0.25   25.0   1336
BZH    BEAZER HOME  BZH US 02/18/12 C2.5     -15.8 118.6   0.80  -11.1   1166
RVSN   RADVISION L  RVSN US 03/17/12 C5      -15.8  68.1   3.10  -34.0    400
NFLX   NETFLIX INC  NFLX US 03/17/12 P80     -15.6  71.1   0.93  -81.0    320
GDXJ   MARKET VECT  GDXJ US 02/18/12 C22.63  -15.4  43.6   6.90   19.0    525
OI     OWENS-ILLIN  OI US 02/18/12 P22       -15.4  39.9   0.15  -78.6    370
AAPL   APPLE INC    AAPL US 02/18/12 C385    -15.4  28.8  60.80   -2.2    544
NLY    ANNALY CAPI  NLY US 01/19/13 P17.5    -15.1   6.3   2.68  -12.1   1042
NFLX   NETFLIX INC  NFLX US 02/18/12 P70     -15.1  88.5   0.08  -93.7    456
T      AT&T INC     T US 02/18/12 P28        -15.0  16.7   0.05    0.0    259
VXX    IPATH-S&P S  VXX US 02/18/12 P17      -15.0  87.3   0.04  100.0    480
TWC    TIME WARNER  TWC US 02/18/12 P67.5    -15.0  27.3   0.16  -89.0  15177
JNK    SPDR BARCLA  JNK US 03/17/12 P39.74   -14.9   6.8   0.65  -63.9    200
CAT    CATERPILLAR  CAT US 02/18/12 C110     -14.9  26.4   4.50   52.5   5110
UUP    POWERSHARES  UUP US 02/18/12 C23      -14.7  10.6   0.02  -33.3    967
BMY    BRISTOL-MYE  BMY US 02/18/12 C32      -14.6  16.5   0.96   -9.4    238
CAT    CATERPILLAR  CAT US 02/18/12 P110     -14.6  26.2   1.70  -58.0   2309
BMY    BRISTOL-MYE  BMY US 02/18/12 C33      -14.6  14.9   0.34  -24.4    723
CY     CYPRESS SEM  CY US 02/18/12 C20       -14.3  40.8   0.40  -33.3    417
PCP    PRECISION C  PCP US 02/18/12 C175     -14.3  24.7   3.74  -37.7    376
UAL    UNITED CONT  UAL US 02/18/12 C21      -14.0  41.6   1.44   97.3   2646
BMY    BRISTOL-MYE  BMY US 02/18/12 P32      -14.0  16.5   0.26  -25.7    941
T      AT&T INC     T US 02/18/12 C30        -14.0  12.4   0.21  -61.1   5497
WCC    WESCO INTL   WCC US 02/18/12 P60      -13.9  34.8   0.65  -74.0    352
NFLX   NETFLIX INC  NFLX US 03/17/12 P70     -13.9  75.7   0.38  -84.5    385
NOK    NOKIA CORP-  NOK US 03/17/12 P4       -13.8  66.0   0.06  -50.0    200
SNDK   SANDISK COR  SNDK US 04/21/12 P41     -13.8  39.2   1.10   48.6    205
ECA    ENCANA CORP  ECA US 02/18/12 P20      -13.6  45.6   0.90   12.5   1801
RVSN   RADVISION L  RVSN US 03/17/12 C7.5    -13.4  57.7   1.10  -54.2    563
ILMN   ILLUMINA IN  ILMN US 03/17/12 C55     -13.3  25.1   1.50  -37.5   1247
NFLX   NETFLIX INC  NFLX US 03/17/12 P75     -13.2  73.3   0.60  -83.0    666
CL     COLGATE-PAL  CL US 02/18/12 P90       -13.1  13.0   1.00  -42.9    215
VXX    IPATH-S&P S  VXX US 02/18/12 P18      -13.0  79.6   0.05    0.0   1046
CSCO   CISCO SYSTE  CSCO US 02/18/12 C15     -12.9  49.0   4.90    2.1    270
ILMN   ILLUMINA IN  ILMN US 02/18/12 C50     -12.9  29.6   3.70  -33.9    489
ECA    ENCANA CORP  ECA US 03/17/12 P19      -12.9  39.8   0.65    0.0    200
T      AT&T INC     T US 02/18/12 C29        -12.9  14.3   0.79  -39.2    559
URI    UNITED RENT  URI US 02/18/12 C36      -12.8  48.3   2.95  103.5    321
CRR    CARBO CERAM  CRR US 03/17/12 C120     -12.6  53.2   7.00  -60.7    228
NFLX   NETFLIX INC  NFLX US 02/18/12 P67.5   -12.6  92.1   0.07  -93.3    389
CELG   CELGENE COR  CELG US 02/18/12 P72.5   -12.6  23.4   1.40    3.7    201
MRGE   MERGE HEALT  MRGE US 02/18/12 C5      -12.4  58.9   0.50  -16.7    200
CL     COLGATE-PAL  CL US 02/18/12 P87.5     -12.3  14.9   0.27  -62.5   1620
ECA    ENCANA CORP  ECA US 03/17/12 P20      -12.3  39.3   1.25   19.1    270
CELG   CELGENE COR  CELG US 02/18/12 C75     -12.3  22.3   0.94  -32.4    489
BMY    BRISTOL-MYE  BMY US 02/18/12 P31      -12.0  19.3   0.10  -37.5    240
POT    POTASH CORP  POT US 02/18/12 P47.5    -11.9  31.8   2.72  -12.3    239
NOK    NOKIA CORP-  NOK US 03/17/12 P5       -11.9  52.2   0.20  -39.4    589
LSI    LSI CORP     LSI US 02/18/12 P7       -11.9  41.2   0.05  -83.3    242
CY     CYPRESS SEM  CY US 03/17/12 P20       -11.8  39.5   1.80   -2.2    203
ETFC   E*TRADE FIN  ETFC US 07/21/12 P8      -11.8  41.4   0.74   29.8   1005
ILMN   ILLUMINA IN  ILMN US 02/18/12 C55     -11.8  23.5   0.79  -50.6   1232
UAL    UNITED CONT  UAL US 02/18/12 P20      -11.8  42.4   0.27  -66.2    548
TMO    THERMO FISH  TMO US 03/17/12 P35      -11.7  52.4   0.05  -83.3    700
OI     OWENS-ILLIN  OI US 03/17/12 P25       -11.7  34.3   1.75    0.0    505
OCZ    OCZ TECHNOL  OCZ US 02/18/12 C9       -11.6  53.2   0.25    0.0    204
URI    UNITED RENT  URI US 02/18/12 C35      -11.5  49.8   3.80  102.1    959
UAL    UNITED CONT  UAL US 02/18/12 C20      -11.5  42.5   2.23   93.9    653
ILMN   ILLUMINA IN  ILMN US 02/18/12 P47     -11.4  37.2   0.13  -13.3    500
CY     CYPRESS SEM  CY US 02/18/12 P19       -11.3  42.6   0.80    0.0    521
CY     CYPRESS SEM  CY US 02/18/12 C18       -11.2  46.5   1.45  -14.7    201
SNDK   SANDISK COR  SNDK US 04/21/12 C48     -11.2  35.8   2.90  -51.7    266
BAX    BAXTER INTL  BAX US 02/18/12 C55      -11.2  18.4   1.41   69.9    341
DYN    DYNEGY INC   DYN US 03/17/12 C2       -11.1 111.1   0.35    0.0    200
SNDK   SANDISK COR  SNDK US 04/21/12 P48     -11.1  35.9   3.80   73.5    224
POT    POTASH CORP  POT US 02/18/12 P45      -11.1  31.9   1.23  -18.5    667
STD    BANCO SANTA  STD US 03/17/12 C8       -11.1  34.9   0.50   11.1   3117
NFLX   NETFLIX INC  NFLX US 03/17/12 P57.5   -11.0  83.0   0.10  -88.0    211
INHX   INHIBITEX I  INHX US 03/17/12 C26     -11.0  15.4   0.15  -25.0    500
MWW    MONSTER WOR  MWW US 03/17/12 C7       -11.0  60.8   0.90  -59.1    218
CY     CYPRESS SEM  CY US 03/17/12 C20       -10.9  39.9   0.70  -22.2    235
POT    POTASH CORP  POT US 02/18/12 C47.5    -10.8  32.0   0.67  -13.0   1371
AAPL   APPLE INC    AAPL US 02/18/12 C415    -10.8  21.6  31.50   -5.1    396
EXC    EXELON CORP  EXC US 02/18/12 C40      -10.7  12.8   0.55   22.2    703
LSI    LSI CORP     LSI US 02/18/12 C8       -10.7  36.6   0.20  300.0   2133
SYMC   SYMANTEC CO  SYMC US 04/21/12 P17     -10.7  26.1   0.90   -3.2    206
ILMN   ILLUMINA IN  ILMN US 03/17/12 P46     -10.6  35.4   0.40  -20.0   7102
MUR    MURPHY OIL   MUR US 02/18/12 P57.5    -10.5  31.0   0.90   -5.3    590
SNDK   SANDISK COR  SNDK US 04/21/12 P47     -10.5  36.5   3.30   72.8    608
NOK    NOKIA CORP-  NOK US 07/21/12 C5       -10.5  56.4   0.93    0.0    470
NFLX   NETFLIX INC  NFLX US 03/17/12 P60     -10.5  82.6   0.15  -86.6    231
CAT    CATERPILLAR  CAT US 02/18/12 P105     -10.4  29.6   0.69  -63.5   7211
SNDK   SANDISK COR  SNDK US 04/21/12 C47     -10.4  36.2   3.40  -50.0    279
YHOO   YAHOO! INC   YHOO US 02/18/12 P15     -10.4  28.1   0.22  -12.0   2727
TZA    DIR SMCAP B  TZA US 02/18/12 C18      -10.4  55.8   3.40    4.6    318
AAPL   APPLE INC    AAPL US 02/18/12 C390    -10.3  27.1  55.68   -2.7   1827
ECA    ENCANA CORP  ECA US 03/17/12 P18      -10.3  41.3   0.50   42.9    535
YHOO   YAHOO! INC   YHOO US 02/18/12 C15     -10.2  28.3   0.72  -10.0   2857
POT    POTASH CORP  POT US 02/18/12 C45      -10.0  32.0   1.66   -5.1    743

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

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