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Ticker Volume Price Price Delta
DJIA 12,536.10 +81.24 0.65%
S&P 500 1,325.81 +7.99 0.61%
Nasdaq 2,856.48 +18.95 0.67%
Ticker Volume Price Price Delta
STOXX 50 2,160.31 +12.39 0.58%
FTSE 100 5,391.14 +34.80 0.65%
DAX 6,396.84 +73.65 1.16%
Ticker Volume Price Price Delta
Nikkei 8,657.08 +63.93 0.74%
TOPIX 727.03 +5.92 0.82%
Hang Seng 19,055.50 +254.47 1.35%
Gold 1,554.50 -1.06%
EUR-USD 1.2481 -0.4792%
Nasdaq 2,856.48 +0.67%
DJIA 12,536.10 +0.65%
S&P 500 1,325.81 +0.61%
FTSE 100 5,391.14 +0.65%
STOXX 50 2,160.31 +0.58%
DAX 6,396.84 +1.16%
Oil (WTI) 90.73 -0.14%
U.S. 10-year 1.716% -0.022
BAC:US 7.30 +2.10%
FB:US 29.11 -8.77%

U.S. Stock Options With Biggest Changes in Implied Volatility

Attachment: 508453774

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.

-- Bloomberg News

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