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
=============================================================================
FE     FIRSTENERGY  FE US 02/18/12 C40        83.6  52.4   4.50   76.5    432
MNKD   MANNKIND CO  MNKD US 02/18/12 C2.5     69.7  47.3   0.18   -5.3    788
R      RYDER SYSTE  R US 02/18/12 C55         64.4  27.3   0.60  -77.4    244
AMKR   AMKOR TECH   AMKR US 09/22/12 C4       52.8  53.2   2.18    0.0    200
EXC    EXELON CORP  EXC US 02/18/12 C38       51.8  18.8   1.50  -14.3    505
PXD    PIONEER NAT  PXD US 03/17/12 C60       43.2  70.7  44.20   17.6    500
SO     SOUTHERN CO  SO US 02/18/12 C45        40.6  11.7   0.28  -31.7    267
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C8       40.3 115.3   4.49   72.7    671
REE    RARE ELEMEN  REE US 02/18/12 C6        40.1  67.7   1.65   71.9    896
REE    RARE ELEMEN  REE US 04/21/12 C5        37.9  51.4   2.75   34.1    256
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C12      33.5 106.5   1.05  320.0   3474
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C10      32.5 110.4   2.30  139.6    750
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P12      32.0 108.7   1.01  -42.3   5898
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C11      31.9 111.6   1.60  190.9   1852
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P11      31.7 110.1   0.60  -42.9   1109
RIGL   RIGEL PHARM  RIGL US 02/18/12 C10      30.9  60.2   0.80  100.0    200
FE     FIRSTENERGY  FE US 03/17/12 C45        30.4  16.3   0.54  440.0   1672
XLU    SPDR-UTIL S  XLU US 02/18/12 C33       28.9  17.6   1.78   -1.1    382
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C14      27.1  90.5   3.40  106.1    257
SA     SEABRIDGE G  SA US 02/18/12 P20        26.8  52.9   0.15  -75.0    349
ANGI   ANGIE'S LIS  ANGI US 02/18/12 C7.5     26.3 182.6   6.70   -6.9    382
VXX    IPATH-S&P S  VXX US 02/18/12 C24       26.0  55.3   1.99  -17.1    429
DCTH   DELCATH SYS  DCTH US 02/18/12 C4       25.5  84.7   0.51  104.0    280
ARNA   ARENA PHARM  ARNA US 04/21/12 C2       24.9 129.0   0.40   14.3    687
NDAQ   NASDAQ OMX   NDAQ US 02/18/12 C26      24.8  23.5   0.10  -33.3   7567
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C15      22.8  85.3   2.61  117.5    708
SA     SEABRIDGE G  SA US 02/18/12 C20        22.6  52.3   2.55  240.0    514
V      VISA INC-CL  V US 02/18/12 P92.5       20.9  38.6   0.19    0.0    221
FTR    FRONTIER CO  FTR US 01/18/14 C3        20.0  41.8   1.30   -3.7    200
GPS    GAP INC/THE  GPS US 02/18/12 P19       20.0  39.8   0.05  -85.3    595
EXC    EXELON CORP  EXC US 02/18/12 C39       20.0  13.9   0.65  -23.5    527
REE    RARE ELEMEN  REE US 02/18/12 C7        19.8  80.9   0.85  112.5   1116
LNKD   LINKEDIN CO  LNKD US 03/17/12 C80      19.6  62.7   5.10  112.5   2737
GGC    GEORGIA GUL  GGC US 02/18/12 C35       19.5  49.1   1.35    8.0    582
RRGB   RED ROBIN G  RRGB US 02/18/12 P30      19.2  60.7   0.70   27.3    918
KFN    KKR FINANCI  KFN US 02/18/12 P9        19.0  25.8   0.30    0.0    200
LNKD   LINKEDIN CO  LNKD US 03/17/12 C77.5    18.9  63.0   6.20   72.2    392
GGC    GEORGIA GUL  GGC US 02/18/12 P35       18.7  51.7   1.65   37.5    536
LNKD   LINKEDIN CO  LNKD US 03/17/12 C75      18.1  63.8   7.20   62.9    250
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C13      18.0  88.8   4.20   62.8   5372
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P8       17.9 166.0   0.02  -71.4    214
BAC    BANK OF AME  BAC US 02/18/12 C4.5      16.7 119.1   2.95    2.4    272
LNKD   LINKEDIN CO  LNKD US 02/18/12 C72.5    16.6  77.7   7.00   70.7    722
CRR    CARBO CERAM  CRR US 02/18/12 P85       16.5  71.3   0.85   30.8    827
WHR    WHIRLPOOL C  WHR US 02/18/12 P55       16.3  50.2   0.17  -32.0    235
AXL    AMER AXLE &  AXL US 02/18/12 P11       16.1  61.9   0.14  -30.0    210
GPS    GAP INC/THE  GPS US 02/18/12 C19       16.1  39.5   2.45  206.2   1431
AMLN   AMYLIN PHAR  AMLN US 03/17/12 C13      15.9  75.6   4.65   32.9   2876
LNKD   LINKEDIN CO  LNKD US 05/19/12 C77.5    15.3  54.2   8.40   41.4    258
SWKS   SKYWORKS SO  SWKS US 02/18/12 C20      15.0  52.3   3.23   57.6    278
ARNA   ARENA PHARM  ARNA US 04/21/12 P1.5     14.8 126.0   0.26   62.5    798
LNKD   LINKEDIN CO  LNKD US 02/18/12 C80      14.6  73.4   2.90  116.4    350
SWHC   SMITH & WES  SWHC US 06/16/12 C4       14.6  53.8   1.40    7.7    250
V      VISA INC-CL  V US 02/18/12 C97.5       14.6  36.9   8.30   47.7    478
LNKD   LINKEDIN CO  LNKD US 03/17/12 P75      14.5  65.5   6.24  -10.6    280
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P16      14.4  82.8   0.60  -53.9    535
FSC    FIFTH STREE  FSC US 02/18/12 C10       14.2  19.9   0.20   66.7    201
AUQ    AURICO GOLD  AUQ US 02/18/12 C9        14.1  46.4   1.00   25.0   1729
QIHU   QIHOO 360 T  QIHU US 02/18/12 P17.5    14.1  92.2   0.80    6.7    205
LNKD   LINKEDIN CO  LNKD US 02/18/12 C75      14.1  74.3   5.10   79.0    326
MR     MINDRAY MED  MR US 03/17/12 P22.5      14.1  65.7   0.35    0.0    240
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P63       14.1  14.6   1.89  -12.9    558
WHR    WHIRLPOOL C  WHR US 02/18/12 P57.5     14.1  45.1   0.31  -41.5    328
V      VISA INC-CL  V US 02/18/12 P97.5       13.8  34.6   0.53  -38.4    506
APKT   ACME PACKET  APKT US 02/18/12 P30      13.8  80.5   2.20    0.0    435
WFR    MEMC ELEC M  WFR US 03/17/12 C3        13.5 103.3   2.10   21.4    559
APKT   ACME PACKET  APKT US 02/18/12 C30      13.4  81.4   1.75   21.5    379
NGD    NEW GOLD IN  NGD US 02/18/12 C11       13.4  42.4   1.35   35.0    327
WHR    WHIRLPOOL C  WHR US 02/18/12 P60       13.3  40.9   0.63  -44.2    636
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C12      13.2  89.1   1.40  129.5   1270
VXX    IPATH-S&P S  VXX US 02/18/12 C25       13.2  60.4   1.44  -23.0    802
LNKD   LINKEDIN CO  LNKD US 04/21/12 C75      13.1  55.6   8.60   62.3    211
GLD    SPDR GOLD T  GLD US 02/18/12 C155      13.0  29.4  16.10    8.8    504
STX    SEAGATE TEC  STX US 02/18/12 C22       13.0  49.1   4.00   14.3    300
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C10      12.7  91.5   2.65   71.0    397
MPC    MARATHON PE  MPC US 02/18/12 P35       12.7  51.4   0.05    0.0    573
PBY    PEP BOYS MM  PBY US 02/18/12 P15       12.6  10.8   0.10    0.0    650
MIPS   MIPS TECH I  MIPS US 02/18/12 C6       12.5  66.1   0.60   93.5    208
AMLN   AMYLIN PHAR  AMLN US 03/17/12 C15      12.3  71.9   3.00  104.1    312
REE    RARE ELEMEN  REE US 02/18/12 C8        12.3  76.4   0.35  250.0   3276
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C17      12.2  84.9   1.26  193.0   1801
SPW    SPX CORP     SPW US 02/18/12 P65       12.2  43.6   0.60  -25.0    244
CSCO   CISCO SYSTE  CSCO US 02/18/12 C17      12.1  55.2   2.95    2.4    294
TZOO   TRAVELZOO I  TZOO US 02/18/12 C27.5    12.1  49.3   0.80   60.0    206
STT    STATE ST CO  STT US 02/18/12 P37       12.0  33.5   0.04  -88.2   1000
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P12      12.0  93.7   1.45  -39.6    200
AMLN   AMYLIN PHAR  AMLN US 03/17/12 P15      11.9  71.2   0.74  -35.6    221
STT    STATE ST CO  STT US 02/18/12 P38       11.9  30.6   0.15  -34.8   1000
AMD    ADV MICRO D  AMD US 02/18/12 C7        11.8  44.7   0.22   15.8   2427
V      VISA INC-CL  V US 02/18/12 P100        11.7  32.6   0.90  -41.9   1276
ABX    BARRICK GOL  ABX US 02/18/12 P43       11.7  35.9   0.02  -50.0    414
SUN    SUNOCO INC   SUN US 02/18/12 C40       11.7  34.1   0.44   33.3   1533
AMLN   AMYLIN PHAR  AMLN US 03/17/12 P14      11.6  71.8   0.37  -43.9    257
STT    STATE ST CO  STT US 02/18/12 P40       11.5  26.8   0.46  -37.8   1003
GPS    GAP INC/THE  GPS US 02/18/12 P20       11.4  35.5   0.15  -82.1    246
S      SPRINT NEXT  S US 02/18/12 C1.5        11.3 130.0   0.74    1.4    300
SLV    ISHARES SIL  SLV US 02/18/12 C28       11.3  48.3   5.35    9.2    215
UPS    UNITED PARC  UPS US 03/17/12 C80       11.1  14.4   0.31   10.7  14795
CRR    CARBO CERAM  CRR US 03/17/12 P85       11.0  59.8   2.05  -16.3    711
GLD    SPDR GOLD T  GLD US 02/18/12 C160      10.9  24.0  11.37   15.4   2170
FE     FIRSTENERGY  FE US 07/21/12 C44        10.9  16.2   1.70  112.5    818
CMED   CHINA MEDIC  CMED US 09/22/12 P1       10.9 205.1   0.50   66.7    300
VXX    IPATH-S&P S  VXX US 02/18/12 C26       10.8  64.5   1.10  -23.1    679
SRCL   STERICYCLE   SRCL US 02/18/12 P80      10.8  33.6   0.45    0.0    293
OAS    OASIS PETRO  OAS US 03/17/12 C25       10.6  59.2   6.90    0.0    500
LNKD   LINKEDIN CO  LNKD US 02/18/12 P80      10.6  72.9   6.90  -26.6    250
TSN    TYSON FOODS  TSN US 02/18/12 P19       10.4  36.5   0.80    6.7    340
GRPN   GROUPON INC  GRPN US 02/18/12 P20      10.4 112.7   0.80  -30.4    211
FE     FIRSTENERGY  FE US 04/21/12 C43        10.2  17.4   1.80  111.8    306
ZNGA   ZYNGA INC-   ZNGA US 06/16/12 P10      10.2  89.7   1.50  -14.8    326
FTNT   FORTINET IN  FTNT US 02/18/12 C22      10.1  54.3   4.05   30.6    412
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C11      10.1  87.6   1.95   85.7   3200
CMED   CHINA MEDIC  CMED US 06/16/12 P1       10.1 243.9   0.40   60.0    272
AXL    AMER AXLE &  AXL US 02/18/12 P12       10.1  52.2   0.40    8.1    530
GRPN   GROUPON INC  GRPN US 02/18/12 P21      10.0 112.2   1.09  -29.7   1185
DELL   DELL INC     DELL US 02/18/12 P18      10.0  24.0   0.52  -24.6    497

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
OTEX   OPEN TEXT C  OTEX US 02/18/12 P60     -60.7  28.7   1.40  -83.9    341
OTEX   OPEN TEXT C  OTEX US 02/18/12 C60     -51.5  30.3   1.25  150.0    666
OTEX   OPEN TEXT C  OTEX US 02/18/12 C55     -50.7  32.3   5.20  181.1    473
RLD    REALD INC    RLD US 02/18/12 C10      -50.6  44.8   1.35  125.0    467
BMC    BMC SOFTWAR  BMC US 02/18/12 C37      -50.5  25.1   1.40   33.3    273
EEM    ISHARES-EMG  EEM US 12/22/12 P27      -49.2  40.4   0.78  -23.5   1005
BMC    BMC SOFTWAR  BMC US 02/18/12 C38      -47.6  26.1   0.75    7.1    475
BMC    BMC SOFTWAR  BMC US 02/18/12 P36      -46.9  27.7   0.20  -88.2    231
BMC    BMC SOFTWAR  BMC US 02/18/12 C39      -45.1  26.7   0.35  -22.2    289
BMC    BMC SOFTWAR  BMC US 02/18/12 P35      -44.8  28.5   0.10  -90.9    423
GMCR   GREEN MOUNT  GMCR US 02/18/12 P65     -43.8  65.6   3.75  -70.6   2649
GMCR   GREEN MOUNT  GMCR US 02/18/12 C55     -42.0  69.4   9.80  106.3   1672
DOX    AMDOCS LTD   DOX US 02/18/12 P30      -41.8  16.8   0.45  -51.1    566
GMCR   GREEN MOUNT  GMCR US 02/18/12 C60     -41.8  67.5   5.90  105.6   3651
GMCR   GREEN MOUNT  GMCR US 02/18/12 P60     -41.4  68.0   1.66  -82.4   1485
GMCR   GREEN MOUNT  GMCR US 02/18/12 P55     -41.3  70.5   0.60  -90.5   1772
GMCR   GREEN MOUNT  GMCR US 02/18/12 P57.5   -41.2  68.9   1.00  -86.7    796
DOX    AMDOCS LTD   DOX US 02/18/12 C30      -40.9  16.7   0.40  -38.5    335
GMCR   GREEN MOUNT  GMCR US 02/18/12 C57.5   -40.5  68.8   8.00  128.6    483
GMCR   GREEN MOUNT  GMCR US 02/18/12 C52.5   -40.5  71.7  12.05  106.0    668
QCOM   QUALCOMM IN  QCOM US 02/18/12 C60     -40.3  21.7   1.89   16.7  10842
CMG    CHIPOTLE ME  CMG US 02/18/12 P355     -40.2  25.5   5.00  -24.2    480
GMCR   GREEN MOUNT  GMCR US 02/18/12 P52.5   -40.0  72.0   0.37  -92.3   1503
QCOM   QUALCOMM IN  QCOM US 02/18/12 P60     -39.9  21.6   0.52  -74.0   2651
CMG    CHIPOTLE ME  CMG US 02/18/12 P365     -39.6  24.9   9.60   -5.0    361
BCO    BRINK'S CO/  BCO US 02/18/12 P25      -39.6  35.2   0.25  -80.0    203
QCOM   QUALCOMM IN  QCOM US 02/18/12 P62.5   -39.6  20.9   1.78  -50.6   1475
QCOM   QUALCOMM IN  QCOM US 02/18/12 C62.5   -39.5  21.2   0.57  -21.9   8852
CMG    CHIPOTLE ME  CMG US 02/18/12 C375     -38.4  25.1   2.45  -76.7    321
CMG    CHIPOTLE ME  CMG US 02/18/12 C380     -38.2  24.5   1.55  -80.9    412
CMG    CHIPOTLE ME  CMG US 02/18/12 C370     -37.9  25.4   3.90  -69.3    483
CMG    CHIPOTLE ME  CMG US 02/18/12 P350     -37.9  26.8   3.40  -35.9    809
SLE    SARA LEE CO  SLE US 02/18/12 C20      -37.7  18.8   0.20   33.3    238
HA     HAWAIIAN HO  HA US 02/18/12 C6        -37.6  28.9   0.40  -11.1   1174
CMG    CHIPOTLE ME  CMG US 02/18/12 C365     -37.4  25.8   5.80  -64.0    378
CMG    CHIPOTLE ME  CMG US 02/18/12 P345     -37.2  27.8   2.40  -41.5    305
CMG    CHIPOTLE ME  CMG US 02/18/12 C360     -37.2  26.6   8.10  -56.0    207
CMG    CHIPOTLE ME  CMG US 02/18/12 P360     -36.7  26.4   7.00  -14.6    617
QCOM   QUALCOMM IN  QCOM US 02/18/12 P57.5   -36.2  23.8   0.12  -87.0   1673
GMCR   GREEN MOUNT  GMCR US 02/18/12 P48     -36.1  78.3   0.12  -95.8    271
GMCR   GREEN MOUNT  GMCR US 02/18/12 C50     -35.9  78.0  14.52  100.3    742
GMCR   GREEN MOUNT  GMCR US 02/18/12 P50     -35.8  78.0   0.21  -94.3   4749
JDSU   JDS UNIPHAS  JDSU US 02/18/12 C12     -35.5  52.7   0.66  -57.4   1520
JDSU   JDS UNIPHAS  JDSU US 02/18/12 P11     -35.2  52.3   0.10  -41.2    329
CDNS   CADENCE DES  CDNS US 03/17/12 P12     -35.1  28.4   0.60    0.0    323
OTEX   OPEN TEXT C  OTEX US 03/17/12 P55     -35.1  33.8   0.90  -78.6    212
CMG    CHIPOTLE ME  CMG US 02/18/12 P340     -35.0  29.3   1.70  -46.9    478
MA     MASTERCARD   MA US 02/18/12 C385      -34.9  24.0   5.00  130.4    422
EA     ELECTRONIC   EA US 02/18/12 C20       -34.7  38.3   0.54   54.3   3627
EA     ELECTRONIC   EA US 02/18/12 P20       -34.6  37.9   0.66  -63.7    312
MA     MASTERCARD   MA US 02/18/12 C395      -34.4  23.4   2.05   95.2    281
QCOM   QUALCOMM IN  QCOM US 02/18/12 C57.5   -33.9  24.3   3.91   26.1   3666
GMCR   GREEN MOUNT  GMCR US 02/18/12 P47     -33.6  81.8   0.09  -96.5    609
CMG    CHIPOTLE ME  CMG US 02/18/12 P335     -33.6  30.1   1.03  -59.5    226
AZN    ASTRAZENECA  AZN US 02/18/12 P45      -33.4  14.9   0.55   57.1   2278
MA     MASTERCARD   MA US 02/18/12 P380      -33.2  24.1   8.00  -66.9    312
CDNS   CADENCE DES  CDNS US 02/18/12 C12     -32.8  33.2   0.25  127.3   1037
IP     INTL PAPER   IP US 02/18/12 C32       -32.8  22.9   0.51   -7.3    462
ENTR   ENTROPIC CO  ENTR US 02/18/12 C7      -32.7  56.0   0.25   66.7    244
GMCR   GREEN MOUNT  GMCR US 02/18/12 P46     -32.6  82.8   0.07  -96.9    517
EA     ELECTRONIC   EA US 02/18/12 C19       -32.4  40.2   1.20   73.9   1700
MA     MASTERCARD   MA US 02/18/12 C390      -32.4  23.5   3.15   96.9    603
R      RYDER SYSTE  R US 02/18/12 P50        -32.2  31.4   0.25    0.0    203
CDNS   CADENCE DES  CDNS US 02/18/12 C11     -32.2  33.0   0.70   75.0   1003
EA     ELECTRONIC   EA US 02/18/12 P19       -32.0  39.3   0.30  -73.9    703
BMC    BMC SOFTWAR  BMC US 03/17/12 C38      -31.8  25.4   1.30   36.8    223
SFLY   SHUTTERFLY   SFLY US 02/18/12 C25     -31.4  61.9   1.40  -27.5    803
GMCR   GREEN MOUNT  GMCR US 02/18/12 P45     -31.2  84.8   0.05  -97.4    731
LVS    LAS VEGAS S  LVS US 02/18/12 C50      -30.9  34.2   1.83  -15.3   4266
IP     INTL PAPER   IP US 02/18/12 P31       -30.8  25.5   0.37  -58.0   7734
K      KELLOGG CO   K US 02/18/12 C50        -30.5  15.5   0.80   33.3    345
CDNS   CADENCE DES  CDNS US 03/17/12 P11     -30.5  28.1   0.20    0.0    330
LVS    LAS VEGAS S  LVS US 02/18/12 C52.5    -30.4  33.0   0.65  -38.7   5124
LVS    LAS VEGAS S  LVS US 02/18/12 C45      -30.4  34.8   6.05   10.0    290
LVS    LAS VEGAS S  LVS US 02/18/12 P52.5    -30.2  33.3   2.41  -29.1    514
BMC    BMC SOFTWAR  BMC US 03/17/12 P37      -30.2  26.6   0.95  -54.8    261
GMCR   GREEN MOUNT  GMCR US 02/18/12 P44     -30.1  87.2   0.05  -97.0    212
WBC    WABCO HOLDI  WBC US 02/18/12 P50      -30.1  38.6   0.10  -93.3   1665
HAIN   HAIN CELEST  HAIN US 02/18/12 C40     -30.1  24.3   1.45  107.1   1670
JDSU   JDS UNIPHAS  JDSU US 02/18/12 C11     -29.8  54.9   1.39  -39.6    300
CI     CIGNA CORP   CI US 02/18/12 P41       -29.8  28.2   0.25  -35.9   2108
LVS    LAS VEGAS S  LVS US 02/18/12 P50      -29.8  34.6   1.09  -44.7   2651
MA     MASTERCARD   MA US 02/18/12 C380      -29.7  24.5   7.10  129.0    972
MA     MASTERCARD   MA US 02/18/12 C370      -29.7  25.7  13.00  145.3    539
GMCR   GREEN MOUNT  GMCR US 02/18/12 P43     -29.4  89.4   0.03  -97.9    342
LVS    LAS VEGAS S  LVS US 02/18/12 P49      -29.2  35.5   0.76  -50.6    752
SFLY   SHUTTERFLY   SFLY US 02/18/12 P25     -28.9  63.4   1.30  -29.7   3987
EA     ELECTRONIC   EA US 02/18/12 P18       -28.8  42.2   0.10  -85.9   8726
LVS    LAS VEGAS S  LVS US 02/18/12 C49      -28.7  35.2   2.43  -11.0   1180
GMCR   GREEN MOUNT  GMCR US 03/17/12 P60     -28.7  61.8   3.37  -67.6    523
ANF    ABERCROMBIE  ANF US 02/18/12 C41      -28.6  50.9   1.83  -62.6    212
GMCR   GREEN MOUNT  GMCR US 03/17/12 C57.5   -28.4  60.2   9.29  102.0    690
GMCR   GREEN MOUNT  GMCR US 03/17/12 C60     -28.3  60.5   7.60   97.4   2404
GMCR   GREEN MOUNT  GMCR US 03/17/12 P62.5   -28.2  61.0   4.40  -64.4   1853
GMCR   GREEN MOUNT  GMCR US 03/17/12 P65     -28.2  60.5   5.55  -60.4    542
RDS/B  ROYAL DUTCH  RDSB US 02/18/12 C70     -28.1  24.5   2.90  -14.7    284
OTEX   OPEN TEXT C  OTEX US 02/18/12 P50     -27.8  49.7   0.10  -94.6    265
GMCR   GREEN MOUNT  GMCR US 03/17/12 C52.5   -27.8  61.5  13.20  100.3    264
GMCR   GREEN MOUNT  GMCR US 03/17/12 C55     -27.6  61.8  11.10  100.0    307
GMCR   GREEN MOUNT  GMCR US 03/17/12 C62.5   -27.6  59.9   6.14  107.4    239
GMCR   GREEN MOUNT  GMCR US 03/17/12 C67.5   -27.6  58.7   4.05  114.3    349
LVS    LAS VEGAS S  LVS US 02/18/12 P48      -27.6  36.1   0.48  -58.6   1342
LVS    LAS VEGAS S  LVS US 02/18/12 C47      -27.4  35.6   4.10    6.5    314
MWE    MARKWEST EN  MWE US 02/18/12 C55      -27.3  26.1   3.30  -13.2    294
LVS    LAS VEGAS S  LVS US 02/18/12 C48      -27.2  35.9   3.30   -1.2   1005
GMCR   GREEN MOUNT  GMCR US 03/17/12 P55     -26.9  63.1   1.75  -75.7   1265
GMCR   GREEN MOUNT  GMCR US 03/17/12 P57.5   -26.9  62.3   2.51  -71.0    502
LVS    LAS VEGAS S  LVS US 02/18/12 P47      -26.7  36.9   0.32  -60.5    410
MA     MASTERCARD   MA US 02/18/12 C365      -26.6  26.5  17.16  138.3    491
MA     MASTERCARD   MA US 02/18/12 P360      -26.5  27.0   1.89  -85.0    235
EA     ELECTRONIC   EA US 02/18/12 C18       -26.3  43.9   1.98   69.2   8001
GMCR   GREEN MOUNT  GMCR US 03/17/12 P50     -26.3  64.4   0.81  -82.6   1560
GMCR   GREEN MOUNT  GMCR US 03/17/12 P52.5   -25.8  64.0   1.20  -79.8    581
ANF    ABERCROMBIE  ANF US 02/18/12 P36      -25.7  55.8   0.26  136.4    419
SO     SOUTHERN CO  SO US 02/18/12 C44       -25.5  13.4   0.87  -35.1    498
TSCO   TRACTOR SUP  TSCO US 02/18/12 C80     -25.5  28.4   1.55  -55.7    280
GMCR   GREEN MOUNT  GMCR US 03/17/12 P44     -25.4  66.7   0.27  -88.7    268
CAM    CAMERON INT  CAM US 02/18/12 P52.5    -25.3  31.0   1.00  -12.3   5120
RCL    ROYAL CARIB  RCL US 02/18/12 P29      -25.1  37.2   1.00  -37.5    628
GMCR   GREEN MOUNT  GMCR US 03/17/12 P42     -25.1  68.4   0.18  -89.9    753
ANF    ABERCROMBIE  ANF US 02/18/12 P37      -25.0  54.5   0.41  173.3    571
ANF    ABERCROMBIE  ANF US 02/18/12 P38      -25.0  53.0   0.54  200.0    356
GMCR   GREEN MOUNT  GMCR US 03/17/12 P45     -24.9  66.7   0.30  -88.6    379
ANF    ABERCROMBIE  ANF US 02/18/12 P39      -24.9  51.7   0.83  232.0    523
ALL    ALLSTATE CO  ALL US 02/18/12 C31      -24.9  19.5   0.34  161.5   1259
PCX    PATRIOT COA  PCX US 03/17/12 C4       -24.8  87.4   4.45   18.7    210
LVS    LAS VEGAS S  LVS US 02/18/12 P46      -24.7  37.5   0.17  -70.2    220
MA     MASTERCARD   MA US 02/18/12 C360      -24.6  28.3  21.50  104.8    691
GMCR   GREEN MOUNT  GMCR US 02/18/12 P42     -24.6  94.0   0.06  -95.0    332
MTOR   MERITOR INC  MTOR US 02/18/12 C6      -24.4  89.6   0.60  -36.8    429
MA     MASTERCARD   MA US 02/18/12 P355      -24.4  28.0   1.33  -87.0    322
ANF    ABERCROMBIE  ANF US 02/18/12 P40      -24.2  50.9   1.18  227.8   1942
LVS    LAS VEGAS S  LVS US 02/18/12 P45      -24.2  38.3   0.10  -75.0    523
RCL    ROYAL CARIB  RCL US 02/18/12 C28      -24.2  39.3   1.49   15.5    341
EA     ELECTRONIC   EA US 02/18/12 C17       -24.1  46.9   3.00   64.8   1542
CDNS   CADENCE DES  CDNS US 03/17/12 C12     -24.0  28.4   0.30  100.0    410
GMCR   GREEN MOUNT  GMCR US 02/18/12 P40     -24.0  96.3   0.03  -96.5   1160
ANF    ABERCROMBIE  ANF US 02/18/12 P41      -24.0  49.9   1.71  249.0   1307
SNE    SONY CORP-A  SNE US 02/18/12 P17      -24.0  34.3   0.40  100.0    375
RCL    ROYAL CARIB  RCL US 02/18/12 C29      -23.9  37.4   0.67  -18.3    560
LVS    LAS VEGAS S  LVS US 02/18/12 C46      -23.8  37.7   5.35   12.9    657
GMCR   GREEN MOUNT  GMCR US 02/18/12 P41     -23.8  97.2   0.04  -96.3    246
CMG    CHIPOTLE ME  CMG US 03/17/12 P370     -23.6  24.2  17.30    8.8    470
ENER   ENERGY CONV  ENER US 06/16/12 C0.5    -23.4  74.9   0.69   13.1    223
MA     MASTERCARD   MA US 02/18/12 C355      -23.4  28.3  25.10  104.1    369
EXXI   ENERGY XXI   EXXI US 02/18/12 C37     -23.3  39.2   0.48   20.0    976
FE     FIRSTENERGY  FE US 02/18/12 C45       -23.3  16.0   0.15  200.0    471
ANF    ABERCROMBIE  ANF US 02/18/12 P42      -23.1  49.4   2.18  230.3    875
PTEN   PATTERSON-U  PTEN US 02/18/12 P19     -23.0  41.9   0.60  -25.0   1072
MA     MASTERCARD   MA US 02/18/12 C350      -23.0  29.5  30.20  100.0   1030
RCL    ROYAL CARIB  RCL US 02/18/12 P28      -22.9  38.5   0.47  -58.0    458
EXEL   EXELIXIS IN  EXEL US 02/18/12 C6      -22.8  55.6   0.20   33.3    214
QCOM   QUALCOMM IN  QCOM US 02/18/12 P55     -22.8  29.0   0.04  -89.5   1859
MA     MASTERCARD   MA US 02/18/12 P350      -22.8  28.9   0.95  -88.0    653
BSX    BOSTON SCIE  BSX US 02/18/12 C6       -22.7  36.9   0.08  -74.2   1452
ANF    ABERCROMBIE  ANF US 02/18/12 P43      -22.5  48.8   3.05  258.8   3271
SLE    SARA LEE CO  SLE US 02/18/12 P19      -22.4  22.0   0.10  -75.0   1158
LVS    LAS VEGAS S  LVS US 02/18/12 C44      -22.1  39.4   7.25   15.1    504
PTEN   PATTERSON-U  PTEN US 02/18/12 P18     -22.1  43.7   0.34  -15.0    585
CMI    CUMMINS INC  CMI US 02/18/12 C110     -22.0  29.1   4.50  164.7   1556
ANF    ABERCROMBIE  ANF US 02/18/12 C42      -21.8  49.8   1.31  -74.8    637
AMP    AMERIPRISE   AMP US 02/18/12 P48      -21.8  36.6   0.85    6.2    220
DOW    DOW CHEMICA  DOW US 02/18/12 P34      -21.8  24.5   0.80  -14.0    329
ANF    ABERCROMBIE  ANF US 02/18/12 P32      -21.7  65.4   0.11  175.0    221
K      KELLOGG CO   K US 02/18/12 P50        -21.6  16.3   0.40  -66.7    329
MA     MASTERCARD   MA US 02/18/12 P345      -21.5  30.0   0.66  -89.3    265
CMG    CHIPOTLE ME  CMG US 03/17/12 C370     -21.4  24.7   8.70  -47.4    433
LVS    LAS VEGAS S  LVS US 02/18/12 P44      -21.4  40.0   0.07  -74.1    256
JDSU   JDS UNIPHAS  JDSU US 03/17/12 P12     -21.2  49.0   0.69   13.1   1153
CMI    CUMMINS INC  CMI US 02/18/12 C115     -21.2  27.3   1.65  266.7   1715
DOW    DOW CHEMICA  DOW US 02/18/12 C35      -21.1  22.7   0.21  -47.5   2649
CMG    CHIPOTLE ME  CMG US 03/17/12 P360     -21.0  25.6  12.20    1.7    208
CMG    CHIPOTLE ME  CMG US 03/17/12 P350     -20.7  26.5   8.20   -4.7    804
DB     DEUTSCHE BA  DB US 02/18/12 C45       -20.7  44.4   1.40  -26.3    277
JDSU   JDS UNIPHAS  JDSU US 03/17/12 C12     -20.7  50.1   0.97  -44.2    404
DO     DIAMOND OFF  DO US 02/18/12 C65       -20.6  18.3   0.36  -25.0    213
EXXI   ENERGY XXI   EXXI US 02/18/12 C34     -20.6  46.3   1.80   12.5   2381
CAM    CAMERON INT  CAM US 02/18/12 C55      -20.6  30.6   0.70  -50.0    747
CI     CIGNA CORP   CI US 02/18/12 C44       -20.5  26.1   0.57  -75.5    271
ZUMZ   ZUMIEZ INC   ZUMZ US 02/18/12 P25     -20.1  56.2   0.05  -70.6    399
BZH    BEAZER HOME  BZH US 02/18/12 C2.5     -19.7 108.2   0.85    6.2    360
CME    CME GROUP I  CME US 02/18/12 C260     -19.6  25.0   4.00  135.3    485
CMG    CHIPOTLE ME  CMG US 03/17/12 P340     -19.6  28.1   5.52   -9.5    517
RCL    ROYAL CARIB  RCL US 02/18/12 C27      -19.5  42.3   1.38  -27.4    545
DOW    DOW CHEMICA  DOW US 02/18/12 P33      -19.4  27.2   0.42  -23.6    381
CMG    CHIPOTLE ME  CMG US 03/17/12 C380     -19.4  24.6   5.10  -55.3    364
MA     MASTERCARD   MA US 02/18/12 P340      -19.4  30.8   0.33  -93.0    555
CI     CIGNA CORP   CI US 02/18/12 C45       -19.3  26.1   0.29  -83.6    492
QCOM   QUALCOMM IN  QCOM US 03/17/12 C62.5   -19.2  22.5   1.30   14.0   3572
QCOM   QUALCOMM IN  QCOM US 03/17/12 P62.5   -19.1  22.6   2.68  -36.9    777
CME    CME GROUP I  CME US 02/18/12 C250     -19.0  25.6   9.65  129.8    248
EA     ELECTRONIC   EA US 02/18/12 P17       -18.9  48.0   0.05  -84.4   1625
CMG    CHIPOTLE ME  CMG US 03/17/12 P330     -18.9  29.6   3.64  -11.2   1723
CMG    CHIPOTLE ME  CMG US 03/17/12 P325     -18.8  30.3   2.80  -22.2    261
GPS    GAP INC/THE  GPS US 02/18/12 C22      -18.8  31.4   0.32  966.7    241
CMI    CUMMINS INC  CMI US 02/18/12 C105     -18.8  32.9   8.50  102.9    575
CME    CME GROUP I  CME US 02/18/12 P260     -18.7  25.7   7.30  -55.5    672
ALL    ALLSTATE CO  ALL US 02/18/12 C30      -18.6  21.6   0.94  176.5   6328
EGLE   EAGLE BULK   EGLE US 06/16/12 P1      -18.6  76.5   0.10    0.0    330
QCOM   QUALCOMM IN  QCOM US 02/18/12 C52.5   -18.5  34.7   8.85   22.1    318
CME    CME GROUP I  CME US 02/18/12 P250     -18.4  25.9   2.65  -70.9    335
QCOM   QUALCOMM IN  QCOM US 03/17/12 C60     -18.2  23.5   2.62   25.4   1331
DOW    DOW CHEMICA  DOW US 02/18/12 C34      -18.1  24.9   0.59  -30.6    700
DOW    DOW CHEMICA  DOW US 02/18/12 C33      -18.1  27.2   1.17  -19.3    363
EA     ELECTRONIC   EA US 03/17/12 P20       -18.1  37.1   1.07  -50.2    300
DPM    DCP MIDSTRE  DPM US 03/17/12 C50      -18.0  15.6   0.45  -25.0   1058
DOW    DOW CHEMICA  DOW US 02/18/12 P32      -17.7  30.4   0.24  -25.0   1058
EA     ELECTRONIC   EA US 03/17/12 C20       -17.7  37.8   0.95   53.2    419
STD    BANCO SANTA  STD US 02/18/12 C8       -17.6  34.0   0.40   11.1   1125
RCL    ROYAL CARIB  RCL US 02/18/12 C26      -17.6  45.2   3.15   20.2   1052
ADS    ALLIANCE DA  ADS US 02/18/12 P105     -17.4  29.0   0.25  -75.0    215
ANF    ABERCROMBIE  ANF US 03/17/12 P40      -17.3  43.0   1.87  125.3    836
JAG    JAGUAR MINI  JAG US 02/18/12 C7       -17.2  46.3   0.35  -18.6    253
ANF    ABERCROMBIE  ANF US 03/17/12 P41      -17.1  42.2   2.43  138.2    301
ANF    ABERCROMBIE  ANF US 03/17/12 P35      -17.1  46.7   0.53  140.9    826
MTOR   MERITOR INC  MTOR US 03/17/12 P6      -17.0  75.6   0.40  -20.0    312
ANF    ABERCROMBIE  ANF US 03/17/12 P33      -16.9  48.8   0.34  126.7    213
QCOM   QUALCOMM IN  QCOM US 03/17/12 P60     -16.9  23.4   1.42  -47.0   2168
EA     ELECTRONIC   EA US 03/17/12 P19       -16.8  37.9   0.66  -55.1    261
BMC    BMC SOFTWAR  BMC US 05/19/12 C39      -16.5  27.8   1.85   23.3    301
ANF    ABERCROMBIE  ANF US 03/17/12 C43      -16.4  41.6   1.51  -73.3    624
EA     ELECTRONIC   EA US 02/18/12 P16       -16.4  51.9   0.02  -87.5   1260
EA     ELECTRONIC   EA US 03/17/12 C19       -16.4  38.5   1.54   60.4    490
MA     MASTERCARD   MA US 02/18/12 P335      -16.3  32.1   0.30  -91.5    320
QCOM   QUALCOMM IN  QCOM US 03/17/12 C57.5   -16.0  25.0   4.50   28.6    478
BMC    BMC SOFTWAR  BMC US 05/19/12 P37      -15.9  29.1   2.10  -36.4    298
DVAX   DYNAVAX TEC  DVAX US 07/21/12 P2.5    -15.8  73.9   0.12  -58.3   5000
HOT    STARWOOD HO  HOT US 02/18/12 P50      -15.8  30.2   0.30   66.7    759
LVS    LAS VEGAS S  LVS US 02/18/12 P43      -15.8  42.4   0.05  -70.6    429
K      KELLOGG CO   K US 03/17/12 C50        -15.8  15.0   0.95   26.7    298
MRK    MERCK & CO   MRK US 02/18/12 P37      -15.7  17.4   0.16    6.7   4559
QCOM   QUALCOMM IN  QCOM US 03/17/12 P57.5   -15.5  24.8   0.71  -53.9   1081
CMI    CUMMINS INC  CMI US 02/18/12 P105     -15.3  30.6   0.48  -84.5   1191
CX     CEMEX SAB-S  CX US 02/18/12 C7        -15.3  48.9   0.65   71.0   3835
HOT    STARWOOD HO  HOT US 02/18/12 P52.5    -15.3  29.0   0.87   42.6    438
HOT    STARWOOD HO  HOT US 02/18/12 P55      -15.1  27.9   1.97   36.8    431
RENN   RENREN INC-  RENN US 02/18/12 C4      -14.7 102.9   1.70   47.8    769
K      KELLOGG CO   K US 03/17/12 P50        -14.6  14.8   0.95  -44.1    498
TEN    TENNECO INC  TEN US 02/18/12 C35      -14.6  40.7   0.85  112.5    207
BMC    BMC SOFTWAR  BMC US 08/18/12 C37      -14.6  28.2   3.68    9.5    380
NG     NOVAGOLD RE  NG US 02/18/12 P9        -14.6  49.4   0.20  100.0    231
QCOM   QUALCOMM IN  QCOM US 03/17/12 C55     -14.5  26.7   6.70   26.4    306
MFN    MINEFINDERS  MFN US 02/18/12 C15      -14.1  29.0   0.35   40.0   1215
BMC    BMC SOFTWAR  BMC US 05/19/12 P36      -14.1  30.2   1.60  -43.9    394
ATPG   ATP OIL & G  ATPG US 02/18/12 C7      -14.0 104.0   0.44   18.9    271
BX     BLACKSTONE   BX US 02/18/12 C16       -14.0  32.0   0.62  -26.2    382
CMI    CUMMINS INC  CMI US 02/18/12 P110     -13.9  28.1   1.40  -73.1    970
HOT    STARWOOD HO  HOT US 02/18/12 C55      -13.6  27.8   0.65  -57.5   1247
MRK    MERCK & CO   MRK US 02/18/12 C38      -13.4  15.9   0.52  -42.9    521
MA     MASTERCARD   MA US 02/18/12 P330      -13.3  33.9   0.20  -92.3    442
CME    CME GROUP I  CME US 03/17/12 C260     -13.3  24.4   6.70   76.3    560
K      KELLOGG CO   K US 02/18/12 P47.5      -13.2  20.3   0.05  -84.4    287
QCOM   QUALCOMM IN  QCOM US 03/17/12 P55     -13.2  26.5   0.32  -61.0    408
IP     INTL PAPER   IP US 03/17/12 P31       -13.1  26.7   0.81  -30.8    200
DO     DIAMOND OFF  DO US 02/18/12 P62.5     -13.1  30.7   1.04  -38.8    215
WRC    WARNACO GRO  WRC US 02/18/12 C55      -13.0  34.3   3.85  140.6   1000
PHM    PULTEGROUP   PHM US 02/18/12 C7       -13.0  57.6   0.74  -23.7    373
TGB    TASEKO MINE  TGB US 02/18/12 C3       -12.9  62.3   0.80    6.7    216
EXXI   ENERGY XXI   EXXI US 03/17/12 P30     -12.9  49.8   0.55  -57.7    903
EXXI   ENERGY XXI   EXXI US 02/18/12 P27     -12.8  69.2   0.05  -75.0    230
KMI    KINDER MORG  KMI US 03/17/12 C32.5    -12.8  12.6   0.50   -9.1    298
TGT    TARGET CORP  TGT US 02/18/12 C52.5    -12.7  17.4   0.50   35.1   3308
AIZ    ASSURANT IN  AIZ US 02/18/12 P40      -12.5  27.1   0.55  -68.0    200
BMC    BMC SOFTWAR  BMC US 01/19/13 C35      -12.4  30.1   5.03  -13.3    374
ALL    ALLSTATE CO  ALL US 02/18/12 C29      -12.4  24.9   1.71   96.5   1773
CI     CIGNA CORP   CI US 03/17/12 C41       -12.3  30.8   3.00  -42.9    259
NLY    ANNALY CAPI  NLY US 02/18/12 C17      -12.1  11.0   0.12    0.0    306
CME    CME GROUP I  CME US 02/18/12 P240     -12.1  29.1   0.95  -79.3    215
ENTR   ENTROPIC CO  ENTR US 03/17/12 C7      -12.0  53.6   0.40  100.0    467
EXXI   ENERGY XXI   EXXI US 02/18/12 C36     -12.0  42.7   0.80   23.1    471
ANN    ANN INC      ANN US 02/18/12 P23      -11.9  35.1   0.90  246.2    407
AA     ALCOA INC    AA US 02/18/12 C9        -11.8  38.5   1.44   14.3    373
CMI    CUMMINS INC  CMI US 02/18/12 P100     -11.7  34.9   0.15  -88.5    244
GMCR   GREEN MOUNT  GMCR US 02/18/12 P38     -11.7 111.9   0.04  -94.3    207
LSI    LSI CORP     LSI US 02/18/12 C8       -11.7  33.5   0.20    0.0    430
TSO    TESORO CORP  TSO US 02/18/12 C25      -11.5  35.8   0.64  -11.1    239
LVS    LAS VEGAS S  LVS US 03/17/12 P47      -11.5  36.7   1.01  -32.7    446
DO     DIAMOND OFF  DO US 03/17/12 C61       -11.4  18.7   3.05   11.3    334
BX     BLACKSTONE   BX US 03/17/12 P17       -11.4  27.6   1.24    7.8    336
LVS    LAS VEGAS S  LVS US 03/17/12 P46      -11.3  37.5   0.86  -28.3    798
SPH    SUBURBAN PR  SPH US 03/17/12 C45      -11.2  14.7   0.30  -40.0    500
QCOM   QUALCOMM IN  QCOM US 03/17/12 P52.5   -11.2  28.6   0.15  -62.5    266
PG     PROCTER & G  PG US 04/21/12 C42.5     -11.1  34.6  20.85    1.3    217
LVS    LAS VEGAS S  LVS US 03/17/12 P50      -11.0  34.8   2.16  -17.6   1408
GMCR   GREEN MOUNT  GMCR US 02/18/12 P35     -11.0 127.7   0.04  -91.1    234
ZUMZ   ZUMIEZ INC   ZUMZ US 02/18/12 P30     -10.9  48.7   1.35  -44.9    282
MRK    MERCK & CO   MRK US 02/18/12 C37      -10.9  17.7   1.21  -30.9    761
LVS    LAS VEGAS S  LVS US 03/17/12 P48      -10.9  36.2   1.28  -29.7    526
NG     NOVAGOLD RE  NG US 03/17/12 P8        -10.9  60.1   0.25   66.7    241
TGT    TARGET CORP  TGT US 02/18/12 C50      -10.9  17.8   2.27   35.9    999
LVS    LAS VEGAS S  LVS US 03/17/12 P52.5    -10.7  33.5   3.50  -14.6    982
BX     BLACKSTONE   BX US 02/18/12 P14       -10.6  44.1   0.03   50.0    454
LVS    LAS VEGAS S  LVS US 03/17/12 P44      -10.6  39.2   0.50  -37.5    759
MA     MASTERCARD   MA US 03/17/12 P340      -10.6  28.8   2.40  -71.6    244
VIAB   VIACOM INC-  VIAB US 03/17/12 C47     -10.6  24.2   1.45  -19.4    560
LVS    LAS VEGAS S  LVS US 03/17/12 P45      -10.6  38.7   0.67  -29.5   1179
DO     DIAMOND OFF  DO US 03/17/12 C65       -10.5  19.3   1.17   15.8    213
CME    CME GROUP I  CME US 03/17/12 P260     -10.5  24.8  11.67  -41.9    393
LVS    LAS VEGAS S  LVS US 03/17/12 C52.5    -10.4  33.1   1.58   -1.2   2365
NOV    NATL OILWEL  NOV US 02/18/12 C80      -10.3  28.8   0.75   70.5    605
LNG    CHENIERE EN  LNG US 02/18/12 C13      -10.3  73.8   0.55  -31.2  18482
MA     MASTERCARD   MA US 02/18/12 P325      -10.0  34.6   0.16  -90.9    251

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

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