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
=============================================================================
CMI    CUMMINS INC  CMI US 02/18/12 P120     126.7  29.1   2.95  -60.7    216
BZH    BEAZER HOME  BZH US 02/18/12 C2.5      79.7 126.7   0.95   18.8    423
INTC   INTEL CORP   INTC US 02/18/12 C26      67.5  19.8   1.00   75.4   1615
INTC   INTEL CORP   INTC US 02/18/12 C25      66.9  24.7   1.93   28.7   1522
AUO    AU OPTR-SPO  AUO US 02/18/12 C5        66.7  80.4   0.90  125.0    411
AAMRQ  AMR CORP     AAMRQ US 01/19/13 C0.5    64.9  39.0   0.15    0.0    246
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5     61.6  54.2   0.25   25.0    564
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5     57.5  98.1   0.25   25.0   1067
EXEL   EXELIXIS IN  EXEL US 02/18/12 P6       53.0  78.9   0.25  -16.7    935
GILD   GILEAD SCIE  GILD US 03/17/12 C55      49.8  37.2   2.00  852.4   8486
GILD   GILEAD SCIE  GILD US 03/17/12 C50      47.3  40.6   4.79  207.1    622
GILD   GILEAD SCIE  GILD US 03/17/12 C49      45.1  41.2   5.45  160.8    355
INTC   INTEL CORP   INTC US 03/17/12 C25      44.6  22.1   2.12   34.2    205
GILD   GILEAD SCIE  GILD US 03/17/12 P49      43.7  40.6   1.09  -33.9   1261
BSX    BOSTON SCIE  BSX US 02/18/12 C6        41.8  46.5   0.15   87.5   6221
GILD   GILEAD SCIE  GILD US 03/17/12 P55      41.6  36.8   3.65  -38.8   1113
GILD   GILEAD SCIE  GILD US 03/17/12 P48      40.8  41.5   0.89  -35.0    495
SKS    SAKS INC     SKS US 02/18/12 P9        40.0  70.1   0.05    0.0    382
RATE   BANKRATE IN  RATE US 02/18/12 P25      38.7  70.2   1.20  -40.0   1059
GILD   GILEAD SCIE  GILD US 03/17/12 P47      38.5  42.5   0.72  -33.3    228
UWM    PROSHARES U  UWM US 02/18/12 C35       36.5  71.2   8.90   26.2   1178
SCHW   SCHWAB (CHA  SCHW US 02/18/12 C12      36.4  36.0   0.85  183.3    330
FOSL   FOSSIL INC   FOSL US 02/18/12 P105     35.2  79.4   9.40    0.0    319
GRPN   GROUPON INC  GRPN US 02/18/12 C10      33.3 215.9  13.83    4.0    231
VXX    IPATH-S&P S  VXX US 02/18/12 C23       32.0  48.6   1.70  -32.0    428
INTC   INTEL CORP   INTC US 02/18/12 C24      31.3  30.6   2.90   16.0    965
BAC    BANK OF AME  BAC US 02/18/12 C5.5      30.8  89.1   2.27   17.0   2101
EMC    EMC CORP/MA  EMC US 02/18/12 C23       30.5  32.3   3.40   12.6    611
FOSL   FOSSIL INC   FOSL US 02/18/12 P100     27.8  82.0   6.50    8.3    651
EXEL   EXELIXIS IN  EXEL US 02/18/12 C6       27.7  73.7   0.40   33.3    226
FOSL   FOSSIL INC   FOSL US 02/18/12 C105     27.5  80.2   4.10   86.4    429
CMI    CUMMINS INC  CMI US 02/18/12 P105      27.4  39.4   0.15  -66.7    440
CMI    CUMMINS INC  CMI US 02/18/12 C110      27.1  37.3  10.49  133.1    322
ABG    ASBURY AUTO  ABG US 02/18/12 C25       26.9  40.6   0.60   71.4    201
MLI    MUELLER IND  MLI US 02/18/12 P45       26.4  41.1   0.70  -62.2    234
CMI    CUMMINS INC  CMI US 02/18/12 P115      26.1  30.6   1.20  -65.7    943
CME    CME GROUP I  CME US 02/18/12 C240      26.0  34.8  29.60   16.1    227
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P10      25.8 138.2   0.15  -50.0    947
FOSL   FOSSIL INC   FOSL US 02/18/12 C100     25.3  80.0   6.30   75.0    763
MDVN   MEDIVATION   MDVN US 02/18/12 C75      23.3  50.5   2.00   98.0    542
ZOLT   ZOLTEK COS   ZOLT US 02/18/12 C10      23.0  90.1   3.20  966.7    429
BAC    BANK OF AME  BAC US 02/18/12 C6        22.3  69.7   1.84   26.9   3089
IBB    ISHARES-NDQ  IBB US 02/18/12 P117      21.7  22.0   0.65  -38.1    282
INTC   INTEL CORP   INTC US 03/17/12 C26      21.2  20.2   1.26   43.2    329
GGC    GEORGIA GUL  GGC US 02/18/12 P35       21.1  46.3   1.30    0.0    673
CAR    AVIS BUDGET  CAR US 02/18/12 P14       20.5  75.1   0.55   -8.3    220
IBB    ISHARES-NDQ  IBB US 02/18/12 P118      20.4  21.4   1.20  -11.1    493
VZ     VERIZON COM  VZ US 02/18/12 C31        20.1  41.4   6.70    0.8    222
QIHU   QIHOO 360 T  QIHU US 02/18/12 C7.5     19.6 238.1  11.55    0.0    374
IBB    ISHARES-NDQ  IBB US 03/17/12 C125      19.5  16.3   0.95  102.1    584
XRT    SPDR S&P RE  XRT US 02/18/12 P49       19.0  36.0   0.03  200.0   1001
GM     GENERAL MOT  GM US 02/18/12 P24        18.7  49.4   0.28  -56.9    372
CMI    CUMMINS INC  CMI US 02/18/12 C120      18.7  30.0   2.75  587.5   1315
GM     GENERAL MOT  GM US 02/18/12 C24        18.6  49.0   2.30  121.2    297
JOY    JOY GLOBAL   JOY US 02/18/12 P75       18.6  58.8   0.08   14.3    201
RFMD   RF MICRO DE  RFMD US 02/18/12 C5       18.6  47.5   0.40   60.0    227
MON    MONSANTO CO  MON US 02/18/12 C60       18.5  74.3  22.60    1.8    246
CAR    AVIS BUDGET  CAR US 03/17/12 P12       18.2  75.1   0.35    0.0    596
GILD   GILEAD SCIE  GILD US 02/18/12 P44      18.1  47.6   0.07  -30.0    282
BSX    BOSTON SCIE  BSX US 03/17/12 C6        17.9  40.2   0.28   40.0   1728
DTG    DOLLAR THRI  DTG US 02/18/12 C70       17.7  28.8   5.00   11.1    250
SWIR   SIERRA WIRE  SWIR US 02/18/12 C7.5     17.6  65.3   0.35   40.0    200
NTAP   NETAPP INC   NTAP US 02/18/12 P28      17.5  92.1   0.03  -62.5    201
INTC   INTEL CORP   INTC US 02/18/12 C27      17.2  17.5   0.32  166.7   1188
WHR    WHIRLPOOL C  WHR US 02/18/12 P60       16.8  46.8   0.26  -50.0    416
PFE    PFIZER INC   PFE US 02/18/12 C18       16.6  38.1   3.20   10.0    203
VXX    IPATH-S&P S  VXX US 02/18/12 C24       16.5  53.0   1.13  -41.8    976
PCYC   PHARMACYCLI  PCYC US 02/18/12 C18      16.4  60.3   2.30  109.1    449
DRC    DRESSER-RAN  DRC US 02/18/12 P50       16.0  39.5   3.00  500.0    527
CMI    CUMMINS INC  CMI US 03/17/12 P100      15.9  39.9   0.65  -35.0    209
GILD   GILEAD SCIE  GILD US 05/19/12 C55      15.9  33.4   3.10  160.5   2434
ISIS   ISIS PHARM   ISIS US 04/21/12 C8       15.9  61.5   1.50   76.5    305
CAR    AVIS BUDGET  CAR US 03/17/12 P13       15.7  68.8   0.60    9.1   1069
CMI    CUMMINS INC  CMI US 03/17/12 P95       15.7  43.5   0.40  -32.2    623
SIRI   SIRIUS XM R  SIRI US 02/18/12 C2       15.6  50.0   0.15    0.0    363
LUV    SOUTHWEST A  LUV US 03/17/12 P9        15.6  35.1   0.12  -20.0    450
RDN    RADIAN GROU  RDN US 03/17/12 C2        15.4 128.4   1.15    0.0    400
JCI    JOHNSON CON  JCI US 02/18/12 C31       15.1  33.3   2.48   45.9    331
GILD   GILEAD SCIE  GILD US 02/18/12 P47      14.9  37.6   0.10  -76.7    588
GM     GENERAL MOT  GM US 02/18/12 P25        14.8  46.0   0.50  -54.5   2116
BBT    BB&T CORP    BBT US 02/18/12 C27       14.7  28.4   2.11   81.9    455
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P7       14.6 119.9   0.09  -10.0    342
GILD   GILEAD SCIE  GILD US 08/18/12 C55      14.3  30.4   4.55  152.8    432
VALE   VALE SA-SP   VALE US 02/18/12 P22      14.2  52.9   0.04   33.3    350
JEF    JEFFERIES G  JEF US 03/17/12 P11       14.1  75.6   0.15    0.0   1000
WHR    WHIRLPOOL C  WHR US 02/18/12 P62.5     14.1  42.1   0.40  -66.4    708
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P14      14.1 121.4   2.30  -17.6   1014
PFE    PFIZER INC   PFE US 01/19/13 C12.5     14.1  34.6   8.65   -2.8    475
HST    HOST HOTELS  HST US 03/17/12 P15       14.1  33.0   0.15  -25.0    470
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C10      14.0 126.3   4.00   48.1   4986
CMI    CUMMINS INC  CMI US 03/17/12 C115      14.0  31.8   7.50  120.6    358
CMI    CUMMINS INC  CMI US 03/17/12 P120      13.9  30.0   5.10  -39.4    260
BAC    BANK OF AME  BAC US 02/18/12 P7        13.9  52.7   0.06  -45.5  16420
BAC    BANK OF AME  BAC US 02/18/12 C5        13.9 110.0   2.79   14.3   2419
MS     MORGAN STAN  MS US 02/18/12 P18        13.8  53.9   0.12  -40.0    512
GILD   GILEAD SCIE  GILD US 02/18/12 P48      13.8  35.4   0.11  -83.1    271
MS     MORGAN STAN  MS US 02/18/12 P16        13.7  65.1   0.03  -25.0    260
EMR    EMERSON ELE  EMR US 02/18/12 P46       13.7  41.2   0.05  -66.7    254
CAR    AVIS BUDGET  CAR US 03/17/12 P14       13.7  62.7   0.85  -10.5    875
MSFT   MICROSOFT C  MSFT US 02/18/12 P28      13.6  24.0   0.04  -20.0    385
PMCS   PMC-SIERRA   PMCS US 01/19/13 C5       13.6  43.1   2.20   22.2    292
RLD    REALD INC    RLD US 02/18/12 C10       13.6  64.5   1.85   29.4    279
GILD   GILEAD SCIE  GILD US 05/19/12 C50      13.5  36.6   5.95   88.9    267
GM     GENERAL MOT  GM US 03/17/12 P22        13.5  44.7   0.26  -36.6   4002
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P13      13.5 133.5   1.00  -35.5   4219
C      CITIGROUP I  C US 02/18/12 C27         13.4  60.0   6.56   28.6    390
GILD   GILEAD SCIE  GILD US 05/19/12 P55      13.3  33.0   4.70  -33.8    312
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C13      13.3 125.8   1.80  111.8   4615
IWM    ISHARES-RUS  IWM US 02/18/12 C74       13.3  26.8   8.90   24.5    244
BAC    BANK OF AME  BAC US 02/18/12 C7        13.2  54.0   0.89   64.8  18698
GM     GENERAL MOT  GM US 02/18/12 C25        13.2  45.6   1.48  169.1   1718
CAR    AVIS BUDGET  CAR US 03/17/12 C14       13.1  63.2   1.65   37.5  10527
INTC   INTEL CORP   INTC US 04/21/12 C26      13.0  22.5   1.60   26.0    286
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P12      12.9 118.3   1.25  -24.2    956
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P11      12.9 135.5   0.35  -36.4    729
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C12      12.9 126.1   2.30   84.0   1449
AMSC   AMER SUPERC  AMSC US 02/18/12 C5       12.8  93.1   1.00  100.0    348
GILD   GILEAD SCIE  GILD US 02/18/12 C49      12.8  33.5   4.60  228.6    213
TBT    PROSHARES U  TBT US 02/18/12 P17       12.8  37.3   0.03  -57.1    208
INTC   INTEL CORP   INTC US 03/17/12 C27      12.7  18.7   0.62   59.0   1391
TZOO   TRAVELZOO I  TZOO US 02/18/12 P25      12.6  65.1   0.40  -38.5    205
SWI    SOLARWINDS   SWI US 02/18/12 C35       12.6  49.7   1.00  150.0   1658
GILD   GILEAD SCIE  GILD US 05/19/12 C45      12.6  41.7  10.38   63.5   1152
GILD   GILEAD SCIE  GILD US 08/18/12 P55      12.6  30.0   5.65  -36.2    531
BRCM   BROADCOM CO  BRCM US 02/18/12 C27      12.5  79.0  10.80    2.4   2309
MS     MORGAN STAN  MS US 02/18/12 P13        12.3  97.8   0.01    0.0    206
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C13      12.3 108.4   2.40   71.4   2359
CMI    CUMMINS INC  CMI US 03/17/12 C120      12.2  29.7   4.50  172.7    445
BCS    BARCLAYS PL  BCS US 02/18/12 P13       12.2  62.5   0.10  -75.0    481
GILD   GILEAD SCIE  GILD US 05/19/12 P49      12.2  37.4   2.17  -33.0    239
GILD   GILEAD SCIE  GILD US 05/19/12 P50      12.1  36.4   2.61  -34.8    922
VXX    IPATH-S&P S  VXX US 02/18/12 C25       12.1  58.7   0.81  -41.3  11940
GT     GOODYEAR TI  GT US 02/18/12 C13        12.1  54.4   0.95   46.1    289
XRT    SPDR S&P RE  XRT US 02/18/12 P51       12.1  31.5   0.05  -37.5    321
SPY    SPDR S&P 50  SPY US 02/18/12 P111      12.1  40.0   0.02  -33.3   2046
AFFY   AFFYMAX INC  AFFY US 02/18/12 P8       12.1 100.3   0.05  -50.0   3500
LPX    LOUISIANA-P  LPX US 02/18/12 C8        12.0  58.9   1.25   31.6    500
CMI    CUMMINS INC  CMI US 03/17/12 C110      11.9  33.6  11.33   82.7    209
MS     MORGAN STAN  MS US 02/18/12 C17        11.9  60.5   3.40   33.9   1610
GM     GENERAL MOT  GM US 03/17/12 P24        11.7  40.1   0.58  -44.2    934
CMI    CUMMINS INC  CMI US 03/17/12 P80       11.7  57.0   0.10  -33.3    260
VXX    IPATH-S&P S  VXX US 04/21/12 P17       11.7  54.3   0.18   50.0    353
BAC    BANK OF AME  BAC US 02/18/12 C4.5      11.6 120.0   3.20    8.1   1594
NOV    NATL OILWEL  NOV US 02/18/12 P65       11.6  47.4   0.04  -42.9    458
HNSN   HANSEN MEDI  HNSN US 06/16/12 P2.5     11.6 109.2   0.30    0.0    220
REGN   REGENERON P  REGN US 02/18/12 C100     11.5  61.8   2.50    4.2    696
IWM    ISHARES-RUS  IWM US 02/18/12 C75       11.4  26.5   7.84   26.4  10432
IWM    ISHARES-RUS  IWM US 02/18/12 P66       11.4  46.7   0.01  -50.0    552
ASTX   ASTEX PHARM  ASTX US 02/18/12 P2.5     11.4 214.6   0.30    0.0    286
GILD   GILEAD SCIE  GILD US 05/19/12 C47      11.4  39.2   8.00   67.4   1047
STT    STATE ST CO  STT US 02/18/12 P42       11.3  25.9   0.67  -66.5    593
TBT    PROSHARES U  TBT US 03/17/12 C17       11.2  35.0   2.45   40.0    474
CMI    CUMMINS INC  CMI US 02/18/12 P125      11.2  27.4   6.30  -45.8    324
CMI    CUMMINS INC  CMI US 03/17/12 P110      11.2  33.4   1.85  -42.2    209
TBT    PROSHARES U  TBT US 02/18/12 C18       11.2  34.1   1.38   84.0   1851
MS     MORGAN STAN  MS US 04/21/12 P7         11.2 104.5   0.02    0.0    310
TBT    PROSHARES U  TBT US 02/18/12 C17       11.2  33.8   2.30   49.4    293
CAR    AVIS BUDGET  CAR US 03/17/12 C15       11.2  57.7   1.05   45.8   2116
SPY    SPDR S&P 50  SPY US 02/18/12 P104      11.0  50.8   0.01  -50.0    275
LNG    CHENIERE EN  LNG US 03/17/12 C12       11.0 105.4   2.15   13.2   8080
GILD   GILEAD SCIE  GILD US 08/18/12 P48      11.0  34.3   2.78  -24.9    264
ZNGA   ZYNGA INC-   ZNGA US 06/16/12 P12      10.8 105.9   2.35   -5.2    434
EBIX   EBIX INC     EBIX US 03/17/12 P24      10.8  53.8   0.80  -23.8    300
IBB    ISHARES-NDQ  IBB US 03/17/12 P120      10.8  19.2   2.90  -17.1    706
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C14      10.7 124.7   1.30  160.0   3855
EBIX   EBIX INC     EBIX US 03/17/12 P22      10.7  59.4   0.50    0.0    252
SPY    SPDR S&P 50  SPY US 02/18/12 P120      10.6  28.1   0.05  -16.7   2202
MS     MORGAN STAN  MS US 02/18/12 C16        10.6  68.5   4.45   22.9    422
F      FORD MOTOR   F US 02/18/12 C12         10.5  32.2   0.74   80.5   5168
IWM    ISHARES-RUS  IWM US 02/18/12 P64       10.5  52.3   0.01  -50.0    602
JCP    J.C. PENNEY  JCP US 02/18/12 C35       10.5  52.1   6.67    5.9    200
GM     GENERAL MOT  GM US 02/18/12 P26        10.5  43.8   0.95  -49.7   1354
WHR    WHIRLPOOL C  WHR US 02/18/12 C65       10.5  37.7   3.99  157.4    332
CLNE   CLEAN ENERG  CLNE US 02/18/12 C15      10.5  37.3   0.85  -22.7    386
PEP    PEPSICO INC  PEP US 02/18/12 C70       10.5  19.3   0.15   66.7  10118
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P11      10.5 117.1   0.85  -22.7   1797
TBT    PROSHARES U  TBT US 02/18/12 P18       10.5  34.8   0.11  -56.0    981
GILD   GILEAD SCIE  GILD US 01/19/13 C55      10.4  28.2   5.40   90.1   2468
GS     GOLDMAN SAC  GS US 02/18/12 P95        10.4  52.6   0.09  -35.7   1046
GILD   GILEAD SCIE  GILD US 02/18/12 P49      10.4  32.6   0.17  -83.8    461
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P13      10.4 117.9   1.75  -18.6   2437
SPY    SPDR S&P 50  SPY US 02/18/12 P118      10.3  30.7   0.05    0.0   1924
DOW    DOW CHEMICA  DOW US 02/18/12 C32       10.3  32.7   2.44   33.3    256
BAC    BANK OF AME  BAC US 02/18/12 C4        10.2 143.4   3.75    8.7   1527
DIA    SPDR DJIA T  DIA US 02/18/12 P120      10.2  19.7   0.10  -41.2    223
CNP    CENTERPOINT  CNP US 08/18/12 C17.5     10.2  25.2   1.85    8.8   2000
XLF    SPDR-FINL S  XLF US 02/18/12 P15       10.1  20.2   0.41  -39.7   4646
CMI    CUMMINS INC  CMI US 03/17/12 C125      10.1  28.2   2.35  235.7    430
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P12      10.1 129.2   0.60  -40.0   1048
AAPL   APPLE INC    AAPL US 02/18/12 C410     10.0  26.9  48.40    8.0    227
LNG    CHENIERE EN  LNG US 02/18/12 P12       10.0  81.7   0.45  -10.0    296
MTL    MECHEL-SPON  MTL US 02/18/12 C10       10.0  64.8   1.80   44.0    400
NVDA   NVIDIA CORP  NVDA US 02/18/12 P14      10.0  54.7   0.09  -30.8   1435

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
LINE   LINN ENERGY  LINE US 02/18/12 C35     -56.3  18.4   1.88  -26.3    700
SIMG   SILICON IMA  SIMG US 02/18/12 C5      -52.1  36.5   0.70   75.0    563
ZOLT   ZOLTEK COS   ZOLT US 02/18/12 P12.5   -51.0  64.2   0.35    0.0    401
INTC   INTEL CORP   INTC US 02/18/12 P28     -50.8  16.7   1.16  -33.7    371
EL     ESTEE LAUDE  EL US 02/18/12 P57.5     -49.7  23.9   1.45  -12.1   1607
PWER   POWER-ONE I  PWER US 02/18/12 C5      -48.7  60.7   0.35   40.0   1639
EL     ESTEE LAUDE  EL US 02/18/12 C57.5     -47.5  25.3   0.65  -78.3    888
MNKD   MANNKIND CO  MNKD US 02/18/12 P2      -45.7  91.9   0.08  -33.3    324
TSN    TYSON FOODS  TSN US 02/18/12 C20      -43.3  21.0   0.20  100.0    371
EL     ESTEE LAUDE  EL US 02/18/12 P55       -42.3  27.3   0.60  -20.0    462
EL     ESTEE LAUDE  EL US 02/18/12 C55       -42.2  27.4   2.50  -46.8    353
ZOLT   ZOLTEK COS   ZOLT US 02/18/12 C12.5   -40.9  68.7   1.00    0.0    604
PWER   POWER-ONE I  PWER US 02/18/12 C4      -40.0  73.7   1.00   26.6   2051
N      NETSUITE IN  N US 02/18/12 C45        -39.6  38.5   2.35   27.0    989
MNKD   MANNKIND CO  MNKD US 05/19/12 P2      -39.2  88.7   0.31  -26.2  15617
COLM   COLUMBIA SP  COLM US 02/18/12 C50     -37.2  28.7   0.85  -15.0    329
DRIV   DIGITAL RIV  DRIV US 02/18/12 C18     -36.5  47.6   0.85   70.0    315
SUN    SUNOCO INC   SUN US 02/18/12 P38      -36.4  24.2   0.85  -28.0   2082
SUN    SUNOCO INC   SUN US 02/18/12 P37      -35.8  25.7   0.43  -44.9   2946
SUN    SUNOCO INC   SUN US 02/18/12 C39      -35.5  23.2   0.28  -62.2    364
EL     ESTEE LAUDE  EL US 02/18/12 P52.5     -35.3  30.5   0.20  -33.3   2308
SIMO   SILICON MOT  SIMO US 02/18/12 C22.5   -35.2  52.9   1.95   14.7    270
SFD    SMITHFIELD   SFD US 01/19/13 P12.5    -35.2  44.7   0.20  -42.9    360
ZOLT   ZOLTEK COS   ZOLT US 03/17/12 P12.5   -35.0  56.0   0.65  -69.0    815
CNW    CON-WAY INC  CNW US 02/18/12 P30      -34.6  40.8   0.50  -37.5   1167
INFN   INFINERA CO  INFN US 02/18/12 C8      -34.3  43.0   0.65  333.3    234
RENN   RENREN INC-  RENN US 02/18/12 C4      -31.4  79.6   1.75   29.6    710
APKT   ACME PACKET  APKT US 02/18/12 P32.5   -31.2  61.7   2.05  -37.9   2285
APKT   ACME PACKET  APKT US 02/18/12 C32.5   -31.0  60.4   1.12  -25.3   4836
AON    AON CORP     AON US 02/18/12 C47.5    -30.9  17.0   1.22  -48.1    526
INTC   INTEL CORP   INTC US 02/18/12 P27     -30.9  17.5   0.44  -46.3   1308
EW     EDWARDS LIF  EW US 02/18/12 P70       -30.8  32.8   1.00  300.0    920
INHX   INHIBITEX I  INHX US 02/18/12 C26     -30.6  11.2   0.15    0.0  10515
INHX   INHIBITEX I  INHX US 03/17/12 C26     -29.4   7.2   0.15    0.0    646
INTC   INTEL CORP   INTC US 05/19/12 C18     -29.0  40.3   8.90    0.0    200
APKT   ACME PACKET  APKT US 02/18/12 P30     -29.0  63.9   0.85  -52.8   2114
SIMG   SILICON IMA  SIMG US 03/17/12 P5      -28.9  50.9   0.15  -62.5    372
DRIV   DIGITAL RIV  DRIV US 02/18/12 C16     -28.9  59.6   2.40   63.3    261
DRIV   DIGITAL RIV  DRIV US 02/18/12 C17     -28.5  57.4   1.65   73.7    270
SPY    SPDR S&P 50  SPY US 02/18/12 P140     -28.3  10.7   5.85  -20.4    359
GNW    GENWORTH FI  GNW US 02/18/12 C9       -27.9  49.8   0.45  200.0   1591
CLX    CLOROX CO    CLX US 02/18/12 C70      -27.5  13.7   0.72   20.0    233
APKT   ACME PACKET  APKT US 02/18/12 C30     -27.1  64.6   2.50   -2.0   6128
BBEP   BREITBURN E  BBEP US 02/18/12 C17.5   -27.0  30.3   1.50  -34.8    215
INHX   INHIBITEX I  INHX US 08/18/12 C26     -26.4   3.2   0.20   33.3    270
BPZ    BPZ RESOURC  BPZ US 03/17/12 C3       -26.3  50.9   0.55   10.0    292
ILMN   ILLUMINA IN  ILMN US 02/18/12 P52.5   -26.3  15.5   0.85  -32.0    327
CIM    CHIMERA INV  CIM US 03/17/12 C3       -26.0  20.9   0.20    0.0    531
ETE    ENERGY TRAN  ETE US 04/21/12 C35      -25.9  28.3   7.50   -6.2    395
AXL    AMER AXLE &  AXL US 02/18/12 P11      -25.9  46.8   0.05  -54.5    217
INTC   INTEL CORP   INTC US 03/17/12 P28     -25.8  18.1   1.38  -25.4    240
INFN   INFINERA CO  INFN US 02/18/12 C7      -25.3  45.8   1.45  141.7    240
INHX   INHIBITEX I  INHX US 08/18/12 C25     -25.2   7.7   1.15    4.5    250
APKT   ACME PACKET  APKT US 02/18/12 P27.5   -24.8  70.0   0.35  -63.2   1246
CFN    CAREFUSION   CFN US 02/18/12 C24      -24.7  25.8   1.15   64.3    346
DRIV   DIGITAL RIV  DRIV US 03/17/12 C19     -24.4  40.3   0.50   25.0    226
WY     WEYERHAEUSE  WY US 02/18/12 C21       -24.4  22.6   0.40  100.0    203
EL     ESTEE LAUDE  EL US 03/17/12 P52.5     -24.2  29.4   0.65  -24.4    320
AXL    AMER AXLE &  AXL US 02/18/12 C12      -23.9  40.1   0.40  -42.9    375
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P65      -23.8  13.8   3.27  -13.9    242
PBY    PEP BOYS MM  PBY US 04/21/12 C15      -23.7   6.5   0.25    0.0    800
APKT   ACME PACKET  APKT US 02/18/12 C27.5   -23.7  69.6   5.00   21.6    570
MCHP   MICROCHIP T  MCHP US 02/18/12 C36     -23.5  28.4   2.15    4.9    356
WYNN   WYNN RESORT  WYNN US 02/18/12 P100    -23.4  46.7   0.23  -45.2    374
WYNN   WYNN RESORT  WYNN US 02/18/12 P105    -22.9  41.6   0.62   -6.1    417
INHX   INHIBITEX I  INHX US 05/19/12 C26     -22.7   4.8   0.15    0.0   1175
STD    BANCO SANTA  STD US 02/18/12 C8       -21.9  30.3   0.50   25.0   1025
WYNN   WYNN RESORT  WYNN US 02/18/12 P110    -21.7  38.3   1.22    0.0    518
DRIV   DIGITAL RIV  DRIV US 03/17/12 C18     -21.5  43.1   1.10   46.7    227
JASO   JA SOLAR HO  JASO US 02/18/12 P1.5    -21.2 106.6   0.05    0.0    200
CAVM   CAVIUM INC   CAVM US 02/18/12 C34     -20.8  46.7   0.75  -40.0   1494
MTSN   MATTSON TEC  MTSN US 06/16/12 C2.5    -20.2  48.9   0.60  -14.3    601
AXL    AMER AXLE &  AXL US 02/18/12 C11      -20.1  48.3   1.50    0.0   1110
WYNN   WYNN RESORT  WYNN US 02/18/12 C115    -20.1  38.5   4.15  -47.5   1871
DRIV   DIGITAL RIV  DRIV US 03/17/12 P16     -20.0  47.0   0.40  -58.8    278
FTR    FRONTIER CO  FTR US 02/18/12 C4       -19.8  63.5   0.50    0.0   7641
INHX   INHIBITEX I  INHX US 08/18/12 P25     -19.6   8.9   0.30  -25.0    285
FXY    CRYSHS-JAPA  FXY US 02/18/12 C128     -19.6   7.5   1.11  -31.1    499
CLX    CLOROX CO    CLX US 02/18/12 P67.5    -19.5  15.8   0.08  -87.7    410
WYNN   WYNN RESORT  WYNN US 02/18/12 C120    -19.4  38.2   2.00  -58.9   1589
GNW    GENWORTH FI  GNW US 02/18/12 P9       -19.3  47.8   0.25  -76.2    803
FXY    CRYSHS-JAPA  FXY US 02/18/12 C130     -19.2   7.4   0.26  -52.7    622
PWER   POWER-ONE I  PWER US 03/17/12 C5      -19.0  69.5   0.60   71.4   2273
ALU    ALCATEL-LUC  ALU US 02/18/12 C2       -18.8  71.6   0.10  100.0    360
WYNN   WYNN RESORT  WYNN US 02/18/12 P115    -18.6  37.3   2.87   29.3    701
CAVM   CAVIUM INC   CAVM US 02/18/12 C33     -18.4  49.3   1.38  -25.4   2825
KBR    KBR INC      KBR US 02/18/12 C30      -18.2  41.3   3.80    7.0    750
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P16     -18.1  68.0   0.52   18.2    266
EW     EDWARDS LIF  EW US 03/17/12 P70       -17.9  35.1   2.65  194.4   3947
SDS    PROSHARES U  SDS US 02/18/12 C15      -17.9  31.7   1.84  -18.2    262
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C17     -17.8  70.4   0.93  -45.0    920
CAVM   CAVIUM INC   CAVM US 02/18/12 P32     -17.7  51.1   0.90  -15.1    268
INHX   INHIBITEX I  INHX US 02/18/12 P25     -17.7  30.2   0.30  -45.5   3841
VXX    IPATH-S&P S  VXX US 02/18/12 P23      -17.7  49.5   0.43   53.6   6607
CNW    CON-WAY INC  CNW US 03/17/12 C32.5    -17.6  35.1   1.30    0.0    301
IGT    INTL GAME T  IGT US 02/18/12 P15      -17.6  32.8   0.10  -33.3    282
INTC   INTEL CORP   INTC US 04/21/12 C20     -17.4  35.4   7.00    7.7    212
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P17     -17.4  69.8   1.02   24.4    334
AON    AON CORP     AON US 02/18/12 C50      -17.4  19.7   0.15  -79.7    323
MTL    MECHEL-SPON  MTL US 02/18/12 C9       -17.4  61.3   2.75   27.9    212
MIPS   MIPS TECH I  MIPS US 02/18/12 C6      -17.4  44.4   0.50  -16.7    490
SNE    SONY CORP-A  SNE US 02/18/12 C19      -17.2  31.1   0.55  450.0    200
COCO   CORINTHIAN   COCO US 02/18/12 C4      -17.0  74.8   0.65   22.6   1032
BPAX   BIOSANTE PH  BPAX US 01/19/13 C0.5    -16.8  62.1   0.30   20.0    800
MCHP   MICROCHIP T  MCHP US 03/17/12 C37     -16.7  24.2   1.95   18.2    229
WYNN   WYNN RESORT  WYNN US 02/18/12 P120    -16.7  36.5   5.75   35.3    306
AXL    AMER AXLE &  AXL US 02/18/12 P12      -16.7  42.2   0.35   -2.8    595
FISV   FISERV INC   FISV US 03/17/12 C65     -16.5  19.9   1.95   62.5    368
INHX   INHIBITEX I  INHX US 03/17/12 C27     -16.4  13.7   0.10    0.0    911
INTC   INTEL CORP   INTC US 01/19/13 C15     -16.3  37.3  11.95    3.9    205
TSN    TYSON FOODS  TSN US 03/17/12 P19      -16.2  22.8   0.35  -63.2    309
NRGY   INERGY LP    NRGY US 03/17/12 C17.5   -15.9  24.1   0.85  -19.1   5201
PWER   POWER-ONE I  PWER US 03/17/12 P4      -15.9  75.6   0.10  -66.7   1027
AIG    AMERICAN IN  AIG US 02/18/12 C28      -15.6  29.5   0.35   66.7   4801
STX    SEAGATE TEC  STX US 02/18/12 P27      -15.4  39.6   1.36  -23.6    810
ILMN   ILLUMINA IN  ILMN US 02/18/12 C52.5   -15.3  17.2   0.45  -18.2    456
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C15     -15.2  69.3   2.27  -24.3    370
INHX   INHIBITEX I  INHX US 02/18/12 P22.5   -15.2  64.2   0.25  -37.5    321
CAVM   CAVIUM INC   CAVM US 03/17/12 C33     -15.1  45.2   1.90  -25.5    509
APKT   ACME PACKET  APKT US 02/18/12 P25     -15.0  79.4   0.10  -66.7    445
FSYS   FUEL SYSTEM  FSYS US 02/18/12 C22     -14.9  51.9   1.80  157.1    465
INHX   INHIBITEX I  INHX US 02/18/12 C25     -14.7  31.5   1.10    4.8    295
PSS    COLLECTIVE   PSS US 02/18/12 C13      -14.6 103.3   3.80    0.0    350
GILD   GILEAD SCIE  GILD US 02/18/12 P55     -14.4  29.3   2.21  -61.6    464
VRTX   VERTEX PHAR  VRTX US 02/18/12 C35     -14.4  46.7   1.90  -51.3    447
HPQ    HEWLETT-PAC  HPQ US 01/19/13 C18      -14.3  42.4  11.52    5.8    250
BAC    BANK OF AME  BAC US 02/18/12 P8       -14.2  39.5   0.35  -46.1   8145
BEAM   BEAM INC     BEAM US 03/17/12 C52.5   -14.2  17.5   1.90   22.6    564
MO     ALTRIA GROU  MO US 02/18/12 C30       -14.2  12.0   0.02    0.0    500
SLV    ISHARES SIL  SLV US 02/18/12 C30      -14.2  37.9   3.05  -12.9    625
SCHW   SCHWAB (CHA  SCHW US 02/18/12 C13     -14.0  27.9   0.20  300.0   1339
GNW    GENWORTH FI  GNW US 03/17/12 P9       -14.0  46.6   0.49  -68.4    290
RF     REGIONS FIN  RF US 02/18/12 C5        -13.9  33.3   0.63   31.2    209
CAVM   CAVIUM INC   CAVM US 03/17/12 P33     -13.6  45.4   1.65  -29.8    327
DXD    PROSHARES U  DXD US 02/18/12 C14      -13.5  26.2   0.15  -62.5    224
XOM    EXXON MOBIL  XOM US 02/18/12 C87.5    -13.4  14.9   0.13   44.4   1564
QCOM   QUALCOMM IN  QCOM US 02/18/12 C62.5   -13.3  18.0   0.39    0.0   2732
INHX   INHIBITEX I  INHX US 02/18/12 P20     -13.2  91.5   0.15  -50.0    305
RENN   RENREN INC-  RENN US 02/18/12 C5      -13.1 110.8   0.65   -7.1    662
QCOM   QUALCOMM IN  QCOM US 02/18/12 P62.5   -13.1  17.8   1.65  -22.5   1655
YNDX   YANDEX NV-A  YNDX US 03/17/12 C20     -13.1  55.5   2.60    2.0    366
APKT   ACME PACKET  APKT US 03/17/12 C32.5   -13.1  55.4   2.00    0.0    463
FST    FOREST OIL   FST US 02/18/12 P13      -13.0  55.5   0.50  -28.6    863
FICO   FAIR ISAAC   FICO US 02/18/12 C40     -12.9  26.9   0.30    0.0    200
GNW    GENWORTH FI  GNW US 02/18/12 P8       -12.9  61.1   0.06  -86.7   2685
GPS    GAP INC/THE  GPS US 02/18/12 C19      -12.9  36.3   2.64    4.8   1099
ONTY   ONCOTHYREON  ONTY US 02/18/12 C8      -12.8 152.3   1.00    5.3   1263
CAVM   CAVIUM INC   CAVM US 03/17/12 P32     -12.8  46.6   1.65  -15.4    301
ARMH   ARM HOLDING  ARMH US 02/18/12 C28     -12.8  27.5   0.55   57.1    310
TC     THOMPSON CR  TC US 03/17/12 C8        -12.7  46.2   1.45   20.8    287
IWM    ISHARES-RUS  IWM US 02/18/12 P86      -12.7  18.6   3.39  -36.6    591
RDC    ROWAN COMPA  RDC US 04/21/12 C29      -12.6  44.4   8.32   -1.5    471
AIG    AMERICAN IN  AIG US 02/18/12 P27      -12.4  29.5   0.51  -59.2    697
WFT    WEATHERFORD  WFT US 02/18/12 P18      -12.3  35.0   1.00  -17.4    209
INHX   INHIBITEX I  INHX US 02/18/12 P24     -12.2  45.3   0.25  -44.4    304
CNQR   CONCUR TECH  CNQR US 02/18/12 P50     -12.2  44.2   0.25  150.0    200
APKT   ACME PACKET  APKT US 05/19/12 P30     -12.1  55.8   2.75  -25.7    608
APKT   ACME PACKET  APKT US 05/19/12 P32.5   -12.1  53.9   4.00  -23.8    513
PBY    PEP BOYS MM  PBY US 07/21/12 C15      -12.1   5.8   0.35   16.7    222
CAVM   CAVIUM INC   CAVM US 03/17/12 P34     -12.0  44.9   2.70   -3.6    287
GILD   GILEAD SCIE  GILD US 02/18/12 C55     -11.9  28.5   0.54  575.0   3399
AGNC   AMERICAN CA  AGNC US 03/17/12 P26     -11.7  23.2   0.07  -41.7    206
APKT   ACME PACKET  APKT US 05/19/12 P27.5   -11.7  57.6   1.90  -29.6   1372
APKT   ACME PACKET  APKT US 05/19/12 P25     -11.6  59.4   1.16  -31.8    634
BEAV   BE AEROSPAC  BEAV US 02/18/12 P45     -11.6  21.4   0.50  -44.4   1520
SLV    ISHARES SIL  SLV US 02/18/12 P28      -11.5  44.5   0.04  -33.3    539
INTC   INTEL CORP   INTC US 02/18/12 P26     -11.3  19.9   0.12  -57.1    699
VRTX   VERTEX PHAR  VRTX US 02/18/12 C37     -11.2  47.5   0.83  -63.9    296
AIG    AMERICAN IN  AIG US 02/18/12 C26      -11.1  30.4   1.45   61.1    998
FCS    FAIRCHILD S  FCS US 02/18/12 C16      -11.1  39.8   0.20   33.3    239
ONTY   ONCOTHYREON  ONTY US 02/18/12 P8      -11.1 163.6   1.00  -25.9    361
APKT   ACME PACKET  APKT US 03/17/12 P30     -11.0  57.4   1.55  -29.6    372
ONTY   ONCOTHYREON  ONTY US 02/18/12 P7      -11.0 165.0   0.65  -13.3    330
AIG    AMERICAN IN  AIG US 02/18/12 C27      -10.9  30.2   0.77   83.3    747
ILMN   ILLUMINA IN  ILMN US 02/18/12 P50     -10.8  19.1   0.15  -25.0    223
VRTX   VERTEX PHAR  VRTX US 02/18/12 P37     -10.7  46.8   1.95   85.7    517
SLV    ISHARES SIL  SLV US 02/18/12 P30      -10.4  38.1   0.14   -6.7  11048
OXY    OCCIDENTAL   OXY US 02/18/12 C105     -10.4  22.3   0.43   87.0    257
IVR    INVESCO MOR  IVR US 03/17/12 C16      -10.3  16.7   0.35   40.0    215
ILMN   ILLUMINA IN  ILMN US 03/17/12 C52.5   -10.2  20.0   1.20    0.0    550
APKT   ACME PACKET  APKT US 03/17/12 C27.5   -10.2  61.5   4.40   -4.3    225
CHK    CHESAPEAKE   CHK US 02/18/12 P22      -10.2  40.7   0.65  -13.3    224
APKT   ACME PACKET  APKT US 03/17/12 C30     -10.2  59.0   3.20    0.0   2197
GOOG   GOOGLE INC-  GOOG US 02/18/12 C620    -10.2  17.4   1.00   35.1    483
INTC   INTEL CORP   INTC US 04/21/12 P27     -10.2  21.7   1.13  -22.6    220
WFC    WELLS FARGO  WFC US 02/18/12 C32      -10.0  21.4   0.12  100.0  10492

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

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