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
=============================================================================
IRBT   IROBOT CORP  IRBT US 06/16/12 C25      32.5  50.9   3.89  -68.1    249
ENDP   ENDO PHARMA  ENDP US 03/17/12 C35      30.2  56.9   2.75   13.2   1277
AAPL   APPLE INC    AAPL US 03/17/12 C440     27.1  31.8  57.10   43.3    786
AAPL   APPLE INC    AAPL US 03/17/12 C440     27.1  31.8  57.10   43.3    786
AAPL   APPLE INC    AAPL US 03/17/12 C455     26.9  30.6  43.65   58.1    853
AAPL   APPLE INC    AAPL US 03/17/12 C475     26.9  29.3  28.65   92.9   5898
AAPL   APPLE INC    AAPL US 03/17/12 C450     26.9  30.9  47.90   52.5   1211
AAPL   APPLE INC    AAPL US 03/17/12 C430     26.8  32.9  66.15   35.5    416
AAPL   APPLE INC    AAPL US 03/17/12 C465     26.8  29.9  35.67   72.7    929
AAPL   APPLE INC    AAPL US 03/17/12 C460     26.6  30.2  39.75   66.3   2104
AAPL   APPLE INC    AAPL US 03/17/12 P465     26.2  29.7   7.10  -22.1   2620
AAPL   APPLE INC    AAPL US 03/17/12 C420     26.1  34.1  73.75   27.2    273
AAPL   APPLE INC    AAPL US 03/17/12 P475     26.0  29.2   9.95  -24.6   3234
AAPL   APPLE INC    AAPL US 03/17/12 P480     26.0  28.9  11.80  -25.1   3159
AAPL   APPLE INC    AAPL US 03/17/12 P465     26.0  29.6   7.10  -22.1   2620
AAPL   APPLE INC    AAPL US 03/17/12 C485     26.0  28.9  22.65  124.3   5469
AAPL   APPLE INC    AAPL US 03/17/12 P460     25.9  30.1   6.00  -18.7   8124
AAPL   APPLE INC    AAPL US 03/17/12 C445     25.7  31.0  52.20   47.5    403
AAPL   APPLE INC    AAPL US 03/17/12 C495     25.6  28.6  17.20  154.8   3616
AAPL   APPLE INC    AAPL US 03/17/12 P470     25.6  29.4   8.40  -23.6   4706
AAPL   APPLE INC    AAPL US 03/17/12 C490     25.6  28.8  19.75  137.9   6370
AAPL   APPLE INC    AAPL US 03/17/12 P485     25.5  28.7  13.70  -25.9   7637
AAPL   APPLE INC    AAPL US 03/17/12 P450     25.5  30.6   4.10  -12.8   3710
CIM    CHIMERA INV  CIM US 03/17/12 P3        25.3  27.7   0.15   50.0    997
AAPL   APPLE INC    AAPL US 03/17/12 P445     25.1  30.9   3.20  -16.9   1434
AAPL   APPLE INC    AAPL US 03/17/12 P495     24.9  28.5  18.50  -25.9   1069
AAPL   APPLE INC    AAPL US 03/17/12 P440     24.6  31.3   2.74   -8.1   1555
ILMN   ILLUMINA IN  ILMN US 03/17/12 P50      24.6  27.9   0.70   55.6    902
AAPL   APPLE INC    AAPL US 03/17/12 C505     24.6  28.5  12.75  193.1   4030
AAPL   APPLE INC    AAPL US 03/17/12 C500     24.2  28.4  14.80  171.6   7931
AAPL   APPLE INC    AAPL US 03/17/12 P430     23.7  32.2   1.87   -1.6   3005
AAPL   APPLE INC    AAPL US 03/17/12 P505     23.7  28.2  23.95  -27.8    588
AAPL   APPLE INC    AAPL US 03/17/12 C510     23.6  28.4  10.95  226.9   2981
AAPL   APPLE INC    AAPL US 03/17/12 P500     23.4  28.3  21.15  -26.1   2017
AAPL   APPLE INC    AAPL US 03/17/12 P425     23.1  32.7   1.52    0.0   1504
AAPL   APPLE INC    AAPL US 03/17/12 C515     23.0  28.4   9.45  246.2   2221
AAPL   APPLE INC    AAPL US 03/17/12 P510     22.1  28.1  26.35  -30.3    402
IRDM   IRIDIUM COM  IRDM US 03/17/12 P7.5     21.7  52.2   0.20    0.0   1000
AAPL   APPLE INC    AAPL US 03/17/12 P420     21.6  33.2   1.24    0.0   2659
AMRN   AMARIN CORP  AMRN US 03/17/12 C9       20.9 116.4   1.05   10.5   1347
AAPL   APPLE INC    AAPL US 03/17/12 P415     20.1  33.6   1.00   -2.0   1259
BAC    BANK OF AME  BAC US 03/17/12 C5        20.0  81.3   3.30    6.5    550
AMRN   AMARIN CORP  AMRN US 03/17/12 P9       19.7 113.4   1.50   25.0    843
LQD    ISHARES-IBO  LQD US 03/17/12 C117      19.4   5.5   0.40   14.3    704
CIM    CHIMERA INV  CIM US 06/16/12 C3        18.8  30.0   0.15    0.0    268
AAPL   APPLE INC    AAPL US 03/17/12 P405     18.6  35.0   0.70    1.4    228
AAPL   APPLE INC    AAPL US 03/17/12 P400     18.5  36.0   0.62    6.9    691
AAPL   APPLE INC    AAPL US 04/21/12 C490     18.0  27.9  26.65   84.4   3251
AAPL   APPLE INC    AAPL US 04/21/12 C480     17.8  28.2  31.80   68.7   4748
AAPL   APPLE INC    AAPL US 04/21/12 C425     17.8  30.6  73.00   29.8    224
AAPL   APPLE INC    AAPL US 04/21/12 P495     17.6  27.9  24.64  -21.7    271
AAPL   APPLE INC    AAPL US 04/21/12 P470     17.6  28.6  13.80  -18.9   1028
AAPL   APPLE INC    AAPL US 04/21/12 P480     17.6  28.3  17.50  -20.8    487
AAPL   APPLE INC    AAPL US 04/21/12 C495     17.6  27.8  23.95   90.8    682
AAPL   APPLE INC    AAPL US 04/21/12 C500     17.5  27.6  21.40   97.2   3604
AAPL   APPLE INC    AAPL US 04/21/12 C505     17.5  27.5  19.17  107.2    520
AAPL   APPLE INC    AAPL US 04/21/12 C465     17.3  28.7  41.51   54.9    416
AAPL   APPLE INC    AAPL US 04/21/12 C475     17.2  28.3  34.70   63.3   1451
AAPL   APPLE INC    AAPL US 04/21/12 C510     17.2  27.5  17.20  116.6    355
AAPL   APPLE INC    AAPL US 04/21/12 P485     17.2  28.1  20.15  -19.1    442
AAPL   APPLE INC    AAPL US 04/21/12 C485     17.2  28.1  29.30   77.0   5353
AAPL   APPLE INC    AAPL US 04/21/12 C470     17.1  28.4  38.00   58.3    601
AMRN   AMARIN CORP  AMRN US 03/17/12 C8       16.9 111.4   1.42    5.2   4026
AAPL   APPLE INC    AAPL US 04/21/12 P475     16.8  28.4  16.00  -17.9    329
AAPL   APPLE INC    AAPL US 04/21/12 C515     16.8  27.3  15.25  122.6    282
AAPL   APPLE INC    AAPL US 04/21/12 P460     16.7  28.9  10.95  -18.3    936
AAPL   APPLE INC    AAPL US 04/21/12 P465     16.7  28.8  12.40  -17.6    440
AAPL   APPLE INC    AAPL US 04/21/12 P490     16.7  27.9  22.18  -22.7    361
AAPL   APPLE INC    AAPL US 04/21/12 C460     16.6  28.7  45.00   49.8   1279
AAPL   APPLE INC    AAPL US 04/21/12 P455     16.6  29.0   9.75  -14.7    405
AAPL   APPLE INC    AAPL US 03/17/12 P395     16.5  36.2   0.50    6.4    260
AAPL   APPLE INC    AAPL US 04/21/12 P450     16.2  29.2   8.35  -15.7    640
AAPL   APPLE INC    AAPL US 04/21/12 C450     16.2  29.1  52.20   42.2    627
AAPL   APPLE INC    AAPL US 04/21/12 P500     16.1  27.5  27.20  -21.9    219
AAPL   APPLE INC    AAPL US 04/21/12 C430     16.0  30.2  69.00   32.5    406
ARBA   ARIBA INC    ARBA US 03/17/12 C30      16.0  52.3   1.45   93.3    828
AAPL   APPLE INC    AAPL US 04/21/12 C440     15.6  29.4  60.85   37.7    356
AAPL   APPLE INC    AAPL US 04/21/12 C420     15.3  30.2  77.50   27.8    254
TSL    TRINA SOLAR  TSL US 03/17/12 P8        15.2 114.4   0.39  -36.1    707
AAPL   APPLE INC    AAPL US 04/21/12 P440     15.1  29.6   6.35  -12.4    210
AAPL   APPLE INC    AAPL US 04/21/12 P425     15.1  30.4   3.98  -12.1    637
DVY    ISHARES-DJ   DVY US 03/17/12 P45       15.0  37.3   0.01  -87.5   1043
AAPL   APPLE INC    AAPL US 04/21/12 P430     14.9  30.1   4.80   -9.4    408
AAPL   APPLE INC    AAPL US 04/21/12 P415     14.9  30.8   2.91  -11.3    204
LO     LORILLARD I  LO US 03/17/12 P100       14.8  41.5   0.48  -52.9    209
LO     LORILLARD I  LO US 03/17/12 P95        14.7  45.4   0.25  -58.3    376
AAPL   APPLE INC    AAPL US 04/21/12 C400     14.6  30.9  95.60   22.0    687
AAPL   APPLE INC    AAPL US 03/17/12 C400     14.6  33.4  93.45   21.7    470
AAPL   APPLE INC    AAPL US 04/21/12 P420     14.4  30.6   3.36  -11.6    315
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P16      14.3 112.8   0.50   42.9    254
ILMN   ILLUMINA IN  ILMN US 03/17/12 C50      14.3  25.1   3.70   32.1   1199
AAPL   APPLE INC    AAPL US 05/19/12 C485     14.1  29.4  34.50   56.8    331
AAPL   APPLE INC    AAPL US 05/19/12 C485     14.1  29.4  34.50   56.8    331
AAPL   APPLE INC    AAPL US 05/19/12 C475     14.1  29.6  40.42   49.7    331
AAPL   APPLE INC    AAPL US 05/19/12 C480     13.8  29.4  37.35   53.3    519
AAPL   APPLE INC    AAPL US 05/19/12 C510     13.8  28.8  22.50   75.8    515
AAPL   APPLE INC    AAPL US 05/19/12 C450     13.6  30.5  56.90   36.0    242
PM     PHILIP MORR  PM US 03/17/12 P70        13.5  26.8   0.20    0.0    210
AAPL   APPLE INC    AAPL US 03/17/12 P380     13.4  38.9   0.31  -11.4    392
AAPL   APPLE INC    AAPL US 03/17/12 P375     13.4  39.6   0.27   -3.6    279
AAPL   APPLE INC    AAPL US 05/19/12 C505     13.2  28.7  25.10   73.6    541
AAPL   APPLE INC    AAPL US 05/19/12 C495     13.1  28.9  29.75   65.7    432
WFR    MEMC ELEC M  WFR US 04/21/12 C3        13.1  97.5   2.54    6.7    310
AAPL   APPLE INC    AAPL US 05/19/12 C490     13.1  29.0  32.00   61.5    829
AAPL   APPLE INC    AAPL US 05/19/12 C470     13.0  29.6  43.47   47.4    303
AAPL   APPLE INC    AAPL US 05/19/12 C515     12.9  28.5  20.00   76.2    582
ILMN   ILLUMINA IN  ILMN US 03/17/12 C45      12.6  41.2   8.45    9.5    348
AAPL   APPLE INC    AAPL US 05/19/12 P485     12.6  29.2  26.00  -18.4    253
AAPL   APPLE INC    AAPL US 05/19/12 P475     12.6  29.6  21.00  -18.4    224
AAPL   APPLE INC    AAPL US 05/19/12 P500     12.6  28.9  32.55  -18.9    251
TSL    TRINA SOLAR  TSL US 03/17/12 C9        12.6 102.1   2.10   85.8    206
AAPL   APPLE INC    AAPL US 05/19/12 P480     12.5  29.4  23.10  -15.5    204
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P18      12.4 100.7   0.70  -12.5    629
AAPL   APPLE INC    AAPL US 05/19/12 P440     12.3  30.9  10.05  -15.6    266
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P21      12.3  87.2   1.50   30.4    600
WAC    WALTER INVE  WAC US 09/22/12 C23       12.3  39.8   2.25   95.7    522
AAPL   APPLE INC    AAPL US 05/19/12 P490     12.3  29.1  27.70  -22.3    579
AAPL   APPLE INC    AAPL US 05/19/12 P450     11.8  30.4  12.70  -15.1    427
ENDP   ENDO PHARMA  ENDP US 04/21/12 C35      11.8  46.5   3.00    5.3    222
TSL    TRINA SOLAR  TSL US 03/17/12 C10       11.7  96.2   1.52  123.5    829
UTX    UNITED TECH  UTX US 03/17/12 P80       11.6  21.4   0.86  -39.4    613
UTX    UNITED TECH  UTX US 03/17/12 P77.5     11.5  23.5   0.55  -31.2    419
AAPL   APPLE INC    AAPL US 03/17/12 P365     11.5  41.5   0.23    9.5    266
AAPL   APPLE INC    AAPL US 05/19/12 P430     11.5  31.3   8.10  -16.9    220
AAPL   APPLE INC    AAPL US 04/21/12 P360     11.4  35.4   0.59    7.3    386
AAPL   APPLE INC    AAPL US 07/21/12 C510     11.4  28.0  30.30   55.6    707
AAPL   APPLE INC    AAPL US 07/21/12 C505     11.3  28.1  32.65   54.9   1674
AAPL   APPLE INC    AAPL US 07/21/12 C500     11.3  28.2  35.02   52.5  10937
AAPL   APPLE INC    AAPL US 05/19/12 C400     11.3  32.2  98.55   21.6    374
AAPL   APPLE INC    AAPL US 05/19/12 P420     11.3  31.7   6.35  -11.2    213
AAPL   APPLE INC    AAPL US 07/21/12 C485     11.2  28.4  42.00   43.9    695
AAPL   APPLE INC    AAPL US 07/21/12 C480     11.1  28.4  44.65   40.9   9908
BAC    BANK OF AME  BAC US 01/18/14 C2        11.1  89.9   6.25    3.3    502
AAPL   APPLE INC    AAPL US 07/21/12 C470     10.8  28.7  51.05   38.5    714
AAPL   APPLE INC    AAPL US 07/21/12 C475     10.8  28.6  47.85   39.5    286
AAPL   APPLE INC    AAPL US 07/21/12 P490     10.8  28.9  35.52  -12.3    262
AAPL   APPLE INC    AAPL US 07/21/12 C490     10.7  28.3  39.20   45.7    475
UTX    UNITED TECH  UTX US 03/17/12 P82.5     10.7  19.7   1.58  -38.8    278
AAPL   APPLE INC    AAPL US 07/21/12 P500     10.5  28.7  40.40  -13.2    256
BX     BLACKSTONE   BX US 03/17/12 C7         10.5 132.9   9.53   -0.4    300
AAPL   APPLE INC    AAPL US 07/21/12 P450     10.4  29.9  19.15  -10.5    229
AAPL   APPLE INC    AAPL US 07/21/12 C450     10.4  29.2  63.83   31.9    859
AAPL   APPLE INC    AAPL US 07/21/12 P470     10.3  29.3  26.53  -10.7    223
AAPL   APPLE INC    AAPL US 05/19/12 P390     10.2  33.2   3.05   -6.2    202
ILMN   ILLUMINA IN  ILMN US 03/17/12 C52.5    10.1  23.3   2.05   70.8    640

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TLEO   TALEO CORP-  TLEO US 03/17/12 P45     -90.3   5.7   0.10  -98.5    401
TLEO   TALEO CORP-  TLEO US 03/17/12 C45     -89.0   6.1   0.80   -1.2    339
TLEO   TALEO CORP-  TLEO US 09/22/12 P45     -88.5   5.3   0.40    0.0    208
TLEO   TALEO CORP-  TLEO US 06/16/12 C45     -88.0   5.7   1.05  -56.2   2260
TLEO   TALEO CORP-  TLEO US 09/22/12 P40     -72.2  12.9   0.20  -97.7    342
TLEO   TALEO CORP-  TLEO US 06/16/12 C40     -69.1  15.2   5.80   45.0    331
TLEO   TALEO CORP-  TLEO US 03/17/12 C40     -55.1  26.1   5.70  133.6    300
TQNT   TRIQUINT SE  TQNT US 03/17/12 C5      -35.5  45.7   1.25  -32.4    359
MTGE   AMERICAN CA  MTGE US 06/16/12 P20     -34.9  16.0   0.70  -56.2    205
IRBT   IROBOT CORP  IRBT US 03/17/12 P25     -34.9  51.7   1.10 1000.0    379
TQNT   TRIQUINT SE  TQNT US 03/17/12 C6      -33.9  46.9   0.50  -52.4   1714
GRPN   GROUPON INC  GRPN US 03/17/12 C22     -33.5  55.9   1.40  -66.7    251
TQNT   TRIQUINT SE  TQNT US 03/17/12 P6      -32.1  47.9   0.27    8.0    463
WFM    WHOLE FOODS  WFM US 03/17/12 C82.5    -31.2  25.4   1.67  -11.6   1609
GRPN   GROUPON INC  GRPN US 03/17/12 P21     -30.1  82.9   1.90    2.7    302
TRIP   TRIPADVISOR  TRIP US 03/17/12 P25     -30.0  50.0   0.55  175.0    897
GRPN   GROUPON INC  GRPN US 03/17/12 P20     -30.0  81.6   1.40   -6.7    355
WFM    WHOLE FOODS  WFM US 03/17/12 P80      -29.3  26.9   2.52  -49.6    258
CSCO   CISCO SYSTE  CSCO US 03/17/12 C21     -28.9  22.5   0.29  -50.9  15244
GRPN   GROUPON INC  GRPN US 03/17/12 P22     -28.8  84.2   2.45    8.9    299
CSCO   CISCO SYSTE  CSCO US 03/17/12 P21     -28.5  22.5   1.04   -6.3   1001
WFM    WHOLE FOODS  WFM US 03/17/12 P77.5    -28.4  27.7   1.82  -49.4    204
WFM    WHOLE FOODS  WFM US 03/17/12 C77.5    -28.2  27.6   4.40   11.4    633
DMND   DIAMOND FOO  DMND US 03/17/12 P20     -28.1  88.5   1.10  340.0    680
DMND   DIAMOND FOO  DMND US 03/17/12 P22.5   -27.8  85.6   2.05  272.7   1616
CSCO   CISCO SYSTE  CSCO US 03/17/12 P20     -27.7  23.6   0.48  -25.0  13167
GRPN   GROUPON INC  GRPN US 03/17/12 P17     -27.3  83.2   0.45  -10.0    838
CSCO   CISCO SYSTE  CSCO US 03/17/12 C20     -27.1  24.1   0.74  -31.5  13545
AKAM   AKAMAI TECH  AKAM US 03/17/12 C36     -26.4  38.3   3.15   94.4    420
DMND   DIAMOND FOO  DMND US 06/16/12 P20     -26.1  69.3   2.01   74.8    419
AKAM   AKAMAI TECH  AKAM US 03/17/12 P34     -25.9  38.9   0.50  -75.8    516
AKAM   AKAMAI TECH  AKAM US 03/17/12 C33     -25.6  38.8   5.10   64.5    303
AKAM   AKAMAI TECH  AKAM US 03/17/12 C35     -25.6  38.6   3.35   66.7   1235
AKAM   AKAMAI TECH  AKAM US 03/17/12 C37     -25.3  38.1   2.32   79.8    360
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2      -25.2  41.6   0.19  -24.0   2718
AKAM   AKAMAI TECH  AKAM US 03/17/12 C38     -25.2  38.0   1.60   63.3    651
INHX   INHIBITEX I  INHX US 08/18/12 P25     -25.2   5.2   0.10  -33.3   2384
AKAM   AKAMAI TECH  AKAM US 03/17/12 C34     -25.2  39.3   4.15   66.0    236
AKAM   AKAMAI TECH  AKAM US 03/17/12 P38     -25.0  37.9   2.03  -57.3   1347
AKAM   AKAMAI TECH  AKAM US 03/17/12 C39     -24.6  37.7   1.20   66.7    795
AKAM   AKAMAI TECH  AKAM US 03/17/12 P37     -24.4  38.4   1.49    0.0    828
CSCO   CISCO SYSTE  CSCO US 03/17/12 C19     -24.1  26.3   1.47  -17.9   5313
AKAM   AKAMAI TECH  AKAM US 03/17/12 P36     -24.0  38.4   1.08  -67.3    401
DMND   DIAMOND FOO  DMND US 06/16/12 P22.5   -23.7  68.8   3.30  144.4   3249
CSCO   CISCO SYSTE  CSCO US 03/17/12 P19     -23.2  26.2   0.21  -32.3   6727
WFM    WHOLE FOODS  WFM US 03/17/12 P70      -23.1  31.4   0.27  -77.1    222
DMND   DIAMOND FOO  DMND US 06/16/12 P15     -23.0  76.5   0.75   87.5    696
DNKN   DUNKIN' BRA  DNKN US 03/17/12 P25     -23.0  43.0   0.30  -45.5    297
ORLY   O'REILLY AU  ORLY US 03/17/12 P80     -23.0  22.0   1.00  -39.4    443
MMI    MOTOROLA MO  MMI US 04/21/12 C39      -23.0   8.1   0.75    7.1   1190
DMND   DIAMOND FOO  DMND US 03/17/12 C20     -22.9  83.1   4.43  -75.8    361
PEP    PEPSICO INC  PEP US 03/17/12 C62.5    -22.2  14.0   1.95  -54.9    372
DMND   DIAMOND FOO  DMND US 03/17/12 P15     -22.1 106.7   0.25  400.0   1326
INHX   INHIBITEX I  INHX US 05/19/12 C26     -20.7   1.5   0.05    0.0   1000
GRPN   GROUPON INC  GRPN US 04/21/12 C22     -20.3  49.3   1.84  -57.5    263
MMI    MOTOROLA MO  MMI US 07/21/12 P38      -20.3  10.0   0.35  -69.6    250
PEP    PEPSICO INC  PEP US 03/17/12 P60      -19.8  16.2   0.20   66.7    556
PEP    PEPSICO INC  PEP US 03/17/12 P62.5    -19.5  14.0   0.65  140.7   1765
DMND   DIAMOND FOO  DMND US 03/17/12 P17.5   -19.4  97.4   0.55  450.0   7709
V      VISA INC-CL  V US 03/17/12 C115       -19.2  22.8   1.91   34.5   2851
KFT    KRAFT FOODS  KFT US 01/18/14 C33      -18.6  18.7   7.15    6.7    200
DMND   DIAMOND FOO  DMND US 09/22/12 P20     -18.4  66.7   3.00    0.0    232
LOGM   LOGMEIN INC  LOGM US 06/16/12 C40     -18.3  52.3   4.70  -14.6    200
MTG    MGIC INVT C  MTG US 03/17/12 C4.5     -18.3  65.5   0.47   11.9  16346
GRPN   GROUPON INC  GRPN US 04/21/12 P16     -18.1  85.2   1.00   17.6    553
BGC    GEN CABLE C  BGC US 03/17/12 C34      -18.1  44.5   1.30  -46.9    311
CSCO   CISCO SYSTE  CSCO US 04/21/12 C21     -18.0  22.1   0.46  -36.1   2831
GRPN   GROUPON INC  GRPN US 04/21/12 C20     -18.0  46.8   2.85  -48.2    207
CSCO   CISCO SYSTE  CSCO US 03/17/12 P18     -18.0  29.4   0.09  -40.0   2021
BGC    GEN CABLE C  BGC US 03/17/12 C33      -17.5  45.7   1.70  -42.4    266
CSCO   CISCO SYSTE  CSCO US 04/21/12 C20     -17.4  23.1   0.94  -23.6   3985
CSCO   CISCO SYSTE  CSCO US 04/21/12 P21     -17.1  21.9   1.27   -6.6    398
BG     BUNGE LTD    BG US 03/17/12 C62.5     -17.0  23.9   1.90   81.0    355
CSCO   CISCO SYSTE  CSCO US 04/21/12 P20     -16.8  22.9   0.72  -10.0   1416
V      VISA INC-CL  V US 03/17/12 C110       -16.8  23.6   4.30   41.0   2357
CIM    CHIMERA INV  CIM US 03/17/12 C3       -16.6  24.9   0.05  -66.7    303
PEP    PEPSICO INC  PEP US 03/17/12 P65      -16.2  13.0   1.90  153.3    576
CSCO   CISCO SYSTE  CSCO US 03/17/12 C18     -16.2  30.3   2.33  -10.7    274
DMND   DIAMOND FOO  DMND US 06/16/12 C22.5   -15.9  60.1   3.90  -50.6    383
CSCO   CISCO SYSTE  CSCO US 04/21/12 C19     -15.9  25.0   1.62  -13.4    569
PEP    PEPSICO INC  PEP US 03/17/12 C65      -15.8  13.1   0.57  -74.7   2434
THOR   THORATEC CO  THOR US 03/17/12 P33     -15.6  37.7   0.85    0.0    517
BAC    BANK OF AME  BAC US 03/17/12 C3       -15.5 135.0   5.17    5.1    500
CBOE   CBOE HOLDIN  CBOE US 03/17/12 C26     -15.5  22.0   0.95    5.6    709
CSCO   CISCO SYSTE  CSCO US 04/21/12 P19     -15.3  24.5   0.38  -20.8   2424
V      VISA INC-CL  V US 03/17/12 P110       -15.2  23.1   2.30  -52.1    621
CSCO   CISCO SYSTE  CSCO US 04/21/12 C18     -15.0  26.6   2.41   -9.1    320
BG     BUNGE LTD    BG US 03/17/12 C60       -14.8  25.1   3.40   83.8    607
ILMN   ILLUMINA IN  ILMN US 03/17/12 C40     -14.7  39.0  13.25    5.8    318
TDC    TERADATA CO  TDC US 03/17/12 C65      -14.5  25.8   0.95  137.5    264
DMND   DIAMOND FOO  DMND US 01/19/13 C20     -14.5  49.5   6.10  -68.3    838
CIGX   STAR SCIENT  CIGX US 03/17/12 C3      -14.3  58.8   0.50   25.0    565
MPEL   MELCO CROWN  MPEL US 03/17/12 C12     -14.2  54.8   0.70  -17.6    375
AGNC   AMERICAN CA  AGNC US 03/17/12 P30     -14.1  10.1   1.58    0.0    233
PM     PHILIP MORR  PM US 03/17/12 C82.5     -13.8  13.6   0.60  140.0   1922
VQ     VENOCO INC   VQ US 03/17/12 C10       -13.7  50.9   1.30   13.0    231
GRPN   GROUPON INC  GRPN US 07/21/12 P18     -13.6  90.0   2.97    4.2    847
JKS    JINKOSOLAR-  JKS US 03/17/12 C9       -13.6  50.7   0.90   80.0    216
MTG    MGIC INVT C  MTG US 03/17/12 P4.5     -13.2  68.1   0.33  -31.2    293
NSU    NEVSUN RESO  NSU US 09/22/12 P2.5     -13.1  61.8   0.15  -25.0    209
PEP    PEPSICO INC  PEP US 04/21/12 P60      -12.7  16.0   0.50   72.4    892
PACR   PACER INTL   PACR US 06/16/12 P5      -12.7  48.0   0.40   60.0    273
AGNC   AMERICAN CA  AGNC US 03/17/12 C30     -12.6  10.8   0.23   -4.2    421
PEP    PEPSICO INC  PEP US 04/21/12 P62.5    -12.4  14.4   1.10   96.4    801
ONNN   ON SEMICOND  ONNN US 04/21/12 P8      -12.0  39.0   0.15  -40.0    200
PEP    PEPSICO INC  PEP US 04/21/12 C62.5    -12.0  14.2   2.29  -50.2    757
VQ     VENOCO INC   VQ US 06/16/12 P10       -11.9  45.4   0.60  -33.3    250
V      VISA INC-CL  V US 03/17/12 C105       -11.6  25.3   8.00   42.9   1080
CBOE   CBOE HOLDIN  CBOE US 03/17/12 P25     -11.5  24.1   0.29  -42.0    566
CSCO   CISCO SYSTE  CSCO US 04/21/12 P18     -11.5  26.8   0.20  -20.0    542
V      VISA INC-CL  V US 03/17/12 P105       -11.5  24.6   0.95  -60.9   2071
PCYC   PHARMACYCLI  PCYC US 03/17/12 C19     -11.3  48.1   1.16   -3.3    202
MPEL   MELCO CROWN  MPEL US 04/21/12 C12     -11.2  53.5   0.96  -19.3    483
GRPN   GROUPON INC  GRPN US 01/19/13 P20     -11.1  90.2   6.10   -4.7    295
CSCO   CISCO SYSTE  CSCO US 05/19/12 C20     -10.9  26.2   1.22  -15.3   1226
MPEL   MELCO CROWN  MPEL US 03/17/12 P11     -10.5  58.5   0.55    0.0    205
PEP    PEPSICO INC  PEP US 04/21/12 P57.5    -10.4  18.3   0.25   78.6    868
TQNT   TRIQUINT SE  TQNT US 05/19/12 C6      -10.4  53.6   0.80  -38.5    285
V      VISA INC-CL  V US 03/17/12 C100       -10.3  27.4  12.35   32.4    222
CSCO   CISCO SYSTE  CSCO US 05/19/12 C21     -10.2  25.2   0.72  -20.9    365
MPEL   MELCO CROWN  MPEL US 04/21/12 C11     -10.2  55.6   1.50   -9.1    443
KKR    KKR & CO LP  KKR US 01/19/13 P15      -10.1  25.6   2.25  -43.8    250
PEP    PEPSICO INC  PEP US 04/21/12 P65      -10.0  13.5   2.28  101.8    395
SIRI   SIRIUS XM R  SIRI US 03/17/12 P2      -10.0  38.3   0.05  -28.6    500

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

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