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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
=============================================================================
COP    CONOCOPHILL  COP US 05/19/12 P55      191.4  27.7   1.3012900.0    370
QQQ    POWERSH-QQQ  QQQ US 05/19/12 C62       72.1  24.1   4.83   -6.4   1141
IWM    ISHARES-RUS  IWM US 05/19/12 C73       58.2  29.4   8.03  -11.1    536
SPY    SPDR S&P 50  SPY US 05/19/12 C132      53.6  21.7   8.21   -8.3    206
IWM    ISHARES-RUS  IWM US 05/19/12 C72       51.1  31.4   9.05   -9.6    293
QQQ    POWERSH-QQQ  QQQ US 05/19/12 C63       37.1  22.5   3.87   -5.6    862
SPY    SPDR S&P 50  SPY US 06/16/12 C123      33.3  24.4  17.23   -3.9    224
EXC    EXELON CORP  EXC US 05/19/12 C38       27.6  13.3   1.20  -14.3    203
TOL    TOLL BROTHE  TOL US 05/19/12 P27       27.3  36.1   1.10    0.0   1098
NLY    ANNALY CAPI  NLY US 06/16/12 C17       26.1  11.7   0.05   25.0   1998
VICL   VICAL INC    VICL US 06/16/12 P2.5     25.6  97.6   0.15   50.0    342
RENN   RENREN INC-  RENN US 07/21/12 C4       24.3  79.9   2.70    8.0    308
EWJ    ISHARES-JAP  EWJ US 05/19/12 P10       23.7   8.3   0.46   35.3   2002
UBNT   UBIQUITI NE  UBNT US 05/19/12 P20      23.6 165.1   0.60  140.0    227
EWH    ISHARES-HON  EWH US 05/19/12 P17       23.4  21.7   0.05    0.0    671
CTL    CENTURYLINK  CTL US 05/19/12 C38       22.1  21.0   1.05  -16.0    219
JNK    SPDR BARCLA  JNK US 05/19/12 P40       21.9   8.6   0.55   10.0    246
ROST   ROSS STORES  ROST US 05/19/12 C65      21.7  30.4   0.90   87.5   3876
QQQ    POWERSH-QQQ  QQQ US 05/19/12 C64       21.3  20.8   2.98   -4.2    408
SPY    SPDR S&P 50  SPY US 05/19/12 C135      21.0  18.8   5.38  -14.1    308
EGN    ENERGEN COR  EGN US 05/19/12 P50       20.2  39.1   1.15   91.7    363
DHI    DR HORTON I  DHI US 05/19/12 C18       19.5  41.0   0.28  250.0   2778
HUN    HUNTSMAN CO  HUN US 05/19/12 C14       19.4  45.2   1.40   -9.1    286
EXC    EXELON CORP  EXC US 05/19/12 P39       19.1  13.6   0.50   25.0    224
EXC    EXELON CORP  EXC US 05/19/12 C40       19.0  12.9   0.05    0.0    334
PAA    PLAINS ALL   PAA US 05/19/12 C82.5     18.6  14.8   0.45   12.5    206
HRS    HARRIS CORP  HRS US 05/19/12 C45       18.6  21.4   0.15  -76.9    232
XHB    SPDR S&P HO  XHB US 05/19/12 C22       18.5  29.3   0.65   47.7    347
IWM    ISHARES-RUS  IWM US 05/19/12 C79       18.5  23.4   2.85  -10.9    469
SO     SOUTHERN CO  SO US 05/19/12 C42        18.2  42.3   4.00    5.3   1360
XHB    SPDR S&P HO  XHB US 05/19/12 P22       18.0  29.2   0.52   -5.5   1332
NTES   NETEASE INC  NTES US 05/19/12 C62.5    17.8  48.6   1.40   27.3    727
PLCE   CHILDREN'S   PLCE US 05/19/12 P45      17.6  50.9   1.01  -19.2    243
SINA   SINA CORP    SINA US 05/19/12 C60      17.6  76.3   3.45   -5.5   2634
MDC    MDC HOLDING  MDC US 05/19/12 C30       17.6  51.1   0.70   55.6    371
LULU   LULULEMON A  LULU US 05/19/12 C77.5    17.2  38.5   3.33  119.1   1868
RHT    RED HAT INC  RHT US 05/19/12 P60       17.1  33.2   1.40   21.7    711
SINA   SINA CORP    SINA US 05/19/12 C57.5    17.1  76.7   4.77   -4.6    224
LULU   LULULEMON A  LULU US 05/19/12 C80      17.0  37.1   2.00  185.7   1219
LULU   LULULEMON A  LULU US 05/19/12 P77.5    17.0  38.4   1.86  -37.8    204
IVN    IVANHOE MIN  IVN US 05/19/12 P11       17.0  60.8   0.60  114.3    670
LULU   LULULEMON A  LULU US 05/19/12 C82.5    17.0  36.1   1.09  240.6    747
DHI    DR HORTON I  DHI US 05/19/12 C17       16.9  41.5   0.59   73.5    867
SPY    SPDR S&P 50  SPY US 05/19/12 C136      16.9  17.9   4.63   -8.0   2063
RENN   RENREN INC-  RENN US 05/19/12 P6       16.9  98.1   0.30  -14.3   2698
PNK    PINNACLE EN  PNK US 05/19/12 C11       16.8  43.9   0.50   -9.1    281
LGND   LIGAND PHAR  LGND US 06/16/12 C12.5    16.7  54.0   0.90  -33.3    248
NTES   NETEASE INC  NTES US 05/19/12 C60      16.7  49.5   2.50   19.1    418
LULU   LULULEMON A  LULU US 05/19/12 P75      16.5  40.1   1.09  -39.1    275
PHM    PULTEGROUP   PHM US 05/19/12 P9        16.5  66.0   0.12   -7.7    341
TLT    ISHARES BAR  TLT US 05/19/12 P117      16.5  13.1   1.25  -26.9   1495
TOL    TOLL BROTHE  TOL US 05/19/12 C27       16.4  35.7   0.60  100.0    421
PHM    PULTEGROUP   PHM US 05/19/12 P8        16.3  86.8   0.05    0.0    305
UBNT   UBIQUITI NE  UBNT US 05/19/12 C25      16.2  79.4   4.90  -54.2    229
DHI    DR HORTON I  DHI US 05/19/12 P18       16.2  41.1   1.23  -18.5    894
SINA   SINA CORP    SINA US 05/19/12 P57.5    16.2  76.1   2.82   22.6    686
DHI    DR HORTON I  DHI US 05/19/12 P17       16.2  41.0   0.51  -26.1   1401
ROST   ROSS STORES  ROST US 05/19/12 C62.5    16.0  30.8   1.95   34.5    737
SINA   SINA CORP    SINA US 05/19/12 P55      15.7  76.4   1.80   29.5   1040
SINA   SINA CORP    SINA US 05/19/12 P60      15.5  75.1   4.05   20.9   2460
YHOO   YAHOO! INC   YHOO US 05/19/12 C16      15.5  23.9   0.21   40.0  16172
LULU   LULULEMON A  LULU US 05/19/12 P70      15.3  45.4   0.32  -42.9    272
GLW    CORNING INC  GLW US 05/19/12 P14       15.2  24.7   0.13   -7.1    292
LULU   LULULEMON A  LULU US 05/19/12 P67.5    15.1  49.1   0.23  -25.8    369
CHTP   CHELSEA THE  CHTP US 12/22/12 P2       15.0 105.0   0.60   11.1    310
ASNA   ASCENA RETA  ASNA US 05/19/12 C22      14.9  42.0   0.25  127.3    255
RHT    RED HAT INC  RHT US 05/19/12 P55       14.8  36.1   0.20    0.0    266
IWM    ISHARES-RUS  IWM US 05/19/12 C80       14.8  22.6   2.12   -7.0    957
NKE    NIKE INC -C  NKE US 05/19/12 P105      14.5  25.2   0.17  -37.0    250
MDC    MDC HOLDING  MDC US 06/16/12 C30       14.4  46.0   1.25   38.9    376
SIRI   SIRIUS XM R  SIRI US 05/19/12 C2       14.2  56.8   0.26    0.0    320
VELT   VELTI PLC    VELT US 05/19/12 C12.5    13.8 104.9   0.90  -10.0    504
SO     SOUTHERN CO  SO US 05/19/12 C43        13.8  33.0   3.00   -5.1   3280
DHI    DR HORTON I  DHI US 06/16/12 C18       13.7  38.7   0.60  172.7    666
RHT    RED HAT INC  RHT US 05/19/12 P57.5     13.6  34.0   0.55   37.5   2251
SPY    SPDR S&P 50  SPY US 06/16/12 C128      13.6  21.7  12.53   -7.7    333
DHI    DR HORTON I  DHI US 06/16/12 C17       13.6  40.1   1.17   77.3    208
AXTI   AXT INC      AXTI US 05/19/12 C5       13.5  84.9   0.30  -25.0    328
PHM    PULTEGROUP   PHM US 05/19/12 P10       13.5  55.9   0.28  -24.3    465
LAMR   LAMAR ADVER  LAMR US 05/19/12 C33      13.4  62.7   1.20    9.1   1512
ENR    ENERGIZER H  ENR US 08/18/12 P65       13.3  30.4   1.00  -40.1    265
LEN    LENNAR CORP  LEN US 05/19/12 P29       13.3  45.5   0.93  -26.8    791
TOL    TOLL BROTHE  TOL US 06/16/12 P27       13.1  36.5   1.65   -5.7    928
UBNT   UBIQUITI NE  UBNT US 05/19/12 P22.5    13.1 147.0   0.60  300.0    552
QQQ    POWERSH-QQQ  QQQ US 05/19/12 C65       13.1  19.2   2.18   -5.2   2402
AVP    AVON PRODUC  AVP US 05/19/12 P20       13.0  42.4   0.80   -5.9    486
FIRE   SOURCEFIRE   FIRE US 05/19/12 C45      12.8  66.8  13.80    7.8    478
EWJ    ISHARES-JAP  EWJ US 06/16/12 P10       12.8  16.7   0.49   19.5    475
PBR    PETROBRAS S  PBR US 05/19/12 P24       12.8  24.2   0.81    6.6   2107
LEN    LENNAR CORP  LEN US 05/19/12 C30       12.6  44.8   0.72   75.6   1907
PHM    PULTEGROUP   PHM US 05/19/12 C10       12.6  55.4   0.76   90.0    286
DHI    DR HORTON I  DHI US 06/16/12 P17       12.6  39.8   0.86  -35.3    265
CSCO   CISCO SYSTE  CSCO US 05/19/12 P17      12.6  43.2   0.03   50.0   1050
AMLN   AMYLIN PHAR  AMLN US 06/16/12 C27      12.5  57.0   1.65   19.6    773
FLS    FLOWSERVE C  FLS US 06/16/12 P95       12.4  40.4   0.42  -62.2   1500
WU     WESTERN UNI  WU US 06/16/12 P18        12.4  22.1   0.55   83.3    669
GSK    GLAXOSMITHK  GSK US 05/19/12 C45.84    12.3  15.9   0.75  -28.6    413
SINA   SINA CORP    SINA US 05/19/12 P52.5    12.3  75.5   1.11   48.0    244
NTES   NETEASE INC  NTES US 05/19/12 P55      12.2  51.5   0.75   36.4    360
NKE    NIKE INC -C  NKE US 05/19/12 P110      12.2  20.3   0.61  -48.7    548
RYL    RYLAND GROU  RYL US 05/19/12 P23       12.2  47.9   1.10   12.2    937
LEN    LENNAR CORP  LEN US 05/19/12 C29       12.2  45.5   1.31   81.9    801
ROST   ROSS STORES  ROST US 05/19/12 P62.5    12.2  30.0   1.20  -14.3    200
TGB    TASEKO MINE  TGB US 11/17/12 P3        12.1  60.2   0.40   14.3    376
LEN    LENNAR CORP  LEN US 05/19/12 P28       12.0  47.5   0.67  -13.0    484
CBG    CBRE GROUP   CBG US 05/19/12 C19       11.8  39.0   0.70  -17.6    239
NLY    ANNALY CAPI  NLY US 07/21/12 C17       11.8  10.4   0.07   16.7    617
CTL    CENTURYLINK  CTL US 05/19/12 P38       11.8  20.7   0.40  100.0  11012
NKE    NIKE INC -C  NKE US 05/19/12 C110      11.7  20.5   4.25   71.4    427
LEN    LENNAR CORP  LEN US 05/19/12 P27       11.7  50.3   0.28  -44.0    275
SINA   SINA CORP    SINA US 05/19/12 P50      11.5  75.8   0.63   65.8    351
SPXU   PROSHARES U  SPXU US 05/19/12 C8       11.4  47.6   1.20   26.3    231
ROVI   ROVI CORP    ROVI US 05/19/12 P30      11.2  61.0   2.30   34.5    619
ROVI   ROVI CORP    ROVI US 05/19/12 C30      11.2  61.7   0.95   -9.5    721
FE     FIRSTENERGY  FE US 05/19/12 P46        11.2  14.4   0.25   25.0    247
XHB    SPDR S&P HO  XHB US 05/19/12 C23       11.1  26.9   0.20   42.9    419
AMAG   AMAG PHARMA  AMAG US 08/18/12 C15      11.1  65.4   2.70   10.2    700
DHI    DR HORTON I  DHI US 06/16/12 P18       11.0  38.0   1.50   -8.0    224
PXP    PLAINS EXPL  PXP US 05/19/12 P40       11.0  38.4   1.08   56.5   2096
SXC    SUNCOKE ENE  SXC US 05/19/12 P15       10.9  35.4   0.30  -14.3    240
IWM    ISHARES-RUS  IWM US 05/19/12 C81       10.9  21.4   1.48  -11.4   1283
SPY    SPDR S&P 50  SPY US 05/19/12 C139      10.8  15.6   2.31  -15.7  10163
ROST   ROSS STORES  ROST US 05/19/12 P57.5    10.8  32.8   0.09  -47.1   1216
DHI    DR HORTON I  DHI US 06/16/12 P16       10.6  41.5   0.49  -14.0    239
VRX    VALEANT PHA  VRX US 05/19/12 C57.5     10.5  47.2   1.45   -6.5    711
AXTI   AXT INC      AXTI US 05/19/12 P5       10.3  84.7   0.40   33.3    600
TOL    TOLL BROTHE  TOL US 06/16/12 C27       10.2  36.6   1.10   46.7    543
NOK    NOKIA CORP-  NOK US 05/19/12 C3.5      10.2  63.6   0.13  -45.8    491
TLT    ISHARES BAR  TLT US 05/19/12 P115      10.2  13.8   0.51  -37.8   1159
ITB    ISHARES-DJ   ITB US 10/20/12 P15       10.2  32.8   0.95   11.8    361
RENN   RENREN INC-  RENN US 05/19/12 C6       10.2  95.5   0.85   30.8    465
GPS    GAP INC/THE  GPS US 05/19/12 C29       10.2  44.1   1.00   25.0   2564
PXP    PLAINS EXPL  PXP US 05/19/12 P41       10.2  38.8   1.69   70.7    328
CHK    CHESAPEAKE   CHK US 01/18/14 P15       10.2  52.2   3.55   49.2    383
DHI    DR HORTON I  DHI US 05/19/12 P16       10.1  42.1   0.19  -26.9    762

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CHRS   CHARMING SH  CHRS US 05/19/12 C7.5    -74.9  20.6   0.05  -50.0    202
ETP    ENERGY TRAN  ETP US 06/16/12 C45      -70.8  10.7   4.80  -17.2    572
PLX    PROTALIX BI  PLX US 05/19/12 P5       -52.9 127.3   0.10  -88.2   2629
PLX    PROTALIX BI  PLX US 05/19/12 C6       -52.8 108.0   1.20   -7.7   2318
BBEP   BREITBURN E  BBEP US 05/19/12 C17.5   -51.5  22.2   1.35  -11.2   1455
PLX    PROTALIX BI  PLX US 05/19/12 C5       -49.1 131.2   2.05   13.9    795
PLX    PROTALIX BI  PLX US 05/19/12 P6       -48.8 122.7   0.25  -79.2   5486
SMSC   STANDARD MI  SMSC US 10/20/12 P30     -47.5  23.1   0.25    0.0    285
GRMN   GARMIN LTD   GRMN US 05/19/12 C48     -46.6  23.9   1.90   22.6    604
GRMN   GARMIN LTD   GRMN US 05/19/12 P50     -46.2  23.8   1.38  -54.0    293
GRMN   GARMIN LTD   GRMN US 05/19/12 C49     -46.0  23.6   1.29   17.3    272
NTRI   NUTRISYSTEM  NTRI US 05/19/12 C12     -44.7  32.9   0.10  -66.7    239
GRMN   GARMIN LTD   GRMN US 05/19/12 C50     -44.1  24.0   0.73  -12.1    605
GRMN   GARMIN LTD   GRMN US 05/19/12 P48     -42.4  25.6   0.48  -77.2    270
TRIP   TRIPADVISOR  TRIP US 05/19/12 P45     -41.4  39.8   2.70  -67.1    328
OPEN   OPENTABLE I  OPEN US 05/19/12 P35     -40.8  52.8   1.00  100.0   2146
ENR    ENERGIZER H  ENR US 05/19/12 C80      -40.2  21.6   0.30  200.0    311
PLX    PROTALIX BI  PLX US 06/16/12 P7       -39.7  95.4   0.90  -47.1   1484
GRMN   GARMIN LTD   GRMN US 05/19/12 C47     -39.2  26.8   2.51   21.8    288
MYGN   MYRIAD GENE  MYGN US 05/19/12 P25     -39.2  30.9   0.25  -66.7    208
TRIP   TRIPADVISOR  TRIP US 05/19/12 C45     -39.0  41.2   0.85  372.2   1422
OPEN   OPENTABLE I  OPEN US 05/19/12 P37.5   -38.0  53.1   2.20  158.8   1018
PLX    PROTALIX BI  PLX US 05/19/12 P4       -37.9 173.5   0.05  -87.5    228
ENR    ENERGIZER H  ENR US 05/19/12 C75      -36.8  20.2   1.90  245.4    682
GNW    GENWORTH FI  GNW US 05/19/12 C6       -36.7  49.7   0.31  -38.0  10580
GRMN   GARMIN LTD   GRMN US 05/19/12 P46     -36.6  28.8   0.30  -75.8    560
TRIP   TRIPADVISOR  TRIP US 05/19/12 C40     -35.6  41.7   3.60  323.5   1476
GNW    GENWORTH FI  GNW US 05/19/12 P6       -35.6  49.8   0.19  -45.7   1196
PLX    PROTALIX BI  PLX US 06/16/12 P6       -35.0 103.8   0.50  -60.0    449
AGN    ALLERGAN IN  AGN US 05/19/12 C92.5    -35.0  18.6   1.20  -74.7    215
BRCM   BROADCOM CO  BRCM US 05/19/12 P35     -34.5  32.4   0.47  -44.7   1017
BRCM   BROADCOM CO  BRCM US 05/19/12 P36     -34.4  32.4   0.88  -31.8   2229
GRMN   GARMIN LTD   GRMN US 06/16/12 P50     -34.3  22.7   2.17    0.0    377
BRCM   BROADCOM CO  BRCM US 05/19/12 P38     -34.2  31.8   2.12  -17.5    374
BRCM   BROADCOM CO  BRCM US 05/19/12 C36     -33.3  32.9   1.15  -40.1   3034
MA     MASTERCARD   MA US 05/19/12 C460      -33.2  28.5   7.85  -48.4    520
MA     MASTERCARD   MA US 05/19/12 C455      -32.6  29.0   9.95  -42.3    269
MA     MASTERCARD   MA US 05/19/12 P440      -32.6  29.8   5.65  -41.8    845
BRCM   BROADCOM CO  BRCM US 05/19/12 C37     -32.5  33.0   0.70  -48.5   2086
MA     MASTERCARD   MA US 05/19/12 P455      -32.3  28.8  12.00  -24.8    318
AGP    AMERIGROUP   AGP US 05/19/12 C70      -32.3  32.1   0.85  112.5    406
BRCM   BROADCOM CO  BRCM US 05/19/12 C38     -32.2  32.6   0.35  -64.3   3100
MA     MASTERCARD   MA US 05/19/12 P450      -32.2  29.2   9.45  -30.8    466
MA     MASTERCARD   MA US 05/19/12 P445      -32.2  29.6   7.70  -33.0    510
MA     MASTERCARD   MA US 05/19/12 C450      -32.1  29.3  12.40  -37.5    676
MA     MASTERCARD   MA US 05/19/12 C445      -31.9  29.5  15.45  -32.2    671
BRCM   BROADCOM CO  BRCM US 05/19/12 C35     -31.6  32.9   1.75  -30.8    673
MA     MASTERCARD   MA US 05/19/12 P430      -31.3  30.2   3.35  -49.2    243
MA     MASTERCARD   MA US 05/19/12 P425      -31.1  30.4   2.39  -55.3    240
MA     MASTERCARD   MA US 05/19/12 C435      -30.8  30.2  20.60  -30.5    222
MA     MASTERCARD   MA US 05/19/12 C440      -30.6  29.8  19.00  -28.3    315
BRCM   BROADCOM CO  BRCM US 05/19/12 C33     -30.6  32.6   3.90    0.0    244
BRCM   BROADCOM CO  BRCM US 05/19/12 P33     -30.3  33.7   0.12  -64.7    236
CBS    CBS CORP-B   CBS US 05/19/12 C35      -30.1  25.2   0.55   22.2    388
GNW    GENWORTH FI  GNW US 05/19/12 P5       -30.0  72.1   0.04  -60.0    256
TRIP   TRIPADVISOR  TRIP US 05/19/12 C35     -29.4  47.2   8.50  183.3    457
MA     MASTERCARD   MA US 05/19/12 P405      -29.0  32.0   0.57  -72.9    245
AGN    ALLERGAN IN  AGN US 05/19/12 P90      -28.9  20.1   0.70  133.3    399
MA     MASTERCARD   MA US 05/19/12 P420      -28.5  30.2   1.70  -62.1    908
WCG    WELLCARE HE  WCG US 05/19/12 C65      -28.5  42.5   2.25   40.6    209
MA     MASTERCARD   MA US 05/19/12 P410      -28.0  31.4   0.80  -73.0    247
BPZ    BPZ RESOURC  BPZ US 05/19/12 C3       -27.6  90.1   0.95  -13.6    300
CVS    CVS CAREMAR  CVS US 05/19/12 C47      -27.6  17.4   0.23    4.5    256
BRCM   BROADCOM CO  BRCM US 05/19/12 P32     -27.3  35.3   0.06  -66.7    396
IACI   IAC/INTERAC  IACI US 05/19/12 C50     -27.1  32.5   1.60   14.3    453
CBOE   CBOE HOLDIN  CBOE US 05/19/12 C27     -26.8  19.1   0.10  -77.8   1429
GSVC   GSV CAPITAL  GSVC US 12/22/12 C12.5   -26.7  43.4   7.10    0.0    366
CVS    CVS CAREMAR  CVS US 05/19/12 C46      -26.6  17.9   0.49    8.9    515
IACI   IAC/INTERAC  IACI US 05/19/12 P50     -26.4  33.0   0.80  -69.8    399
CLX    CLOROX CO    CLX US 05/19/12 C67.5    -25.6  14.2   0.85  -71.7    237
AGN    ALLERGAN IN  AGN US 05/19/12 P92.5    -25.5  19.0   1.90  171.4    398
ACAS   AMERICAN CA  ACAS US 05/19/12 C10     -25.3  27.7   0.19    0.0   1530
ACAS   AMERICAN CA  ACAS US 05/19/12 C9      -25.3  33.0   0.97   21.2    884
MA     MASTERCARD   MA US 05/19/12 C410      -25.3  31.3  37.00  -25.2    225
WFC    WELLS FARGO  WFC US 01/19/13 C17.5    -24.9  40.4  16.05   -3.0    343
CVS    CVS CAREMAR  CVS US 05/19/12 C45      -24.9  18.4   1.07   32.1   1952
CAVM   CAVIUM INC   CAVM US 05/19/12 P25     -24.2  43.5   0.35  -39.7   1642
CBS    CBS CORP-B   CBS US 05/19/12 P32      -23.8  31.8   0.20  -63.6    206
CBS    CBS CORP-B   CBS US 05/19/12 C33      -23.7  30.9   1.80   28.6    319
CVS    CVS CAREMAR  CVS US 05/19/12 P45      -23.3  18.4   0.44  -58.5    475
CBS    CBS CORP-B   CBS US 05/19/12 P33      -23.1  31.0   0.30  -68.4    801
PSS    COLLECTIVE   PSS US 06/16/12 C20      -22.6  12.3   1.25    8.7    476
CVS    CVS CAREMAR  CVS US 05/19/12 C44      -21.8  19.6   1.68   22.6    386
AGN    ALLERGAN IN  AGN US 05/19/12 P95      -21.5  18.2   3.60  160.9   1118
MA     MASTERCARD   MA US 05/19/12 P400      -21.4  32.8   0.34  -81.0    236
TWX    TIME WARNER  TWX US 05/19/12 P37      -21.0  19.0   0.44   12.8    284
RES    RPC INC      RES US 06/16/12 P7.5     -21.0  63.5   0.15    0.0    728
JNK    SPDR BARCLA  JNK US 09/22/12 C40      -20.6   6.5   0.30    0.0    218
CMCSA  COMCAST COR  CMCSA US 05/19/12 C30    -20.4  20.9   0.41  -59.0    465
SPY    SPDR S&P 50  SPY US 05/19/12 P145     -19.9  11.2   5.18   12.1   9489
GRMN   GARMIN LTD   GRMN US 07/21/12 P50     -19.6  23.0   2.67  -60.7   5376
QQQ    POWERSH-QQQ  QQQ US 05/19/12 P70      -19.6  14.8   3.30    0.0   1200
TTMI   TTM TECHNOL  TTMI US 05/19/12 C10     -19.5  42.8   0.15  -81.2    500
CMCSA  COMCAST COR  CMCSA US 05/19/12 C31    -19.3  20.5   0.15  -69.4    405
CMCSA  COMCAST COR  CMCSA US 05/19/12 P30    -19.2  20.9   0.61   38.6   1175
MA     MASTERCARD   MA US 06/16/12 P445      -19.1  28.6  14.50  -18.8    241
BRCM   BROADCOM CO  BRCM US 06/16/12 C35     -19.0  32.9   2.70   -8.5    215
CBS    CBS CORP-B   CBS US 05/19/12 P31      -19.0  34.6   0.15  -57.1    216
BRCM   BROADCOM CO  BRCM US 06/16/12 P36     -18.9  32.2   1.51  -13.2    582
IACI   IAC/INTERAC  IACI US 05/19/12 P45     -18.8  44.5   0.30  -66.7    300
CMCSA  COMCAST COR  CMCSA US 05/19/12 P31    -18.7  20.5   1.23   46.4   1016
RRD    RR DONNELLE  RRD US 05/19/12 P12      -18.7  46.1   0.50   42.9    226
CAVM   CAVIUM INC   CAVM US 06/16/12 P25     -18.7  42.3   0.85   54.5    236
BRCM   BROADCOM CO  BRCM US 06/16/12 C37     -18.6  31.9   1.22  -33.0   1051
WFC    WELLS FARGO  WFC US 07/21/12 C22      -18.6  47.6  11.60   17.3    350
GNW    GENWORTH FI  GNW US 06/16/12 P6       -18.3  52.9   0.37  -21.3    215
BRCM   BROADCOM CO  BRCM US 06/16/12 P35     -18.2  32.7   1.11  -22.4    479
ACAS   AMERICAN CA  ACAS US 05/19/12 P10     -18.1  28.3   0.29  -39.6    444
GNW    GENWORTH FI  GNW US 06/16/12 C6       -17.9  54.1   0.60   -6.2    308
THOR   THORATEC CO  THOR US 05/19/12 P30     -17.8  47.2   0.20    0.0   1790
BRCM   BROADCOM CO  BRCM US 06/16/12 C36     -17.7  32.3   1.72  -26.8    420
BRCM   BROADCOM CO  BRCM US 06/16/12 P33     -17.5  34.1   0.51  -30.1    276
CMCSA  COMCAST COR  CMCSA US 05/19/12 P29    -17.5  22.4   0.25   47.1    366
ICE    INTERCONTIN  ICE US 05/19/12 P120     -17.5  28.1   0.48   -2.0    320
GRMN   GARMIN LTD   GRMN US 07/21/12 P49     -17.2  23.6   2.12  -59.6    279
TWX    TIME WARNER  TWX US 05/19/12 C39      -17.0  17.8   0.09  -71.9    249
QCOR   QUESTCOR PH  QCOR US 05/19/12 C40     -17.0  39.0   5.20  -14.8   1000
CMCSA  COMCAST COR  CMCSA US 05/19/12 P28    -16.7  24.3   0.08    0.0   1442
TRIP   TRIPADVISOR  TRIP US 05/19/12 P35     -16.6  54.5   0.10  -92.3    294
CBOE   CBOE HOLDIN  CBOE US 06/16/12 P26     -16.5  19.8   0.90   50.0    381
RRD    RR DONNELLE  RRD US 05/19/12 P11      -16.1  49.5   0.15   50.0    218
BKS    BARNES & NO  BKS US 05/19/12 C20      -16.0  57.4   0.80   -5.9   1106
HALO   HALOZYME TH  HALO US 12/22/12 C5      -16.0  72.6   3.50   -7.9    300
GRMN   GARMIN LTD   GRMN US 07/21/12 C50     -15.9  22.9   1.73   20.1    381
AGP    AMERIGROUP   AGP US 06/16/12 C70      -15.8  34.0   2.15  -25.9    310
BRCM   BROADCOM CO  BRCM US 06/16/12 P32     -15.7  35.1   0.33  -34.0    325
CHK    CHESAPEAKE   CHK US 05/19/12 P16      -15.7  69.1   0.47  147.4   4354
PMTC   PARAMETRIC   PMTC US 07/21/12 P20     -15.5  36.7   0.70    0.0    500
OPEN   OPENTABLE I  OPEN US 07/21/12 P32.5   -15.5  53.4   1.40   60.9    501
CHK    CHESAPEAKE   CHK US 05/19/12 P17      -15.1  63.4   0.84  154.6  10210
IWM    ISHARES-RUS  IWM US 05/19/12 P83      -14.9  19.5   2.48    2.5   1939
IACI   IAC/INTERAC  IACI US 07/21/12 C45     -14.9  31.1   5.50    1.9    755
GRMN   GARMIN LTD   GRMN US 07/21/12 P48     -14.9  24.0   1.66  -39.6    444
NBIX   NEUROCRINE   NBIX US 06/16/12 C7      -14.8  52.0   0.65   -7.1    200
PSS    COLLECTIVE   PSS US 05/19/12 C20      -14.7  14.8   1.20    0.0   2966
CAVM   CAVIUM INC   CAVM US 06/16/12 P26     -14.7  41.1   1.15   15.0   2139
MA     MASTERCARD   MA US 06/16/12 C450      -14.6  28.1  18.00  -27.0    208
MA     MASTERCARD   MA US 06/16/12 C465      -14.6  27.3  12.50  -28.6    200
GSVC   GSV CAPITAL  GSVC US 12/22/12 C15     -14.5  47.9   5.30   15.2    215
CHK    CHESAPEAKE   CHK US 05/19/12 P15      -14.0  76.9   0.28  115.4   1689
QQQ    POWERSH-QQQ  QQQ US 05/19/12 P69      -13.8  14.7   2.50   13.6    842
NUS    NU SKIN ENT  NUS US 05/19/12 C50      -13.7  47.9   2.00    0.0    207
AGN    ALLERGAN IN  AGN US 06/16/12 P85      -13.5  23.5   0.70    0.0    217
SPY    SPDR S&P 50  SPY US 05/19/12 P144     -13.4  11.7   4.30   13.2   1394
TLT    ISHARES BAR  TLT US 05/19/12 C118     -13.3  12.8   0.90   28.6    344
HTS    HATTERAS FI  HTS US 05/19/12 C29      -13.2   8.8   0.35  -12.5    360
DVN    DEVON ENERG  DVN US 05/19/12 P65      -13.0  28.5   0.34   41.7    304
DVN    DEVON ENERG  DVN US 05/19/12 P67.5    -12.8  26.4   0.84   52.7   1299
DMND   DIAMOND FOO  DMND US 06/16/12 P11     -12.6  92.2   0.10  100.0    200
F      FORD MOTOR   F US 05/19/12 C10        -12.5  34.1   1.09  -14.8    315
GNW    GENWORTH FI  GNW US 06/16/12 P5       -12.4  67.3   0.14  -30.0    511
CHK    CHESAPEAKE   CHK US 05/19/12 C17      -12.2  64.2   1.00  -64.5   2675
RGR    STURM RUGER  RGR US 05/19/12 C50      -12.2  53.6   6.00   -1.6   1167
DVN    DEVON ENERG  DVN US 05/19/12 P70      -12.2  25.2   2.05   41.4    683
CHK    CHESAPEAKE   CHK US 05/19/12 P14      -12.1  86.6   0.18  125.0   2269
AUY    YAMANA GOLD  AUY US 05/19/12 C14      -12.0  37.1   0.66  -31.2   1661
CHK    CHESAPEAKE   CHK US 05/19/12 P12      -11.7 101.9   0.07  133.3    656
MCHP   MICROCHIP T  MCHP US 05/19/12 P34     -11.7  22.7   0.25  -30.6    213
HLF    HERBALIFE L  HLF US 06/16/12 P45      -11.7  67.4   1.10   -6.8    525
IVN    IVANHOE MIN  IVN US 05/19/12 P10      -11.6  60.6   0.20  100.0    323
SO     SOUTHERN CO  SO US 06/16/12 C45       -11.6   9.4   1.01    4.1    307
CVS    CVS CAREMAR  CVS US 06/16/12 C47      -11.6  17.7   0.59   25.5    264
EQR    EQUITY RESI  EQR US 05/19/12 P65      -11.6  13.7   3.10   26.5    300
AUY    YAMANA GOLD  AUY US 05/19/12 C15      -11.6  34.0   0.19  -47.2    274
DVN    DEVON ENERG  DVN US 05/19/12 C67.5    -11.4  27.2   2.70  -28.9    628
DVN    DEVON ENERG  DVN US 05/19/12 C70      -11.4  25.9   1.16  -45.5   1025
IWM    ISHARES-RUS  IWM US 05/19/12 P82      -11.3  20.6   1.95    6.6   6422
MRO    MARATHON OI  MRO US 05/19/12 C30      -10.9  27.7   0.29  -65.9    956
CHK    CHESAPEAKE   CHK US 05/19/12 C16      -10.8  70.6   1.59  -58.7   1485
BAC    BANK OF AME  BAC US 06/16/12 P5       -10.8  71.6   0.02    0.0    220
AMAG   AMAG PHARMA  AMAG US 05/19/12 C15     -10.8  63.1   1.15  -11.5   2712
QIHU   QIHOO 360 T  QIHU US 05/19/12 C25     -10.6  52.2   0.65  -48.0    685
CVI    CVR ENERGY   CVI US 05/19/12 C30      -10.4  10.8   0.40    0.0    330
CVS    CVS CAREMAR  CVS US 06/16/12 P45      -10.4  18.9   0.93  -35.4    285
CHK    CHESAPEAKE   CHK US 05/19/12 P13      -10.3  95.9   0.11  120.0    363
AUY    YAMANA GOLD  AUY US 05/19/12 P15      -10.2  33.5   0.77   28.3    778
CSCO   CISCO SYSTE  CSCO US 05/19/12 C17     -10.2  42.9   2.74   -8.1    272
DVN    DEVON ENERG  DVN US 05/19/12 C72.5    -10.1  25.5   0.37  -61.9    403
JNS    JANUS CAPIT  JNS US 06/16/12 P7       -10.1  35.2   0.25    0.0    852
MRO    MARATHON OI  MRO US 05/19/12 P30      -10.1  26.8   1.21   51.2    264

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

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