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
=============================================================================
EL     ESTEE LAUDE  EL US 08/18/12 C50       147.5  49.4   2.40  -36.8    202
ETP    ENERGY TRAN  ETP US 08/18/12 C45      144.5  20.1   0.35  -50.0    537
EOG    EOG RESOURC  EOG US 08/18/12 P100      65.8  46.7   5.20   62.5    590
F      FORD MOTOR   F US 08/18/12 C9          60.1  26.3   0.15  -34.8   1562
EOG    EOG RESOURC  EOG US 08/18/12 P95       35.6  49.4   2.87   73.9   2171
VRNG   VRINGO INC   VRNG US 09/22/12 P2.5     34.2 172.1   0.35    0.0    290
AVGO   AVAGO TECHN  AVGO US 08/18/12 C35      33.8  49.9   2.15   -2.3    383
AMLN   AMYLIN PHAR  AMLN US 08/18/12 C31      31.9   1.7   0.02  100.0    205
AVGO   AVAGO TECHN  AVGO US 08/18/12 P35      31.3  47.9   0.75  200.0    833
S      SPRINT NEXT  S US 08/18/12 C3.5        29.1  68.7   0.81   -3.6    247
GILD   GILEAD SCIE  GILD US 08/18/12 P57.5    27.0  26.8   0.99  -72.8   1919
F      FORD MOTOR   F US 09/22/12 C9          25.2  27.7   0.33  -15.4   1523
DTG    DOLLAR THRI  DTG US 08/18/12 P70       24.0  64.2   1.60  -31.9    863
GILD   GILEAD SCIE  GILD US 08/18/12 P50      21.6  40.4   0.06  -76.9    432
QIHU   QIHOO 360 T  QIHU US 08/18/12 P14      20.2  97.9   0.80   23.1    528
JNPR   JUNIPER NET  JNPR US 08/18/12 C17      20.1  49.5   0.98   -4.8    510
QIHU   QIHOO 360 T  QIHU US 08/18/12 P12      19.9 117.5   0.30   20.0    626
KCG    KNIGHT CAPI  KCG US 01/19/13 P2.5      19.7 168.9   0.80  220.0   1052
MELI   MERCADOLIBR  MELI US 08/18/12 P60      19.4  92.3   2.45   22.5    956
TSO    TESORO CORP  TSO US 08/18/12 P31       18.9  38.1   0.91  -75.4    240
GILD   GILEAD SCIE  GILD US 08/18/12 P55      18.1  28.3   0.26  -85.1    533
MELI   MERCADOLIBR  MELI US 08/18/12 P65      17.1  85.8   3.80    2.7    809
QIHU   QIHOO 360 T  QIHU US 08/18/12 P13      16.3 102.6   0.40   14.3    804
CLMT   CALUMET SPE  CLMT US 08/18/12 C25      16.1  28.4   0.55   83.3    553
ANR    ALPHA NATUR  ANR US 01/19/13 P4        16.1 109.6   0.49   40.0  23415
JNPR   JUNIPER NET  JNPR US 08/18/12 P17      15.5  49.2   0.46   43.8  10320
ED     CONS EDISON  ED US 08/18/12 C65        15.3  13.2   0.20  -42.9    433
ANR    ALPHA NATUR  ANR US 01/19/13 P3        15.1 118.4   0.26   62.5    508
EAT    BRINKER INT  EAT US 08/18/12 P30       15.0  54.8   0.60   33.3    500
DIS    WALT DISNEY  DIS US 08/18/12 C49       14.8  28.3   0.90  -22.4    351
MIC    MACQUARIE I  MIC US 09/22/12 P40       14.1  23.1   2.10    0.0    367
JNPR   JUNIPER NET  JNPR US 08/18/12 C18      14.0  44.9   0.42   -8.7    621
AAPL   APPLE INC    AAPL US 08/18/12 C520     13.9  41.0  85.64   -6.1    543
FMCN   FOCUS MEDIA  FMCN US 08/18/12 C20      13.9  86.7   1.05   31.2    701
GILD   GILEAD SCIE  GILD US 08/18/12 C57.5    13.8  26.2   1.42 1477.8   3121
F      FORD MOTOR   F US 12/22/12 C9          13.8  29.2   0.60  -10.4    817
KCG    KNIGHT CAPI  KCG US 10/20/12 C2.5      13.7 217.7   1.65  -66.3    306
DNDN   DENDREON CO  DNDN US 08/18/12 C3       13.6 159.0   1.34  -18.3    294
PBI    PITNEY BOWE  PBI US 09/22/12 P10       13.4  65.9   0.25    0.0    560
RF     REGIONS FIN  RF US 08/18/12 C5.5       13.4  57.3   1.30  -11.6    422
TRN    TRINITY IND  TRN US 08/18/12 P27       13.2  41.7   0.28  -90.0    506
DIS    WALT DISNEY  DIS US 09/22/12 C48       13.2  22.7   1.91  -10.3    274
AMTD   TD AMERITRA  AMTD US 08/18/12 P15      13.1  29.9   0.25   25.0    244
FMCN   FOCUS MEDIA  FMCN US 08/18/12 C19      12.9  84.7   1.50   30.4   1360
DTG    DOLLAR THRI  DTG US 09/22/12 C75       12.8  45.9   5.25   54.4    424
SHAW   SHAW GROUP   SHAW US 08/18/12 C28      12.4  82.5  11.40    4.6    343
INTC   INTEL CORP   INTC US 08/18/12 C23      12.2  45.4   2.95    1.4    266
KCG    KNIGHT CAPI  KCG US 08/18/12 P2.5      12.2 359.1   0.45  350.0  32720
MWW    MONSTER WOR  MWW US 12/22/12 P5        12.1  69.9   0.50  100.0   1116
PBI    PITNEY BOWE  PBI US 09/22/12 P12       11.9  58.8   0.75   25.0   2013
RAX    RACKSPACE H  RAX US 08/18/12 C43       11.8  85.5   3.10    6.9   1019
F      FORD MOTOR   F US 01/19/13 C9          11.2  30.3   0.68  -10.5   2735
SLXP   SALIX PHARM  SLXP US 08/18/12 P40      11.1  52.7   0.72 1340.0   2000
ATVI   ACTIVISION   ATVI US 08/18/12 P11      11.1  52.5   0.17    6.2   2106
BSFT   BROADSOFT I  BSFT US 08/18/12 P20      11.0 145.8   1.15   53.3   2784
WIN    WINDSTREAM   WIN US 08/18/12 P10       10.9  31.2   0.26   44.4   2187
GILD   GILEAD SCIE  GILD US 01/19/13 P37      10.8  42.4   0.25  -19.4   1515
PBI    PITNEY BOWE  PBI US 08/18/12 P13       10.7  69.2   0.90   20.0    340
QIHU   QIHOO 360 T  QIHU US 08/18/12 C14      10.7  75.7   0.95  -32.1    237
KCG    KNIGHT CAPI  KCG US 10/20/12 P2.5      10.6 213.8   0.70  250.0   2645
PBI    PITNEY BOWE  PBI US 10/20/12 P11       10.6  57.7   0.65   62.5    700
IDIX   IDENIX PHAR  IDIX US 01/19/13 P5       10.4  91.0   0.48  140.0   1000
GILD   GILEAD SCIE  GILD US 09/22/12 P57.5    10.3  25.9   1.95  -52.7    928
GILD   GILEAD SCIE  GILD US 01/19/13 P57.5    10.2  28.7   4.00    0.0    295
GILD   GILEAD SCIE  GILD US 09/22/12 C60      10.2  24.2   1.25  594.4   1011
DIS    WALT DISNEY  DIS US 08/18/12 C50       10.2  27.6   0.54  -21.7   2549
SBUX   STARBUCKS C  SBUX US 08/18/12 C43      10.1  34.0   1.37  -14.4    287
ARNA   ARENA PHARM  ARNA US 08/18/12 P7       10.1 103.9   0.45   28.6    487

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
YELP   YELP INC     YELP US 08/18/12 C21     -59.9  43.6   2.25  164.7    290
MTG    MGIC INVT C  MTG US 08/18/12 P1       -58.5 157.3   0.10    0.0    850
TRMB   TRIMBLE NAV  TRMB US 08/18/12 P42.5   -58.1  21.7   0.35  -68.2    257
WTW    WEIGHT WATC  WTW US 08/18/12 P45      -57.1  43.1   2.65   12.8   2327
WTW    WEIGHT WATC  WTW US 08/18/12 C42.5    -55.1  44.9   1.95  -75.0    417
WTW    WEIGHT WATC  WTW US 08/18/12 P42.5    -54.7  45.9   1.35  -11.2    310
YELP   YELP INC     YELP US 08/18/12 C20     -54.6  48.7   3.30  164.0    392
SEE    SEALED AIR   SEE US 08/18/12 P12.5    -54.4  42.3   0.20    0.0   1552
YELP   YELP INC     YELP US 08/18/12 C23     -54.1  51.2   1.05  110.0    290
WTW    WEIGHT WATC  WTW US 08/18/12 P40      -53.7  49.3   0.55  -42.1    374
CCO    CLEAR CHANN  CCO US 08/18/12 P5       -51.3  29.8   0.49   22.5    500
GMCR   GREEN MOUNT  GMCR US 08/18/12 C16     -50.5  78.7   7.30  120.5    279
YELP   YELP INC     YELP US 08/18/12 C22     -49.3  53.8   1.55  181.8    838
GMCR   GREEN MOUNT  GMCR US 08/18/12 P24     -48.6  75.9   2.13  -66.7    555
GMCR   GREEN MOUNT  GMCR US 08/18/12 C23     -48.0  76.0   1.36   79.0   1978
GMCR   GREEN MOUNT  GMCR US 08/18/12 C24     -48.0  74.3   0.93   72.2   2132
GMCR   GREEN MOUNT  GMCR US 08/18/12 C22     -47.8  77.9   1.93  105.3   1181
GMCR   GREEN MOUNT  GMCR US 08/18/12 C20     -47.2  81.4   3.35  126.3   3443
GMCR   GREEN MOUNT  GMCR US 08/18/12 P23     -47.0  77.9   1.45  -73.2   2874
GMCR   GREEN MOUNT  GMCR US 08/18/12 C21     -47.0  79.8   2.51  102.4   1002
GMCR   GREEN MOUNT  GMCR US 08/18/12 P22     -46.5  80.0   1.05  -79.2   1938
GMCR   GREEN MOUNT  GMCR US 08/18/12 C17     -46.2  86.1   6.50  133.8    326
GMCR   GREEN MOUNT  GMCR US 08/18/12 P21     -45.9  82.1   0.70  -83.3   1353
GMCR   GREEN MOUNT  GMCR US 08/18/12 P20     -45.5  84.1   0.43  -88.1   2816
GMCR   GREEN MOUNT  GMCR US 08/18/12 P19     -44.3  87.4   0.27  -91.0   1006
GMCR   GREEN MOUNT  GMCR US 08/18/12 C18     -43.6  89.8   5.05  113.1   1488
GMCR   GREEN MOUNT  GMCR US 08/18/12 P18     -43.2  91.1   0.17  -93.2   4531
VRX    VALEANT PHA  VRX US 08/18/12 C50      -41.4  39.9   1.35  -10.0    318
VRX    VALEANT PHA  VRX US 08/18/12 C49      -40.6  41.6   1.80   -5.3    298
XLV    SPDR-HEALTH  XLV US 01/19/13 P32      -40.4  22.9   0.38  -41.5   2500
VRX    VALEANT PHA  VRX US 08/18/12 P47      -39.7  44.6   1.05  -62.5    315
GMCR   GREEN MOUNT  GMCR US 08/18/12 P17     -39.2  97.6   0.11  -94.4   3585
VRX    VALEANT PHA  VRX US 08/18/12 C47      -38.9  44.1   2.30  -14.8    398
VRX    VALEANT PHA  VRX US 08/18/12 P48      -38.8  42.5   1.30  -59.4    249
MTG    MGIC INVT C  MTG US 09/22/12 C1       -38.6 131.8   0.25  -93.3    267
SO     SOUTHERN CO  SO US 08/18/12 C46       -38.5  14.0   1.19  -40.2    218
VRX    VALEANT PHA  VRX US 08/18/12 P45      -37.9  47.8   0.60  -72.1   1835
OMX    OFFICEMAX I  OMX US 08/18/12 C5       -37.5  60.1   0.20  100.0    600
GMCR   GREEN MOUNT  GMCR US 09/22/12 C16     -37.4  69.6   7.00   75.0    205
GMCR   GREEN MOUNT  GMCR US 09/22/12 C17     -36.9  69.4   6.45   94.9    221
YELP   YELP INC     YELP US 08/18/12 P20     -36.6  98.0   0.55  -82.4    440
CI     CIGNA CORP   CI US 08/18/12 C43       -36.2  28.5   0.68   33.3   1318
ANSS   ANSYS INC    ANSS US 08/18/12 C65     -36.0  28.2   1.60  788.9    278
CNQR   CONCUR TECH  CNQR US 08/18/12 P60     -35.6  44.6   0.80  -38.5    373
GMCR   GREEN MOUNT  GMCR US 09/22/12 P24     -35.6  68.4   2.65  -62.9    550
GMCR   GREEN MOUNT  GMCR US 08/18/12 P16     -35.1 105.4   0.08  -94.5   1523
CNQR   CONCUR TECH  CNQR US 08/18/12 P65     -35.1  40.2   2.55    4.1    472
TDC    TERADATA CO  TDC US 08/18/12 C60      -35.0  39.7   7.60    7.0    384
LF     LEAPFROG EN  LF US 08/18/12 C7.5      -34.9  98.2   1.90    0.0   2520
GMCR   GREEN MOUNT  GMCR US 09/22/12 C24     -34.8  65.4   1.77   71.8    598
GMCR   GREEN MOUNT  GMCR US 09/22/12 C23     -34.6  66.1   2.22   88.1   2961
VRX    VALEANT PHA  VRX US 08/18/12 C45      -34.5  51.4   4.60   48.4    740
CI     CIGNA CORP   CI US 08/18/12 C42       -34.4  29.5   0.76   -3.8   2707
GMCR   GREEN MOUNT  GMCR US 09/22/12 C18     -34.4  70.5   5.42   88.8    854
GMCR   GREEN MOUNT  GMCR US 09/22/12 P23     -34.3  69.4   2.37  -61.8    661
GMCR   GREEN MOUNT  GMCR US 09/22/12 C21     -34.2  68.2   3.50  105.9    645
GMCR   GREEN MOUNT  GMCR US 09/22/12 C22     -34.2  67.3   2.69   93.5    304
K      KELLOGG CO   K US 08/18/12 C50        -33.8  14.9   0.50  127.3    435
GMCR   GREEN MOUNT  GMCR US 09/22/12 C20     -33.7  69.2   4.05   99.5    938
SEE    SEALED AIR   SEE US 08/18/12 C12.5    -33.6  41.0   0.85    0.0    371
GMCR   GREEN MOUNT  GMCR US 09/22/12 C19     -33.5  69.6   4.85  102.1    270
HIG    HARTFORD FI  HIG US 08/18/12 C15      -33.3  40.6   1.31  -31.1    335
CI     CIGNA CORP   CI US 08/18/12 C41       -32.9  31.1   1.48   19.4    246
GMCR   GREEN MOUNT  GMCR US 09/22/12 P22     -32.5  70.3   1.92  -65.4    734
GMCR   GREEN MOUNT  GMCR US 09/22/12 P21     -32.3  71.4   1.48  -69.2    523
FSLR   FIRST SOLAR  FSLR US 08/18/12 C15     -31.1  65.0   3.67  243.0   1789
GMCR   GREEN MOUNT  GMCR US 09/22/12 P20     -31.0  72.9   1.11  -73.2    865
ARO    AEROPOSTALE  ARO US 09/22/12 P12      -30.7  60.3   0.62    0.0    286
TDC    TERADATA CO  TDC US 08/18/12 P65      -30.7  38.1   1.10  -60.0   2476
TDC    TERADATA CO  TDC US 08/18/12 C70      -30.5  33.5   0.90  -37.9    725
GMCR   GREEN MOUNT  GMCR US 09/22/12 P17     -30.5  77.1   0.39  -84.0   1107
XLV    SPDR-HEALTH  XLV US 01/19/13 P33      -30.4  21.5   0.47  -22.9   2500
ARO    AEROPOSTALE  ARO US 08/18/12 P13      -30.4  74.2   0.70    0.0    210
GMCR   GREEN MOUNT  GMCR US 09/22/12 P18     -30.4  76.0   0.60  -79.6   3160
WLK    WESTLAKE CH  WLK US 08/18/12 P60      -30.3  37.5   1.45  -48.4    204
HIG    HARTFORD FI  HIG US 08/18/12 P16      -30.1  36.5   0.40  -11.1   1326
GMCR   GREEN MOUNT  GMCR US 09/22/12 P16     -29.9  78.5   0.25  -87.2    714
F      FORD MOTOR   F US 08/18/12 P9         -29.8  25.6   0.24   26.3   1490
GMCR   GREEN MOUNT  GMCR US 09/22/12 P15     -29.8  80.2   0.19  -87.7    719
TEVA   TEVA PHARM-  TEVA US 08/18/12 C37.5   -29.6  18.5   2.34  -34.1    227
XLF    SPDR-FINL S  XLF US 08/18/12 P13      -29.5  29.8   0.02  -33.3   1919
GMCR   GREEN MOUNT  GMCR US 09/22/12 P13     -28.5  83.5   0.08  -90.8    342
GMCR   GREEN MOUNT  GMCR US 08/18/12 P15     -28.4 118.4   0.05  -95.4   2120
GMCR   GREEN MOUNT  GMCR US 09/22/12 P14     -28.0  82.8   0.12  -89.7    534
FSLR   FIRST SOLAR  FSLR US 08/18/12 C14     -27.8  69.0   4.32  165.0    704
ARO    AEROPOSTALE  ARO US 10/20/12 P12      -27.2  57.8   0.85  507.1    559
MAKO   MAKO SURGIC  MAKO US 08/18/12 C12.5   -27.2  78.2   0.85  -16.7    220
RGR    STURM RUGER  RGR US 09/22/12 P35      -27.2  47.8   0.50   11.1    241
GM     GENERAL MOT  GM US 08/18/12 P19       -26.9  32.6   0.32  -28.9    471
CAVM   CAVIUM INC   CAVM US 08/18/12 C31     -26.3  42.1   0.50   42.9    568
XHB    SPDR S&P HO  XHB US 08/18/12 C19      -26.3  29.4   1.87    0.0    475
SNE    SONY CORP-A  SNE US 08/18/12 P11      -26.3  47.5   0.40   60.0   1175
GMCR   GREEN MOUNT  GMCR US 08/18/12 P14     -26.2 122.2   0.04  -94.7   3923
TDC    TERADATA CO  TDC US 08/18/12 C65      -26.0  38.5   3.80    2.7    285
GM     GENERAL MOT  GM US 08/18/12 C20       -25.9  31.0   0.26  -52.7   1235
CI     CIGNA CORP   CI US 08/18/12 P40       -25.8  33.2   0.45  -67.9    459
TEVA   TEVA PHARM-  TEVA US 08/18/12 C40     -25.7  19.3   0.50  -59.0   1499
TWC    TIME WARNER  TWC US 08/18/12 C90      -25.4  19.2   0.40  -27.3    857
VRX    VALEANT PHA  VRX US 08/18/12 P40      -25.2  65.6   0.15  -78.6   5239
FSLR   FIRST SOLAR  FSLR US 08/18/12 C16     -25.1  69.9   2.77  295.7   1124
GM     GENERAL MOT  GM US 08/18/12 P20       -24.7  31.2   0.83   -9.8    781
MET    METLIFE INC  MET US 08/18/12 C33      -24.3  29.2   0.44  144.4   1218
GM     GENERAL MOT  GM US 08/18/12 P18       -24.2  37.5   0.14  -41.7    242
INCY   INCYTE CORP  INCY US 09/22/12 C20     -24.0  64.9   1.58  -72.3    506
ARIA   ARIAD PHARM  ARIA US 08/18/12 C19     -23.7  37.3   0.25  -58.3   1555
GMCR   GREEN MOUNT  GMCR US 09/22/12 P12     -23.5  88.7   0.05  -92.1    413
EOG    EOG RESOURC  EOG US 08/18/12 C97.5    -23.4  48.5   3.60  -35.1    301
WLT    WALTER ENER  WLT US 08/18/12 C37.5    -23.4  66.3   1.35    9.8    952
ETN    EATON CORP   ETN US 08/18/12 P43      -23.1  25.4   1.10   29.4    347
ITUB   ITAU UNIBAN  ITUB US 08/18/12 C15     -23.0  35.3   0.75  -28.6    335
FSLR   FIRST SOLAR  FSLR US 08/18/12 P18     -22.9  82.1   0.96  -73.3   2010
PH     PARKER HANN  PH US 08/18/12 P80       -22.8  32.5   4.30  100.0    311
MAKO   MAKO SURGIC  MAKO US 08/18/12 P12.5   -22.3  77.7   0.73  -39.7    382
OCN    OCWEN FINL   OCN US 08/18/12 C20      -22.0  37.7   0.80  100.0    523
FSLR   FIRST SOLAR  FSLR US 08/18/12 C17     -22.0  72.2   2.05  355.6   1595
TEVA   TEVA PHARM-  TEVA US 08/18/12 P40     -21.8  20.0   0.90   47.5    632
FSLR   FIRST SOLAR  FSLR US 08/18/12 P19     -21.5  82.5   1.52  -65.5    894
RF     REGIONS FIN  RF US 08/18/12 P7        -21.2  25.9   0.21  -16.0    249
BMY    BRISTOL-MYE  BMY US 08/18/12 P33      -21.0  19.9   0.51 1175.0    897
SMBL   SMART BALAN  SMBL US 09/22/12 C10     -20.9  51.3   1.20   41.2    285
OCZ    OCZ TECHNOL  OCZ US 08/18/12 C5       -20.6  86.9   0.90   -6.2    480
YHOO   YAHOO! INC   YHOO US 08/18/12 C14     -20.5  30.2   1.96   -4.4    266
AEO    AMER EAGLE   AEO US 08/18/12 C19      -20.5  39.6   1.20  -28.1    299
RGR    STURM RUGER  RGR US 09/22/12 P40      -20.4  47.1   1.85   79.6   1359
FSLR   FIRST SOLAR  FSLR US 08/18/12 P17     -20.0  81.7   0.56  -79.3   1109
APA    APACHE CORP  APA US 08/18/12 C82.5    -20.0  27.7   1.80  -64.0    321
RIG    TRANSOCEAN   RIG US 08/18/12 C47.5    -19.8  33.4   1.21  -31.6   3653
ONXX   ONYX PHARM   ONXX US 08/18/12 C72.5   -19.6  38.5   2.15  -41.9    373
RIG    TRANSOCEAN   RIG US 08/18/12 P37.5    -19.4  60.1   0.05  -37.5    279
RIG    TRANSOCEAN   RIG US 08/18/12 C42.5    -19.2  41.8   6.00   11.1    255
RIG    TRANSOCEAN   RIG US 08/18/12 P47.5    -19.2  33.0   1.25  -19.4   1029
EOG    EOG RESOURC  EOG US 08/18/12 C100     -19.2  47.4   2.42  -38.7    606
FSLR   FIRST SOLAR  FSLR US 08/18/12 P16     -19.2  81.6   0.35  -82.1    653
RF     REGIONS FIN  RF US 08/18/12 C7        -18.9  26.5   0.08  -27.3  10451
LNC    LINCOLN NAT  LNC US 08/18/12 C21      -18.8  33.0   0.51   96.2    538
DWA    DREAMWORKS   DWA US 09/22/12 C17.5    -18.7  30.8   1.05  -65.0    660
BMY    BRISTOL-MYE  BMY US 08/18/12 C33      -18.6  20.2   0.55  -81.7   1430
TEVA   TEVA PHARM-  TEVA US 08/18/12 P37.5   -18.6  22.3   0.12   50.0    209
WMB    WILLIAMS CO  WMB US 08/18/12 P30      -18.5  27.2   0.35   59.1    225
FSLR   FIRST SOLAR  FSLR US 08/18/12 P15     -18.5  83.6   0.16  -88.4    648
VXX    IPATH-S&P S  VXX US 08/18/12 C12      -18.4  69.5   1.66   -2.4    283
DNR    DENBURY RES  DNR US 08/18/12 P14      -18.4  54.7   0.25  -16.7    200
CAR    AVIS BUDGET  CAR US 08/18/12 C15      -18.3  52.4   0.90  125.0    232
VRNG   VRINGO INC   VRNG US 08/18/12 C3      -18.3 107.1   0.35    2.9   1370
ARIA   ARIAD PHARM  ARIA US 08/18/12 P17     -18.2  37.6   0.15    0.0    329
SPY    SPDR S&P 50  SPY US 08/18/12 C127     -18.2  23.6  10.33   -6.4    235
APA    APACHE CORP  APA US 08/18/12 P85      -18.1  26.9   3.10  106.7    280
CNQR   CONCUR TECH  CNQR US 09/22/12 P60     -18.0  41.1   1.75   -9.8    363
XLF    SPDR-FINL S  XLF US 08/18/12 C13      -17.9  29.6   1.51  -11.2    538
FSLR   FIRST SOLAR  FSLR US 08/18/12 C19     -17.9  74.4   0.93  615.4   2242
FSLR   FIRST SOLAR  FSLR US 08/18/12 C18     -17.9  74.5   1.34  396.3   3646
CAVM   CAVIUM INC   CAVM US 08/18/12 P31     -17.9  42.8   1.20    0.0    786
SHAW   SHAW GROUP   SHAW US 08/18/12 P40     -17.7  31.6   1.40  -20.0    600
F      FORD MOTOR   F US 09/22/12 P9         -17.6  27.1   0.40   11.1    767
GMCR   GREEN MOUNT  GMCR US 12/22/12 C23     -17.5  69.9   3.90   73.3    390
ANF    ABERCROMBIE  ANF US 08/18/12 C27      -17.5  75.5   2.88    0.0    378
PEET   PEETS COFFE  PEET US 12/22/12 C70     -17.4   8.0   4.60   -4.2    714
XLF    SPDR-FINL S  XLF US 12/22/12 C13      -17.2  26.9   1.79  -10.1    217
SEE    SEALED AIR   SEE US 01/19/13 C12.5    -17.1  36.7   1.55  -51.6    495
ELNK   EARTHLINK I  ELNK US 10/20/12 C6      -17.1  35.6   0.40  -63.6    638
RBA    RITCHIE BRO  RBA US 08/18/12 P20      -16.9  33.9   1.70  161.5    216
RIG    TRANSOCEAN   RIG US 08/18/12 C45      -16.9  37.9   2.69  -20.9    312
AEO    AMER EAGLE   AEO US 08/18/12 P20      -16.8  39.6   0.70   16.7   2888
ABV    AMBEV-PRF A  ABV US 09/22/12 C39      -16.6  31.1   1.70   -2.9    219
ATPG   ATP OIL & G  ATPG US 08/18/12 C1      -16.1 261.7   0.47   14.6    376
SDS    PRO ULTSHRT  SDS US 08/18/12 C16      -15.9  34.7   0.21    5.0  15078
DE     DEERE & CO   DE US 09/22/12 P47.5     -15.8  52.5   0.03  -62.5    287
MET    METLIFE INC  MET US 08/18/12 P32      -15.8  30.2   0.70  -66.8    280
CBOE   CBOE HOLDIN  CBOE US 08/18/12 C29     -15.6  17.9   0.10  -61.5    631
FTR    FRONTIER CO  FTR US 08/18/12 P4.5     -15.6  43.6   0.20  -20.0    218
VHC    VIRNETX HOL  VHC US 08/18/12 C25      -15.4 114.0   2.50    4.2    296
APA    APACHE CORP  APA US 08/18/12 C85      -15.3  27.7   0.85  -75.4    327
SHAW   SHAW GROUP   SHAW US 08/18/12 P37     -15.2  37.2   0.35  -41.7    300
SNE    SONY CORP-A  SNE US 08/18/12 C11      -15.1  49.6   0.47  -53.5    360
WLT    WALTER ENER  WLT US 08/18/12 P32.5    -15.0  72.8   0.70  -53.0    221
CSX    CSX CORP     CSX US 08/18/12 P22.5    -15.0  21.1   0.46   27.8   1176
GMCR   GREEN MOUNT  GMCR US 08/18/12 P13     -15.0 138.9   0.04  -91.7   1067
FSLR   FIRST SOLAR  FSLR US 08/18/12 P14     -14.9  89.4   0.07  -92.0    657
GMCR   GREEN MOUNT  GMCR US 12/22/12 P21     -14.8  74.7   3.10  -45.3    295
CAVM   CAVIUM INC   CAVM US 09/22/12 C30     -14.8  44.0   1.75   59.1    325
SPY    SPDR S&P 50  SPY US 08/18/12 C132     -14.7  19.3   5.05  -17.6    730
FSLR   FIRST SOLAR  FSLR US 09/22/12 C19     -14.6  64.5   1.60  213.7   1130
VRX    VALEANT PHA  VRX US 10/20/12 C48      -14.6  44.9   4.40    7.3    752
PRU    PRUDENTL FI  PRU US 08/18/12 C50      -14.6  26.4   0.65   54.8    387
SVU    SUPERVALU I  SVU US 08/18/12 C2.5     -14.5  80.7   0.20    0.0    210
HIG    HARTFORD FI  HIG US 09/22/12 P15      -14.5  39.0   0.49   -3.9   1479
TEVA   TEVA PHARM-  TEVA US 09/22/12 P40     -14.4  20.5   1.46   27.0    338
GMCR   GREEN MOUNT  GMCR US 12/22/12 P20     -14.3  75.5   2.66  -45.1    413
UUP    POWERSHARES  UUP US 08/18/12 C23      -14.3   7.4   0.11   10.0    401
FSLR   FIRST SOLAR  FSLR US 09/22/12 C15     -14.3  65.7   4.00  145.4    296
GMCR   GREEN MOUNT  GMCR US 08/18/12 P12     -14.3 144.1   0.02  -93.9    225
SPY    SPDR S&P 50  SPY US 08/18/12 C133     -14.2  18.7   4.28  -21.2    613
APC    ANADARKO PE  APC US 08/18/12 P50      -14.2  61.9   0.04  -20.0    349
GMCR   GREEN MOUNT  GMCR US 01/19/13 P23     -14.1  71.2   4.35  -35.1    568
HIG    HARTFORD FI  HIG US 09/22/12 C16      -14.0  36.9   0.87  -37.0    261
HK     HALCON RESO  HK US 08/18/12 P6        -14.0  65.8   0.10  -66.7    244
SPY    SPDR S&P 50  SPY US 08/18/12 C131     -13.9  20.3   5.89  -17.0    372
UNG    US NAT GAS   UNG US 09/22/12 P12      -13.9  68.0   0.02    0.0    208
TEVA   TEVA PHARM-  TEVA US 09/22/12 C40     -13.7  21.1   1.05  -37.5    808
FSLR   FIRST SOLAR  FSLR US 09/22/12 C17     -13.7  65.3   2.62  178.7    790
K      KELLOGG CO   K US 09/22/12 C47.5      -13.6  14.0   2.60  126.1   1099
QQQ    POWERSH-QQQ  QQQ US 08/18/12 P67      -13.6  16.3   2.72    5.4   1470
FSLR   FIRST SOLAR  FSLR US 09/22/12 C18     -13.6  65.0   2.00  189.9    677
GMCR   GREEN MOUNT  GMCR US 01/19/13 P22     -13.6  71.8   3.70  -39.3    201
MTG    MGIC INVT C  MTG US 12/22/12 C1       -13.6 123.4   0.40  -72.8    264
ROST   ROSS STORES  ROST US 08/18/12 P65     -13.5  32.2   1.20  -17.2    374
PRU    PRUDENTL FI  PRU US 08/18/12 P49      -13.5  27.5   1.01  -37.3    603
WMB    WILLIAMS CO  WMB US 08/18/12 C32      -13.5  27.0   0.26  -64.9    215
TSO    TESORO CORP  TSO US 08/18/12 C27      -13.4  35.5   4.38  194.0    239
FSLR   FIRST SOLAR  FSLR US 09/22/12 P19     -13.3  74.5   2.29  -51.3    274
FSLR   FIRST SOLAR  FSLR US 09/22/12 P18     -13.3  74.7   1.73  -57.2   3546
UNTD   UNITED ONLI  UNTD US 09/22/12 C5      -13.2  43.7   0.50  900.0    353
SPY    SPDR S&P 50  SPY US 08/18/12 C136     -13.2  17.0   2.22  -27.2   5599
TEVA   TEVA PHARM-  TEVA US 09/22/12 P37.5   -13.2  22.0   0.47   17.5   2697
NLY    ANNALY CAPI  NLY US 08/18/12 P17      -13.1  13.2   0.08  -27.3    340
WLT    WALTER ENER  WLT US 08/18/12 P35      -13.0  68.6   1.43  -46.8    479
GNW    GENWORTH FI  GNW US 08/18/12 C4       -13.0  59.7   0.25  -55.4    495
NCR    NCR CORP     NCR US 08/18/12 P24      -13.0  26.8   0.25  -16.7    500
SPY    SPDR S&P 50  SPY US 08/18/12 C137     -12.9  16.4   1.66  -32.5  23460
NOK    NOKIA CORP-  NOK US 08/18/12 C1.5     -12.9 153.5   0.87   -6.5    401
OMPI   OBAGI MEDIC  OMPI US 08/18/12 C15     -12.9 102.8   1.20  -20.0    493
PRU    PRUDENTL FI  PRU US 08/18/12 C49      -12.8  27.3   1.10   46.7    377
CRUS   CIRRUS LOGI  CRUS US 08/18/12 C31     -12.8  46.2   5.20   -4.2   6821
ROST   ROSS STORES  ROST US 08/18/12 C67.5   -12.6  31.4   1.30   -7.1    377
SPY    SPDR S&P 50  SPY US 08/18/12 C141     -12.6  14.7   0.31  -55.1  12098
DELL   DELL INC     DELL US 08/18/12 C10     -12.6  46.7   1.60  -14.9    330
SPY    SPDR S&P 50  SPY US 08/18/12 C140     -12.5  15.1   0.50  -50.0  23504
SPY    SPDR S&P 50  SPY US 08/18/12 C139     -12.5  15.4   0.81  -41.7  16274
AEO    AMER EAGLE   AEO US 08/18/12 C20      -12.4  40.2   0.70  -30.0    965
TZA    DIR SMCAP B  TZA US 08/18/12 C17      -12.4  54.5   3.05   12.6    269
ANF    ABERCROMBIE  ANF US 08/18/12 C26      -12.3  74.0   4.15  -61.2    527
CI     CIGNA CORP   CI US 09/22/12 C41       -12.3  29.3   2.10   26.5   2793
APA    APACHE CORP  APA US 09/22/12 P77.5    -12.3  30.4   1.52   24.6    592
ROST   ROSS STORES  ROST US 08/18/12 C65     -12.2  33.7   2.50   -7.4    227
APA    APACHE CORP  APA US 09/22/12 P75      -12.2  31.8   1.04   25.3    358
SDS    PRO ULTSHRT  SDS US 08/18/12 P16      -12.2  34.7   0.80  -27.3    715
DIS    WALT DISNEY  DIS US 08/18/12 P49      -12.1  28.3   1.35   12.5    260
FSLR   FIRST SOLAR  FSLR US 08/18/12 P13     -12.0  93.1   0.04  -92.3    585
VXX    IPATH-S&P S  VXX US 08/18/12 C13      -12.0  74.4   1.13    7.6   1112
FSLR   FIRST SOLAR  FSLR US 09/22/12 C16     -12.0  66.9   3.25  166.4    406
UNTD   UNITED ONLI  UNTD US 08/18/12 P5      -11.9  57.3   0.10  -87.5    550
VVUS   VIVUS INC    VVUS US 08/18/12 C21     -11.9  71.5   1.12   21.7    269
AA     ALCOA INC    AA US 08/18/12 C8        -11.8  28.4   0.33  -35.3   1832
PH     PARKER HANN  PH US 09/22/12 P70       -11.8  34.0   1.20    9.1    338
APA    APACHE CORP  APA US 09/22/12 P80      -11.8  29.2   2.15   34.4    217
VZ     VERIZON COM  VZ US 08/18/12 P42       -11.8  19.4   0.06   20.0    856
XLP    SPDR-CONS S  XLP US 08/18/12 P35      -11.8  12.1   0.21   -4.5   1982
PXP    PLAINS EXPL  PXP US 08/18/12 C38      -11.8  44.6   2.95    7.3    550
XLP    SPDR-CONS S  XLP US 08/18/12 C35      -11.7  12.3   0.55  -21.4    486
ANF    ABERCROMBIE  ANF US 09/22/12 P21      -11.7  68.0   0.33  200.0    200
XLI    SPDR-INDU S  XLI US 08/18/12 C34      -11.7  22.1   1.45  -22.0    244
SDS    PRO ULTSHRT  SDS US 08/18/12 C15      -11.7  30.4   0.63   18.9   6100
WLT    WALTER ENER  WLT US 08/18/12 C35      -11.7  68.4   2.57   28.5    749
SPY    SPDR S&P 50  SPY US 08/18/12 P109     -11.6  40.5   0.01    0.0    294
DIA    SPDR DJIA T  DIA US 08/18/12 C128     -11.6  15.1   1.84  -28.1   1288
TWC    TIME WARNER  TWC US 10/20/12 P82.5    -11.3  20.7   1.60  -36.0    272
AGNC   AMERICAN CA  AGNC US 08/18/12 P35     -11.2  12.5   0.40   -7.0    503
GMCR   GREEN MOUNT  GMCR US 03/16/13 P20     -11.2  72.7   3.45  -36.7    422
GMCR   GREEN MOUNT  GMCR US 01/19/13 P15     -11.2  78.8   1.20  -54.0    797
ITUB   ITAU UNIBAN  ITUB US 08/18/12 C16     -11.2  30.1   0.20  -20.0    209
EUO    PROSH-UL/SH  EUO US 08/18/12 C22      -11.1  19.2   0.75   25.0    275
GNW    GENWORTH FI  GNW US 08/18/12 P4       -11.0  58.4   0.16  100.0    205
KSS    KOHLS CORP   KSS US 08/18/12 P49      -11.0  37.6   0.80  -44.8   1033
AA     ALCOA INC    AA US 08/18/12 C5        -10.9 104.5   3.27    0.0    275
DB     DEUTSCHE BA  DB US 08/18/12 P29       -10.9  49.4   1.70  107.3    290
KSS    KOHLS CORP   KSS US 08/18/12 C50      -10.9  37.1   2.05   32.3    777
BAC    BANK OF AME  BAC US 08/18/12 C5.5     -10.9  60.2   1.65   -4.1    227
LUK    LEUCADIA NA  LUK US 12/22/12 P17.5    -10.9  35.3   0.65   18.2    494
ALXN   ALEXION PHA  ALXN US 08/18/12 C105    -10.8  32.6   1.75  -20.4    328
GMCR   GREEN MOUNT  GMCR US 01/18/14 P18     -10.8  67.3   4.39  -26.6    441
GM     GENERAL MOT  GM US 09/22/12 P19       -10.8  32.8   0.72   -5.3    290
CSX    CSX CORP     CSX US 08/18/12 C17.5    -10.8  56.3   4.80   -5.9    333
GILD   GILEAD SCIE  GILD US 08/18/12 C60     -10.7  23.7   0.40 1233.3   3110
TSO    TESORO CORP  TSO US 08/18/12 C32      -10.7  37.5   0.55  816.7   2258
FSLR   FIRST SOLAR  FSLR US 09/22/12 P17     -10.7  75.6   1.31  -60.3    904
APA    APACHE CORP  APA US 09/22/12 P85      -10.6  27.3   4.66   47.9    488
SPXU   PROSHARES U  SPXU US 08/18/12 P48     -10.5  52.0   3.40  -15.0    295
CBOE   CBOE HOLDIN  CBOE US 09/22/12 C28     -10.5  18.5   0.80  -27.3    375
MRO    MARATHON OI  MRO US 08/18/12 P25      -10.4  28.4   0.34   61.9    414
GNK    GENCO SHIPP  GNK US 08/18/12 P3       -10.3  90.1   0.15  -81.5    400
TBT    PRO ULTSHRT  TBT US 08/18/12 P14      -10.3  31.0   0.18   38.5    635
XLU    SPDR-UTIL S  XLU US 08/18/12 C37      -10.2  12.9   0.67  -42.2    211
ALXN   ALEXION PHA  ALXN US 08/18/12 P100    -10.2  31.8   1.50  -18.9   1226
DIA    SPDR DJIA T  DIA US 08/18/12 C127     -10.2  15.8   2.37  -30.3    650
VALE   VALE SA-SP   VALE US 08/18/12 P16     -10.2  42.6   0.06  -14.3   1813
PFE    PFIZER INC   PFE US 01/18/14 C15      -10.2  29.8   9.00   -1.6    260
APA    APACHE CORP  APA US 09/22/12 C85      -10.2  27.6   2.55  -43.3    486
SPY    SPDR S&P 50  SPY US 08/18/12 C143     -10.1  14.7   0.12  -61.3   9804
GM     GENERAL MOT  GM US 09/22/12 P18       -10.1  34.9   0.37  -21.3   1135
F      FORD MOTOR   F US 09/22/12 P8         -10.1  31.6   0.09   12.5    803
TZA    DIR SMCAP B  TZA US 08/18/12 C18      -10.1  58.3   2.25   14.2   1163
AIG    AMERICAN IN  AIG US 08/18/12 P27      -10.0  40.5   0.06  -40.0    373
XHB    SPDR S&P HO  XHB US 09/22/12 C18      -10.0  34.9   3.00  -14.3    380
EPD    ENTERPRISE   EPD US 08/18/12 C55      -10.0  12.8   0.15    0.0    250
SPY    SPDR S&P 50  SPY US 08/18/12 C142     -10.0  14.9   0.19  -59.6  12432

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

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