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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
=============================================================================
SBAC   SBA COMM CO  SBAC US 09/22/12 C50      64.0  28.7   9.90   54.7    301
ALL    ALLSTATE CO  ALL US 10/20/12 C31       63.6  29.4   6.32   70.8   1271
SPY    SPDR S&P 50  SPY US 08/18/12 P142      59.9  11.8   3.08  -42.4    708
MNTA   MOMENTA PHA  MNTA US 08/18/12 C15      59.3  75.4   0.25  -28.6    944
CBOU   CARIBOU COF  CBOU US 08/18/12 C10      58.5 117.7   1.95   34.5    517
MNTA   MOMENTA PHA  MNTA US 08/18/12 P14      48.8  67.2   1.10   69.2    502
ALXN   ALEXION PHA  ALXN US 08/18/12 P100     42.0  45.7   1.10  -37.1    298
MNTA   MOMENTA PHA  MNTA US 08/18/12 C14      41.6  62.4   0.30  -40.0   1037
CSCO   CISCO SYSTE  CSCO US 11/17/12 C9       37.1  58.6   7.10    6.0    221
ALXN   ALEXION PHA  ALXN US 08/18/12 C105     36.8  44.5   4.50  181.2    594
SPY    SPDR S&P 50  SPY US 08/18/12 P141      34.3  12.4   2.40  -46.8   1520
OCN    OCWEN FINL   OCN US 10/20/12 C12.5     30.7  85.3  10.00   42.9    300
KR     KROGER CO    KR US 08/18/12 P21        30.3  27.3   0.05  -66.7    200
PFE    PFIZER INC   PFE US 01/19/13 C15       29.0  43.2   9.40    6.8   1844
ALXN   ALEXION PHA  ALXN US 08/18/12 P95      28.8  49.9   0.66   -5.7   1735
DDD    3D SYSTEMS   DDD US 08/18/12 C25       25.8  95.0  12.60    5.9    262
ALXN   ALEXION PHA  ALXN US 08/18/12 C110     25.6  46.5   2.75  292.9   1314
BSFT   BROADSOFT I  BSFT US 08/18/12 P17.5    25.3 203.5   0.85   54.5    207
BSFT   BROADSOFT I  BSFT US 08/18/12 P20      24.6 183.7   1.44   20.0   3002
BSFT   BROADSOFT I  BSFT US 08/18/12 P22.5    24.2 160.0   1.90    5.6    302
CLWR   CLEARWIRE -  CLWR US 08/18/12 C1       22.3 127.7   0.40   60.0    554
ECYT   ENDOCYTE IN  ECYT US 08/18/12 P7.5     19.7 104.0   0.35  -22.2    295
ALXN   ALEXION PHA  ALXN US 08/18/12 P90      19.5  58.2   0.34   13.3    334
BSFT   BROADSOFT I  BSFT US 09/22/12 P17.5    19.3 115.2   1.02    0.0    296
USO    UNITED STAT  USO US 08/18/12 P26       19.3  57.5   0.01  -50.0    400
ALL    ALLSTATE CO  ALL US 08/18/12 C33       18.3  32.7   4.20   27.7    220
DIA    SPDR DJIA T  DIA US 08/18/12 P132      18.1  11.5   2.15  -46.1    282
UNG    US NAT GAS   UNG US 08/18/12 C17       17.7  66.3   3.10    0.0   1035
SVM    SILVERCORP   SVM US 01/18/14 P5        17.7  65.7   1.50   11.1    300
VXX    IPATH-S&P S  VXX US 09/22/12 C9        17.6  58.5   3.60  -23.2    482
UNP    UNION PAC C  UNP US 08/18/12 P115      17.6  31.4   0.21  -57.1    786
BZH    BEAZER HOME  BZH US 08/18/12 C2        17.5 105.8   0.45   12.5    233
LEG    LEGGETT & P  LEG US 08/18/12 P22.5     17.1  31.8   0.25  -16.7   3408
PRU    PRUDENTL FI  PRU US 08/18/12 P39       17.0  65.6   0.02  -71.4    249
USO    UNITED STAT  USO US 08/18/12 P29       16.3  43.9   0.03  -50.0    330
FSLR   FIRST SOLAR  FSLR US 08/18/12 C14      16.1  78.2   3.50  -12.3    430
IRWD   IRONWOOD PH  IRWD US 09/22/12 P12.5    15.9  95.3   1.60    0.0    301
UNP    UNION PAC C  UNP US 08/18/12 C120      15.8  26.1   7.15  143.2    315
UA     UNDER ARMOU  UA US 08/18/12 P42.5      15.5  73.4   0.05  -50.0    351
CBI    CHICAGO BRI  CBI US 08/18/12 P31       14.7  52.2   0.02  -75.0    204
PBR    PETROBRAS S  PBR US 08/18/12 C18       14.5  43.4   2.55   44.1    300
ARR    ARMOUR RESI  ARR US 09/22/12 C7.5      14.3  19.3   0.15  -44.4    651
UNG    US NAT GAS   UNG US 08/18/12 C18       14.3  60.3   2.20   -0.9   1099
PWR    QUANTA SERV  PWR US 08/18/12 C23       14.2  27.5   1.50   50.0    267
F      FORD MOTOR   F US 08/18/12 C8          14.1  38.9   1.08   20.0   1060
F      FORD MOTOR   F US 08/18/12 P8          14.0  39.2   0.01  -50.0   1447
AGNC   AMERICAN CA  AGNC US 09/22/12 C34      13.8  16.5   1.16  -14.1    317
FB     FACEBOOK IN  FB US 08/18/12 P15        13.4 102.2   0.10    0.0    372
SPY    SPDR S&P 50  SPY US 10/20/12 P146      13.4  13.1   8.28  -17.1    205
MRX    MEDICIS PHA  MRX US 08/18/12 P32       13.3  62.2   0.80   33.3    342
DUK    DUKE ENERGY  DUK US 08/18/12 P65       13.3  15.3   0.11  -63.3   5015
CTL    CENTURYLINK  CTL US 08/18/12 P39       13.1  39.5   0.30  -14.3    233
EMC    EMC CORP/MA  EMC US 08/18/12 P22       12.5  57.8   0.05    0.0   1338
PPC    PILGRIM'S P  PPC US 09/22/12 C5        12.3  63.2   0.37   48.0    853
BAC    BANK OF AME  BAC US 08/18/12 P6        12.0  59.2   0.01  -50.0   2627
PCYC   PHARMACYCLI  PCYC US 08/18/12 P44      11.9  88.9   0.30  -14.3    432
SAI    SAIC INC     SAI US 08/18/12 C11       11.9  35.1   0.70   25.0    246
QQQ    POWERSH-QQQ  QQQ US 08/18/12 C58       11.9  25.0   7.60   23.8    529
ALL    ALLSTATE CO  ALL US 08/18/12 P30       11.8  51.7   0.02    0.0    200
CX     CEMEX SAB-S  CX US 08/18/12 C6         11.7  65.8   1.38   25.4    226
VXX    IPATH-S&P S  VXX US 09/22/12 C11       11.7  70.1   2.11  -29.4    325
CMCSA  COMCAST COR  CMCSA US 08/18/12 P32     11.6  27.6   0.05   25.0    252
UNP    UNION PAC C  UNP US 08/18/12 P120      11.5  24.7   0.44  -70.3    520
BIDU   BAIDU INC-S  BIDU US 08/18/12 P90      11.4  69.4   0.05   66.7    200
NTRI   NUTRISYSTEM  NTRI US 08/18/12 P10      11.2  37.8   0.15  -25.0    800
CTL    CENTURYLINK  CTL US 08/18/12 P40       11.0  34.3   0.40  -11.1    260
BAC    BANK OF AME  BAC US 08/18/12 P7        10.9  38.3   0.06  -53.9   9368
S      SPRINT NEXT  S US 08/18/12 C4          10.8  54.9   0.42   16.7   1356
MMR    MCMORAN EXP  MMR US 08/18/12 P9        10.8 127.1   0.06   20.0    315
ARUN   ARUBA NETWO  ARUN US 08/18/12 P12      10.7  73.6   0.35   40.0    442
QCOM   QUALCOMM IN  QCOM US 08/18/12 P62.5    10.7  21.3   2.75  -34.5    484
MRX    MEDICIS PHA  MRX US 08/18/12 P33       10.6  60.5   1.25   -7.4    200
DIA    SPDR DJIA T  DIA US 08/18/12 P131      10.6  12.2   1.57  -50.9   1420
OC     OWENS CORNI  OC US 08/18/12 P26        10.5  46.8   0.10  -60.0    510
SPY    SPDR S&P 50  SPY US 08/18/12 P139      10.4  13.4   1.32  -54.0  23429
BAC    BANK OF AME  BAC US 08/18/12 C7        10.3  40.2   0.50   66.7   8661
SPY    SPDR S&P 50  SPY US 08/18/12 P117      10.3  34.7   0.01  -50.0   2237
CPTS   CONCEPTUS I  CPTS US 08/18/12 P17.5    10.2  51.1   0.15   50.0    412
PFE    PFIZER INC   PFE US 03/16/13 C15       10.2  38.1   9.35    3.3    905
GE     GENERAL ELE  GE US 08/18/12 C19        10.1  31.2   1.98   32.0    260

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NILE   BLUE NILE I  NILE US 08/18/12 C30     -63.2  49.1   2.75  248.1   3494
SKUL   SKULLCANDY   SKUL US 08/18/12 C12.5   -61.0  36.3   1.75    0.0    869
NILE   BLUE NILE I  NILE US 08/18/12 P30     -55.7  68.5   0.85  -88.0    671
SKUL   SKULLCANDY   SKUL US 08/18/12 C15     -53.6  45.3   0.25  -50.0    355
PBI    PITNEY BOWE  PBI US 08/18/12 C14      -53.3  31.6   0.30   20.0    734
PBI    PITNEY BOWE  PBI US 08/18/12 P14      -52.5  36.8   0.60  -61.3   1075
OPEN   OPENTABLE I  OPEN US 08/18/12 C37.5   -52.1  47.4   2.89  106.4    758
OPEN   OPENTABLE I  OPEN US 08/18/12 C40     -51.7  45.3   1.35   77.6   1000
SKUL   SKULLCANDY   SKUL US 09/22/12 C12.5   -50.7  24.5   3.00   53.9    214
VCLK   VALUECLICK   VCLK US 08/18/12 P16     -50.3  36.4   0.88  -17.8    803
OPEN   OPENTABLE I  OPEN US 08/18/12 C35     -49.7  52.4   5.00   92.3    453
OPEN   OPENTABLE I  OPEN US 08/18/12 P40     -49.1  50.9   1.70  -74.6    438
OPEN   OPENTABLE I  OPEN US 08/18/12 P37.5   -47.7  52.3   0.70  -86.0    840
NILE   BLUE NILE I  NILE US 08/18/12 C25     -47.3  71.8   7.28  264.0   2165
LNKD   LINKEDIN CO  LNKD US 08/18/12 P105    -47.2  50.9   4.40  -69.9   2023
LNKD   LINKEDIN CO  LNKD US 08/18/12 C105    -46.7  51.4   4.12   28.8   3352
OPEN   OPENTABLE I  OPEN US 08/18/12 P35     -45.6  58.2   0.26  -92.6    515
LNKD   LINKEDIN CO  LNKD US 08/18/12 C100    -44.8  54.8   7.30   46.0   1673
NPTN   NEOPHOTONIC  NPTN US 08/18/12 C5      -44.7  55.5   0.10  -80.0    400
LNKD   LINKEDIN CO  LNKD US 08/18/12 C95     -43.8  58.4  10.40   48.6    963
MELI   MERCADOLIBR  MELI US 08/18/12 C85     -43.7  42.0   1.74  866.7    277
WCRX   WARNER CHIL  WCRX US 08/18/12 C18     -43.7  41.6   0.40  -27.3   1524
AGNC   AMERICAN CA  AGNC US 09/22/12 P34     -43.3   7.0   0.65   -9.7    201
LNKD   LINKEDIN CO  LNKD US 08/18/12 P100    -43.3  56.3   2.50  -77.9   1342
LNKD   LINKEDIN CO  LNKD US 08/18/12 P97.5   -43.1  57.9   1.95  -80.3    347
SKUL   SKULLCANDY   SKUL US 08/18/12 P15     -42.8  72.1   1.05  -50.0   1292
LNKD   LINKEDIN CO  LNKD US 08/18/12 P95     -41.7  59.1   1.29  -85.0   3946
LNKD   LINKEDIN CO  LNKD US 08/18/12 P92.5   -41.6  61.3   0.90  -87.8    864
PBI    PITNEY BOWE  PBI US 09/22/12 C14      -40.9  26.3   0.45   28.6    224
LNKD   LINKEDIN CO  LNKD US 08/18/12 P87.5   -40.3  64.8   0.46  -91.2    523
SYNA   SYNAPTICS I  SYNA US 08/18/12 P28     -40.3  44.3   0.40  -83.2    314
LNKD   LINKEDIN CO  LNKD US 08/18/12 P90     -40.3  62.2   0.59  -90.6   2020
LNKD   LINKEDIN CO  LNKD US 08/18/12 P85     -40.3  64.1   0.29  -92.9   3074
PBI    PITNEY BOWE  PBI US 08/18/12 P12      -40.2  53.2   0.01  -98.6    757
ARR    ARMOUR RESI  ARR US 08/18/12 P7.5     -38.3  14.4   0.13  160.0    219
PBI    PITNEY BOWE  PBI US 09/22/12 P13      -37.9  37.3   0.45  -67.9    378
SKUL   SKULLCANDY   SKUL US 09/22/12 C15     -37.8  39.0   0.70   -7.9    212
LNKD   LINKEDIN CO  LNKD US 08/18/12 P82.5   -37.4  67.1   0.20  -94.1    438
HNT    HEALTH NET   HNT US 08/18/12 P20      -37.3  64.7   2.12  182.7    455
OPEN   OPENTABLE I  OPEN US 08/18/12 P32.5   -36.3  66.7   0.10  -95.3    465
CLWR   CLEARWIRE -  CLWR US 08/18/12 C1.5    -36.0  92.3   0.10  100.0    622
LNKD   LINKEDIN CO  LNKD US 08/18/12 P80     -35.3  70.0   0.10  -96.2    369
ATVI   ACTIVISION   ATVI US 08/18/12 P11     -34.6  30.8   0.12  -25.0    760
HNT    HEALTH NET   HNT US 08/18/12 P17.5    -34.4  77.8   0.70  133.3    345
FXE    CRYSHS-EURO  FXE US 08/18/12 C119     -33.7   8.1   4.00   14.3    609
VIAB   VIACOM INC-  VIAB US 08/18/12 C45     -33.6  23.0   1.60  -11.1    540
ZAGG   ZAGG INC     ZAGG US 08/18/12 P8      -33.5  73.1   0.20  100.0    498
WPRT   WESTPORT IN  WPRT US 08/18/12 C38     -33.3  43.1   1.45  123.1    479
NILE   BLUE NILE I  NILE US 08/18/12 C22.5   -32.4  89.7   9.76  225.3    201
AOL    AOL INC      AOL US 08/18/12 P31      -32.3  24.5   0.20  -55.6    243
WPRT   WESTPORT IN  WPRT US 08/18/12 C37     -31.9  44.4   2.00  112.8    202
MELI   MERCADOLIBR  MELI US 08/18/12 C80     -31.1  43.9   4.31 1131.4    392
LNKD   LINKEDIN CO  LNKD US 08/18/12 P77.5   -31.1  74.8   0.10  -95.1    346
WPRT   WESTPORT IN  WPRT US 08/18/12 C40     -30.9  44.8   0.75  114.3    637
NILE   BLUE NILE I  NILE US 08/18/12 P22.5   -30.8 102.7   0.10  -95.5    275
MELI   MERCADOLIBR  MELI US 08/18/12 P77.5   -30.2  46.4   1.10  -91.6    228
PBI    PITNEY BOWE  PBI US 09/22/12 P12      -30.1  44.0   0.30  -68.4   2286
PBI    PITNEY BOWE  PBI US 08/18/12 P11      -30.0  71.9   0.05  -88.9    419
PG     PROCTER & G  PG US 08/18/12 C67.5     -29.8  13.4   0.14  100.0    382
LNKD   LINKEDIN CO  LNKD US 09/22/12 P105    -29.3  51.6   8.00  -53.6    347
MCP    MOLYCORP IN  MCP US 08/18/12 P9       -29.2 101.4   0.07  600.0    631
LNKD   LINKEDIN CO  LNKD US 09/22/12 C105    -29.2  50.4   7.50   36.4    395
FLR    FLUOR CORP   FLR US 08/18/12 C52.5    -28.7  27.1   1.20  126.4    360
EEM    ISHARES-EMG  EEM US 09/22/12 P25      -28.7  49.9   0.01  -90.0    200
WPRT   WESTPORT IN  WPRT US 08/18/12 C39     -28.7  46.0   1.02  126.7    232
KFT    KRAFT FOODS  KFT US 08/18/12 C41      -28.6  13.4   0.25  316.7    494
LNKD   LINKEDIN CO  LNKD US 09/22/12 C100    -28.0  52.4  10.30   44.7    300
OPEN   OPENTABLE I  OPEN US 08/18/12 P30     -27.6  78.0   0.10  -91.0    285
LNKD   LINKEDIN CO  LNKD US 09/22/12 P100    -27.4  53.6   5.90  -57.7    437
MELI   MERCADOLIBR  MELI US 08/18/12 P72.5   -27.4  51.6   0.45  -94.2    221
NMM    NAVIOS MARI  NMM US 09/22/12 C15      -27.3  18.5   0.30  -40.0   1167
LNKD   LINKEDIN CO  LNKD US 09/22/12 P95     -27.0  55.2   4.10  -63.1    387
RMD    RESMED INC   RMD US 08/18/12 C35      -26.7  37.7   1.00  150.0    336
EOG    EOG RESOURC  EOG US 08/18/12 P105     -26.6  34.4   2.24  -77.4    341
MHK    MOHAWK INDS  MHK US 08/18/12 C65      -26.1  36.6   4.50   40.2    305
LNKD   LINKEDIN CO  LNKD US 09/22/12 P90     -25.9  57.9   2.80  -68.5    329
PBI    PITNEY BOWE  PBI US 10/20/12 P12      -25.8  43.5   0.40  -61.9    514
LNKD   LINKEDIN CO  LNKD US 08/18/12 P75     -25.7  81.5   0.05  -96.8    808
EXC    EXELON CORP  EXC US 08/18/12 C37      -25.5  12.1   1.30   23.8    538
INTC   INTEL CORP   INTC US 08/18/12 C24     -25.2  27.3   2.25   17.2    543
KOG    KODIAK OIL   KOG US 08/18/12 C8       -25.1  64.0   0.45   28.6    270
SYNA   SYNAPTICS I  SYNA US 09/22/12 P29     -25.1  40.1   1.85  -47.1    210
LNKD   LINKEDIN CO  LNKD US 08/18/12 P72.5   -25.1  80.7   0.10  -90.9    490
AGU    AGRIUM INC   AGU US 08/18/12 C97.5    -24.9  22.7   0.45  -50.0   1861
FLR    FLUOR CORP   FLR US 08/18/12 C50      -24.9  30.5   3.03  114.9    538
CBS    CBS CORP-B   CBS US 08/18/12 C33      -24.8  30.2   2.05   86.4    201
AIG    AMERICAN IN  AIG US 08/18/12 C31      -24.7  28.8   0.73  -15.1   2198
JCOM   J2 GLOBAL I  JCOM US 08/18/12 P30     -24.2  18.9   0.75  -11.8    408
EOG    EOG RESOURC  EOG US 08/18/12 C110     -24.1  32.9   1.20  380.0    609
INTC   INTEL CORP   INTC US 01/19/13 C15     -23.9  43.5  11.25    3.0    557
AIG    AMERICAN IN  AIG US 08/18/12 P31      -23.9  28.6   0.62  -41.0    315
PBI    PITNEY BOWE  PBI US 01/19/13 C13      -23.6  29.9   1.35   28.6    244
AIG    AMERICAN IN  AIG US 08/18/12 C32      -23.5  28.7   0.34  -29.2   2719
PPC    PILGRIM'S P  PPC US 08/18/12 C5       -23.4  58.1   0.20  100.0   1500
HNR    HARVEST NAT  HNR US 08/18/12 C7.5     -23.0  67.6   0.75   -6.2    645
AIG    AMERICAN IN  AIG US 08/18/12 C30      -22.1  29.6   1.33   -6.3    894
MELI   MERCADOLIBR  MELI US 08/18/12 C70     -22.1  55.9  12.70  418.4    231
ACAS   AMERICAN CA  ACAS US 08/18/12 C10     -22.1  19.4   0.65   41.3    475
MHK    MOHAWK INDS  MHK US 08/18/12 P65      -21.9  37.1   0.55  -75.5    516
LNKD   LINKEDIN CO  LNKD US 08/18/12 P70     -21.7  87.6   0.05  -94.1    344
KOG    KODIAK OIL   KOG US 08/18/12 P8       -21.6  65.4   0.35  -56.2    319
AIG    AMERICAN IN  AIG US 08/18/12 P30      -21.5  29.6   0.29  -51.7    976
FXEN   FX ENERGY I  FXEN US 08/18/12 C5      -21.1  80.6   1.70  -10.5    200
AGNC   AMERICAN CA  AGNC US 08/18/12 P35     -21.0  11.3   0.47   23.7    622
SD     SANDRIDGE E  SD US 08/18/12 P6        -20.9  55.6   0.09  -35.7   1623
LNKD   LINKEDIN CO  LNKD US 09/22/12 P75     -20.9  65.8   0.80  -77.7    337
ALXA   ALEXZA PHAR  ALXA US 12/22/12 P1.5    -20.3 138.5   0.20  -20.0    500
FLR    FLUOR CORP   FLR US 08/18/12 P47.5    -20.2  34.4   0.12  -85.0    235
SDS    PRO ULTSHRT  SDS US 08/18/12 P14      -19.5  24.6   0.04   33.3   4215
KFT    KRAFT FOODS  KFT US 08/18/12 P40      -19.4  15.2   0.24  -82.2   1840
NTSP   NETSPEND HO  NTSP US 11/17/12 P7.5    -19.4  63.0   0.40  -60.0    500
SWN    SOUTHWESTRN  SWN US 08/18/12 P31      -19.1  38.7   1.22   24.5   2152
SD     SANDRIDGE E  SD US 08/18/12 C6        -18.9  55.5   0.68   -2.9    518
AGU    AGRIUM INC   AGU US 08/18/12 C95      -18.8  24.3   1.05  -44.7    779
SWN    SOUTHWESTRN  SWN US 08/18/12 P30      -18.8  39.5   0.75   74.4    538
PG     PROCTER & G  PG US 08/18/12 C65       -18.8  14.1   1.14  216.7   1809
OPEN   OPENTABLE I  OPEN US 08/18/12 P27.5   -18.6  92.1   0.05  -92.3    245
CBS    CBS CORP-B   CBS US 08/18/12 P32      -18.6  35.4   0.10  -84.6   1084
SWN    SOUTHWESTRN  SWN US 08/18/12 P29      -18.5  41.1   0.33    3.1   1167
SYNA   SYNAPTICS I  SYNA US 09/22/12 C28     -18.3  40.6   2.05   95.2   1332
WPRT   WESTPORT IN  WPRT US 08/18/12 P35     -18.2  62.2   0.65  -72.1    272
EOG    EOG RESOURC  EOG US 08/18/12 P97.5    -18.2  38.4   0.47  -89.5    293
ETFC   E*TRADE FIN  ETFC US 08/18/12 C8      -18.1  35.8   0.17  240.0   1240
IVN    IVANHOE MIN  IVN US 08/18/12 C9       -18.0  50.4   0.25   66.7    275
SWN    SOUTHWESTRN  SWN US 08/18/12 P28      -18.0  43.2   0.16    0.0    340
PG     PROCTER & G  PG US 08/18/12 P65       -17.8  14.0   0.42  -76.7    941
EFA    ISHARES-MSC  EFA US 08/18/12 C53      -17.7  17.8   0.12  200.0   2212
CMG    CHIPOTLE ME  CMG US 08/18/12 C300     -17.5  26.9   5.40  157.1    263
SYNA   SYNAPTICS I  SYNA US 09/22/12 C27     -17.4  42.0   2.77   97.9   1134
CMG    CHIPOTLE ME  CMG US 08/18/12 C305     -16.9  26.7   3.40  142.9    242
CCL    CARNIVAL CO  CCL US 08/18/12 C35      -16.9  20.2   0.20  300.0    963
IVN    IVANHOE MIN  IVN US 09/22/12 P9       -16.8  48.7   0.75  -11.8    500
KFT    KRAFT FOODS  KFT US 08/18/12 C40      -16.7  15.8   0.87  295.4    857
EOG    EOG RESOURC  EOG US 08/18/12 C105     -16.7  35.5   3.65  406.9   1967
LVLT   LEVEL 3 COM  LVLT US 08/18/12 C17     -16.6  44.3   2.15   43.3    267
EMC    EMC CORP/MA  EMC US 08/18/12 C28      -16.5  22.5   0.10   25.0    306
MAR    MARRIOTT IN  MAR US 08/18/12 C39      -16.5  22.7   0.20  300.0    501
MSFT   MICROSOFT C  MSFT US 08/18/12 C31     -16.1  17.7   0.06   50.0   6853
EOG    EOG RESOURC  EOG US 08/18/12 P95      -15.8  40.4   0.29  -91.2    207
STJ    ST JUDE MED  STJ US 08/18/12 C39      -15.8  22.1   0.20  100.0    200
AMLN   AMYLIN PHAR  AMLN US 10/20/12 P29     -15.4   8.4   0.01  -50.0    751
EOG    EOG RESOURC  EOG US 08/18/12 C100     -15.4  37.8   7.40  273.7   1931
ATVI   ACTIVISION   ATVI US 09/22/12 P11     -15.3  29.3   0.36   16.1    465
VIAB   VIACOM INC-  VIAB US 09/22/12 C46     -15.2  22.2   1.55    0.0    224
KCG    KNIGHT CAPI  KCG US 01/19/13 C2.5     -14.8 148.1   1.60   45.5    558
STP    SUNTECH POW  STP US 09/22/12 P0.5     -14.7 193.2   0.05  -16.7    755
CAH    CARDINAL HE  CAH US 08/18/12 P41      -14.7  19.7   1.20   41.2    403
SYNA   SYNAPTICS I  SYNA US 12/22/12 C25     -14.6  42.3   5.00   57.2   1030
HUN    HUNTSMAN CO  HUN US 08/18/12 C13      -14.5  39.5   0.45   28.6    316
FTNT   FORTINET IN  FTNT US 08/18/12 P24     -14.5  35.1   0.65  -43.5   1001
SDS    PRO ULTSHRT  SDS US 08/18/12 C14      -14.4  26.0   0.83  -42.0   1104
INTC   INTEL CORP   INTC US 01/18/14 C15     -14.3  34.3  11.30    3.5    315
ARR    ARMOUR RESI  ARR US 10/20/12 P7.5     -14.3  13.7   0.35   40.0    272
BRK/B  BERKSHIRE H  BRKB US 08/18/12 C80     -14.2  16.1   5.10   32.1   1937
BP     BP PLC-ADR   BP US 08/18/12 C42       -14.2  21.7   0.22  100.0   1265
MS     MORGAN STAN  MS US 08/18/12 C14       -14.1  35.0   0.30  150.0   3153
DB     DEUTSCHE BA  DB US 08/18/12 C32.5     -14.1  44.9   0.56  273.3   1071
DELL   DELL INC     DELL US 08/18/12 C12     -14.1  30.0   0.18   38.5    903
AGU    AGRIUM INC   AGU US 08/18/12 C90      -13.9  27.8   4.30   -6.5    545
BRFS   BRASIL FOOD  BRFS US 09/22/12 C15     -13.9  31.7   0.40  -20.0   1559
VIAB   VIACOM INC-  VIAB US 09/22/12 C48     -13.9  20.7   0.65   -7.1    419
SPY    SPDR S&P 50  SPY US 08/18/12 C144     -13.8  12.5   0.14  180.0   6597
ZAGG   ZAGG INC     ZAGG US 09/22/12 P8      -13.8  65.9   0.55    0.0    222
LVLT   LEVEL 3 COM  LVLT US 08/18/12 C20     -13.6  39.1   0.30  200.0    315
ARR    ARMOUR RESI  ARR US 01/19/13 C7.5     -13.6  16.4   0.20  -33.3    410
EEM    ISHARES-EMG  EEM US 08/18/12 C41.5    -13.5  20.9   0.14  180.0    461
EUO    PROSH-UL/SH  EUO US 08/18/12 C22      -13.5  18.2   0.23  -64.6    411
INTC   INTEL CORP   INTC US 01/19/13 C17.5   -13.5  37.5   8.85    5.1   1117
SPY    SPDR S&P 50  SPY US 08/18/12 C146     -13.4  12.8   0.05   66.7   1293
EOG    EOG RESOURC  EOG US 08/18/12 C97.5    -13.3  39.7   9.10  203.3    768
FXE    CRYSHS-EURO  FXE US 08/18/12 C120     -13.3  10.2   3.09  106.0    407
VIAB   VIACOM INC-  VIAB US 09/22/12 P46     -13.3  22.4   1.70  -12.8    256
AMLN   AMYLIN PHAR  AMLN US 10/20/12 P30     -13.1   4.4   0.01  -50.0   2750
MCP    MOLYCORP IN  MCP US 08/18/12 P10      -13.1  88.9   0.19 1800.0    214
STI    SUNTRUST BA  STI US 08/18/12 C25      -13.1  23.3   0.18   80.0    449
SPY    SPDR S&P 50  SPY US 08/18/12 C145     -12.9  12.8   0.08  100.0   1072
AOL    AOL INC      AOL US 10/20/12 P30      -12.9  33.6   0.90  -35.7    316
IBM    IBM          IBM US 08/18/12 C205     -12.8  14.1   0.20  150.0    275
YHOO   YAHOO! INC   YHOO US 08/18/12 C16     -12.8  17.7   0.19   18.8   1584
UTX    UNITED TECH  UTX US 08/18/12 C80      -12.8  19.0   0.12  200.0    221
MCP    MOLYCORP IN  MCP US 08/18/12 P11      -12.7  86.2   0.47  370.0    539
BP     BP PLC-ADR   BP US 08/18/12 C41       -12.7  22.2   0.58  107.1    323
CBS    CBS CORP-B   CBS US 09/22/12 C35      -12.7  26.5   1.20   71.4    332
MT     ARCELORMITT  MT US 08/18/12 C15       -12.6  48.1   0.63  110.0    300
MMM    3M CO        MMM US 08/18/12 P92.5    -12.6  15.2   1.77  -42.9    284
TLT    ISHARES BAR  TLT US 08/18/12 P113     -12.6  24.7   0.02    0.0    384
IMAX   IMAX CORP    IMAX US 08/18/12 C22     -12.6  37.8   0.60  -25.0    502
RLOC   REACHLOCAL   RLOC US 09/22/12 C12.5   -12.5  48.4   0.90  -45.5    200
WFC    WELLS FARGO  WFC US 08/18/12 C35      -12.5  19.0   0.19  171.4    439
WFM    WHOLE FOODS  WFM US 08/18/12 C97.5    -12.5  20.6   0.75  141.9    220
GLD    SPDR GOLD T  GLD US 08/18/12 C161     -12.4  15.5   0.31    0.0    585
FXY    CRYSHS-JAPA  FXY US 08/18/12 C125     -12.4   7.1   0.65  -31.6    214
EOG    EOG RESOURC  EOG US 09/22/12 C110     -12.4  32.0   3.50  191.7    413
FDX    FEDEX CORP   FDX US 08/18/12 C82.5    -12.4  24.4   7.40   41.8    220
SCSS   SELECT COMF  SCSS US 08/18/12 P25     -12.4  55.3   0.45  -35.7    233
BK     BANK NY MEL  BK US 08/18/12 C22       -12.2  21.7   0.21  320.0    315
DELL   DELL INC     DELL US 08/18/12 P12     -12.1  30.8   0.45  -31.8   1620
FWLT   FOSTER WHEE  FWLT US 08/18/12 C20     -12.1  41.0   0.25   78.6    476
MON    MONSANTO CO  MON US 08/18/12 C90      -12.0  19.4   0.51  -17.7   2996
IWM    ISHARES-RUS  IWM US 08/18/12 C82      -12.0  17.3   0.15  150.0   2035
TBT    PRO ULTSHRT  TBT US 08/18/12 C15      -12.0  27.5   0.38  100.0   2640
FCX    FREEPORT-MC  FCX US 08/18/12 C35      -12.0  32.6   0.32   28.0    650
RF     REGIONS FIN  RF US 08/18/12 C7        -11.9  25.4   0.13  116.7   5637
PFE    PFIZER INC   PFE US 08/18/12 C25      -11.8  16.9   0.09   80.0   7730
XOM    EXXON MOBIL  XOM US 08/18/12 C90      -11.8  14.0   0.11   83.3   2192
SHAW   SHAW GROUP   SHAW US 08/18/12 P39     -11.7  29.9   0.72  -37.4    471
KFT    KRAFT FOODS  KFT US 08/18/12 P39      -11.7  18.4   0.10  -85.3    529
ORCL   ORACLE CORP  ORCL US 08/18/12 P32     -11.7  19.7   1.46  -32.1    259
COP    CONOCOPHILL  COP US 08/18/12 C57.5    -11.6  18.7   0.22   57.1    922
ONNN   ON SEMICOND  ONNN US 10/20/12 P6      -11.6  45.4   0.30   50.0   2500
GLD    SPDR GOLD T  GLD US 08/18/12 C160     -11.6  15.4   0.42    2.4    693
XLF    SPDR-FINL S  XLF US 08/18/12 C15      -11.5  16.7   0.15  200.0   8398
EOG    EOG RESOURC  EOG US 09/22/12 C105     -11.5  33.8   6.05  168.9    441
WYNN   WYNN RESORT  WYNN US 08/18/12 C100    -11.4  29.8   0.68   19.3    430
AMLN   AMYLIN PHAR  AMLN US 08/18/12 P30     -11.4  10.1   0.01  -66.7   1271
SD     SANDRIDGE E  SD US 09/22/12 P6        -11.3  53.2   0.28  -12.5   1876
ED     CONS EDISON  ED US 09/22/12 C67.5     -11.3  10.5   0.09  -10.0    202
CBS    CBS CORP-B   CBS US 09/22/12 P35      -11.3  26.8   1.50  -65.9    294
TNA    DIR SM CAP   TNA US 08/18/12 C49      -11.3  55.6   3.59  113.7    205
FXI    ISHARES FTS  FXI US 08/18/12 C36      -11.2  22.2   0.21   90.9   4144
CLF    CLIFFS NATU  CLF US 08/18/12 C43      -11.2  41.0   1.09  142.2    270
HSP    HOSPIRA INC  HSP US 09/22/12 P35      -11.1  28.9   1.25  -24.2    790
SNCR   SYNCHRONOSS  SNCR US 12/22/12 C22.5   -11.1  49.5   2.40  -11.1    603
CRUS   CIRRUS LOGI  CRUS US 08/18/12 C39     -11.1  51.5   1.10   19.6    205
SAN    BANCO SANTA  SAN US 09/22/12 P6       -11.1  46.3   0.45  -30.8    336
CAT    CATERPILLAR  CAT US 08/18/12 C87.5    -11.0  23.6   0.75   78.6    935
GGP    GENERAL GRO  GGP US 08/18/12 P18      -11.0  21.9   0.13  -66.7    258
SD     SANDRIDGE E  SD US 09/22/12 C6        -11.0  54.3   0.76  -16.5    222
TEX    TEREX CORP   TEX US 08/18/12 C20      -11.0  50.1   0.55   83.3   3314
MET    METLIFE INC  MET US 08/18/12 C34      -10.9  27.3   0.40  207.7   1157
GLD    SPDR GOLD T  GLD US 08/18/12 P157     -10.9  14.4   2.67  -29.7    352
INTC   INTEL CORP   INTC US 08/18/12 C27     -10.9  17.7   0.10   66.7   2856
VXX    IPATH-S&P S  VXX US 09/22/12 C8       -10.8  56.8   4.45  -21.9    286
DDD    3D SYSTEMS   DDD US 09/22/12 C35      -10.8  40.8   4.10   17.8    258
IAU    ISHARES GOL  IAU US 09/22/12 C16      -10.8  15.7   0.20   -4.8    396
WFM    WHOLE FOODS  WFM US 08/18/12 C95      -10.7  21.8   1.70   70.0    632
NOV    NATL OILWEL  NOV US 08/18/12 C77.5    -10.7  26.5   0.77  250.0    238
MS     MORGAN STAN  MS US 08/18/12 P14       -10.7  35.5   0.49  -53.3    558
OIH    MARKET VECT  OIH US 08/18/12 C40      -10.7  24.4   0.70   75.0   4231
TNA    DIR SM CAP   TNA US 08/18/12 C43      -10.7  63.7   8.70   55.4    482
BA     BOEING CO/T  BA US 08/18/12 C75       -10.6  18.1   0.30   30.4    221
USB    US BANCORP   USB US 08/18/12 C34      -10.6  15.6   0.25  127.3    474
AOL    AOL INC      AOL US 10/20/12 P27      -10.6  36.9   0.35  -41.7    212
BIDU   BAIDU INC-S  BIDU US 08/18/12 C130    -10.6  30.1   1.12   36.6    561
EUO    PROSH-UL/SH  EUO US 08/18/12 P22      -10.6  18.3   0.45  200.0    486
AKAM   AKAMAI TECH  AKAM US 08/18/12 C36     -10.5  29.3   0.61   41.9    280
UPL    ULTRA PETRO  UPL US 08/18/12 P21      -10.5  43.0   0.70    9.4   8493
JPM    JPMORGAN CH  JPM US 08/18/12 C37      -10.5  24.1   0.35   84.2   2326
SBUX   STARBUCKS C  SBUX US 08/18/12 C45     -10.5  29.8   0.59   20.4    508
HPQ    HEWLETT-PAC  HPQ US 08/18/12 P19      -10.5  30.9   1.01  -34.0    236
GLD    SPDR GOLD T  GLD US 08/18/12 P155     -10.4  14.4   1.61  -34.5   4679
TNA    DIR SM CAP   TNA US 08/18/12 C50      -10.4  54.7   3.01  107.6    293
GLD    SPDR GOLD T  GLD US 08/18/12 P154     -10.4  14.5   1.16  -41.4   1891
ACI    ARCH COAL I  ACI US 08/18/12 C7       -10.4  72.8   0.37   54.2    508
GLD    SPDR GOLD T  GLD US 08/18/12 P156     -10.4  14.4   2.10  -33.1   2913
EEM    ISHARES-EMG  EEM US 08/18/12 C40.5    -10.3  21.5   0.38  137.5   1826
ANGI   ANGIE'S LIS  ANGI US 11/17/12 C12.5   -10.3  38.0   1.10   10.0    440
APOL   APOLLO GROU  APOL US 08/18/12 P27     -10.3  44.7   1.27  -20.6    429
GOOG   GOOGLE INC-  GOOG US 08/18/12 C670    -10.3  19.2   1.70   70.0    210
UPS    UNITED PARC  UPS US 08/18/12 C77.5    -10.3  13.5   0.30   87.5    600
TNA    DIR SM CAP   TNA US 08/18/12 C52      -10.2  53.4   1.94  128.2    383
FB     FACEBOOK IN  FB US 08/18/12 C10       -10.2 152.8  10.86  -36.1    900
JPM    JPMORGAN CH  JPM US 08/18/12 P37      -10.2  23.8   1.20  -40.6    341
QQQ    POWERSH-QQQ  QQQ US 08/18/12 P68      -10.2  14.6   2.31  -37.1    605
IWM    ISHARES-RUS  IWM US 08/18/12 C81      -10.1  17.6   0.33  135.7   2431
SBUX   STARBUCKS C  SBUX US 08/18/12 P44     -10.1  29.8   1.05  -38.6    456
SBUX   STARBUCKS C  SBUX US 08/18/12 P45     -10.1  29.5   1.63  -32.4    326
GLD    SPDR GOLD T  GLD US 08/18/12 C159     -10.1  15.3   0.60    9.1    676
SPY    SPDR S&P 50  SPY US 08/18/12 C143     -10.1  12.6   0.27  200.0   4976
NG     NOVAGOLD RE  NG US 09/22/12 P3.5      -10.1  62.0   0.20    0.0    200
AREX   APPROACH RE  AREX US 09/22/12 C20     -10.1  65.7   5.00  -36.2    300
HLF    HERBALIFE L  HLF US 08/18/12 C55      -10.1  36.6   1.00   40.9    360
PG     PROCTER & G  PG US 08/18/12 C62.5     -10.1  17.1   3.05   94.3    264
WCG    WELLCARE HE  WCG US 09/22/12 P55      -10.0  44.0   2.10   44.8    204

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

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