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 3:00 p.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 500 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
=============================================================================
KBH    KB HOME      KBH US 02/16/13 P13       52.1  74.6   0.02    0.0   1815
EXC    EXELON CORP  EXC US 02/16/13 P30       32.4  22.9   0.90   63.6  14303
SWY    SAFEWAY INC  SWY US 03/16/13 C20       31.6  37.6   1.00  185.7   7306
SWY    SAFEWAY INC  SWY US 03/16/13 C18       28.6  37.6   2.19   79.5   3663
SWY    SAFEWAY INC  SWY US 03/16/13 C19       26.4  36.0   1.40   91.8   3948
IOC    INTEROIL CO  IOC US 02/16/13 P52.5     23.8  58.8   2.85  307.1    860
PBI    PITNEY BOWE  PBI US 02/16/13 P9        22.7  85.5   0.15   50.0   5000
MAT    MATTEL INC   MAT US 02/16/13 C37       22.6  34.1   1.81    3.4    510
KBH    KB HOME      KBH US 04/20/13 P11       21.8  56.4   0.03  -25.0   1010
DIA    SPDR DJIA T  DIA US 02/16/13 P136      21.6  10.3   0.87  -14.7    709
HBAN   HUNTINGTON   HBAN US 02/16/13 C7       21.4  20.1   0.15   -6.2    545
EXC    EXELON CORP  EXC US 02/16/13 C30       21.3  22.3   0.60  -20.0    569
SWY    SAFEWAY INC  SWY US 03/16/13 P18       21.2  42.0   0.45  -40.0    677
HBAN   HUNTINGTON   HBAN US 02/16/13 P7       21.1  21.2   0.15   87.5   2073
MAT    MATTEL INC   MAT US 02/16/13 C38       20.8  32.8   1.20    4.3    831
MAT    MATTEL INC   MAT US 02/16/13 P37       20.4  33.6   0.86   38.7   3635
LSI    LSI CORP     LSI US 02/16/13 P7        20.1  48.0   0.20   25.0    797
SWY    SAFEWAY INC  SWY US 03/16/13 P19       20.0  41.5   0.90  -25.0   1162
SWY    SAFEWAY INC  SWY US 02/16/13 C19       19.7  30.9   1.00  150.0   1615
IOC    INTEROIL CO  IOC US 02/16/13 P50       19.2  61.1   1.62  285.7    857
NBR    NABORS INDS  NBR US 02/16/13 P15       18.9  40.2   0.20   -9.1    557
LSI    LSI CORP     LSI US 02/16/13 C7        18.4  51.7   0.60   20.0   3843
BIDU   BAIDU INC-S  BIDU US 02/08/13 P105     18.4  48.3   2.57    8.4   1734
SWY    SAFEWAY INC  SWY US 03/16/13 C17       18.3  36.9   3.50   89.2    729
IWM    ISHARES-RUS  IWM US 02/16/13 P91       18.1  12.3   2.35    9.3    502
DIA    SPDR DJIA T  DIA US 02/16/13 P135      17.8  11.0   0.62   -7.5    822
KBH    KB HOME      KBH US 02/16/13 P18       17.7  41.6   0.40  -69.5   4170
MAT    MATTEL INC   MAT US 02/16/13 P38       17.6  32.6   1.30   26.2   3176
KBH    KB HOME      KBH US 02/16/13 C18       17.5  41.6   1.28  326.7   2274
SYNA   SYNAPTICS I  SYNA US 02/16/13 P32      17.3  49.4   1.30   13.0    751
BIDU   BAIDU INC-S  BIDU US 02/08/13 C110     17.1  47.7   3.90   19.6   1604
BIDU   BAIDU INC-S  BIDU US 02/08/13 P110     17.0  47.1   4.85   -9.7    724
PBI    PITNEY BOWE  PBI US 01/18/14 C10       17.0  36.0   2.35   11.9   1731
IOC    INTEROIL CO  IOC US 02/16/13 P47.5     16.4  64.6   1.07  296.3   1629
SPN    SUPERIOR EN  SPN US 02/16/13 P25       16.2  28.1   0.95    0.0    500
XRX    XEROX CORP   XRX US 02/16/13 P7        16.2  37.7   0.08   14.3   4045
NRF    NORTHSTAR R  NRF US 03/16/13 C7.5      15.9  29.3   0.65    8.3   1828
MCP    MOLYCORP IN  MCP US 02/16/13 C8        15.7  74.0   0.50  -49.5   2398
BUD    ANHEUSER-SP  BUD US 03/16/13 C87.5     15.2  21.2   4.22    7.7   1311
JNPR   JUNIPER NET  JNPR US 02/16/13 P21      15.1  47.9   0.86   30.3   3989
CSX    CSX CORP     CSX US 02/16/13 P17.5     14.8  44.3   0.02  -50.0    688
NBR    NABORS INDS  NBR US 02/16/13 C15       14.8  40.0   1.71   56.9    570
DMND   DIAMOND FOO  DMND US 03/16/13 P14      14.8  48.1   1.20   26.3    697
KBH    KB HOME      KBH US 02/16/13 C17       14.7  41.0   1.97  203.1   1204
EXC    EXELON CORP  EXC US 02/16/13 P29       14.7  22.7   0.40   60.0    824
SD     SANDRIDGE E  SD US 03/16/13 C6         14.6  49.9   1.33    9.0    505
HIG    HARTFORD FI  HIG US 02/16/13 C24       14.5  31.6   1.15    8.5   4907
IOC    INTEROIL CO  IOC US 02/16/13 P45       14.4  68.8   0.79  507.7   1170
BAM    BROOKFIELD   BAM US 03/16/13 C35       14.3  25.3   2.65    1.9    800
KBH    KB HOME      KBH US 02/16/13 C16       14.1  42.9   2.81  103.6   1307
CTXS   CITRIX SYST  CTXS US 02/16/13 C72.5    14.1  38.9   1.30   80.6   1191
CTXS   CITRIX SYST  CTXS US 02/16/13 C70      14.0  39.8   2.30   65.5   2201
SWKS   SKYWORKS SO  SWKS US 02/16/13 C22      13.9  61.4   1.20   71.4  10257
OPTR   OPTIMER PHA  OPTR US 03/16/13 C7.5     13.8  74.2   2.50   -9.1    579
DIA    SPDR DJIA T  DIA US 02/16/13 P134      13.4  11.6   0.44  -12.0    762
JNPR   JUNIPER NET  JNPR US 02/16/13 P20      13.3  49.6   0.51   45.7   8310
SPY    SPDR S&P 50  SPY US 02/16/13 P151      13.1   9.5   2.35   -5.6   2383
MCP    MOLYCORP IN  MCP US 02/16/13 P8        13.1  72.1   0.68  151.8   3501
IWM    ISHARES-RUS  IWM US 02/08/13 P89       13.0  13.0   0.89    7.2   3409
SPY    SPDR S&P 50  SPY US 02/08/13 P150      13.0   9.8   1.55   -2.5   1317
KERX   KERYX BIOPH  KERX US 02/16/13 C3.5     12.5 143.8   0.60   50.0    842
NFLX   NETFLIX INC  NFLX US 02/16/13 P75      12.4  79.8   0.45  -13.5   1468
NBR    NABORS INDS  NBR US 03/16/13 C17       12.4  38.6   0.83  112.8   1268
NBR    NABORS INDS  NBR US 02/16/13 C16       12.2  36.5   1.05  144.2   3896
MAT    MATTEL INC   MAT US 03/16/13 C37       12.2  26.2   1.85    0.0    604
KBH    KB HOME      KBH US 02/16/13 C19       12.0  40.5   0.67  458.3   1628
SPY    SPDR S&P 50  SPY US 02/08/13 P149      11.8  10.4   1.09   -7.6   4719
GSK    GLAXOSMITHK  GSK US 02/16/13 P45       11.8  13.6   0.65  -13.3   1352
IWM    ISHARES-RUS  IWM US 02/16/13 P90       11.8  12.9   1.65   10.0   6032
KBH    KB HOME      KBH US 04/20/13 P16       11.3  46.5   0.53  -45.4    611
RF     REGIONS FIN  RF US 02/16/13 C8         11.3  25.6   0.08  -11.1   1617
NFLX   NETFLIX INC  NFLX US 02/16/13 P80      11.2  79.5   0.90  -20.4   1789
JNPR   JUNIPER NET  JNPR US 02/16/13 P19      11.0  51.3   0.26   44.4   3106
KBH    KB HOME      KBH US 04/20/13 P15       10.9  47.4   0.33  -42.1    842
CYBX   CYBERONICS   CYBX US 07/20/13 P45      10.9  46.5   6.18   47.1   2625
RDN    RADIAN GROU  RDN US 01/18/14 P2        10.8 102.9   0.15    0.0   3500
HOV    HOVNANIAN E  HOV US 01/18/14 P3        10.7  74.3   0.25   25.0   2730
BAC    BANK OF AME  BAC US 03/16/13 C9        10.7  39.6   2.40    2.1    614
BIDU   BAIDU INC-S  BIDU US 02/16/13 C105     10.6  43.8   6.96    7.1    541
MAT    MATTEL INC   MAT US 03/16/13 C38       10.5  24.7   1.26    0.8    971
URI    UNITED RENT  URI US 02/16/13 P40       10.4  55.8   0.20   33.3   2810
BIDU   BAIDU INC-S  BIDU US 02/16/13 P110     10.3  42.6   5.25    5.0   2335
NFLX   NETFLIX INC  NFLX US 02/16/13 P82.5    10.3  79.1   1.24  -22.5    818
NBR    NABORS INDS  NBR US 02/16/13 C17       10.2  35.1   0.51  292.3   4450
SPY    SPDR S&P 50  SPY US 03/16/13 P153      10.1   9.3   4.97   -5.7    952
BIDU   BAIDU INC-S  BIDU US 02/16/13 C100     10.1  44.4  10.40    5.0    547
FMCN   FOCUS MEDIA  FMCN US 02/16/13 P24      10.0  31.2   0.25   25.0    790

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MAPP   MAP PHARMAC  MAPP US 09/21/13 C25     -96.3   2.1   0.05    0.0    881
MAPP   MAP PHARMAC  MAPP US 06/22/13 C25     -95.0   2.8   0.05  -94.1   2487
MAPP   MAP PHARMAC  MAPP US 03/16/13 C25     -94.4   4.2   0.05  -90.9   3398
MAPP   MAP PHARMAC  MAPP US 09/21/13 P22.5   -79.1  12.1   0.20    0.0   3548
MAPP   MAP PHARMAC  MAPP US 06/22/13 P22.5   -76.5  14.5   0.20  -97.5   2419
MAPP   MAP PHARMAC  MAPP US 09/21/13 P20     -67.1  19.8   0.15    0.0    578
IBM    IBM          IBM US 02/08/13 C210     -66.1  11.6   0.51  168.4   1299
MAPP   MAP PHARMAC  MAPP US 06/22/13 P20     -60.3  26.0   0.15  -97.3    878
CREE   CREE INC     CREE US 02/16/13 P39     -56.2  33.1   0.53    0.0   1318
IBM    IBM          IBM US 02/08/13 P205     -53.4  12.2   2.15  -81.5    683
GOOG   GOOGLE INC-  GOOG US 02/08/13 C760    -49.5  16.8   5.35   91.1    719
GOOG   GOOGLE INC-  GOOG US 02/08/13 C770    -46.1  16.7   2.83   55.5    940
IBM    IBM          IBM US 02/08/13 C205     -45.6  11.8   2.37  192.6   1283
MAPP   MAP PHARMAC  MAPP US 03/16/13 P22.5   -44.6  23.4   0.18  -97.5   2542
CMCSK  COMCAST COR  CMCSK US 04/20/13 C33    -43.2  19.2   5.60   30.2    800
IBM    IBM          IBM US 02/08/13 C215     -42.8  13.1   0.12  -29.4    684
GOOG   GOOGLE INC-  GOOG US 02/08/13 P720    -42.6  19.4   3.02  -90.8    617
COH    COACH INC    COH US 02/16/13 P47      -42.0  29.8   0.25  150.0    715
GOOG   GOOGLE INC-  GOOG US 02/16/13 P750    -41.9  16.6  14.40  -71.8   1683
COH    COACH INC    COH US 02/16/13 P50      -40.9  27.5   0.90  350.0   2964
GOOG   GOOGLE INC-  GOOG US 02/16/13 C770    -40.4  16.4   4.06   76.5   1624
COH    COACH INC    COH US 02/16/13 C50      -40.2  28.9   2.15  -81.5   2292
COH    COACH INC    COH US 02/16/13 P46      -40.1  30.9   0.15  200.0    793
GOOG   GOOGLE INC-  GOOG US 02/16/13 C750    -39.9  17.2  11.20  124.0   2105
IBM    IBM          IBM US 02/16/13 C205     -39.9  11.8   2.64  207.0   4903
COH    COACH INC    COH US 02/16/13 P49      -39.8  28.1   0.56  273.3   1640
IBM    IBM          IBM US 02/16/13 C210     -39.7  11.5   0.71   91.9   3689
GOOG   GOOGLE INC-  GOOG US 02/16/13 C775    -39.1  16.5   3.08   62.1    942
COH    COACH INC    COH US 02/16/13 P48      -38.9  29.1   0.36  260.0   1595
GOOG   GOOGLE INC-  GOOG US 02/16/13 C760    -38.8  16.7   7.00  100.0    722
GOOG   GOOGLE INC-  GOOG US 02/16/13 P730    -38.1  17.9   6.60  -82.6    552
GOOG   GOOGLE INC-  GOOG US 02/16/13 C740    -37.9  17.7  16.50  123.0   1129
SYMC   SYMANTEC CO  SYMC US 02/16/13 C22     -37.8  26.6   0.32  -28.9   2435
COH    COACH INC    COH US 02/16/13 P52.5    -37.7  26.7   1.95  529.0   1167
CA     CA INC       CA US 02/16/13 P26       -37.0  15.2   1.30  -52.7   4335
GOOG   GOOGLE INC-  GOOG US 02/16/13 P720    -36.7  18.9   4.47  -85.8    576
GOOG   GOOGLE INC-  GOOG US 02/16/13 C725    -36.6  18.9  27.02  130.9    603
GOOG   GOOGLE INC-  GOOG US 02/16/13 C730    -36.5  18.5  23.56  128.7    524
GOOG   GOOGLE INC-  GOOG US 02/08/13 P700    -36.1  22.4   1.40  -93.0   1488
GOOG   GOOGLE INC-  GOOG US 02/16/13 P715    -35.5  19.2   3.65  -87.3    609
IBM    IBM          IBM US 02/16/13 C215     -35.5  12.3   0.15   87.5   1491
MSI    MOTOROLA SO  MSI US 02/16/13 P57.5    -35.3  16.3   1.14    0.0   1377
GOOG   GOOGLE INC-  GOOG US 02/16/13 C720    -35.1  19.6  31.60  121.0   1664
NYX    NYSE EURONE  NYX US 02/16/13 C32      -35.0  12.1   1.47   41.4    699
CA     CA INC       CA US 02/16/13 P25       -35.0  15.7   0.55  -45.0   2148
IBM    IBM          IBM US 02/22/13 C210     -34.4  11.3   0.85  203.6   1530
IBM    IBM          IBM US 02/16/13 C200     -33.8  13.6   6.25  184.1   3274
IBM    IBM          IBM US 02/16/13 P200     -33.7  13.8   1.07  -85.1   1845
GOOG   GOOGLE INC-  GOOG US 02/16/13 P705    -32.4  20.2   2.47  -89.2    639
AMD    ADV MICRO D  AMD US 02/16/13 P2.5     -32.0  54.5   0.07  -70.8   9475
AMD    ADV MICRO D  AMD US 02/16/13 C2.5     -31.9  56.0   0.29   61.1   8189
GOOG   GOOGLE INC-  GOOG US 02/16/13 P700    -31.9  20.8   2.00  -90.3   4289
IBM    IBM          IBM US 02/16/13 C195     -31.0  15.1  11.00  136.6   1694
STSI   STAR SCIENT  STSI US 03/16/13 P1.5    -30.8 102.0   0.04    0.0    503
DGX    QUEST DIAGN  DGX US 02/16/13 C60      -30.7  16.6   0.55  -78.0   1127
TXT    TEXTRON INC  TXT US 02/16/13 C29      -29.4  21.0   0.22   15.8    544
CREE   CREE INC     CREE US 02/16/13 C41     -29.2  30.9   1.37 2183.3    703
BHI    BAKER HUGHE  BHI US 02/16/13 C46      -29.2  19.8   0.50  -35.1    580
BHI    BAKER HUGHE  BHI US 02/16/13 C47      -29.0  19.5   0.24  -47.8    681
IBM    IBM          IBM US 02/08/13 P195     -28.4  17.4   0.32  -92.1    674
ACAD   ACADIA PHAR  ACAD US 02/16/13 C6      -28.3  53.5   0.30   50.0    783
EWH    ISHARES-HON  EWH US 03/16/13 C18      -27.7  13.4   2.17    3.3   2365
COH    COACH INC    COH US 03/16/13 P50      -27.4  27.1   1.55  287.5   2315
CSX    CSX CORP     CSX US 02/16/13 C22.5    -27.4  17.0   0.13   85.7   1534
NSC    NORFOLK SOU  NSC US 02/16/13 C70      -27.1  15.3   0.30  -14.3    800
MAPP   MAP PHARMAC  MAPP US 03/16/13 P20     -27.0  38.5   0.10  -97.7   1545
CREE   CREE INC     CREE US 02/16/13 C40     -26.9  31.9   1.93 2044.4   3064
COH    COACH INC    COH US 03/16/13 P52.5    -26.9  26.4   2.70  350.0   1408
BHI    BAKER HUGHE  BHI US 02/16/13 P45      -26.4  20.9   0.84  -42.1    933
COH    COACH INC    COH US 03/16/13 C52.5    -26.4  26.7   1.43    0.0   1594
GOOG   GOOGLE INC-  GOOG US 02/16/13 P680    -26.4  23.2   0.90  -93.1   1108
GOOG   GOOGLE INC-  GOOG US 03/16/13 P770    -25.9  16.4  32.50  -54.4    793
TEL    TE CONNECTI  TEL US 02/16/13 C40      -25.8  15.4   0.32  -28.9    872
BHI    BAKER HUGHE  BHI US 02/16/13 C44      -25.8  21.9   1.78    2.3   5120
IBM    IBM          IBM US 02/16/13 P195     -25.5  16.3   0.47  -89.2   1919
BHI    BAKER HUGHE  BHI US 02/16/13 P44      -24.8  22.1   0.57  -42.4   1455
IBM    IBM          IBM US 02/16/13 P205     -24.8  12.0   2.65  -76.4   2278
GOOG   GOOGLE INC-  GOOG US 03/16/13 C770    -24.2  17.2   9.70  123.5    633
COH    COACH INC    COH US 03/16/13 C50      -24.0  27.1   2.61    0.0    992
GOOG   GOOGLE INC-  GOOG US 02/16/13 P670    -23.1  24.5   0.75  -92.5   1978
CIE    COBALT INTE  CIE US 02/16/13 C20      -23.0  38.3   4.50  -10.9    500
IWM    ISHARES-RUS  IWM US 03/16/13 P65      -23.0  34.8   0.02  -50.0    890
AMD    ADV MICRO D  AMD US 02/16/13 P2       -22.9  74.1   0.01  -85.7    801
CREE   CREE INC     CREE US 02/16/13 P40     -22.7  32.0   0.79    0.0   1258
RFMD   RF MICRO DE  RFMD US 02/16/13 C5      -22.3  44.2   0.22  -12.0  10473
NSC    NORFOLK SOU  NSC US 02/16/13 C67.5    -22.2  16.6   1.45   38.1   2622
CREE   CREE INC     CREE US 02/16/13 P41     -22.1  30.9   1.20    0.0    503
GOOG   GOOGLE INC-  GOOG US 03/16/13 C735    -22.0  18.2  26.40  122.4    544
GOOG   GOOGLE INC-  GOOG US 03/16/13 P700    -21.5  19.5   5.33  -78.5    716
MMR    MCMORAN EXP  MMR US 02/16/13 P16      -21.4   6.2   0.14   -6.7    514
ABBV   ABBVIE INC   ABBV US 02/16/13 C37.5   -21.0  15.3   0.45   28.6    580
MCD    MCDONALDS C  MCD US 02/16/13 C95      -20.8  11.2   0.47  -14.6   1835
IRE    BANK IRELAN  IRE US 02/16/13 P9       -20.5  36.1   0.30   20.0   2974
ABT    ABBOTT LABS  ABT US 02/16/13 C34      -19.6  13.0   0.07  -63.2    611
GOOG   GOOGLE INC-  GOOG US 03/16/13 C780    -19.6  17.2   6.97  124.8    543
BNNY   ANNIE'S INC  BNNY US 02/16/13 P35     -19.5  40.7   0.85   13.3    676
MCD    MCDONALDS C  MCD US 02/16/13 P92.5    -19.4  11.9   0.66  -45.9    790
MCD    MCDONALDS C  MCD US 02/16/13 C92.5    -19.1  11.9   1.70    5.6    958
GGC    GEORGIA GUL  GGC US 02/16/13 C45      -19.0  28.6   4.10   64.0    540
QLTI   QLT INC      QLTI US 06/22/13 C2.5    -19.0 101.4   5.70    2.0   1000
IBM    IBM          IBM US 02/16/13 P190     -18.4  19.5   0.29  -89.2   2860
DIA    SPDR DJIA T  DIA US 03/16/13 C132     -18.1  12.8   5.90    7.3   1412
NSC    NORFOLK SOU  NSC US 02/16/13 P65      -17.9  19.0   0.30  -69.7    551
COH    COACH INC    COH US 05/18/13 P45      -17.5  31.7   1.20  140.0   2077
LCC    US AIRWAYS   LCC US 02/16/13 C15      -17.5  43.1   0.80   15.9    784
CSX    CSX CORP     CSX US 03/16/13 C22.5    -17.4  16.3   0.22  100.0   1102
NE     NOBLE CORP   NE US 02/16/13 C35       -17.4  32.4   4.90   25.6   2268
GD     GENERAL DYN  GD US 02/16/13 C72.5     -17.4  15.1   0.65   18.2    671
CREE   CREE INC     CREE US 03/16/13 C42     -17.2  30.3   1.46  873.3    625
CA     CA INC       CA US 02/16/13 P24       -16.8  21.1   0.20  -60.0   2602
IBM    IBM          IBM US 03/16/13 C215     -16.8  11.2   0.56  194.7    625
SPY    SPDR S&P 50  SPY US 02/16/13 C141     -16.7  15.8   8.57    5.0   1245
LCC    US AIRWAYS   LCC US 02/16/13 P15      -16.4  43.4   0.52  -41.6    639
WLP    WELLPOINT I  WLP US 02/16/13 C65      -16.4  19.0   0.93   -7.0    574
DELL   DELL INC     DELL US 02/16/13 C13     -16.2  39.8   0.61  -11.6  19913
GOOG   GOOGLE INC-  GOOG US 03/16/13 P690    -16.1  20.2   4.20  -79.2    589
DIA    SPDR DJIA T  DIA US 03/16/13 C133     -16.1  12.4   5.25    7.1    577
LCC    US AIRWAYS   LCC US 02/16/13 C16      -16.1  44.1   0.39    2.6   1138
IBM    IBM          IBM US 02/16/13 C190     -16.0  20.3  15.80   96.3    673
DIA    SPDR DJIA T  DIA US 02/16/13 C137     -15.8   9.4   1.60    9.6    809
COH    COACH INC    COH US 05/18/13 P50      -15.8  30.4   2.91  191.0   2522
MTG    MGIC INVT C  MTG US 02/16/13 P2.5     -15.3  83.3   0.04  -63.6    534
SPY    SPDR S&P 50  SPY US 02/16/13 C140     -15.3  16.8   9.52    0.7   1392
NAV    NAVISTAR IN  NAV US 02/16/13 C24      -15.2  35.6   0.45  -45.8   1878
COH    COACH INC    COH US 05/18/13 C50      -15.2  30.2   3.90  -68.8    661
GD     GENERAL DYN  GD US 02/16/13 P70       -15.1  17.0   0.70  -39.7    655
GOOG   GOOGLE INC-  GOOG US 02/16/13 P650    -15.0  27.9   0.50  -91.4    651
COH    COACH INC    COH US 05/18/13 C52.5    -14.9  29.6   2.75  -71.0    761
CELG   CELGENE COR  CELG US 02/16/13 P95     -14.7  29.5   1.35  -22.9    897
DELL   DELL INC     DELL US 02/16/13 P13     -14.5  40.6   0.47  -19.0   2609
IBM    IBM          IBM US 02/16/13 P185     -14.5  22.3   0.16  -90.0   1030
DDD    3D SYSTEMS   DDD US 02/16/13 C45      -14.2  92.2  23.90   -2.5    640
IAG    IAMGOLD COR  IAG US 03/16/13 C9       -14.2  44.3   0.90  -58.1   2554
NSC    NORFOLK SOU  NSC US 03/16/13 C70      -14.1  15.9   0.75   15.4    678
STSI   STAR SCIENT  STSI US 03/16/13 P2      -13.9  73.4   0.15   50.0    503
SAI    SAIC INC     SAI US 02/16/13 C12      -13.9  16.9   0.25    0.0   1069
NVS    NOVARTIS AG  NVS US 02/16/13 C67.5    -13.8  12.0   0.75  650.0    625
EPI    WISDOMTREE   EPI US 02/16/13 C20      -13.4  16.7   0.45   12.5   2000
CS     CREDIT SUIS  CS US 02/16/13 P27       -13.4  29.3   0.30    0.0    578
GGC    GEORGIA GUL  GGC US 02/16/13 C47.5    -13.3  35.0   2.60   36.8    761
CELG   CELGENE COR  CELG US 02/16/13 C100    -13.2  28.7   2.21  -25.6   1897
OCN    OCWEN FINL   OCN US 02/16/13 P37.5    -13.0  33.8   1.30  -10.3    664
COH    COACH INC    COH US 08/17/13 P45      -13.0  31.7   2.25  125.0   1140
IBM    IBM          IBM US 04/20/13 P205     -13.0  13.7   5.60  -54.7    599
CREE   CREE INC     CREE US 02/16/13 C39     -13.0  32.9   2.43 1418.8   1684
TER    TERADYNE IN  TER US 02/16/13 C17      -12.9  32.9   0.65    0.0   3158
NAV    NAVISTAR IN  NAV US 02/16/13 P22      -12.9  39.8   0.50   -3.9    609
SNV    SYNOVUS FIN  SNV US 01/18/14 C1.5     -12.9  48.1   1.15    0.0   1020
CELG   CELGENE COR  CELG US 02/16/13 C97.5   -12.8  29.1   3.45  -15.8    578
ABT    ABBOTT LABS  ABT US 02/16/13 C32      -12.8  15.5   1.00  -14.5    514
NAV    NAVISTAR IN  NAV US 02/16/13 P23      -12.6  37.6   0.85    6.2   1616
COH    COACH INC    COH US 08/17/13 P40      -12.6  33.6   1.00   81.8    601
CREE   CREE INC     CREE US 02/16/13 C35     -12.5  39.0   6.12  580.0    771
DELL   DELL INC     DELL US 02/16/13 P12     -12.4  48.4   0.19  -32.1    785
IBM    IBM          IBM US 03/16/13 P195     -12.1  14.8   1.15  -77.9    758
SPY    SPDR S&P 50  SPY US 02/16/13 C142     -12.1  15.3   7.63    3.8   1244
AMD    ADV MICRO D  AMD US 04/20/13 C2.5     -12.0  63.2   0.42   35.5    719
SPY    SPDR S&P 50  SPY US 02/16/13 C143     -12.0  14.5   6.72    0.9    614
GDXJ   MARKET VECT  GDXJ US 02/16/13 C19     -12.0  30.9   1.36  -20.0   2681
STSI   STAR SCIENT  STSI US 02/16/13 P2      -11.8  88.3   0.10  100.0    812
WLT    WALTER ENER  WLT US 02/16/13 P37.5    -11.8  44.8   1.03  -32.7   3753
UTX    UNITED TECH  UTX US 02/16/13 C90      -11.7  12.4   0.33    0.0   1718
COH    COACH INC    COH US 01/18/14 P35      -11.7  34.5   1.09   43.4   1718
CSX    CSX CORP     CSX US 02/16/13 C20      -11.6  24.3   1.85   68.2   4627
IBM    IBM          IBM US 04/20/13 C210     -11.6  13.0   2.98  156.9   1429
PERI   PERION NETW  PERI US 04/20/13 C10     -11.6  58.2   1.20  -51.0    721
DIA    SPDR DJIA T  DIA US 02/16/13 C139     -11.5   8.4   0.57   26.7    584
COH    COACH INC    COH US 08/17/13 P50      -11.4  30.7   4.20  110.0   1324
DELL   DELL INC     DELL US 03/16/13 P13     -11.4  32.4   0.62  -11.4    821
GOOG   GOOGLE INC-  GOOG US 03/16/13 P650    -11.3  23.2   1.45  -81.9    670
IBM    IBM          IBM US 04/20/13 C205     -11.2  13.6   5.35  145.4   1578
ANF    ABERCROMBIE  ANF US 02/16/13 P48      -10.9  44.6   1.70   -8.1    502
BHI    BAKER HUGHE  BHI US 03/16/13 P44      -10.9  22.5   1.06  -19.7   5300
COH    COACH INC    COH US 01/18/14 P40      -10.9  32.7   2.05   57.7   2616
VLTR   VOLTERRA SE  VLTR US 09/21/13 P15     -10.7  40.2   1.95    0.0    681
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 P2      -10.7  72.8   0.04  -20.0    500
ANF    ABERCROMBIE  ANF US 02/16/13 C48      -10.7  44.6   2.93  -13.8    972
COH    COACH INC    COH US 01/18/14 C45      -10.7  31.8   9.30  -47.5   1139
ELGX   ENDOLOGIX I  ELGX US 05/18/13 C15     -10.6  47.8   1.55  -11.4    690
THLD   THRESHOLD P  THLD US 02/16/13 C5      -10.6  72.5   0.43  186.7    564
IBM    IBM          IBM US 02/16/13 P180     -10.6  25.6   0.12  -87.4   1418
AGNC   AMERICAN CA  AGNC US 01/18/14 P30     -10.6  17.0   3.40   -8.6    754
ANF    ABERCROMBIE  ANF US 02/16/13 C50      -10.6  43.4   1.86  -18.8    688
AMD    ADV MICRO D  AMD US 04/20/13 P2.5     -10.6  62.0   0.25  -30.6    548
ANF    ABERCROMBIE  ANF US 02/16/13 P49      -10.4  43.9   2.10   -8.7    510
CREE   CREE INC     CREE US 02/16/13 C34     -10.4  41.1   7.12  456.2    605
OCN    OCWEN FINL   OCN US 03/16/13 P35      -10.2  38.6   1.05  -22.2    515
MCD    MCDONALDS C  MCD US 03/16/13 C92.5    -10.2  11.6   1.99    9.3   8164
AMD    ADV MICRO D  AMD US 04/20/13 P2       -10.2  65.5   0.09  -35.7   2000
CLSN   CELSION COR  CLSN US 02/16/13 P7      -10.2 416.6   2.80  -12.5   2094
COH    COACH INC    COH US 01/18/14 P30      -10.1  37.0   0.53   35.9    792
XLU    SPDR-UTIL S  XLU US 02/16/13 C36      -10.1   8.0   0.23  -28.1   5109

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

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