U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Jun 23, 2011
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
=============================================================================
IWM ISHARES-RUS IWM US 07/16/11 C72 91.2 30.0 7.11 -22.0 504
YRCW YRC WORLDWI YRCW US 07/16/11 C0.5 90.8 211.6 0.42 31.2 502
IWM ISHARES-RUS IWM US 07/16/11 C73 72.7 29.6 6.11 -21.5 1040
GRM GRAHAM PACK GRM US 07/16/11 C25 46.4 7.8 0.05 -75.0 1243
NDN 99 CENTS ON NDN US 08/20/11 P17.5 40.5 41.4 0.30 0.0 358
SDS PROSHARES U SDS US 07/16/11 C19 38.8 37.9 3.45 24.1 357
NDN 99 CENTS ON NDN US 09/17/11 P17.5 36.9 36.8 0.45 50.0 790
IWM ISHARES-RUS IWM US 07/16/11 C74 35.1 28.7 5.26 -20.8 904
FAZ FINANCIAL B FAZ US 07/16/11 C40 31.3 61.4 10.80 34.2 501
ENP ENCORE ENER ENP US 08/20/11 C20 30.9 28.4 1.00 0.0 200
TWER TOWERSTREAM TWER US 09/17/11 C5 24.1 62.6 0.55 -8.3 250
DEER DEER CONSUM DEER US 07/16/11 C2.5 23.4 281.9 4.10 5.1 258
CTRP CTRIP.COM-A CTRP US 07/16/11 C41 23.2 43.9 1.35 -12.9 313
RJET REPUBLIC AI RJET US 11/19/11 C2.5 23.1 99.9 2.35 9.3 1618
IWM ISHARES-RUS IWM US 07/16/11 C75 23.0 27.8 4.40 -20.7 1577
SPY SPDR S&P 50 SPY US 07/16/11 C120 21.1 25.0 7.19 -20.5 263
BKS BARNES & NO BKS US 08/20/11 C16 20.7 35.7 2.35 -14.6 200
SPY SPDR S&P 50 SPY US 07/16/11 C121 20.6 24.1 6.52 -21.8 210
PFE PFIZER INC PFE US 07/16/11 C20 20.3 24.4 0.93 52.5 2131
TEN TENNECO INC TEN US 07/16/11 P40 19.9 40.1 1.40 3.7 500
PFE PFIZER INC PFE US 07/16/11 P21 19.8 20.3 0.62 -24.4 6539
SPY SPDR S&P 50 SPY US 07/16/11 C122 19.7 23.5 5.60 -22.3 824
TTMI TTM TECHNOL TTMI US 07/16/11 P15 19.6 54.3 1.00 81.8 510
RENN RENREN INC- RENN US 08/20/11 P5 19.3 169.1 0.80 33.3 3015
CTRP CTRIP.COM-A CTRP US 07/16/11 P39 18.9 45.7 1.15 53.3 1323
NDN 99 CENTS ON NDN US 12/17/11 P17.5 18.7 30.2 0.60 71.4 267
C CITIGROUP I C1 US 01/21/12 P7.5 18.6 42.2 3.60 -4.0 220
SPY SPDR S&P 50 SPY US 07/16/11 C123 18.5 22.7 4.81 -26.3 7568
EEM ISHARES-EMG EEM US 07/16/11 C42 18.1 30.3 3.25 -16.7 664
FSLR FIRST SOLAR FSLR US 07/16/11 C120 18.1 37.6 4.65 -15.4 474
PFE PFIZER INC PFE US 07/16/11 P20 17.9 24.1 0.21 -25.0 2392
QQQ POWERSH-QQQ QQQ US 07/16/11 C50 17.6 27.4 4.30 -17.8 241
PMC PHARMERICA PMC US 07/16/11 P12.5 17.2 53.5 0.60 33.3 250
HD HOME DEPOT HD US 07/16/11 C36 17.0 21.3 0.42 35.5 867
SIRI SIRIUS XM R SIRI US 07/16/11 C2 16.8 53.4 0.09 -30.8 316
KFT KRAFT FOODS KFT US 07/16/11 C34 16.7 14.7 0.41 -42.2 351
SDS PROSHARES U SDS US 07/16/11 P20 16.7 32.2 0.05 -44.4 425
UAL UNITED CONT UAL US 07/16/11 C24 16.6 43.1 1.62 80.0 1434
HD HOME DEPOT HD US 07/16/11 C37 16.6 20.3 0.18 38.5 294
HD HOME DEPOT HD US 07/16/11 P35 16.6 22.8 0.73 0.0 1782
FSLR FIRST SOLAR FSLR US 07/16/11 C125 16.4 37.8 2.60 -14.5 750
RVBD RIVERBED TE RVBD US 07/16/11 P30 16.3 60.5 0.50 0.0 252
SPY SPDR S&P 50 SPY US 07/16/11 C124 16.3 21.7 4.05 -26.2 7927
NG NOVAGOLD RE NG US 07/16/11 C9 16.0 53.7 0.45 -25.0 3475
RVBD RIVERBED TE RVBD US 07/16/11 P32 16.0 54.7 0.90 -10.0 242
SDS PROSHARES U SDS US 07/16/11 C20 15.9 32.9 2.49 35.3 1416
SPY SPDR S&P 50 SPY US 07/16/11 C125 15.9 21.0 3.38 -27.9 9198
HD HOME DEPOT HD US 07/16/11 P34 15.8 24.9 0.37 12.1 798
LDK LDK SOLAR C LDK US 07/16/11 C7 15.7 62.5 0.35 -14.6 244
ORCL ORACLE CORP ORCL US 07/16/11 C33 15.7 35.3 0.54 -14.3 5440
HD HOME DEPOT HD US 07/16/11 P33 15.6 27.6 0.20 33.3 385
NLY ANNALY CAPI NLY US 07/16/11 C18 15.6 18.4 0.59 -1.7 968
MTL MECHEL-SPON MTL US 07/16/11 P26 15.5 37.2 1.55 72.2 300
BKS BARNES & NO BKS US 07/16/11 C18 15.5 42.3 0.73 -36.5 311
HD HOME DEPOT HD US 07/16/11 C35 15.4 22.8 0.89 32.8 2003
UAL UNITED CONT UAL US 07/16/11 P23 15.3 44.4 0.33 -34.0 2043
STD BANCO SANTA STD US 07/16/11 P11 15.2 40.8 0.55 120.0 294
UAL UNITED CONT UAL US 07/16/11 P22 15.2 46.9 0.18 -21.7 374
MCP MOLYCORP IN MCP US 07/16/11 P52.5 15.1 66.1 3.60 53.2 1948
JNJ JOHNSON&JOH JNJ US 07/16/11 C67.5 15.1 14.6 0.16 -50.0 895
RVBD RIVERBED TE RVBD US 07/16/11 P33 15.0 53.4 1.15 -11.5 206
GORO GOLD RESOUR GORO US 07/16/11 C25 15.0 45.4 1.80 -16.3 220
HNSN HANSEN MEDI HNSN US 09/17/11 C2.5 14.9 101.9 0.65 0.0 382
RVBD RIVERBED TE RVBD US 07/16/11 P34 14.8 51.9 1.60 -17.9 1090
SPWRA SUNPOWER CO SPWRA US 09/17/11 C16 14.8 47.5 2.07 -5.9 200
UUP POWERSHARES UUP US 07/16/11 P20 14.8 19.2 0.01 -50.0 231
CIGX STAR SCIENT CIGX US 07/16/11 P4 14.7 130.9 0.25 0.0 1060
BCR CR BARD INC BCR US 07/16/11 C110 14.7 20.0 0.80 -51.5 449
GERN GERON CORP GERN US 08/20/11 P4 14.7 38.9 0.25 25.0 300
XLP SPDR-CONS S XLP US 07/16/11 C31 14.7 14.0 0.28 -46.1 284
SH PROSHARES S SH US 07/16/11 C44 14.5 21.4 0.35 133.3 2539
PCYC PHARMACYCLI PCYC US 07/16/11 P9 14.4 43.2 0.35 16.7 452
XLF SPDR-FINL S XLF US 07/16/11 C14 14.4 28.8 0.83 -25.9 1090
EEM ISHARES-EMG EEM US 07/16/11 C43 14.3 28.8 2.45 -16.9 750
THC TENET HEALT THC US 01/21/12 P5 14.3 39.1 0.21 40.0 220
UCO PRSH-ULT CR UCO US 08/20/11 P33 14.3 70.9 1.68 115.4 257
CTRP CTRIP.COM-A CTRP US 07/16/11 P35 14.2 50.7 0.30 20.0 305
ZAGG ZAGG INC ZAGG US 07/16/11 C15 14.0 80.2 1.40 27.3 630
AMR AMR CORP AMR US 08/20/11 C4 13.9 83.1 2.12 14.6 298
UAL UNITED CONT UAL US 07/16/11 C26 13.9 41.3 0.62 181.8 785
YRCW YRC WORLDWI YRCW US 10/22/11 P0.5 13.9 291.3 0.22 29.4 1122
IWM ISHARES-RUS IWM US 07/16/11 C77 13.8 26.2 2.87 -23.7 2233
UAL UNITED CONT UAL US 07/16/11 C25 13.7 41.6 1.07 132.6 1256
SPY SPDR S&P 50 SPY US 07/16/11 C126 13.5 20.0 2.70 -31.3 18820
CHS CHICO'S FAS CHS US 07/16/11 C14 13.4 40.2 0.95 -5.0 651
EEV PROSHARES U EEV US 07/16/11 C34 13.4 52.2 1.15 109.1 266
GDX MKT VECT-GO GDX US 07/16/11 C55 13.3 30.8 0.75 -42.8 2431
COOL MAJESCO ENT COOL US 08/20/11 P2.5 13.3 116.8 0.30 0.0 200
PFE PFIZER INC PFE US 07/16/11 C21 13.2 20.7 0.27 125.0 10893
SPY SPDR S&P 50 SPY US 07/16/11 C127 13.2 19.2 2.12 -34.0 33472
F FORD MOTOR F US 07/16/11 C12 13.1 37.5 1.29 -8.5 282
MS MORGAN STAN MS US 07/16/11 C23 13.1 32.2 0.30 -36.2 671
JBLU JETBLUE AIR JBLU US 07/16/11 C6 13.1 35.1 0.35 16.7 315
CTRP CTRIP.COM-A CTRP US 07/16/11 P37 13.1 46.9 0.55 0.0 421
GA GIANT INTER GA US 07/16/11 C7.5 13.0 34.3 0.10 -60.0 257
XOM EXXON MOBIL XOM US 07/16/11 C80 13.0 21.2 0.67 -51.5 3925
TBT PROSHARES U TBT US 07/16/11 P33 13.0 28.6 1.32 37.5 673
XLP SPDR-CONS S XLP US 07/16/11 P31 12.9 14.2 0.60 106.9 20100
RVBD RIVERBED TE RVBD US 07/16/11 C35 12.9 51.3 1.55 82.3 340
MCP MOLYCORP IN MCP US 07/16/11 P50 12.8 67.1 2.40 60.0 307
ORCL ORACLE CORP ORCL US 07/16/11 C32 12.8 35.9 0.90 -18.9 4465
DIA SPDR DJIA T DIA US 07/16/11 C118 12.8 18.2 2.54 -34.9 822
MRK MERCK & CO MRK US 07/16/11 P35 12.7 17.7 0.81 131.4 635
RENN RENREN INC- RENN US 08/20/11 P6 12.6 159.1 1.20 20.0 750
CYH COMMUNITY H CYH US 07/16/11 P20 12.6 66.6 0.20 100.0 249
DIA SPDR DJIA T DIA US 07/16/11 C121 12.6 16.2 0.95 -44.4 1324
GERN GERON CORP GERN US 07/16/11 P4 12.6 39.4 0.15 50.0 320
ID L-1 IDENTIT ID US 07/16/11 P11 12.6 31.8 0.10 -33.3 251
DIA SPDR DJIA T DIA US 07/16/11 C123 12.5 14.8 0.36 -52.6 498
QQQ POWERSH-QQQ QQQ US 07/16/11 C52 12.5 23.9 2.61 -16.6 647
XLV SPDR-HEALTH XLV US 07/16/11 C35 12.5 15.5 0.40 -28.6 392
BMY BRISTOL-MYE BMY US 09/17/11 P24 12.4 29.2 0.16 -20.0 232
BMY BRISTOL-MYE BMY US 09/17/11 P25 12.4 26.7 0.23 -28.1 491
MRK MERCK & CO MRK US 07/16/11 C35 12.4 17.5 0.44 -48.8 2282
DIA SPDR DJIA T DIA US 07/16/11 C122 12.4 15.4 0.64 -44.8 946
DIA SPDR DJIA T DIA US 08/20/11 C112 12.4 21.8 8.07 -10.5 400
ORCL ORACLE CORP ORCL US 07/16/11 P32 12.3 35.5 1.38 45.3 818
SM SM ENERGY C SM US 07/16/11 P60 12.3 46.1 0.80 166.7 234
BMY BRISTOL-MYE BMY US 09/17/11 P27 12.2 22.6 0.53 -36.9 1896
BKS BARNES & NO BKS US 10/22/11 C18 12.1 37.6 1.50 -37.5 1003
MCD MCDONALDS C MCD US 07/16/11 P65 12.0 41.6 0.03 0.0 567
ORCL ORACLE CORP ORCL US 07/16/11 C31 12.0 37.0 1.40 -19.1 17971
LLL L-3 COMM HL LLL US 07/16/11 P85 12.0 23.7 2.55 88.9 351
UUP POWERSHARES UUP US 07/16/11 P21 12.0 11.8 0.05 -37.5 316
MS MORGAN STAN MS US 07/16/11 P22 11.9 33.3 0.71 73.2 1192
UUP POWERSHARES UUP US 07/16/11 C21 11.9 11.6 0.67 39.6 1102
GERN GERON CORP GERN US 09/17/11 P4 11.9 38.5 0.35 16.7 601
HRBN HARBIN ELEC HRBN US 07/16/11 C7.5 11.8 172.4 6.50 -6.1 250
ORCL ORACLE CORP ORCL US 08/20/11 C33 11.8 29.6 0.88 -11.1 856
RVBD RIVERBED TE RVBD US 07/16/11 C32 11.8 54.4 3.20 6.3 1817
WCRX WARNER CHIL WCRX US 07/16/11 C24 11.7 28.9 0.45 -25.0 201
APC ANADARKO PE APC US 07/16/11 C72.5 11.5 36.0 1.68 -36.6 4756
AEP AMERICAN EL AEP US 07/16/11 P38 11.5 15.1 1.20 71.4 260
ITT ITT CORP ITT US 10/22/11 P50 11.5 28.3 1.15 35.3 210
FSLR FIRST SOLAR FSLR US 07/16/11 P120 11.5 51.5 5.80 36.5 257
GLD SPDR GOLD T GLD US 07/16/11 P155 11.4 15.8 7.35 53.1 481
RSX MKT VECT-RU RSX US 07/16/11 P35 11.4 37.3 0.65 47.7 1770
SPY SPDR S&P 50 SPY US 07/16/11 C132 11.3 15.5 0.33 -46.8 6548
BMY BRISTOL-MYE BMY US 09/17/11 P26 11.3 24.4 0.35 -34.0 2515
CALL MAGICJACK V CALL US 07/16/11 P22.5 11.2 56.1 1.00 0.0 660
BMY BRISTOL-MYE BMY US 09/17/11 P18 11.2 49.6 0.04 100.0 267
HRBN HARBIN ELEC HRBN US 07/16/11 C6 11.1 176.2 7.80 -8.2 242
CL COLGATE-PAL CL US 07/16/11 C87.5 11.1 17.7 0.79 -48.4 234
FFIV F5 NETWORKS FFIV US 07/16/11 P100 11.1 46.6 2.90 20.8 226
FFIV F5 NETWORKS FFIV US 07/16/11 P105 11.1 45.0 4.80 6.7 1089
FDX FEDEX CORP FDX US 07/16/11 C92.5 11.1 24.1 1.90 21.8 524
KO COCA-COLA C KO US 07/16/11 C67.5 11.1 14.0 0.19 -52.5 4896
HYG ISH-IBOXX H HYG US 09/17/11 P90 11.0 10.1 3.30 11.9 373
TZA SMALL CAP B TZA US 07/16/11 C33 11.0 63.0 8.10 43.4 507
BMY BRISTOL-MYE BMY US 12/17/11 C27 11.0 22.2 2.66 61.2 1472
FDX FEDEX CORP FDX US 07/16/11 C90 10.9 25.2 3.40 17.2 340
FXB CRYSHS-BRI FXB US 07/16/11 P160 10.9 10.2 2.35 42.4 206
UNP UNION PAC C UNP US 07/16/11 C105 10.9 23.2 0.69 -24.2 7510
HYG ISH-IBOXX H HYG US 07/16/11 P91 10.9 10.2 2.65 32.5 502
SPY SPDR S&P 50 SPY US 07/16/11 C128 10.9 18.4 1.59 -35.4 27142
DANG E-COMMERCE DANG US 09/17/11 P10 10.9 104.5 1.50 20.0 3233
ALXN ALEXION PHA ALXN US 07/16/11 P45 10.9 31.6 1.65 13.8 405
IBM IBM IBM US 07/16/11 P170 10.9 14.9 6.35 24.5 568
ORCL ORACLE CORP ORCL US 07/16/11 P31 10.9 36.5 0.85 54.5 803
UCO PRSH-ULT CR UCO US 07/16/11 P38 10.9 64.4 1.86 118.8 397
DBA POWERSHARES DBA US 07/16/11 P31 10.8 20.1 0.33 120.0 1472
STX SEAGATE TEC STX US 07/16/11 C15 10.8 42.0 0.79 38.6 258
RTH RETAIL HOLD RTH US 07/16/11 C109.76 10.8 16.1 0.35 -12.5 714
FDX FEDEX CORP FDX US 07/16/11 P85 10.8 28.7 0.44 18.9 759
GDX MKT VECT-GO GDX US 07/16/11 C54 10.8 30.8 1.10 -41.5 566
BJ BJ'S WHOLES BJ US 07/16/11 P45 10.8 44.9 0.85 -15.0 2877
DIA SPDR DJIA T DIA US 07/16/11 C120 10.7 16.6 1.41 -40.2 2183
SPY SPDR S&P 50 SPY US 07/16/11 C129 10.7 17.5 1.16 -38.3 29103
XLF SPDR-FINL S XLF US 07/16/11 C15 10.6 23.5 0.21 -36.4 565
COH COACH INC COH US 07/16/11 P57.5 10.6 30.9 0.95 111.1 6351
XLE SPDR-ENERGY XLE US 07/16/11 C74 10.6 23.3 0.61 -48.7 397
WMB WILLIAMS CO WMB US 07/16/11 C30 10.5 26.4 0.18 -67.3 200
SPY SPDR S&P 50 SPY US 07/16/11 C131 10.5 16.1 0.51 -45.7 23090
DHI DR HORTON I DHI US 08/20/11 P12 10.5 35.1 0.88 -24.1 255
BMY BRISTOL-MYE BMY US 07/16/11 P25 10.4 32.7 0.03 -70.0 559
FDX FEDEX CORP FDX US 07/16/11 P87.5 10.4 26.7 0.78 8.3 702
AGNC AMERICAN CA AGNC US 09/17/11 C25 10.4 28.2 3.80 -10.2 214
UCO PRSH-ULT CR UCO US 08/20/11 P32 10.3 70.3 1.30 100.0 306
HPQ HEWLETT-PAC HPQ US 07/16/11 C36 10.3 21.3 0.27 -20.6 356
BMY BRISTOL-MYE BMY US 08/20/11 P27 10.2 23.2 0.37 -45.6 1024
RFMD RF MICRO DE RFMD US 08/20/11 P6 10.2 48.6 0.55 10.0 483
RSX MKT VECT-RU RSX US 07/16/11 P33 10.2 39.2 0.20 33.3 1001
AXP AMERICAN EX AXP US 07/16/11 C50 10.2 25.6 0.64 -35.4 239
GLD SPDR GOLD T GLD US 07/16/11 P132 10.2 24.3 0.07 133.3 787
SPY SPDR S&P 50 SPY US 08/20/11 C121 10.2 22.3 7.61 -17.7 1047
TIBX TIBCO SOFTW TIBX US 07/16/11 C26 10.2 48.9 1.10 15.8 972
JCI JOHNSON CON JCI US 07/16/11 C35 10.1 35.4 3.90 -3.5 2006
GIS GENERAL MIL GIS US 07/16/11 C38 10.1 20.3 0.29 -50.9 354
FDX FEDEX CORP FDX US 07/16/11 P90 10.1 25.0 1.44 0.7 363
SPY SPDR S&P 50 SPY US 08/20/11 C120 10.1 22.8 8.42 -19.0 638
ORCL ORACLE CORP ORCL US 07/16/11 C30 10.1 38.4 2.09 -16.4 901
CX CEMEX SAB-S CX US 08/20/11 P7 10.1 47.0 0.19 26.7 426
AVP AVON PRODUC AVP US 07/16/11 P26 10.1 26.0 0.25 150.0 2811
PPG PPG INDS IN PPG US 07/16/11 C90 10.1 22.5 0.60 -29.4 225
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
HTS HATTERAS FI HTS US 07/16/11 C28 -51.7 14.4 0.25 -75.0 221
GRM GRAHAM PACK GRM US 07/16/11 P25 -50.9 5.4 0.05 -75.0 3060
HK PETROHAWK E HK US 07/16/11 C19 -32.8 49.0 4.10 0.0 500
EXXI ENERGY XXI EXXI US 07/16/11 C25 -30.1 40.1 5.60 0.0 250
YHOO YAHOO! INC YHOO US 10/22/11 C8 -28.9 57.2 6.90 1.5 288
RHT RED HAT INC RHT US 07/16/11 P43 -27.1 37.5 0.55 -71.3 352
RHT RED HAT INC RHT US 07/16/11 P44 -26.9 37.5 0.92 -62.1 257
STJ ST JUDE MED STJ US 07/16/11 C45 -26.5 26.8 2.15 -49.6 215
CEPH CEPHALON IN CEPH US 07/16/11 P80 -26.5 2.6 0.35 -12.5 350
RHT RED HAT INC RHT US 07/16/11 P42 -26.3 38.2 0.35 -76.3 439
RHT RED HAT INC RHT US 07/16/11 C43 -26.2 38.0 3.40 36.0 373
RHT RED HAT INC RHT US 07/16/11 C45 -25.8 37.7 1.90 15.2 357
RHT RED HAT INC RHT US 07/16/11 C44 -25.2 38.3 3.20 56.1 315
RHT RED HAT INC RHT US 07/16/11 C46 -25.2 36.8 1.55 24.0 293
AGNC AMERICAN CA AGNC US 07/16/11 P30 -24.8 14.2 1.35 3.0 2268
RHT RED HAT INC RHT US 07/16/11 P45 -24.5 37.8 1.40 -49.1 433
BBBY BED BATH &B BBBY US 07/16/11 C57.5 -24.4 25.9 0.84 23.5 3106
HAL HALLIBURTON HAL US 07/16/11 C40 -23.5 41.1 5.75 -20.7 302
BBBY BED BATH &B BBBY US 07/16/11 C55 -23.1 27.4 2.02 30.3 1693
RHT RED HAT INC RHT US 07/16/11 C42 -22.7 39.6 4.40 33.3 424
BBBY BED BATH &B BBBY US 07/16/11 P55 -21.9 27.6 1.01 -58.9 895
BBBY BED BATH &B BBBY US 07/16/11 C52.5 -21.0 29.4 4.00 39.4 584
CVX CHEVRON COR CVX US 07/16/11 C90 -21.0 29.9 8.40 -26.3 816
DXD PROSHARES U DXD US 07/16/11 C17 -20.5 21.5 1.70 61.9 235
BBBY BED BATH &B BBBY US 07/16/11 P52.5 -20.4 29.5 0.41 -68.5 675
CLB CORE LABS N CLB US 07/16/11 C105 -19.6 27.3 2.75 -55.6 200
AGNC AMERICAN CA AGNC US 07/16/11 P29 -18.8 14.9 0.55 -14.1 2902
WU WESTERN UNI WU US 07/16/11 C20 -18.7 19.2 0.20 -33.3 250
DISCA DISCOVERY C DISCA US 07/16/11 P35 -18.7 31.1 0.05 -50.0 200
CYB WISDOMTR CH CYB US 01/21/12 P23 -18.1 10.1 0.15 50.0 298
AMR AMR CORP AMR US 08/20/11 C2.5 -18.1 125.7 3.60 -11.1 1076
SD SANDRIDGE E SD US 08/20/11 C5 -17.1 91.2 5.20 -6.3 203
BBBY BED BATH &B BBBY US 07/16/11 P50 -16.8 32.1 0.13 -78.3 451
BBBY BED BATH &B BBBY US 07/16/11 C50 -16.1 32.8 6.20 31.9 587
RHT RED HAT INC RHT US 07/16/11 C41 -15.5 45.8 5.10 30.8 483
NLY ANNALY CAPI NLY US 07/16/11 C17 -15.0 32.6 1.59 -1.2 220
BBBY BED BATH &B BBBY US 07/16/11 P48 -14.8 34.6 0.05 -82.1 287
FO FORTUNE BRA FO US 09/17/11 C60 -14.6 22.6 4.20 -23.6 210
IYR ISHARES-DJ IYR US 07/16/11 C58 -14.5 22.5 1.53 -49.0 321
UCO PRSH-ULT CR UCO US 07/16/11 C33 -14.3 62.4 6.52 -29.9 1253
TSN TYSON FOODS TSN US 07/16/11 P16 -14.2 37.5 0.05 0.0 200
RDC ROWAN COMPA RDC US 07/16/11 P30 -13.7 45.6 0.12 -40.0 200
CLB CORE LABS N CLB US 07/16/11 P105 -13.5 22.0 2.60 100.0 200
STO STATOIL ASA STO US 07/16/11 P22.5 -13.2 28.8 0.35 218.2 272
CAG CONAGRA FOO CAG US 07/16/11 C25 -13.1 21.4 0.84 -1.2 224
LEN LENNAR CORP LEN US 07/16/11 C18 -12.5 34.2 0.71 -6.6 847
LEN LENNAR CORP LEN US 07/16/11 C19 -12.3 32.8 0.29 -19.4 424
SOA SOLUTIA INC SOA US 07/16/11 C20 -12.0 42.0 1.50 0.0 1410
CYB WISDOMTR CH CYB US 10/22/11 C25 -11.7 4.4 0.60 -7.7 205
AIG AMERICAN IN AIG US 07/16/11 C28 -11.7 22.5 0.83 -35.7 4273
NOK NOKIA CORP- NOK US 07/16/11 P5 -11.7 51.6 0.03 0.0 407
OIL IPATH GS CR OIL US 07/16/11 P21 -11.5 43.2 0.19 0.0 500
RAH RALCORP HLD RAH US 07/16/11 P80 -11.4 29.5 0.55 37.5 300
PODD INSULET COR PODD US 07/16/11 C20 -11.2 38.9 0.55 -42.1 298
WU WESTERN UNI WU US 08/20/11 C18 -11.2 29.1 1.60 -17.9 274
ABX BARRICK GOL ABX US 07/16/11 C41 -11.1 31.2 2.73 -28.5 725
AGNC AMERICAN CA AGNC US 08/20/11 P28 -11.0 17.8 0.60 0.0 234
LEN LENNAR CORP LEN US 07/16/11 C17 -10.8 36.6 1.43 -1.4 412
CNO CNO FINANCI CNO US 01/19/13 C4 -10.8 60.2 4.00 8.1 400
HST HOST HOTELS HST US 07/16/11 P15 -10.5 34.6 0.20 -20.0 200
SPY SPDR S&P 50 SPY US 07/16/11 P94 -10.1 45.4 0.01 0.0 208
x - Ex-dividend. * - Ex-earnings.
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