U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Sep 22, 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
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SPY SPDR S&P 50 SPY US 10/22/11 C93 103.2 52.5 20.84 -11.7 3032
NLY ANNALY CAPI NLY US 10/22/11 P18 88.3 20.2 0.95 -6.9 2217
TZA SMALL CAP B TZA US 10/22/11 C34 73.4 96.7 19.40 27.1 1042
SPY SPDR S&P 50 SPY US 10/22/11 C89 57.0 55.9 25.16 -15.5 1618
QQQ POWERSH-QQQ QQQ US 10/22/11 C41 52.2 54.2 13.27 -14.1 256
SPY SPDR S&P 50 SPY US 10/22/11 C88 48.0 56.7 25.64 -17.1 3506
QQQ POWERSH-QQQ QQQ US 11/19/11 C35 43.0 57.5 19.10 -10.7 300
QQQ POWERSH-QQQ QQQ US 10/22/11 C40 36.1 52.5 14.25 -13.7 381
TLT ISHARES BAR TLT US 12/17/11 C100 34.8 29.2 21.85 47.1 1360
SPY SPDR S&P 50 SPY US 10/22/11 C96 34.4 50.6 18.58 -20.1 322
AMJ JPM-ALERIAN AMJ US 10/22/11 P34 34.1 40.4 0.85 70.0 527
EUO PROSH-UL/SH EUO US 11/19/11 C15 30.9 29.3 4.10 13.9 1631
KFT KRAFT FOODS KFT US 01/19/13 P20 30.2 38.3 0.62 19.2 300
AVB AVALONBAY C AVB US 10/22/11 P120 28.3 43.0 9.30 91.8 211
TZA SMALL CAP B TZA US 10/22/11 C30 27.7 87.5 22.40 35.8 4040
NETL NETLOGIC MI NETL US 04/21/12 C49 27.0 11.2 0.91 -4.2 290
C CITIGROUP I C1 US 01/21/12 P7.5 26.2 98.8 5.05 5.2 600
ENER ENERGY CONV ENER US 10/22/11 C1 25.3 168.0 0.14 0.0 219
SPY SPDR S&P 50 SPY US 10/22/11 C99 24.6 47.9 15.45 -29.8 252
NCT NEWCASTLE I NCT US 05/19/12 P2.5 24.4 97.6 0.30 0.0 240
QQQ POWERSH-QQQ QQQ US 10/22/11 C47 24.3 46.3 7.81 -15.4 369
SPY SPDR S&P 50 SPY US 11/19/11 C89 23.7 50.0 24.90 -18.7 400
GIS GENERAL MIL GIS US 10/22/11 P39 23.1 23.1 0.91 -22.2 484
SPY SPDR S&P 50 SPY US 10/22/11 C100 22.8 47.2 14.37 -19.4 1222
PZG PARAMOUNT G PZG US 10/22/11 P2.5 22.7 104.5 0.20 100.0 231
FXC CRYSHS-CAN FXC US 10/22/11 P100 22.5 14.1 3.60 132.3 225
EM EMDEON INC- EM US 01/21/12 P17.5 21.9 14.0 0.10 100.0 270
SPY SPDR S&P 50 SPY US 10/22/11 C101 21.8 46.5 13.49 -29.8 1436
FXA CRYSHS-AUS FXA US 10/22/11 P103 21.2 21.1 5.70 83.9 238
MHS MEDCO HEALT MHS US 01/21/12 P45 21.0 40.6 2.37 5.3 2000
WLT WALTER ENER WLT US 10/22/11 P45 20.8 83.8 0.38 153.3 372
QQQ POWERSH-QQQ QQQ US 10/22/11 C48 20.8 44.8 6.51 -23.3 353
REE RARE ELEMEN REE US 10/22/11 C6 20.7 76.0 0.52 -42.2 206
DANG E-COMMERCE DANG US 01/21/12 C4 20.7 102.1 1.50 -30.2 309
TLT ISHARES BAR TLT US 10/22/11 C106 20.6 28.2 15.60 30.0 454
GIS GENERAL MIL GIS US 10/22/11 C39 20.5 23.2 1.04 96.2 305
R RYDER SYSTE R US 10/22/11 P37.5 20.2 50.9 1.55 0.0 430
SQQQ PROSHARES U SQQQ US 10/22/11 C23 20.1 97.0 3.60 44.0 296
VICL VICAL INC VICL US 11/19/11 C2.5 19.9 112.9 0.35 -30.0 300
FXC CRYSHS-CAN FXC US 10/22/11 P97 19.7 15.2 1.80 157.1 328
GKK GRAMERCY CA GKK US 11/19/11 C2.5 19.6 108.8 0.75 -28.6 200
VOC VOC ENERGY VOC US 11/19/11 P20 19.6 50.4 1.30 44.4 288
SPY SPDR S&P 50 SPY US 10/22/11 C102 19.4 45.4 12.72 -18.2 1214
SVNT SAVIENT PHA SVNT US 01/21/12 C4 19.1 83.3 0.70 -28.6 200
RRC RANGE RESOU RRC US 10/22/11 P52.5 19.1 84.9 0.80 33.3 233
XLU SPDR-UTIL S XLU US 01/21/12 C32 19.0 24.1 2.28 -31.9 200
AKS AK STEEL HL AKS US 10/22/11 C7 18.2 85.8 0.69 -29.6 288
IO ION GEOPHYS IO US 02/18/12 P4 18.2 87.8 0.40 0.0 250
AKS AK STEEL HL AKS US 10/22/11 P6 18.2 96.4 0.29 123.1 3831
LINE LINN ENERGY LINE US 10/22/11 P35 18.2 38.4 1.10 144.4 436
GIS GENERAL MIL GIS US 10/22/11 C40 18.1 22.4 0.63 152.0 1742
TLT ISHARES BAR TLT US 10/22/11 C110 17.9 28.0 11.75 30.6 372
AKS AK STEEL HL AKS US 10/22/11 P7 17.9 84.7 0.65 103.1 1799
RRC RANGE RESOU RRC US 11/19/11 P60 17.8 72.9 3.90 39.3 517
SPY SPDR S&P 50 SPY US 10/22/11 C103 17.7 44.5 11.85 -21.2 2602
SPY SPDR S&P 50 SPY US 10/22/11 C104 17.3 43.8 11.18 -19.3 2368
V VISA INC-CL V US 10/22/11 P92.5 17.2 43.0 6.05 37.5 646
SPY SPDR S&P 50 SPY US 11/19/11 C94 17.0 47.2 20.42 -21.2 806
GIS GENERAL MIL GIS US 10/22/11 C41 16.8 22.6 0.37 131.2 1813
RMBS RAMBUS INC RMBS US 10/22/11 P12 16.7 209.3 2.26 29.1 225
DAN DANA HOLDIN DAN US 10/22/11 P10 16.7 85.2 0.75 150.0 231
VXX IPATH-S&P S VXX US 10/22/11 P50 16.7 91.1 5.70 -23.0 344
AKS AK STEEL HL AKS US 11/19/11 P5 16.7 101.7 0.28 0.0 539
FCX FREEPORT-MC FCX US 10/22/11 C33 16.6 67.7 2.23 -39.7 5837
SKF PROSHARES U SKF US 01/21/12 C90 16.5 88.6 16.30 46.9 244
NETL NETLOGIC MI NETL US 04/21/12 C50 16.4 4.6 0.25 150.0 298
IWM ISHARES-RUS IWM US 10/22/11 C59 16.3 53.0 7.68 -14.6 308
ZSL PRSH-ULTSH ZSL US 10/22/11 P12 16.3 92.0 0.50 -41.2 520
GOV GOVERNMENT GOV US 12/17/11 P20 16.2 31.9 0.80 77.8 200
VXX IPATH-S&P S VXX US 10/22/11 P48 16.2 89.7 4.54 -35.1 1790
AVGO AVAGO TECHN AVGO US 10/22/11 P35 16.1 58.2 2.75 139.1 1954
HST HOST HOTELS HST US 01/21/12 P11 16.1 57.9 1.70 79.0 4669
SINA SINA CORP SINA US 10/22/11 P50 16.1 117.8 0.45 125.0 252
VNO VORNADO RLT VNO US 10/22/11 P60 16.1 67.3 0.55 0.0 630
V VISA INC-CL V US 10/22/11 P90 16.0 44.3 4.85 47.0 796
TWM PROSHARES U TWM US 10/22/11 P40 15.9 85.3 0.10 -80.0 324
XME SPDR S&P ME XME US 10/22/11 P45 15.9 62.9 2.45 120.7 8000
MA MASTERCARD MA US 10/22/11 P330 15.8 49.1 16.40 49.8 272
QQQ POWERSH-QQQ QQQ US 10/22/11 C50 15.8 41.7 4.94 -17.8 426
NSC NORFOLK SOU NSC US 10/22/11 P55 15.8 53.2 1.10 29.4 445
NLY ANNALY CAPI NLY US 10/22/11 P15 15.7 37.1 0.09 50.0 217
V VISA INC-CL V US 10/22/11 C90 15.7 44.4 4.15 -14.8 486
MCP MOLYCORP IN MCP US 10/22/11 P25 15.6 123.8 0.80 220.0 585
TZA SMALL CAP B TZA US 10/22/11 C48 15.4 125.9 10.25 36.7 1556
GIS GENERAL MIL GIS US 11/19/11 C41 15.4 22.2 0.66 106.2 807
SPY SPDR S&P 50 SPY US 10/22/11 C106 15.3 42.4 9.46 -21.8 5420
SPY SPDR S&P 50 SPY US 10/22/11 C105 15.3 43.2 10.26 -23.9 5160
FCX FREEPORT-MC FCX US 10/22/11 P33 15.2 66.4 2.76 120.8 13198
VIA/B VIACOM INC- VIAB US 11/19/11 P40 15.2 51.9 2.45 157.9 452
MCP MOLYCORP IN MCP US 12/17/11 P32.5 15.2 97.4 4.90 67.8 275
FCX FREEPORT-MC FCX US 10/22/11 P30 15.1 69.5 1.45 178.8 4653
VXX IPATH-S&P S VXX US 11/19/11 P30 15.1 80.3 0.35 -20.4 512
VXX IPATH-S&P S VXX US 10/22/11 P47 15.1 88.3 4.05 -27.7 524
EDU NEW ORIENTA EDU US 01/21/12 P22.5 15.1 77.5 1.95 69.6 368
IWM ISHARES-RUS IWM US 10/22/11 C60 15.0 51.9 6.52 -20.1 911
IWM ISHARES-RUS IWM US 10/22/11 C60 15.0 51.9 6.52 -20.1 911
FXC CRYSHS-CAN FXC US 11/19/11 P94 15.0 16.3 1.55 0.0 274
IEF ISHARES 7-1 IEF US 10/22/11 P103 14.9 12.6 0.50 -16.7 1502
TYD DIR-D 7-10Y TYD US 11/19/11 P62.44 14.9 37.1 0.15 -97.2 200
FCX FREEPORT-MC FCX US 10/22/11 C30 14.9 71.3 4.25 -30.7 1794
MCP MOLYCORP IN MCP US 10/22/11 C30 14.9 110.5 7.20 -41.9 212
XLU SPDR-UTIL S XLU US 10/22/11 P30 14.9 31.1 0.21 250.0 434
SQQQ PROSHARES U SQQQ US 10/22/11 C26 14.9 108.8 2.55 59.4 386
C CITIGROUP I C1 US 01/21/12 P4 14.9 52.1 1.59 17.8 510
RMBS RAMBUS INC RMBS US 10/22/11 P11 14.8 210.2 1.79 23.4 5030
FRO FRONTLINE L FRO US 11/19/11 P5 14.7 101.1 0.70 40.0 6660
MCP MOLYCORP IN MCP US 10/22/11 C35 14.7 101.8 4.65 -35.9 932
CF CF INDUSTRI CF US 10/22/11 P145 14.6 60.5 10.00 85.2 206
VXX IPATH-S&P S VXX US 10/22/11 P46 14.5 88.2 3.60 -24.2 294
WTW WEIGHT WATC WTW US 10/22/11 P55 14.5 55.4 4.50 40.6 226
MCP MOLYCORP IN MCP US 10/22/11 P27.5 14.4 117.2 1.21 188.1 641
C CITIGROUP I C1 US 01/19/13 P4 14.4 53.9 1.73 20.1 4850
ZSL PRSH-ULTSH ZSL US 10/22/11 P14 14.4 93.6 1.40 -31.7 560
KMP KINDER MORG KMP US 10/22/11 P70 14.4 26.1 2.52 85.3 398
CMI CUMMINS INC CMI US 10/22/11 P60 14.2 80.7 0.30 233.3 511
VIA/B VIACOM INC- VIAB US 10/22/11 P35 14.2 64.8 0.55 0.0 282
LM LEGG MASON LM US 01/21/12 P24 14.2 57.8 2.95 63.9 602
IWM ISHARES-RUS IWM US 10/22/11 C61 14.2 50.8 5.79 -18.6 1059
SLV ISHARES SIL SLV US 10/22/11 P37 14.2 47.6 2.65 126.5 3914
TLT ISHARES BAR TLT US 10/22/11 C116 14.2 25.2 6.67 58.1 216
SPY SPDR S&P 50 SPY US 10/22/11 C107 14.1 41.6 8.71 -22.2 4832
SDS PROSHARES U SDS US 10/22/11 P20 14.1 55.9 0.10 -28.6 384
SLV ISHARES SIL SLV US 10/22/11 C37 14.1 47.2 1.43 -47.0 3350
IRE BANK IRELAN IRE US 01/21/12 C1 14.1 87.3 0.20 0.0 343
IEF ISHARES 7-1 IEF US 10/22/11 P104 14.1 12.0 0.65 -31.6 825
VXX IPATH-S&P S VXX US 10/22/11 P45 14.0 86.6 3.04 -24.0 1022
XLV SPDR-HEALTH XLV US 10/22/11 C33 14.0 26.2 0.40 -49.4 1040
CL COLGATE-PAL CL US 10/22/11 P90 14.0 28.2 4.60 70.4 509
X US STEEL CO X US 10/22/11 P23 14.0 74.1 2.10 107.9 1670
ERX ENERGY BULL ERX US 01/21/12 P25 14.0 130.2 5.00 75.4 238
MCP MOLYCORP IN MCP US 10/22/11 P37.5 13.9 100.0 4.90 73.8 417
MCP MOLYCORP IN MCP US 10/22/11 P32.5 13.9 106.9 2.74 119.2 594
RRC RANGE RESOU RRC US 10/22/11 P60 13.8 79.4 2.20 11.7 500
MCP MOLYCORP IN MCP US 01/21/12 P35 13.8 91.8 7.19 59.8 225
MCP MOLYCORP IN MCP US 10/22/11 P30 13.8 111.4 1.82 139.5 549
CF CF INDUSTRI CF US 10/22/11 C145 13.7 61.5 10.30 -29.0 215
SDRL SEADRILL LT SDRL US 10/22/11 P29.8 13.7 41.3 1.40 154.6 265
KMP KINDER MORG KMP US 10/22/11 C70 13.6 24.7 1.36 -36.7 222
DANG E-COMMERCE DANG US 10/22/11 P5 13.6 103.9 0.66 88.6 821
X US STEEL CO X US 10/22/11 P20 13.6 81.0 0.92 155.6 4260
SKF PROSHARES U SKF US 10/22/11 C90 13.6 96.7 8.45 57.9 516
V VISA INC-CL V US 10/22/11 P87.5 13.5 45.7 3.75 53.1 228
AKS AK STEEL HL AKS US 11/19/11 C7 13.4 85.0 0.90 -31.3 4158
SDS PROSHARES U SDS US 10/22/11 C20 13.2 52.9 5.75 35.3 835
LDK LDK SOLAR C LDK US 10/22/11 P3 13.1 133.3 0.28 75.0 315
CSCO CISCO SYSTE CSCO US 10/22/11 C16 13.1 38.4 0.40 -23.1 8930
FCX FREEPORT-MC FCX US 10/22/11 P28 13.1 72.0 0.87 248.0 1624
CMI CUMMINS INC CMI US 10/22/11 C90 13.1 57.5 4.70 -25.4 429
SWN SOUTHWESTRN SWN US 10/22/11 C37 13.0 54.3 1.55 -55.1 1356
CE CELANESE CO CE US 10/22/11 C35 13.0 67.7 2.70 -48.1 617
LM LEGG MASON LM US 01/21/12 P22.5 13.0 60.4 2.25 9.8 623
CL COLGATE-PAL CL US 10/22/11 C90 12.9 28.6 1.42 -47.2 276
NILE BLUE NILE I NILE US 10/22/11 P35 12.9 69.8 3.40 28.3 375
QQQ POWERSH-QQQ QQQ US 10/22/11 C52 12.8 38.7 3.35 -24.9 7943
SINA SINA CORP SINA US 10/22/11 P55 12.8 115.9 0.75 87.5 586
OIH OIL SVC HLD OIH US 10/22/11 P90 12.8 67.6 1.20 242.9 954
CSCO CISCO SYSTE CSCO US 10/22/11 P16 12.8 38.0 1.08 46.0 1207
SPY SPDR S&P 50 SPY US 11/19/11 C99 12.8 43.8 16.19 -19.5 400
SIRI SIRIUS XM R SIRI US 10/22/11 C1.5 12.8 72.9 0.26 -25.7 1814
IDCC INTERDIGITA IDCC US 10/22/11 P55 12.8 138.4 7.80 23.8 727
SINA SINA CORP SINA US 10/22/11 P60 12.8 113.0 1.52 102.7 1076
TLT ISHARES BAR TLT US 10/22/11 P112 12.8 26.1 0.62 -29.6 618
IWM ISHARES-RUS IWM US 10/22/11 C62 12.7 49.8 5.16 -16.8 923
EXAS EXACT SCIEN EXAS US 10/22/11 C7 12.7 76.4 0.35 -37.5 210
V VISA INC-CL V US 10/22/11 C87.5 12.7 45.6 5.65 -19.5 724
SPY SPDR S&P 50 SPY US 10/22/11 C108 12.7 40.8 7.98 -29.1 5292
TLT ISHARES BAR TLT US 10/22/11 P107 12.7 28.4 0.22 -31.2 384
EEM ISHARES-EMG EEM US 10/22/11 C35 12.7 51.1 2.42 -34.6 890
FXI ISHARES FTS FXI US 10/22/11 P21 12.7 85.1 0.07 16.7 206
SWN SOUTHWESTRN SWN US 10/22/11 P37 12.6 54.1 2.91 132.8 340
DXD PROSHARES U DXD US 10/22/11 C21 12.6 65.4 1.70 88.9 400
TLT ISHARES BAR TLT US 10/22/11 P110 12.5 26.9 0.42 -25.0 394
SKF PROSHARES U SKF US 10/22/11 C89 12.5 95.8 8.80 212.1 326
CMI CUMMINS INC CMI US 10/22/11 P70 12.5 71.5 1.05 200.0 200
LVS LAS VEGAS S LVS US 10/22/11 C47 12.5 55.6 2.51 -27.2 1166
GMCR GREEN MOUNT GMCR US 01/21/12 P30 12.4 115.4 0.41 95.2 331
TZA SMALL CAP B TZA US 10/22/11 C45 12.4 121.3 11.60 33.3 366
ZSL PRSH-ULTSH ZSL US 10/22/11 C15 12.3 88.6 1.20 166.7 2766
XLE SPDR-ENERGY XLE US 10/22/11 C53 12.3 55.5 8.25 0.0 7000
AEO AMER EAGLE AEO US 10/22/11 P10 12.2 55.5 0.25 0.0 222
LVS LAS VEGAS S LVS US 10/22/11 C48 12.2 54.8 2.02 -28.6 586
CEDC CENTRAL EUR CEDC US 12/17/11 P2.5 12.2 158.2 0.15 50.0 311
IWM ISHARES-RUS IWM US 10/22/11 C63 12.2 48.7 4.51 -19.2 1084
T AT&T INC T US 10/22/11 C29 12.2 24.4 0.21 -32.3 3622
MCP MOLYCORP IN MCP US 11/19/11 C35 12.2 96.3 5.70 -30.5 215
VXX IPATH-S&P S VXX US 10/22/11 P44 12.2 86.2 2.48 -29.1 512
V VISA INC-CL V US 10/22/11 P85 12.1 47.8 2.90 59.3 620
MGA MAGNA INTL MGA US 10/22/11 P32 12.1 54.0 1.90 227.6 684
SWN SOUTHWESTRN SWN US 10/22/11 P34 12.1 57.0 1.60 233.3 304
VXX IPATH-S&P S VXX US 10/22/11 P38 12.0 81.8 0.73 -30.5 1496
DOW DOW CHEMICA DOW US 10/22/11 C25 12.0 56.1 0.88 -46.0 1222
MCP MOLYCORP IN MCP US 10/22/11 P35 12.0 101.4 3.70 94.7 455
VXX IPATH-S&P S VXX US 10/22/11 P43 12.0 85.5 2.07 -28.6 1562
SLV ISHARES SIL SLV US 10/22/11 P36 11.9 47.7 2.06 148.2 11016
TLT ISHARES BAR TLT US 10/22/11 P106 11.9 28.6 0.19 -20.8 384
SPY SPDR S&P 50 SPY US 10/22/11 C109 11.9 40.0 7.27 -33.9 17906
LVS LAS VEGAS S LVS US 10/22/11 P48 11.8 54.3 3.60 45.8 277
SWC STILLWATER SWC US 10/22/11 P9 11.8 94.4 0.95 216.7 336
VXX IPATH-S&P S VXX US 10/22/11 P42 11.8 84.4 1.78 -27.4 436
CLWR CLEARWIRE - CLWR US 03/17/12 P1 11.7 208.1 0.35 40.0 600
SCMR SYCAMORE NE SCMR US 03/17/12 C15 11.7 64.7 3.50 0.0 1522
SLV ISHARES SIL SLV US 10/22/11 C36 11.7 47.3 1.81 -47.2 8902
FFIV F5 NETWORKS FFIV US 10/22/11 C77.5 11.7 67.9 4.40 -19.4 523
TLT ISHARES BAR TLT US 10/22/11 C119 11.7 24.8 4.70 76.7 414
RMBS RAMBUS INC RMBS US 11/19/11 P9 11.6 161.1 1.09 19.8 1285
TLT ISHARES BAR TLT US 10/22/11 P114 11.6 25.4 0.92 -31.9 1126
GFI GOLD FIELDS GFI US 10/22/11 C17 11.6 44.6 0.86 -43.4 944
IRE BANK IRELAN IRE US 04/21/12 C1 11.6 83.2 0.20 -20.0 610
FAST FASTENAL CO FAST US 01/21/12 P24.79 11.5 56.3 0.75 15.4 2114
CMI CUMMINS INC CMI US 10/22/11 P85 11.5 60.1 4.40 65.4 698
VXX IPATH-S&P S VXX US 10/22/11 P40 11.5 83.0 1.20 -32.6 682
NLY ANNALY CAPI NLY US 10/22/11 P16 11.5 29.8 0.17 13.3 895
S SPRINT NEXT S US 10/22/11 P3 11.5 75.9 0.22 69.2 1472
DNN DENISON MIN DNN US 01/21/12 C1 11.4 119.4 0.45 -25.0 231
VXX IPATH-S&P S VXX US 10/22/11 P41 11.4 83.9 1.50 -27.5 444
BG BUNGE LTD BG US 11/19/11 P57.5 11.4 41.6 3.70 64.4 1382
IWM ISHARES-RUS IWM US 10/22/11 C64 11.4 47.6 3.99 -18.2 2189
TLT ISHARES BAR TLT US 10/22/11 P113 11.4 25.6 0.76 -36.1 598
VXX IPATH-S&P S VXX US 10/22/11 P39 11.4 82.6 0.96 -36.0 252
LVS LAS VEGAS S LVS US 10/22/11 P46 11.3 56.2 2.88 69.4 1089
YONG YONGYE INTE YONG US 10/22/11 P5 11.3 77.4 0.55 57.1 520
RMBS RAMBUS INC RMBS US 11/19/11 P11 11.3 157.8 1.93 20.6 211
SLV ISHARES SIL SLV US 01/21/12 C20 11.3 59.1 15.80 -15.7 1556
EDU NEW ORIENTA EDU US 01/21/12 P20 11.3 81.3 1.70 54.5 368
QQQ POWERSH-QQQ QQQ US 10/22/11 C53 11.3 37.0 2.70 -26.8 4173
AKS AK STEEL HL AKS US 11/19/11 P6 11.3 91.4 0.54 80.0 9344
SDS PROSHARES U SDS US 10/22/11 P21 11.3 59.5 0.22 -33.3 1398
TLT ISHARES BAR TLT US 10/22/11 P118 11.3 25.0 1.93 -34.6 5248
X US STEEL CO X US 10/22/11 P18 11.3 87.9 0.47 213.3 666
NEM NEWMONT MIN NEM US 10/22/11 P67.5 11.3 40.5 4.20 53.9 265
XRX XEROX CORP XRX US 10/22/11 C7 11.3 54.4 0.53 -24.3 372
EWG ISHARES-GER EWG US 10/22/11 P16 11.2 69.3 0.50 42.9 451
NLY ANNALY CAPI NLY US 10/22/11 C18 11.2 20.8 0.15 50.0 2825
OIH OIL SVC HLD OIH US 10/22/11 P95 11.2 64.4 2.00 166.7 288
CHK CHESAPEAKE CHK US 10/22/11 C29 11.2 55.1 1.21 -34.6 1403
CF CF INDUSTRI CF US 10/22/11 P130 11.2 63.6 4.00 105.1 384
SPY SPDR S&P 50 SPY US 10/22/11 C110 11.2 39.3 6.59 -25.6 14606
ZSL PRSH-ULTSH ZSL US 11/19/11 C12 11.2 91.6 3.10 59.0 230
CMI CUMMINS INC CMI US 10/22/11 P80 11.2 63.6 2.80 75.0 334
DD DU PONT (EI DD US 10/22/11 C43 11.2 41.9 1.41 -52.8 411
NLY ANNALY CAPI NLY US 10/22/11 P17 11.2 23.5 0.39 -4.9 1988
CF CF INDUSTRI CF US 10/22/11 P125 11.2 65.2 2.80 154.6 331
ABV AMBEV-PRF A ABV US 10/22/11 P26.99 11.2 48.9 0.45 125.0 600
SWN SOUTHWESTRN SWN US 11/19/11 P36 11.1 55.6 3.50 108.3 622
CLF CLIFFS NATU CLF US 10/22/11 C55 11.1 71.8 5.20 -38.1 279
SCCO SOUTHERN CO SCCO US 10/22/11 P25 11.1 58.4 1.15 187.5 588
BG BUNGE LTD BG US 10/22/11 P57.5 11.1 42.1 3.03 142.4 326
SPXU PROSHARES U SPXU US 10/22/11 C21 11.0 111.6 2.55 82.1 1442
SWN SOUTHWESTRN SWN US 10/22/11 P33 11.0 57.8 1.19 271.9 394
TOT TOTAL SA-SP TOT US 10/22/11 P42.5 11.0 44.8 2.70 68.8 248
LM LEGG MASON LM US 01/21/12 P21 11.0 62.9 1.75 2.9 661
SMG SCOTTS MIRA SMG US 11/19/11 P40 11.0 42.1 1.50 0.0 2042
TLT ISHARES BAR TLT US 10/22/11 P116 11.0 25.0 1.36 -32.0 268
SLV ISHARES SIL SLV US 10/22/11 C35 10.9 47.7 2.41 -39.8 4470
GMCR GREEN MOUNT GMCR US 10/22/11 C90 10.9 82.0 16.95 -22.1 1756
IWM ISHARES-RUS IWM US 10/22/11 C65 10.9 46.4 3.32 -16.8 3754
ROST ROSS STORES ROST US 10/22/11 P77.5 10.9 36.9 2.90 65.7 1321
LINE LINN ENERGY LINE US 10/22/11 P34 10.9 38.0 0.70 180.0 275
MCP MOLYCORP IN MCP US 11/19/11 P35 10.9 96.2 4.95 59.7 244
SD SANDRIDGE E SD US 10/22/11 P6 10.9 89.6 0.45 60.7 536
WFT WEATHERFORD WFT US 10/22/11 P14 10.8 65.3 1.21 95.2 494
V VISA INC-CL V US 10/22/11 P82.5 10.8 49.9 2.05 58.9 224
DANG E-COMMERCE DANG US 03/17/12 C4 10.8 95.6 1.65 -25.0 377
FFIV F5 NETWORKS FFIV US 10/22/11 P75 10.8 68.9 6.35 38.0 251
TLT ISHARES BAR TLT US 10/22/11 P105 10.8 29.4 0.15 -28.6 236
SVNT SAVIENT PHA SVNT US 10/22/11 P4 10.8 81.3 0.37 76.2 242
V VISA INC-CL V US 11/19/11 P90 10.8 42.8 6.50 49.4 210
IWM ISHARES-RUS IWM US 10/22/11 C66 10.7 45.2 2.75 -19.6 1702
SLV ISHARES SIL SLV US 10/22/11 C32 10.7 51.3 4.50 -35.2 346
FCX FREEPORT-MC FCX US 11/19/11 P34.5 10.7 61.8 4.40 67.3 15485
SPY SPDR S&P 50 SPY US 10/22/11 C111 10.7 38.5 5.93 -26.9 22042
LVS LAS VEGAS S LVS US 10/22/11 C46 10.7 56.4 2.95 -27.2 876
DOW DOW CHEMICA DOW US 10/22/11 C24 10.7 58.2 1.37 -41.5 542
RMBS RAMBUS INC RMBS US 11/19/11 C10 10.7 159.9 4.95 6.5 300
SWN SOUTHWESTRN SWN US 10/22/11 P31 10.7 60.1 0.66 340.0 702
AUY YAMANA GOLD AUY US 10/22/11 C15 10.6 52.5 0.82 -52.0 461
TLT ISHARES BAR TLT US 10/22/11 P115 10.6 25.1 1.10 -33.7 830
XLV SPDR-HEALTH XLV US 12/17/11 C30 10.6 31.3 2.66 -32.7 632
NEM NEWMONT MIN NEM US 10/22/11 C67.5 10.6 40.6 2.01 -30.9 884
SIRI SIRIUS XM R SIRI US 10/22/11 C1 10.6 138.5 0.72 -8.9 2462
GFI GOLD FIELDS GFI US 10/22/11 P17 10.6 45.2 0.87 171.9 740
SWN SOUTHWESTRN SWN US 11/19/11 C36 10.6 55.5 2.98 -45.3 726
WFT WEATHERFORD WFT US 10/22/11 C14 10.6 65.5 0.83 -52.3 1424
WFT WEATHERFORD WFT US 11/19/11 C14 10.6 66.9 1.32 -49.8 4000
YOKU YOUKU.COM I YOKU US 10/22/11 P14 10.6 112.9 1.35 68.8 1394
EEM ISHARES-EMG EEM US 10/22/11 C37 10.5 47.1 1.38 -36.7 2207
RIMM RESEARCH IN RIMM US 10/22/11 P15 10.5 87.3 0.14 40.0 303
IWM ISHARES-RUS IWM US 10/22/11 C67 10.5 44.0 2.36 -16.3 2211
LNG CHENIERE EN LNG US 10/22/11 P6 10.5 101.2 0.61 48.8 415
EEM ISHARES-EMG EEM US 11/19/11 C36 10.5 47.2 2.55 -33.8 773
FXI ISHARES FTS FXI US 10/22/11 P22 10.5 80.9 0.12 33.3 240
VXX IPATH-S&P S VXX US 11/19/11 P42 10.5 85.0 3.35 -26.4 208
SKX SKECHERS US SKX US 10/22/11 P14 10.4 63.0 0.60 100.0 482
DOW DOW CHEMICA DOW US 10/22/11 P24 10.4 58.0 1.64 95.2 605
JBLU JETBLUE AIR JBLU US 12/17/11 P4 10.4 66.1 0.45 40.6 300
QQQ POWERSH-QQQ QQQ US 10/22/11 C56 10.4 32.3 1.11 -30.6 11600
SD SANDRIDGE E SD US 10/22/11 C6 10.4 90.5 0.81 -33.6 306
FFIV F5 NETWORKS FFIV US 10/22/11 C75 10.4 69.2 5.15 -24.3 205
LVS LAS VEGAS S LVS US 10/22/11 P47 10.4 54.8 3.35 55.8 329
ACI ARCH COAL I ACI US 10/22/11 P14 10.3 85.2 0.94 77.4 584
LVS LAS VEGAS S LVS US 10/22/11 C45 10.3 57.3 3.45 -24.2 1837
FXI ISHARES FTS FXI US 10/22/11 P26 10.3 66.5 0.29 123.1 205
GIS GENERAL MIL GIS US 01/21/12 P37.5 10.3 24.4 1.54 -4.9 241
SO SOUTHERN CO SO US 11/19/11 C41 10.3 22.9 1.64 -26.5 832
GMCR GREEN MOUNT GMCR US 10/22/11 P100 10.2 74.7 7.00 70.7 1101
TLT ISHARES BAR TLT US 10/22/11 C122 10.2 24.7 3.05 93.0 2226
CB CHUBB CORP CB US 10/22/11 P50 10.2 48.3 0.52 52.9 247
XLF SPDR-FINL S XLF US 11/19/11 C10 10.2 62.5 2.03 -23.1 332
SO SOUTHERN CO SO US 11/19/11 C42 10.2 21.3 1.08 -25.5 644
GIS GENERAL MIL GIS US 01/21/12 P36.25 10.1 25.6 1.12 -0.9 287
VALE VALE SA-SP VALE US 10/22/11 C25 10.1 47.2 0.85 -40.1 5716
XLF SPDR-FINL S XLF US 11/19/11 C9 10.1 69.2 2.90 -23.3 240
SLV ISHARES SIL SLV US 10/22/11 P35 10.1 48.0 1.58 163.3 12554
ZSL PRSH-ULTSH ZSL US 10/22/11 C14 10.1 87.1 1.60 146.2 1118
BIDU BAIDU INC-S BIDU US 10/22/11 P95 10.1 77.7 0.97 246.4 726
FCX FREEPORT-MC FCX US 11/19/11 C34.5 10.1 62.6 2.43 -32.7 1985
BIDU BAIDU INC-S BIDU US 10/22/11 C120 10.1 70.3 14.45 -42.0 258
IWM ISHARES-RUS IWM US 11/19/11 C60 10.1 48.2 7.66 -20.5 390
RRC RANGE RESOU RRC US 10/22/11 C70 10.1 76.2 6.50 20.4 327
SPY SPDR S&P 50 SPY US 10/22/11 C112 10.1 37.6 5.32 -30.6 15170
VZ VERIZON COM VZ US 10/22/11 P37 10.1 22.6 2.37 31.7 626
CMG CHIPOTLE ME CMG US 10/22/11 P240 10.1 71.3 1.50 66.7 229
ZIP ZIPCAR INC ZIP US 10/22/11 P17.5 10.0 75.3 1.90 22.6 258
IEF ISHARES 7-1 IEF US 10/22/11 C106 10.0 9.9 1.10 37.5 356
UUP POWERSHARES UUP US 12/17/11 C21 10.0 11.8 1.32 15.8 1072
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
GR GOODRICH CO GR US 10/22/11 C120 -74.5 6.8 1.30 188.9 7041
GR GOODRICH CO GR US 10/22/11 C125 -66.6 9.2 0.15 -25.0 1714
GR GOODRICH CO GR US 11/19/11 C120 -64.8 7.5 1.85 164.3 478
GR GOODRICH CO GR US 10/22/11 P120 -62.0 7.2 0.65 -93.9 2047
ABX BARRICK GOL ABX US 10/22/11 C35 -57.7 53.9 14.30 -18.5 250
GR GOODRICH CO GR US 10/22/11 C105 -48.0 25.4 16.00 83.9 699
KGC KINROSS GOL KGC US 10/22/11 C12 -47.3 68.2 4.00 0.0 2000
NEM NEWMONT MIN NEM US 10/22/11 C45 -46.5 65.5 19.80 0.0 250
GR GOODRICH CO GR US 10/22/11 C110 -45.3 22.4 10.90 132.9 720
VXX IPATH-S&P S VXX US 01/21/12 C24 -44.5 46.9 25.30 25.2 218
ITUB ITAU UNIBAN ITUB US 10/22/11 C14 -43.6 56.7 1.35 0.0 1540
GR GOODRICH CO GR US 10/22/11 P115 -42.6 16.3 0.35 -94.6 1717
UCO PRSH-ULT CR UCO1 US 01/19/13 P6 -42.5 105.2 2.10 133.3 342
GR GOODRICH CO GR US 11/19/11 C100 -42.2 22.2 20.77 66.8 1030
GR GOODRICH CO GR US 10/22/11 C115 -41.5 16.6 6.20 313.3 4237
AVGO AVAGO TECHN AVGO US 10/22/11 C25 -41.1 64.9 9.50 -19.5 300
GR GOODRICH CO GR US 10/22/11 P110 -40.2 22.1 0.20 -95.8 1041
GR GOODRICH CO GR US 10/22/11 P105 -39.9 27.3 0.10 -97.4 1684
GR GOODRICH CO GR US 10/22/11 C100 -39.8 32.9 20.70 63.0 281
GR GOODRICH CO GR US 10/22/11 P100 -38.0 32.4 0.05 -98.0 864
XME SPDR S&P ME XME US 10/22/11 P37 -37.8 73.1 0.44 266.7 286
PCY POWERSH-E M PCY US 03/17/12 P27 -37.8 5.3 1.00 0.0 299
ARQL ARQULE INC ARQL US 01/21/12 C5 -37.7 55.5 0.65 -35.0 585
GR GOODRICH CO GR US 11/19/11 C110 -35.1 19.6 11.30 140.4 1493
CADX CADENCE PHA CADX US 02/18/12 C5 -34.5 30.3 1.15 -4.2 399
KGC KINROSS GOL KGC US 01/21/12 C10 -33.5 61.6 6.00 -18.9 250
LDK LDK SOLAR C LDK US 10/22/11 C3 -33.3 70.8 0.65 -42.0 560
XME SPDR S&P ME XME US 10/22/11 P39 -32.9 71.2 0.73 143.3 410
GR GOODRICH CO GR US 11/19/11 P110 -32.1 19.9 0.55 -87.5 1045
CNQ CANADIAN NA CNQ US 10/22/11 C25 -30.5 63.0 5.06 0.0 304
GR GOODRICH CO GR US 10/22/11 P95 -30.2 39.9 0.10 -94.6 280
GR GOODRICH CO GR US 05/19/12 C125 -30.0 9.6 1.90 192.3 3810
VXX IPATH-S&P S VXX US 10/22/11 C35 -29.7 73.4 13.60 23.6 500
AUY YAMANA GOLD AUY US 10/22/11 C11 -29.4 63.5 4.20 -24.3 2161
XME SPDR S&P ME XME US 10/22/11 P42 -27.3 67.0 1.30 120.3 8354
UDN POWERSHARES UDN US 03/17/12 C25 -24.9 11.7 2.43 -37.5 200
SPPI SPECTRUM PH SPPI US 11/19/11 C6 -24.6 94.0 2.25 -13.5 300
IVR INVESCO MOR IVR US 10/22/11 P15 -23.9 27.3 0.65 62.5 396
SLW SILVER WHEA SLW US 10/22/11 C33 -23.7 60.6 4.75 -47.2 536
CADX CADENCE PHA CADX US 05/19/12 C5 -21.1 29.7 1.15 -8.0 224
GR GOODRICH CO GR US 11/19/11 P120 -20.6 7.9 1.10 0.0 458
VXX IPATH-S&P S VXX US 10/22/11 C38 -19.3 77.3 11.01 35.9 242
TOT TOTAL SA-SP TOT US 11/19/11 C33 -19.1 57.9 9.00 0.0 400
CHK CHESAPEAKE CHK US 01/21/12 C10 -19.0 104.3 17.90 -16.7 279
NEM NEWMONT MIN NEM US 10/22/11 C55 -18.8 48.9 10.25 -31.2 252
NYT NEW YORK TI NYT US 04/21/12 C6 -18.8 68.1 1.10 0.0 225
AMAT APPLIED MAT AMAT US 10/22/11 C9 -18.8 53.7 1.55 -29.9 403
XLF SPDR-FINL S XLF US 10/22/11 P7 -17.6 85.5 0.04 300.0 200
NLY ANNALY CAPI NLY US 10/22/11 C15 -17.4 53.1 2.75 1.9 235
KMX CARMAX INC KMX US 10/22/11 P24 -16.9 50.0 0.90 125.0 576
FXP PROSHARES U FXP1 US 01/21/12 P11 -16.2 280.9 3.45 0.0 210
XME SPDR S&P ME XME US 10/22/11 P36 -15.9 74.3 0.33 106.2 1692
KMX CARMAX INC KMX US 10/22/11 P25 -15.8 47.8 1.30 85.7 277
MTL MECHEL-SPON MTL US 10/22/11 P10 -15.7 77.3 0.30 0.0 822
KMX CARMAX INC KMX US 10/22/11 C26 -15.6 47.2 1.00 -59.8 246
HPQ HEWLETT-PAC HPQ US 11/19/11 C15 -15.6 70.9 8.78 11.1 326
ABX BARRICK GOL ABX US 11/19/11 C45 -15.4 43.9 5.74 -44.0 281
VXX IPATH-S&P S VXX US 10/22/11 C40 -15.3 79.4 9.50 28.4 254
XME SPDR S&P ME XME US 10/22/11 P32 -15.2 78.9 0.14 0.0 376
LQD ISHARES-IBO LQD US 12/17/11 P112 -15.1 8.1 1.65 -56.6 2111
FXP PROSHARES U FXP1 US 01/21/12 P10 -15.1 277.2 2.49 0.0 230
HST HOST HOTELS HST US 10/22/11 C10 -14.6 64.7 0.94 0.0 578
MPEL MELCO CROWN MPEL US 10/22/11 C8 -14.4 91.2 2.40 -12.7 260
GM GENERAL MOT GM US 01/21/12 C17.5 -14.2 57.2 4.35 -14.7 220
KMX CARMAX INC KMX US 10/22/11 P26 -13.8 45.6 1.80 71.4 515
VXX IPATH-S&P S VXX US 01/21/12 C33 -13.5 70.3 16.80 40.6 242
GDXJ MARKET VECT GDXJ US 10/22/11 C30 -13.4 53.7 3.20 -43.9 522
SVM SILVERCORP SVM US 10/22/11 P6 -13.3 106.9 0.50 0.0 682
TOT TOTAL SA-SP TOT US 01/21/12 C40 -13.2 44.3 4.30 -30.6 202
NLY ANNALY CAPI NLY US 01/18/14 P5 -13.1 37.4 0.77 0.0 230
UNH UNITEDHEALT UNH US 01/21/12 C35 -12.9 51.4 13.00 -16.7 3018
TNA SMALL CAP B TNA US 10/22/11 C33 -12.9 138.7 6.20 -52.2 204
UTX UNITED TECH UTX US 11/19/11 C62.5 -12.7 49.0 9.65 -31.3 218
TIN TEMPLE-INLA TIN US 02/18/12 C26 -12.1 28.2 5.90 84.4 500
GDXJ MARKET VECT GDXJ US 01/21/12 C32 -12.0 50.9 3.70 -45.6 5416
LDK LDK SOLAR C LDK US 11/19/11 C2 -11.9 108.4 1.60 0.0 400
SVM SILVERCORP SVM US 10/22/11 P5 -11.6 124.3 0.25 25.0 754
SIL GLOBAL X SI SIL US 10/22/11 C25 -11.5 48.2 0.85 -68.5 424
AMRN AMARIN CORP AMRN US 03/17/12 C6 -10.8 93.1 5.30 -5.4 300
SDRL SEADRILL LT SDRL US 10/22/11 C29.8 -10.8 42.2 1.40 -50.9 200
DELL DELL INC DELL US 01/21/12 C11 -10.6 53.0 3.45 -17.1 760
BBBY BED BATH &B BBBY US 10/22/11 C60 -10.4 35.7 1.85 14.9 1783
TSLA TESLA MOTOR TSLA US 11/19/11 C20 -10.3 76.9 6.00 0.0 280
ALU ALCATEL-LUC ALU US 10/22/11 C3 -10.3 76.6 0.22 -45.0 225
BBBY BED BATH &B BBBY US 10/22/11 C57.5 -10.1 38.3 3.20 16.4 674
GDXJ MARKET VECT GDXJ US 01/21/12 C30 -10.1 54.6 5.10 -37.8 1336
CIGX STAR SCIENT CIGX US 10/22/11 P2 -10.0 103.3 0.05 0.0 200
x - Ex-dividend. * - Ex-earnings.
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