U.S. Stock Options With Biggest Changes in Implied Volatility
By -
May 21, 2012
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
=============================================================================
CVI CVR ENERGY CVI US 06/16/12 C30 117.7 25.2 1.90 86.3 773
CVI CVR ENERGY CVI US 06/16/12 P30 88.4 43.6 0.70 -23.1 1777
CVI CVR ENERGY CVI US 06/16/12 C32.5 49.1 29.7 0.55 450.0 991
SOHU SOHU.COM IN SOHU US 06/16/12 C32.5 47.1 58.2 9.40 0.0 744
AGNC AMERICAN CA AGNC US 12/22/12 P30 36.1 15.4 2.47 -2.8 600
CVI CVR ENERGY CVI US 06/16/12 P32.5 27.6 47.2 2.15 -12.2 1798
AGNC AMERICAN CA AGNC US 06/16/12 P30 24.2 24.1 0.16 -38.5 1298
CVI CVR ENERGY CVI US 06/16/12 P27.5 22.6 40.6 0.20 33.3 1299
KMI KINDER MORG KMI US 06/16/12 C30 21.4 22.9 3.20 25.5 3484
BLK BLACKROCK I BLK US 06/16/12 P175 18.9 35.8 10.80 30.9 2398
KMR KINDER MORG KMR US 06/16/12 C70 18.0 24.1 1.10 -43.6 1010
SVNT SAVIENT PHA SVNT US 09/22/12 C0.5 16.1 99.6 0.35 0.0 1000
IRM IRON MOUNTA IRM US 06/16/12 P25 15.9 69.5 0.60 9.1 606
IRM IRON MOUNTA IRM US 07/21/12 C30 14.4 56.4 1.90 18.8 669
RENN RENREN INC- RENN US 10/20/12 P4 14.1 105.2 0.85 54.5 1033
CSC COMPUTER SC CSC US 06/16/12 P22.5 13.4 64.0 0.40 -11.1 1322
SIRI SIRIUS XM R SIRI US 09/22/12 P1.5 13.2 71.7 0.12 -7.7 647
FGP FERRELLGAS- FGP US 06/16/12 P15 12.9 99.6 1.50 0.0 906
BBY BEST BUY CO BBY US 06/16/12 C18 12.5 77.4 1.50 9.5 2741
BBY BEST BUY CO BBY US 06/16/12 P18 12.4 77.9 1.43 3.6 4465
MBI MBIA INC MBI US 06/16/12 P7 12.3 105.5 0.35 2.9 620
KMI KINDER MORG KMI US 06/16/12 P27.5 11.9 63.7 0.30 -14.3 2949
VVUS VIVUS INC VVUS US 06/16/12 P18 11.0 90.5 0.26 -38.1 612
SJM JM SMUCKER SJM US 06/16/12 P70 10.9 32.0 0.45 50.0 632
BBY BEST BUY CO BBY US 06/16/12 P17 10.7 80.7 1.00 3.1 5010
LVLT LEVEL 3 COM LVLT US 06/16/12 C22 10.3 61.7 1.85 23.3 1164
TSL TRINA SOLAR TSL US 09/22/12 P4 10.3 120.8 0.59 15.7 4706
RPRX REPROS THER RPRX US 06/16/12 P7.5 10.2 106.5 0.65 -18.8 972
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
MMI MOTOROLA MO MMI US 07/21/12 C39 -65.2 4.7 1.00 11.1 562
MTGE AMERICAN CA MTGE US 06/16/12 C22.5 -50.8 12.7 1.45 11.5 762
KMI KINDER MORG KMI US 09/22/12 C30 -49.5 9.3 3.20 -8.6 503
CPB CAMPBELL SO CPB US 06/16/12 P33 -29.3 15.2 0.80 45.5 664
ZAGG ZAGG INC ZAGG US 06/16/12 C11 -29.1 33.2 0.55 10.0 670
SPPI SPECTRUM PH SPPI US 06/16/12 C12 -27.9 68.8 0.65 -13.3 794
LOW LOWE'S COS LOW US 06/16/12 C25 -27.0 34.5 1.22 0.0 1111
GRPN GROUPON INC GRPN US 07/21/12 C10 -26.9 30.1 2.30 35.3 1473
PMT PENNYMAC MO PMT US 10/20/12 P17.5 -26.5 20.7 1.10 214.3 524
VXX IPATH-S&P S VXX US 06/16/12 C19 -25.7 74.7 2.65 -33.8 1220
TKR TIMKEN CO TKR US 06/16/12 C52.5 -25.6 43.5 1.80 71.4 847
EWH ISHARES-HON EWH US 06/16/12 C17 -25.5 19.0 0.10 0.0 1021
VXX IPATH-S&P S VXX US 07/21/12 P12 -25.3 59.2 0.02 0.0 771
CYB WISDOMTR CH CYB US 07/21/12 P24.45 -25.2 7.4 0.05 -80.0 1594
GRPN GROUPON INC GRPN US 06/16/12 C11 -24.6 44.2 1.50 36.4 2452
EP EL PASO COR EP US 07/21/12 C29 -24.5 17.8 0.78 -17.9 2100
VXX IPATH-S&P S VXX US 06/16/12 P15 -24.5 70.0 0.06 0.0 1052
CZZ COSAN LTD - CZZ US 06/16/12 C12.5 -23.8 33.5 0.25 -16.7 603
DSPG DSP GROUP I DSPG US 06/16/12 P5 -23.6 76.0 0.05 0.0 1000
EP EL PASO COR EP US 07/21/12 C28 -23.6 16.2 1.37 -13.8 1119
OKE ONEOK INC OKE US 06/16/12 C85 -22.8 15.5 0.65 -53.6 1006
ARNA ARENA PHARM ARNA US 06/16/12 C6 -21.8 71.3 0.42 10.5 2191
GRPN GROUPON INC GRPN US 07/21/12 C11 -21.5 34.6 1.60 23.1 1142
AGNC AMERICAN CA AGNC US 06/16/12 C32 -21.0 11.6 0.36 100.0 2660
LOW LOWE'S COS LOW US 06/16/12 P24 -20.5 36.8 0.36 176.9 1142
LOW LOWE'S COS LOW US 06/16/12 P25 -20.4 34.2 0.63 186.4 2758
LNG CHENIERE EN LNG US 06/16/12 C15 -20.2 61.7 0.85 30.8 2305
DBC POWERSHARES DBC US 06/16/12 C27 -20.0 14.8 0.25 25.0 507
QQQ POWERSH-QQQ QQQ US 06/16/12 P65 -20.0 18.7 3.29 -26.6 2604
GRPN GROUPON INC GRPN US 06/16/12 C13 -20.0 53.2 0.45 28.6 1872
EP EL PASO COR EP US 06/16/12 C29 -19.8 19.4 0.57 -8.1 3759
HYG ISH-IBOXX H HYG US 06/16/12 C87 -19.7 10.9 1.35 -67.5 705
EXC EXELON CORP EXC US 06/16/12 C36 -19.5 19.4 1.49 -35.5 1872
LOW LOWE'S COS LOW US 06/16/12 P26 -19.3 31.8 1.14 208.1 1167
BRCD BROCADE COM BRCD US 06/16/12 C5 -19.3 43.4 0.15 15.4 1147
LOW LOWE'S COS LOW US 06/16/12 C26 -18.9 31.9 0.68 -76.8 1303
KMI KINDER MORG KMI US 06/16/12 C32.5 -18.6 20.3 1.10 22.2 1366
VXX IPATH-S&P S VXX US 06/16/12 P14 -18.6 67.2 0.02 -33.3 562
XLF SPDR-FINL S XLF US 12/22/12 P8 -18.5 48.7 0.14 0.0 522
VXX IPATH-S&P S VXX US 06/16/12 C20 -18.2 77.0 1.94 -46.9 4072
SDS PRO ULTSHRT SDS US 06/16/12 C15 -17.8 31.5 2.10 -18.9 801
VXX IPATH-S&P S VXX US 06/16/12 C21 -17.8 79.6 1.50 -46.8 4007
JCI JOHNSON CON JCI US 06/16/12 C31 -17.8 26.9 0.55 19.6 2739
SDRL SEADRILL LT SDRL US 06/16/12 C38 -17.5 25.4 0.35 40.0 629
BA BOEING CO/T BA US 06/16/12 C75 -17.4 20.6 0.42 44.8 1071
SMH MARKET VECT SMH US 06/16/12 C32 -17.2 23.6 0.50 -28.6 507
SDS PRO ULTSHRT SDS US 06/16/12 C16 -17.2 32.8 1.26 -28.8 1536
IBM IBM IBM US 06/16/12 C205 -17.1 15.9 0.85 -22.0 2760
LOW LOWE'S COS LOW US 07/21/12 P24 -16.9 32.9 0.72 111.8 1045
IBM IBM IBM US 06/16/12 C200 -16.9 17.2 2.45 -8.6 2732
LOW LOWE'S COS LOW US 07/21/12 P22 -16.9 38.1 0.32 68.4 935
RIG TRANSOCEAN RIG US 06/16/12 C45 -16.8 40.7 1.19 -6.3 1545
LOW LOWE'S COS LOW US 07/21/12 P25 -16.6 30.8 1.04 126.1 1083
NUGT DIR GLD BUL NUGT US 06/16/12 C10 -16.3 105.7 1.15 16.2 1532
VXX IPATH-S&P S VXX US 07/21/12 C20 -16.2 76.4 2.80 -34.6 778
RIG TRANSOCEAN RIG US 06/16/12 P42.5 -16.1 41.5 1.55 -34.0 756
MO ALTRIA GROU MO US 06/16/12 C32 -15.9 12.3 0.27 -25.0 1765
BHI BAKER HUGHE BHI US 06/16/12 C43 -15.9 34.5 0.95 13.1 1771
YHOO YAHOO! INC YHOO US 07/21/12 C16 -15.7 34.7 0.70 -12.5 5942
DUK DUKE ENERGY DUK US 06/16/12 C21 -15.7 14.2 0.50 -28.6 1181
KO COCA-COLA C KO US 06/16/12 C75 -15.6 14.6 0.85 -9.6 1812
QQQ POWERSH-QQQ QQQ US 06/16/12 P64 -15.6 19.6 2.44 -35.3 4085
KO COCA-COLA C KO US 06/16/12 C77.5 -15.6 14.2 0.18 -33.3 1452
FAZ DIR FIN BEA FAZ US 06/16/12 C25 -15.6 68.1 3.70 -19.6 940
QQQ POWERSH-QQQ QQQ US 06/29/12 P65 -15.5 19.4 3.49 -26.5 2130
BZH BEAZER HOME BZH US 06/16/12 P2.5 -15.5 76.7 0.20 -16.7 10000
WY WEYERHAEUSE WY US 07/21/12 C20 -15.4 32.8 0.70 -2.8 2116
GRPN GROUPON INC GRPN US 07/21/12 C12 -15.4 43.5 1.10 29.4 6664
CLF CLIFFS NATU CLF US 06/16/12 C52.5 -15.4 48.1 2.04 29.1 727
XLE SPDR-ENERGY XLE US 06/16/12 P67 -15.3 24.6 3.15 -24.5 1028
MDR MCDERMOTT I MDR US 06/16/12 C11 -15.3 55.3 0.55 10.0 839
PXP PLAINS EXPL PXP US 06/16/12 C32 -15.3 53.3 4.97 0.0 1000
CMCSA COMCAST COR CMCSA US 06/16/12 C29 -15.2 22.3 0.44 -18.5 5336
QCOM QUALCOMM IN QCOM US 06/16/12 C57.5 -15.1 27.9 1.35 8.0 1975
HFC HOLLYFRONTI HFC US 12/22/12 C20 -15.1 59.1 11.20 0.0 1800
YHOO YAHOO! INC YHOO US 07/21/12 C15 -15.1 36.2 1.22 -6.9 3778
QCOM QUALCOMM IN QCOM US 06/16/12 P57.5 -15.1 27.6 1.99 -34.8 1015
RIG TRANSOCEAN RIG US 06/16/12 C42.5 -15.0 41.9 2.37 6.8 3112
WY WEYERHAEUSE WY US 07/21/12 C19 -14.8 33.8 1.05 0.0 1900
EXC EXELON CORP EXC US 06/16/12 P39 -14.8 14.2 1.86 34.8 563
MNTA MOMENTA PHA MNTA US 06/16/12 C15 -14.8 81.2 1.00 4.2 595
GRPN GROUPON INC GRPN US 07/21/12 C13 -14.8 46.0 0.70 27.3 593
XLE SPDR-ENERGY XLE US 06/16/12 P65 -14.8 25.7 1.87 -35.5 796
GOOG GOOGLE INC- GOOG US 06/16/12 C640 -14.8 24.3 6.30 5.0 679
GOOG GOOGLE INC- GOOG US 06/16/12 C635 -14.7 24.6 7.90 12.9 677
IBM IBM IBM US 06/16/12 C195 -14.7 19.2 5.05 -1.9 707
XLI SPDR-INDU S XLI US 06/16/12 P35 -14.7 21.5 1.01 -36.1 2836
HUN HUNTSMAN CO HUN US 06/16/12 C13 -14.7 53.6 0.75 -2.6 575
VXX IPATH-S&P S VXX US 06/16/12 P16 -14.6 69.7 0.13 0.0 1434
CSCO CISCO SYSTE CSCO US 06/16/12 P17 -14.6 24.2 0.63 -24.1 627
UTX UNITED TECH UTX US 06/16/12 C75 -14.6 22.2 0.97 -1.0 1807
CNC CENTENE COR CNC US 06/16/12 P37.5 -14.5 37.2 2.48 -20.0 833
HAL HALLIBURTON HAL US 06/16/12 C32 -14.5 33.1 0.62 19.2 1147
YHOO YAHOO! INC YHOO US 07/21/12 P15 -14.5 36.2 0.66 -24.1 2238
SYY SYSCO CORP SYY US 06/16/12 C28 -14.4 17.9 0.25 -16.7 596
GOOG GOOGLE INC- GOOG US 06/16/12 C630 -14.4 24.9 9.70 17.6 606
AXP AMERICAN EX AXP US 06/16/12 C57.5 -14.3 23.8 0.89 3.5 1525
POT POTASH CORP POT US 06/16/12 C40 -14.3 33.5 1.21 5.2 3090
CHK CHESAPEAKE CHK US 07/21/12 P10 -14.3 110.3 0.53 -45.9 636
WFT WEATHERFORD WFT US 06/16/12 C13 -14.3 50.1 0.57 9.6 1597
CLF CLIFFS NATU CLF US 06/16/12 C50 -14.3 49.6 3.25 27.9 2280
SDS PRO ULTSHRT SDS US 06/16/12 P16 -14.2 34.2 0.20 -4.8 676
HIG HARTFORD FI HIG US 06/16/12 P17 -14.2 48.7 0.85 -17.5 578
GRPN GROUPON INC GRPN US 06/16/12 C12 -14.2 57.4 1.00 56.2 2438
NPSP NPS PHARM I NPSP US 08/18/12 C8 -14.2 69.3 0.80 0.0 1287
GRPN GROUPON INC GRPN US 01/19/13 C13 -14.1 40.6 1.60 23.1 630
CHK CHESAPEAKE CHK US 06/16/12 P15 -14.0 82.5 1.29 -31.4 1656
FAZ DIR FIN BEA FAZ US 06/16/12 P24 -14.0 70.8 0.56 -28.2 649
BTU PEABODY ENE BTU US 06/16/12 C25 -13.9 55.0 1.11 -7.5 1576
XOM EXXON MOBIL XOM US 06/16/12 C85 -13.8 16.5 0.36 -29.4 4473
CHK CHESAPEAKE CHK US 06/16/12 C15 -13.8 83.0 1.28 4.9 2817
DTV DIRECTV-A DTV US 06/16/12 C47 -13.8 20.9 0.75 25.0 1127
PM PHILIP MORR PM US 06/16/12 C87.5 -13.8 15.5 0.42 -23.6 867
HIG HARTFORD FI HIG US 06/16/12 C18 -13.7 47.1 0.47 -26.6 1566
SSO PRO ULT S&P SSO US 06/16/12 C53 -13.7 33.8 0.91 7.1 1210
POT POTASH CORP POT US 06/16/12 P40 -13.7 33.3 1.57 -34.9 1222
BP BP PLC-ADR BP US 06/16/12 C39 -13.7 25.7 0.47 -9.6 1192
QCOM QUALCOMM IN QCOM US 06/16/12 C55 -13.6 30.3 2.82 12.8 574
GOOG GOOGLE INC- GOOG US 06/16/12 C625 -13.6 25.2 11.00 10.0 800
YHOO YAHOO! INC YHOO US 10/20/12 C16 -13.6 32.7 1.14 -9.5 1206
PXP PLAINS EXPL PXP US 06/16/12 C38 -13.5 41.1 1.15 10.6 885
WFC WELLS FARGO WFC US 06/16/12 C32 -13.5 28.9 0.64 -5.9 1735
XLK SPDR-TECH S XLK US 06/16/12 C29 -13.5 17.8 0.18 38.5 1236
IWM ISHARES-RUS IWM US 06/16/12 P79 -13.4 23.9 3.84 -23.8 15072
FAZ DIR FIN BEA FAZ US 06/16/12 C27 -13.4 72.7 2.50 -27.8 538
GOOG GOOGLE INC- GOOG US 06/16/12 C620 -13.4 25.6 14.10 20.7 996
CRUS CIRRUS LOGI CRUS US 06/16/12 C27 -13.4 51.2 1.00 25.0 536
ORLY O'REILLY AU ORLY US 06/16/12 P95 -13.4 29.4 2.60 -39.5 553
MOS MOSAIC CO/T MOS US 06/16/12 C50 -13.4 37.6 1.10 15.8 1095
MDC MDC HOLDING MDC US 06/16/12 C26 -13.3 47.4 1.30 -3.7 854
HIG HARTFORD FI HIG US 06/16/12 P18 -13.3 46.9 1.44 -10.6 3045
CHK CHESAPEAKE CHK US 07/21/12 P9 -13.2 116.8 0.43 -41.9 588
CVX CHEVRON COR CVX US 06/16/12 C100 -13.2 21.9 1.75 -16.7 1420
CHK CHESAPEAKE CHK US 07/21/12 P11 -13.2 103.0 0.75 -36.4 2945
X US STEEL CO X US 06/16/12 C23 -13.1 56.8 0.88 -9.3 599
YHOO YAHOO! INC YHOO US 06/16/12 C16 -13.1 33.0 0.37 -13.9 14309
IYR ISHARES-DJ IYR US 06/16/12 C64 -13.1 16.5 0.19 26.7 4140
CMI CUMMINS INC CMI US 06/16/12 P100 -13.1 35.8 4.00 -35.6 704
EWY ISHARES-S K EWY US 06/16/12 C55 -13.0 27.1 0.57 -1.7 546
XOM EXXON MOBIL XOM US 06/16/12 C82.5 -13.0 18.1 1.26 -8.7 1873
CSCO CISCO SYSTE CSCO US 06/16/12 C17 -12.9 25.1 0.28 -9.7 4025
OXY OCCIDENTAL OXY US 06/16/12 C82.5 -12.9 32.4 1.67 -15.2 513
APA APACHE CORP APA US 06/16/12 P85 -12.8 31.6 4.37 -28.0 578
DD DU PONT (EI DD US 06/16/12 C50 -12.8 22.3 0.63 10.5 985
XOM EXXON MOBIL XOM US 06/16/12 P82.5 -12.8 18.1 2.02 -19.8 1176
COP CONOCOPHILL COP US 06/16/12 C52.5 -12.8 22.7 0.85 6.2 1900
IYR ISHARES-DJ IYR US 06/16/12 P63 -12.8 18.6 2.60 -27.8 506
HAL HALLIBURTON HAL US 06/16/12 P30 -12.7 36.7 0.77 -48.7 717
QCOM QUALCOMM IN QCOM US 06/16/12 P55 -12.7 30.3 1.01 -45.4 1297
GOOG GOOGLE INC- GOOG US 06/16/12 C615 -12.7 26.1 16.60 23.9 614
SSO PRO ULT S&P SSO US 06/16/12 C52 -12.7 35.3 1.33 13.7 835
AMGN AMGEN INC AMGN US 06/16/12 C70 -12.7 19.0 1.08 -13.6 673
CVX CHEVRON COR CVX US 06/16/12 P100 -12.6 22.0 2.80 -22.2 1493
TXI TEXAS INDUS TXI US 06/16/12 P30 -12.6 52.4 0.70 -54.8 539
BA BOEING CO/T BA US 06/16/12 P72.5 -12.6 22.5 2.21 -45.4 1340
EBAY EBAY INC EBAY US 06/16/12 C40 -12.6 30.0 0.94 17.5 1354
VXX IPATH-S&P S VXX US 06/16/12 P17 -12.6 71.0 0.28 12.0 2939
IBM IBM IBM US 06/16/12 P200 -12.5 16.7 4.95 -26.0 3107
QQQ POWERSH-QQQ QQQ US 06/16/12 P63 -12.5 21.0 1.85 -39.7 5627
AMAT APPLIED MAT AMAT US 06/16/12 P11 -12.5 26.6 0.60 -26.8 706
PFE PFIZER INC PFE US 06/16/12 C23 -12.5 16.7 0.21 -25.0 10327
BTU PEABODY ENE BTU US 06/16/12 C24 -12.5 57.4 1.54 -6.1 808
WLT WALTER ENER WLT US 06/16/12 C52.5 -12.5 67.5 3.00 4.5 1073
BTU PEABODY ENE BTU US 06/16/12 P23 -12.5 59.0 0.89 -36.0 768
WFC WELLS FARGO WFC US 06/16/12 P31 -12.5 31.2 0.89 -31.0 1082
CL COLGATE-PAL CL US 06/16/12 P100 -12.5 14.8 2.33 -5.3 617
FAZ DIR FIN BEA FAZ US 06/16/12 C28 -12.5 74.9 2.08 -30.7 1538
BIDU BAIDU INC-S BIDU US 06/16/12 C125 -12.4 39.1 3.55 47.9 3291
HAL HALLIBURTON HAL US 06/16/12 C30 -12.4 37.2 1.73 33.1 662
FXE CRYSHS-EURO FXE US 06/16/12 P130 -12.4 9.8 3.10 -8.8 9113
SO SOUTHERN CO SO US 06/16/12 C46 -12.4 10.4 0.22 -45.0 1343
SPY SPDR S&P 50 SPY US 06/16/12 C138 -12.4 14.8 0.28 3.7 23306
YHOO YAHOO! INC YHOO US 06/16/12 P16 -12.4 33.0 0.77 -27.4 3329
EXXI ENERGY XXI EXXI US 06/16/12 C27 -12.4 55.3 3.98 -67.3 500
HAL HALLIBURTON HAL US 06/16/12 P31 -12.4 35.0 1.16 -43.7 557
DTV DIRECTV-A DTV US 06/16/12 C46 -12.3 22.1 1.25 22.6 1008
EWY ISHARES-S K EWY US 06/16/12 P54 -12.3 29.1 2.50 -0.8 1305
SDRL SEADRILL LT SDRL US 06/16/12 C37 -12.3 27.4 0.60 33.3 840
TWC TIME WARNER TWC US 06/16/12 C77.5 -12.3 21.0 0.80 15.9 1324
BTU PEABODY ENE BTU US 06/16/12 P24 -12.3 56.9 1.30 -29.7 793
IYR ISHARES-DJ IYR US 06/16/12 C63 -12.2 17.7 0.42 27.3 3673
X US STEEL CO X US 06/16/12 C22 -12.2 58.7 1.35 -2.9 537
CHK CHESAPEAKE CHK US 07/21/12 C15 -12.2 84.5 2.02 4.1 630
WFC WELLS FARGO WFC US 06/16/12 P32 -12.2 29.3 1.35 -27.4 2429
ETE ENERGY TRAN ETE US 06/16/12 C37.5 -12.1 28.2 0.80 -5.9 1076
NUE NUCOR CORP NUE US 06/16/12 P33 -12.1 33.5 0.64 -25.6 504
VRNG VRINGO INC VRNG US 11/17/12 C2.5 -12.1 62.0 0.65 -18.8 701
ARNA ARENA PHARM ARNA US 07/21/12 C2.5 -12.1 166.4 3.60 12.5 826
MMR MCMORAN EXP MMR US 06/16/12 C9 -12.1 72.2 0.68 38.8 1349
EWZ ISHARES-BRA EWZ US 06/16/12 C55 -12.1 29.8 0.66 -7.0 2160
SPY SPDR S&P 50 SPY US 06/16/12 P136 -12.1 15.1 5.57 -25.1 4852
EMC EMC CORP/MA EMC US 06/16/12 C26 -12.0 26.7 0.54 31.7 1660
YHOO YAHOO! INC YHOO US 07/21/12 P14 -12.0 38.8 0.36 -30.8 1068
CHK CHESAPEAKE CHK US 06/16/12 P14 -12.0 89.2 0.92 -36.5 2091
BRK/B BERKSHIRE H BRKB US 06/16/12 C80 -12.0 17.3 1.19 0.0 1245
IP INTL PAPER IP US 06/16/12 C31 -12.0 28.5 0.38 35.7 1125
PFE PFIZER INC PFE US 07/21/12 C22 -12.0 20.1 1.05 -6.2 6067
FDX FEDEX CORP FDX US 06/16/12 C90 -11.9 23.4 0.77 -3.8 644
HAL HALLIBURTON HAL US 07/21/12 C32 -11.9 35.1 1.28 13.3 1002
GOOG GOOGLE INC- GOOG US 06/16/12 C610 -11.9 26.5 19.80 25.3 1150
CHK CHESAPEAKE CHK US 07/21/12 P15 -11.9 83.4 2.06 -23.1 933
DVN DEVON ENERG DVN US 06/16/12 C65 -11.9 30.2 1.00 3.1 1246
ACI ARCH COAL I ACI US 06/16/12 C8 -11.8 71.6 0.41 17.1 1635
SODA SODASTREAM SODA US 07/21/12 C32.5 -11.8 52.9 2.50 4.2 1020
EA ELECTRONIC EA US 06/16/12 P14 -11.8 40.6 0.54 -21.7 922
MSFT MICROSOFT C MSFT US 06/16/12 P30 -11.8 23.0 0.92 -29.2 1240
WFC WELLS FARGO WFC US 06/16/12 C31 -11.8 31.5 1.17 0.9 2103
GE GENERAL ELE GE US 06/16/12 P19 -11.8 24.8 0.46 -24.6 2605
GLD SPDR GOLD T GLD US 06/16/12 P154 -11.7 17.5 2.68 -14.9 869
PEP PEPSICO INC PEP US 07/21/12 C70 -11.7 13.8 0.54 -32.5 1396
INTC INTEL CORP INTC US 06/16/12 P26 -11.7 25.0 0.65 -15.6 1091
SDS PRO ULTSHRT SDS US 06/16/12 C17 -11.7 38.1 0.73 -35.4 2191
XOM EXXON MOBIL XOM US 06/16/12 C80 -11.7 20.2 2.67 0.8 1235
ARNA ARENA PHARM ARNA US 07/21/12 C5.5 -11.7 139.7 1.44 2.1 674
FAZ DIR FIN BEA FAZ US 06/16/12 C29 -11.7 77.1 1.84 -30.6 686
MSFT MICROSOFT C MSFT US 06/16/12 C31 -11.7 22.6 0.23 0.0 2618
GMCR GREEN MOUNT GMCR US 06/16/12 C25 -11.7 64.5 1.26 -18.2 949
GOOG GOOGLE INC- GOOG US 06/16/12 C605 -11.7 27.0 22.60 24.2 625
SINA SINA CORP SINA US 06/16/12 C55 -11.7 60.4 3.30 8.2 722
TOT TOTAL SA-SP TOT US 06/16/12 C45 -11.6 27.4 0.90 -5.3 772
PBI PITNEY BOWE PBI US 06/16/12 C14 -11.6 32.5 0.30 50.0 1368
GE GENERAL ELE GE US 07/21/12 P19 -11.6 24.8 0.82 -18.8 1570
VIAB VIACOM INC- VIAB US 06/16/12 C48 -11.6 24.4 0.63 -1.6 655
IBM IBM IBM US 06/16/12 P195 -11.6 18.6 2.72 -35.5 2033
SWKS SKYWORKS SO SWKS US 06/16/12 C26 -11.6 51.4 0.85 30.8 906
IBM IBM IBM US 07/21/12 C200 -11.6 20.0 5.25 0.0 1283
CSCO CISCO SYSTE CSCO US 07/21/12 P17 -11.6 25.6 0.94 -17.5 724
SDS PRO ULTSHRT SDS US 06/16/12 P17 -11.6 39.0 0.65 8.3 3661
XOM EXXON MOBIL XOM US 06/16/12 P80 -11.6 20.2 0.95 -33.1 850
RCL ROYAL CARIB RCL US 06/16/12 C24 -11.6 42.0 1.15 17.4 573
ARNA ARENA PHARM ARNA US 07/21/12 C6 -11.5 139.9 1.30 3.2 992
SPF STANDARD PA SPF US 06/16/12 C5 -11.5 59.4 0.30 -14.3 1280
FAZ DIR FIN BEA FAZ US 06/16/12 P28 -11.5 77.6 2.29 -4.2 592
USB US BANCORP USB US 06/16/12 C32 -11.5 23.4 0.27 -3.6 2392
BP BP PLC-ADR BP US 06/16/12 C38 -11.5 27.0 0.84 -1.2 1100
SPY SPDR S&P 50 SPY US 06/16/12 C137 -11.5 15.2 0.45 18.4 10300
HGSI HUMAN GENOM HGSI US 06/16/12 C14 -11.5 38.9 0.59 -9.2 658
APD AIR PRODS & APD US 06/16/12 C80 -11.4 23.8 1.70 25.9 591
CSCO CISCO SYSTE CSCO US 07/21/12 C17 -11.4 26.4 0.52 -7.1 1697
XLF SPDR-FINL S XLF US 06/16/12 C14 -11.4 26.7 0.32 -11.1 23957
CNX CONSOL ENER CNX US 07/21/12 C31 -11.4 47.3 2.00 3.6 1571
XLF SPDR-FINL S XLF US 06/16/12 P14 -11.3 26.4 0.48 -23.8 35446
SLB SCHLUMBERGE SLB US 06/16/12 C67.5 -11.3 32.3 1.72 44.5 2325
AXP AMERICAN EX AXP US 06/16/12 P55 -11.3 26.6 1.00 -39.8 847
QQQ POWERSH-QQQ QQQ US 07/21/12 P64 -11.3 20.9 3.25 -26.3 1244
ROK ROCKWELL AU ROK US 06/16/12 C75 -11.3 31.2 1.90 11.8 679
HAL HALLIBURTON HAL US 07/21/12 C31 -11.3 36.6 1.77 18.0 802
PFE PFIZER INC PFE US 07/21/12 C23 -11.2 18.3 0.47 -19.0 5987
WFM WHOLE FOODS WFM US 06/16/12 C87.5 -11.2 26.0 1.46 33.9 635
DOW DOW CHEMICA DOW US 06/16/12 C31 -11.2 30.8 0.75 31.6 922
VZ VERIZON COM VZ US 06/16/12 C41 -11.2 16.5 0.86 -21.1 934
INTC INTEL CORP INTC US 06/16/12 C26 -11.1 25.1 0.70 -18.6 4124
SSO PRO ULT S&P SSO US 06/16/12 C50 -11.1 38.7 2.48 17.5 533
DIS WALT DISNEY DIS US 06/16/12 C45 -11.1 21.7 0.66 0.0 1378
CHK CHESAPEAKE CHK US 06/16/12 P13 -11.1 95.9 0.61 -42.5 991
TWX TIME WARNER TWX US 07/21/12 C35 -11.1 24.0 1.01 -8.2 1062
IWM ISHARES-RUS IWM US 06/16/12 P78 -11.1 25.0 3.05 -28.4 6884
INTC INTEL CORP INTC US 06/16/12 C27 -11.1 23.9 0.29 -27.5 4720
VLO VALERO ENER VLO US 06/16/12 P22 -11.0 40.0 0.99 -33.6 1002
XLB SPDR-MATERI XLB US 06/16/12 P33 -10.9 26.2 0.71 -44.5 1767
CSCO CISCO SYSTE CSCO US 07/21/12 P16 -10.9 27.7 0.49 -25.8 633
GE GENERAL ELE GE US 07/21/12 C20 -10.9 21.8 0.27 -15.6 5775
EBAY EBAY INC EBAY US 06/16/12 C39 -10.9 31.3 1.49 24.2 633
T AT&T INC T US 06/16/12 C34 -10.9 15.3 0.38 -17.4 1035
VWO VANGUARD MS VWO US 06/16/12 C39 -10.9 26.6 0.85 -10.5 951
CVX CHEVRON COR CVX US 06/16/12 P97.5 -10.9 23.9 1.75 -30.0 1574
GLD SPDR GOLD T GLD US 06/16/12 P151 -10.9 18.0 1.56 -15.7 854
MRK MERCK & CO MRK US 07/21/12 C38 -10.8 17.0 0.71 -22.8 1382
MRX MEDICIS PHA MRX US 06/16/12 P36 -10.8 33.8 1.00 -23.1 527
GLD SPDR GOLD T GLD US 06/16/12 P148 -10.8 18.8 0.82 -31.7 1572
MOS MOSAIC CO/T MOS US 06/16/12 C47.5 -10.8 40.4 2.19 20.3 1016
WY WEYERHAEUSE WY US 06/16/12 C19 -10.8 36.1 0.75 0.0 614
F FORD MOTOR F US 06/16/12 P10 -10.8 30.3 0.25 -30.6 1888
VALE VALE SA-SP VALE US 06/16/12 C19 -10.8 39.2 0.52 2.0 848
BIDU BAIDU INC-S BIDU US 06/16/12 C120 -10.8 41.2 6.10 50.6 2007
EXXI ENERGY XXI EXXI US 06/16/12 C32 -10.8 50.1 1.00 25.0 714
GMCR GREEN MOUNT GMCR US 06/16/12 C24 -10.8 64.7 1.71 -11.4 503
YHOO YAHOO! INC YHOO US 06/16/12 P15 -10.7 35.1 0.32 -36.0 4954
ORCL ORACLE CORP ORCL US 06/16/12 C27 -10.7 29.0 0.48 17.1 1056
EFA ISHARES-MSC EFA US 06/16/12 P49 -10.7 25.9 1.36 -33.7 1049
IYR ISHARES-DJ IYR US 06/16/12 C62 -10.7 18.9 0.82 41.4 1120
EFA ISHARES-MSC EFA US 06/16/12 C50 -10.6 23.4 0.77 13.2 3062
WYNN WYNN RESORT WYNN US 06/16/12 C105 -10.6 41.6 3.75 0.0 946
XOM EXXON MOBIL XOM US 07/21/12 C85 -10.6 17.0 1.04 -11.9 856
F FORD MOTOR F US 07/21/12 P10 -10.6 31.7 0.44 -25.4 852
FDX FEDEX CORP FDX US 06/16/12 C87.5 -10.6 24.8 1.68 4.3 512
MCD MCDONALDS C MCD US 06/16/12 C92.5 -10.6 16.7 0.83 25.8 2287
MWW MONSTER WOR MWW US 06/16/12 C9 -10.6 61.3 0.50 11.1 896
EWQ ISHARES-FRA EWQ US 06/16/12 C19 -10.5 36.3 0.76 -15.6 802
GOOG GOOGLE INC- GOOG US 06/16/12 P615 -10.5 26.0 16.60 -40.5 500
DIS WALT DISNEY DIS US 07/21/12 C46 -10.5 22.3 0.90 -7.2 939
CFN CAREFUSION CFN US 06/16/12 C24 -10.4 24.7 1.10 -40.5 3051
DIS WALT DISNEY DIS US 06/16/12 P43 -10.4 25.2 0.67 -33.0 1220
GOOG GOOGLE INC- GOOG US 06/16/12 P605 -10.4 27.0 12.50 -44.4 917
SPY SPDR S&P 50 SPY US 06/16/12 P134 -10.4 16.8 4.22 -29.4 27676
EFA ISHARES-MSC EFA US 07/21/12 C51 -10.4 22.5 0.69 3.0 1900
HD HOME DEPOT HD US 06/16/12 P50 -10.4 21.6 2.76 -21.1 870
OMC OMNICOM GRO OMC US 06/16/12 C50 -10.4 24.7 1.10 -38.5 1354
MOS MOSAIC CO/T MOS US 06/16/12 P47.5 -10.3 40.1 1.85 -37.3 2166
MSFT MICROSOFT C MSFT US 06/16/12 C30 -10.3 23.5 0.56 1.8 7396
DHI DR HORTON I DHI US 06/16/12 C17 -10.3 42.4 0.46 0.0 730
ASH ASHLAND INC ASH US 06/16/12 P65 -10.3 30.7 3.30 -27.0 823
EBAY EBAY INC EBAY US 07/21/12 C41 -10.3 31.9 1.35 3.0 4002
GOOG GOOGLE INC- GOOG US 06/16/12 P610 -10.3 26.4 14.70 -41.4 915
BP BP PLC-ADR BP US 06/16/12 P37 -10.3 28.5 0.87 -30.9 2172
EFA ISHARES-MSC EFA US 06/16/12 C49 -10.3 25.4 1.29 14.2 1559
HYG ISH-IBOXX H HYG US 09/22/12 P90 -10.3 10.9 4.82 -9.1 2000
SPY SPDR S&P 50 SPY US 06/16/12 P137 -10.3 14.7 6.39 -23.1 6358
V VISA INC-CL V US 06/16/12 C120 -10.3 25.4 1.45 29.5 1280
APA APACHE CORP APA US 06/16/12 P80 -10.3 34.4 1.94 -38.8 968
MCD MCDONALDS C MCD US 06/16/12 C95 -10.3 16.7 0.27 -3.6 500
MON MONSANTO CO MON US 06/16/12 C75 -10.3 27.2 0.90 40.6 558
SLW SILVER WHEA SLW US 06/16/12 C25 -10.3 49.6 1.65 27.9 565
TEL TE CONNECTI TEL US 06/16/12 C30 -10.3 32.1 1.80 2.9 500
GE GENERAL ELE GE US 06/16/12 C19 -10.2 22.0 0.49 2.1 4182
OXY OCCIDENTAL OXY US 06/16/12 C77.5 -10.2 35.9 4.45 2.3 740
DIA SPDR DJIA T DIA US 06/16/12 P125 -10.2 16.5 2.74 -21.7 597
ANR ALPHA NATUR ANR US 06/16/12 C11 -10.2 76.5 1.14 16.3 2842
GOOG GOOGLE INC- GOOG US 06/16/12 P600 -10.2 27.4 11.00 -45.0 1162
CSCO CISCO SYSTE CSCO US 06/16/12 C16 -10.1 29.0 0.87 3.6 951
HAL HALLIBURTON HAL US 07/21/12 P30 -10.1 38.0 1.44 -33.0 543
OIH MARKET VECT OIH US 06/16/12 C38 -10.1 30.2 0.60 50.0 1780
ACI ARCH COAL I ACI US 06/16/12 P8 -10.1 72.3 0.82 -27.4 591
BIDU BAIDU INC-S BIDU US 06/16/12 C115 -10.1 43.7 9.30 43.1 1633
USO UNITED STAT USO US 06/16/12 C36 -10.1 24.9 0.52 6.1 2131
GLD SPDR GOLD T GLD US 06/16/12 C150 -10.1 18.9 5.60 -9.7 866
GLD SPDR GOLD T GLD US 06/16/12 C157 -10.1 18.1 1.80 -22.4 1933
IBM IBM IBM US 06/16/12 P190 -10.1 20.8 1.49 -43.8 1694
UNP UNION PAC C UNP US 06/16/12 C110 -10.1 28.6 2.96 29.8 716
XOM EXXON MOBIL XOM US 06/16/12 P77.5 -10.1 22.9 0.47 -41.2 1189
EFA ISHARES-MSC EFA US 06/16/12 C48 -10.0 27.4 1.94 16.9 1270
EFA ISHARES-MSC EFA US 07/21/12 C48 -10.0 26.8 2.15 1.4 564
MSFT MICROSOFT C MSFT US 06/16/12 P29 -10.0 24.8 0.51 -33.8 1856
NG NOVAGOLD RE NG US 06/16/12 C6 -10.0 65.4 0.30 -3.2 612
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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