U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Aug 3, 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 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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