U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Jan 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
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EP EL PASO COR EP US 01/21/12 C22.5 101.6 51.6 4.20 1.4 328
GRPN GROUPON INC GRPN US 02/18/12 C17 95.3 49.5 2.60 -54.4 410
LYG LLOYDS BANK LYG US 01/21/12 C1 92.0 203.7 0.60 9.1 200
UUP POWERSHARES UUP US 01/21/12 C22 61.3 10.1 0.37 -24.5 2340
T AT&T INC T US 01/21/12 C29 60.6 23.4 1.47 18.6 909
SPY SPDR S&P 50 SPY US 01/21/12 P132 54.7 16.1 4.30 -32.3 742
GE GENERAL ELE GE US 01/21/12 C15 46.9 54.9 3.45 16.9 1352
WMT WAL-MART ST WMT US 01/21/12 C50 45.9 38.3 10.80 8.0 222
GRPN GROUPON INC GRPN US 01/21/12 C18 38.0 64.6 1.65 -41.1 316
GIS GENERAL MIL GIS US 01/21/12 C37.5 37.1 29.4 3.05 -1.9 215
CNO CNO FINANCI CNO US 01/21/12 C5 35.4 77.5 1.55 49.0 405
APL ATLAS PIPEL APL US 01/21/12 C35 34.8 25.2 2.70 28.6 504
PAYX PAYCHEX INC PAYX US 01/21/12 C31 34.2 21.5 0.50 233.3 224
BMY BRISTOL-MYE BMY US 01/21/12 C32.5 33.1 29.9 2.46 -13.4 222
GLW CORNING INC GLW US 01/21/12 C10 33.0 60.5 3.25 8.3 325
SU SUNCOR ENER SU US 01/21/12 P22.5 32.0 65.3 0.02 -50.0 335
MSFT MICROSOFT C MSFT US 01/21/12 C20 31.9 60.3 6.85 13.8 363
SPRD SPREADTRUM- SPRD US 01/21/12 P17.5 31.7 100.0 0.95 216.7 1001
CMC COMMERCIAL CMC US 01/21/12 P14 31.6 40.9 0.45 -30.8 1202
PAL NORTH AMER PAL US 02/18/12 C2 29.7 98.7 0.80 60.0 2001
T AT&T INC T US 02/18/12 C28 29.0 23.6 2.50 10.1 443
NYX NYSE EURONE NYX US 01/21/12 P22.5 28.9 48.9 0.04 -20.0 390
PAYX PAYCHEX INC PAYX US 02/18/12 C32 28.4 20.2 0.25 25.0 252
LULU LULULEMON A LULU US 01/21/12 P35 28.3 82.6 0.07 -30.0 1217
ERY DIR ENERGY ERY US 01/21/12 C9 28.0 68.3 1.45 -37.0 360
GRPN GROUPON INC GRPN US 01/21/12 C5 27.8 294.8 14.12 -8.5 1369
MSFT MICROSOFT C MSFT US 01/21/12 C22.5 27.3 42.0 4.30 19.4 405
KKR KKR & CO LP KKR US 03/17/12 C9 27.2 74.2 4.30 4.9 203
SLV ISHARES SIL SLV US 01/21/12 P20 26.9 82.7 0.03 -25.0 572
NYX NYSE EURONE NYX US 01/21/12 P20 26.8 76.1 0.30 275.0 325
GRPN GROUPON INC GRPN US 01/21/12 C17 25.4 63.3 2.15 -40.3 200
SPY SPDR S&P 50 SPY US 01/21/12 P131 25.3 16.8 3.68 -34.6 897
DRYS DRYSHIPS IN DRYS US 01/21/12 C2 24.7 68.4 0.16 60.0 235
SLW SILVER WHEA SLW US 01/21/12 C10 24.7 191.3 20.09 -8.7 1250
RF REGIONS FIN RF US 01/21/12 C4 24.5 55.8 0.46 21.1 252
GE GENERAL ELE GE US 01/21/12 P15 24.1 52.3 0.03 0.0 1242
RES RPC INC RES US 01/21/12 C20 24.0 56.2 0.75 114.3 236
AUY YAMANA GOLD AUY US 01/21/12 C10 23.3 98.4 5.27 14.6 387
BRK/B BERKSHIRE H BRKB US 01/21/12 P65 23.2 44.7 0.08 0.0 300
GRPN GROUPON INC GRPN US 02/18/12 C18 22.8 54.7 2.00 -33.3 643
HDY HYPERDYNAMI HDY US 01/21/12 C2 22.3 227.7 0.85 30.8 239
T AT&T INC T US 01/21/12 C27.5 22.2 35.4 2.99 9.1 793
MSFT MICROSOFT C MSFT US 01/21/12 P20 22.1 58.4 0.01 -50.0 230
XLF SPDR-FINL S XLF US 01/21/12 C11 21.8 52.8 2.44 17.3 262
SPRD SPREADTRUM- SPRD US 01/21/12 P16 21.8 99.2 0.55 161.9 214
XLF SPDR-FINL S XLF US 01/21/12 P11 21.6 53.3 0.03 0.0 376
USB US BANCORP USB US 01/21/12 P24 21.4 48.1 0.10 -28.6 520
IO ION GEOPHYS IO US 01/21/12 C6 21.3 72.0 0.85 70.0 1000
CAST CHINACAST E CAST US 01/21/12 P5 21.1 104.7 0.10 0.0 200
GE GENERAL ELE GE US 01/21/12 P14 21.0 61.3 0.01 -50.0 615
LDK LDK SOLAR C LDK US 01/21/12 C3 20.9 80.4 1.27 13.4 399
GILD GILEAD SCIE GILD US 01/21/12 P35 20.7 45.2 0.06 -14.3 964
X US STEEL CO X US 01/21/12 P20 20.5 87.2 0.07 -30.0 2311
GT GOODYEAR TI GT US 01/21/12 P10 20.4 105.5 0.05 150.0 415
DELL DELL INC DELL US 01/21/12 P12.5 20.4 54.0 0.04 -20.0 422
IPG INTERPUBLIC IPG US 01/21/12 P9 20.4 51.7 0.10 -28.6 1000
COST COSTCO WHOL COST US 01/21/12 P60 20.1 69.7 0.02 -50.0 300
SI SIEMENS AG- SI US 01/21/12 P95 20.1 28.8 1.95 -54.6 236
MTW MANITOWOC C MTW US 01/21/12 C7.5 19.6 90.8 2.30 43.8 529
AAPL APPLE INC AAPL US 01/21/12 C300 19.6 65.6 111.41 5.8 219
CSCO CISCO SYSTE CSCO US 01/21/12 P15 19.5 51.8 0.02 -33.3 442
LOW LOWE'S COS LOW US 01/21/12 C20 19.4 56.7 5.95 8.6 244
EXC EXELON CORP EXC US 01/21/12 C44 19.2 18.0 0.14 -64.1 549
BRK/B BERKSHIRE H BRKB US 01/21/12 P70 19.2 31.7 0.12 -33.3 287
PSA PUBLIC STOR PSA US 01/21/12 P140 19.2 21.0 3.50 -41.7 250
CMC COMMERCIAL CMC US 01/21/12 P13 19.1 49.3 0.20 0.0 500
EPD ENTERPRISE EPD US 01/21/12 C47 19.0 13.1 0.35 20.7 1093
RF REGIONS FIN RF US 01/21/12 P4 18.9 55.5 0.06 -14.3 3402
SIRI SIRIUS XM R SIRI US 01/21/12 C1.5 18.9 85.4 0.36 12.5 1078
INTC INTEL CORP INTC US 01/21/12 P20 18.8 50.4 0.02 -33.3 211
BIDU BAIDU INC-S BIDU US 01/21/12 P90 18.7 67.5 0.08 -63.6 287
ERX DIR ENRGY B ERX US 01/21/12 P20 18.7 207.7 0.05 0.0 309
HP HELMERICH & HP US 01/21/12 P50 18.6 59.2 0.20 -33.3 621
UUP POWERSHARES UUP US 01/21/12 C23 18.5 14.3 0.06 -25.0 207
GRPN GROUPON INC GRPN US 01/21/12 C20 18.3 70.4 0.70 -50.0 236
PAYX PAYCHEX INC PAYX US 02/18/12 P31 18.3 21.5 1.30 -25.7 2673
QQQ POWERSH-QQQ QQQ US 01/21/12 P59 18.2 17.1 2.13 -32.2 2716
S SPRINT NEXT S US 01/21/12 C2 18.2 98.2 0.39 0.0 331
GE GENERAL ELE GE US 01/21/12 P16 18.2 43.1 0.04 -42.9 574
F FORD MOTOR F US 01/21/12 P9 18.1 54.5 0.02 -33.3 425
MDT MEDTRONIC I MDT US 01/21/12 C35 18.0 37.1 3.55 7.6 338
WMT WAL-MART ST WMT US 01/21/12 P57.5 17.9 19.5 0.09 -55.0 635
AFL AFLAC INC AFL US 01/21/12 P36 17.9 57.6 0.09 -25.0 2432
AA ALCOA INC AA US 01/21/12 P7.5 17.8 66.9 0.06 -33.3 327
AFL AFLAC INC AFL US 01/21/12 P38 17.8 50.2 0.09 -67.9 600
ASNA ASCENA RETA ASNA US 01/21/12 C31 17.7 39.9 0.65 18.2 1073
CSX CSX CORP CSX US 01/21/12 P20 17.6 35.5 0.08 -57.9 760
WYNN WYNN RESORT WYNN US 01/21/12 P77 17.6 85.5 0.08 -11.1 200
EMC EMC CORP/MA EMC US 01/21/12 P17.5 17.6 50.2 0.01 0.0 740
JEF JEFFERIES G JEF US 01/21/12 P10 17.5 102.5 0.05 0.0 396
EDMC EDUCATION M EDMC US 02/18/12 P25 17.4 87.1 1.55 -26.2 250
PAYX PAYCHEX INC PAYX US 02/18/12 C31 17.4 20.5 0.70 100.0 4003
GLD SPDR GOLD T GLD US 01/21/12 P130 17.3 36.6 0.04 -33.3 314
GRPN GROUPON INC GRPN US 01/21/12 C19 17.2 67.8 1.20 -38.5 217
LDK LDK SOLAR C LDK US 01/21/12 C2.5 17.2 116.1 1.81 7.7 1273
MTB M&T BANK CO MTB US 01/21/12 P65 17.0 52.4 0.20 11.1 300
AXL AMER AXLE & AXL US 01/21/12 C10 16.9 52.5 0.80 70.2 205
IWM ISHARES-RUS IWM US 01/21/12 P60 16.8 51.7 0.06 -25.0 367
AAPL APPLE INC AAPL US 01/21/12 P310 16.8 58.5 0.20 -4.8 733
HDY HYPERDYNAMI HDY US 01/21/12 P2 16.7 226.8 0.20 0.0 230
MSFT MICROSOFT C MSFT US 01/21/12 P22.5 16.7 42.8 0.02 -50.0 311
IBM IBM IBM US 01/21/12 P175 16.5 30.5 0.85 -38.9 1170
LNG CHENIERE EN LNG US 01/21/12 P8 16.5 75.2 0.25 0.0 430
MENT MENTOR GRAP MENT US 01/21/12 C10 16.4 75.1 3.80 22.2 250
QQQ POWERSH-QQQ QQQ US 01/21/12 P50 16.4 33.9 0.05 -44.4 4115
IBM IBM IBM US 01/21/12 P180 16.2 28.6 1.57 -40.3 6949
MS MORGAN STAN MS US 01/21/12 P10 16.0 114.5 0.03 -40.0 328
BG BUNGE LTD BG US 01/21/12 P55 15.9 32.3 0.35 -41.7 211
BTU PEABODY ENE BTU US 01/21/12 P30 15.9 61.7 0.16 -68.0 1026
JPM JPMORGAN CH JPM US 01/21/12 P28 15.8 57.2 0.08 -42.9 253
C CITIGROUP I C US 01/21/12 P23 15.8 66.9 0.15 -48.3 1745
VRX VALEANT PHA VRX US 01/21/12 P41 15.7 73.3 0.60 -38.1 2071
NBR NABORS INDS NBR US 01/21/12 P15 15.7 68.5 0.09 -47.1 216
TEVA TEVA PHARM- TEVA US 01/21/12 P35 15.7 40.3 0.01 -75.0 1927
C CITIGROUP I C US 01/21/12 P19 15.7 89.5 0.04 -50.0 363
CAT CATERPILLAR CAT US 01/21/12 P80 15.6 45.2 0.18 -50.0 297
USO UNITED STAT USO US 01/21/12 P32 15.6 51.0 0.05 -28.6 210
MSFT MICROSOFT C MSFT US 01/21/12 P25 15.6 28.7 0.10 -56.5 3145
INTU INTUIT INC INTU US 01/21/12 P42.5 15.5 52.5 0.05 0.0 558
AGNC AMERICAN CA AGNC US 01/21/12 P27 15.3 21.3 0.10 -33.3 320
EXC EXELON CORP EXC US 01/21/12 C42.5 15.1 20.2 0.54 -62.8 763
MS MORGAN STAN MS US 01/21/12 P12.5 15.1 78.3 0.08 -38.5 357
EWJ ISHARES-JAP EWJ US 01/21/12 P9 15.0 24.1 0.08 -42.9 533
BIDU BAIDU INC-S BIDU US 01/21/12 P100 14.9 58.7 0.26 -64.4 352
IBM IBM IBM US 01/21/12 P185 14.9 26.5 2.88 -37.4 2446
C CITIGROUP I C US 01/21/12 P24 14.7 63.6 0.22 -53.2 651
SPY SPDR S&P 50 SPY US 01/21/12 P130 14.6 17.5 3.03 -38.3 4295
MRK MERCK & CO MRK US 01/21/12 P28 14.6 66.2 0.02 0.0 220
INTU INTUIT INC INTU US 01/21/12 P40 14.5 64.9 0.05 0.0 2898
TOL TOLL BROTHE TOL US 01/21/12 P20 14.5 37.6 0.25 -50.0 304
WFC WELLS FARGO WFC US 01/21/12 C25 14.5 47.3 3.45 21.5 1122
TEVA TEVA PHARM- TEVA US 01/21/12 P40 14.5 30.8 0.25 -70.6 295
VXX IPATH-S&P S VXX US 01/21/12 P35 14.5 74.5 3.05 44.5 246
VXX IPATH-S&P S VXX US 01/21/12 P32 14.4 66.4 1.23 66.2 342
STD BANCO SANTA STD US 01/21/12 P8 14.4 42.5 0.50 -28.6 733
CMI CUMMINS INC CMI US 01/21/12 P80 14.4 42.9 0.25 -54.5 391
AAPL APPLE INC AAPL US 01/21/12 P315 14.4 55.5 0.20 -9.1 595
WSM WILLIAMS-SO WSM US 01/21/12 C38 14.3 40.1 0.85 -45.2 1136
STT STATE ST CO STT US 01/21/12 P22.5 14.3 119.5 0.03 -88.0 200
XLK SPDR-TECH S XLK US 01/21/12 P24 14.3 26.9 0.06 -40.0 523
JPM JPMORGAN CH JPM US 01/21/12 P29 14.2 53.0 0.11 -47.6 357
SIRI SIRIUS XM R SIRI US 01/21/12 C1 14.2 149.5 0.86 7.5 479
AAPL APPLE INC AAPL US 01/21/12 P295 14.2 64.0 0.12 -29.4 322
XOM EXXON MOBIL XOM US 01/21/12 C75 14.1 35.1 11.60 16.0 203
AAPL APPLE INC AAPL US 01/21/12 P320 14.1 53.3 0.21 -22.2 290
ORCL ORACLE CORP ORCL US 01/21/12 P24 14.1 35.0 0.10 -47.4 415
DELL DELL INC DELL US 01/21/12 C12.5 14.0 50.1 2.67 22.5 356
XOM EXXON MOBIL XOM US 01/21/12 P77.5 14.0 30.8 0.14 -30.0 1571
UUP POWERSHARES UUP US 03/17/12 C21 14.0 11.2 1.35 -11.2 684
IWM ISHARES-RUS IWM US 01/21/12 P62 13.9 47.7 0.08 -33.3 552
WMT WAL-MART ST WMT US 01/21/12 C57.5 13.9 19.1 3.55 39.2 309
ARIA ARIAD PHARM ARIA US 01/21/12 C13 13.9 39.5 0.25 66.7 316
IBM IBM IBM US 01/21/12 C180 13.9 28.6 10.00 50.4 379
VZ VERIZON COM VZ US 01/21/12 C39 13.7 16.2 0.96 -17.2 684
BHP BHP BILLITO BHP US 01/21/12 P70 13.6 42.2 0.90 -57.4 234
CMC COMMERCIAL CMC US 01/21/12 C14 13.6 38.1 0.50 42.9 731
C CITIGROUP I C US 01/21/12 C25 13.6 60.0 3.50 64.3 583
VRX VALEANT PHA VRX US 01/21/12 P42 13.5 71.4 0.65 -35.0 447
RIMM RESEARCH IN RIMM US 01/21/12 P10 13.5 92.3 0.01 -66.7 306
CMG CHIPOTLE ME CMG US 01/21/12 P340 13.4 28.7 4.80 -49.5 313
GS GOLDMAN SAC GS US 01/21/12 P75 13.4 57.7 0.13 -53.6 265
SPLS STAPLES INC SPLS US 01/21/12 P12.5 13.4 43.5 0.05 0.0 269
DIA SPDR DJIA T DIA US 01/21/12 P99.75 13.4 42.6 0.03 0.0 210
USB US BANCORP USB US 01/21/12 P25 13.4 40.5 0.15 -28.6 305
JPM JPMORGAN CH JPM US 01/21/12 P30 13.4 50.2 0.17 -46.9 804
PNC PNC FINANCI PNC US 01/21/12 P35 13.2 97.5 0.02 -80.0 300
F FORD MOTOR F US 01/21/12 C9 13.2 53.8 2.26 27.7 267
QQQ POWERSH-QQQ QQQ US 01/21/12 P49 13.2 35.4 0.04 -33.3 801
IWM ISHARES-RUS IWM US 01/21/12 P63 13.2 45.8 0.08 -42.9 14676
SPY SPDR S&P 50 SPY US 01/21/12 P129 13.2 18.3 2.51 -42.0 1769
MS MORGAN STAN MS US 01/21/12 C14 13.2 67.6 2.26 42.1 399
MT ARCELORMITT MT US 01/21/12 C18 13.1 61.5 2.07 101.0 1512
SPXU PROSHARES U SPXU US 01/21/12 C12 13.1 57.1 0.75 -40.0 260
C CITIGROUP I C US 01/21/12 P25 13.1 59.5 0.34 -54.0 2715
IBM IBM IBM US 01/21/12 P190 13.0 24.5 4.85 -37.0 719
HL HECLA MININ HL US 01/21/12 C5 12.9 72.3 0.64 39.1 1211
COP CONOCOPHILL COP US 01/21/12 C62.5 12.9 41.3 12.13 14.4 200
APA APACHE CORP APA US 01/21/12 P80 12.8 47.3 0.19 -57.8 235
BRK/B BERKSHIRE H BRKB US 01/21/12 P72.5 12.7 25.4 0.16 -55.6 1236
BAC BANK OF AME BAC US 01/21/12 C5.5 12.7 56.2 0.46 53.3 10745
SLV ISHARES SIL SLV US 01/21/12 P24 12.6 52.7 0.08 -65.2 471
C CITIGROUP I C1 US 01/21/12 C2.5 12.6 57.7 0.34 70.0 918
BX BLACKSTONE BX US 01/21/12 C12.5 12.6 54.4 2.20 34.1 560
AAPL APPLE INC AAPL US 01/21/12 C350 12.5 44.1 61.65 10.8 1095
CMG CHIPOTLE ME CMG US 01/21/12 P350 12.4 26.4 8.79 -42.2 583
KOG KODIAK OIL KOG US 01/21/12 P10 12.3 59.9 0.62 -17.3 5212
AAPL APPLE INC AAPL US 01/21/12 C360 12.3 40.7 51.95 12.2 487
CSCO CISCO SYSTE CSCO US 01/21/12 P16 12.3 42.5 0.04 -42.9 896
BTU PEABODY ENE BTU US 01/21/12 P32 12.3 54.5 0.31 -69.0 616
CAT CATERPILLAR CAT US 01/21/12 P82.5 12.1 41.6 0.26 -58.1 758
VXX IPATH-S&P S VXX US 01/21/12 P33 12.1 68.7 1.76 51.7 281
GLD SPDR GOLD T GLD US 01/21/12 P136 12.1 30.4 0.08 -52.9 429
KOG KODIAK OIL KOG US 02/18/12 P10 12.1 64.2 1.00 -9.1 712
MT ARCELORMITT MT US 01/21/12 P18 12.1 60.5 0.36 -56.1 406
AAPL APPLE INC AAPL US 01/21/12 P340 12.1 45.4 0.39 -23.5 772
IBM IBM IBM US 01/21/12 C175 12.0 30.3 14.05 34.5 1106
LVS LAS VEGAS S LVS US 01/21/12 C40 12.0 46.4 4.66 35.1 475
USO UNITED STAT USO US 01/21/12 P35 12.0 41.3 0.15 -44.4 613
AA ALCOA INC AA US 01/21/12 C7.5 11.9 64.6 1.58 28.5 624
AAPL APPLE INC AAPL US 01/21/12 P355 11.9 40.5 0.64 -35.4 454
EEM ISHARES-EMG EEM US 01/21/12 P32 11.9 45.3 0.02 -60.0 1333
ERX DIR ENRGY B ERX US 01/21/12 P38.8 11.8 92.7 0.35 -53.3 230
CMCSA COMCAST COR CMCSA US 01/21/12 C24 11.8 27.7 0.97 136.6 298
IWM ISHARES-RUS IWM US 01/21/12 P64 11.8 44.1 0.10 -47.4 266
MS MORGAN STAN MS US 01/21/12 P14 11.7 67.2 0.21 -41.7 234
QQQ POWERSH-QQQ QQQ US 01/21/12 P51 11.7 30.6 0.06 -57.1 623
WFC WELLS FARGO WFC US 01/21/12 P25 11.7 47.2 0.15 -37.5 377
XLF SPDR-FINL S XLF US 01/21/12 P12 11.6 40.5 0.05 -44.4 478
BP BP PLC-ADR BP US 01/21/12 P40 11.6 34.3 0.14 -54.8 261
QQQ POWERSH-QQQ QQQ US 01/21/12 P58 11.6 17.9 1.43 -40.4 759
LVS LAS VEGAS S LVS US 01/21/12 P39 11.6 47.8 0.22 -47.6 539
T AT&T INC T US 02/18/12 C29 11.5 18.5 1.52 16.9 706
PM PHILIP MORR PM US 01/21/12 P75 11.5 23.7 0.21 -47.5 351
T AT&T INC T US 03/17/12 C28 11.5 20.5 2.50 11.6 788
WIN WINDSTREAM WIN US 02/18/12 P12 11.5 23.8 0.46 9.5 1503
HL HECLA MININ HL US 01/21/12 P5 11.5 71.7 0.13 -40.9 336
CMG CHIPOTLE ME CMG US 01/21/12 P335 11.4 29.5 3.60 -49.1 267
BIDU BAIDU INC-S BIDU US 01/21/12 P105 11.4 54.7 0.48 -64.4 503
ANR ALPHA NATUR ANR US 01/21/12 P16 11.3 90.7 0.08 -50.0 244
GG GOLDCORP IN GG US 01/21/12 P40 11.3 46.4 0.21 -40.0 1116
SPY SPDR S&P 50 SPY US 01/21/12 P107 11.3 37.6 0.05 -44.4 432
CYOU CHANGYOU.CO CYOU US 01/21/12 C23 11.2 54.0 1.21 34.4 200
SPY SPDR S&P 50 SPY US 01/21/12 P105 11.2 39.6 0.03 -50.0 1671
MO ALTRIA GROU MO US 01/21/12 C30 11.2 16.4 0.09 -67.9 784
F FORD MOTOR F US 01/21/12 P10 11.1 41.4 0.05 -58.3 2416
SKS SAKS INC SKS US 01/21/12 C10 11.1 50.1 0.40 14.3 239
AAPL APPLE INC AAPL US 01/21/12 C365 11.1 39.0 47.40 14.1 256
UNP UNION PAC C UNP US 01/21/12 C100 11.1 34.4 9.00 27.5 211
AAPL APPLE INC AAPL US 01/21/12 C370 11.0 37.4 42.35 14.3 789
BHP BHP BILLITO BHP US 01/21/12 P72.5 11.0 39.4 1.53 -58.6 551
C CITIGROUP I C US 01/21/12 C26 10.9 56.6 2.69 88.1 354
YGE YINGLI GREE YGE US 01/21/12 C4 10.9 70.3 0.30 100.0 290
BEN FRANKLIN RE BEN US 01/21/12 P83 10.9 46.8 0.20 -42.9 200
APKT ACME PACKET APKT US 01/21/12 P27.5 10.9 75.0 0.40 -42.9 1825
DB DEUTSCHE BA DB US 01/21/12 P35 10.9 66.8 0.52 -45.3 364
T AT&T INC T US 01/21/12 C30 10.9 15.0 0.56 43.6 4197
THRX THERAVANCE THRX US 02/18/12 P15 10.9 127.4 1.30 73.3 2119
DUK DUKE ENERGY DUK US 02/18/12 P20 10.9 20.7 0.10 0.0 240
SPY SPDR S&P 50 SPY US 01/21/12 P128 10.9 19.1 2.05 -43.7 23341
QCOM QUALCOMM IN QCOM US 01/21/12 C52.5 10.9 29.9 3.36 21.7 510
ASNA ASCENA RETA ASNA US 06/16/12 P24 10.8 43.0 0.85 -15.0 200
MT ARCELORMITT MT US 01/21/12 C19 10.8 57.5 1.39 139.7 716
CMG CHIPOTLE ME CMG US 01/21/12 P320 10.8 33.7 1.49 -51.9 329
WFT WEATHERFORD WFT US 01/21/12 P12.5 10.8 60.0 0.04 -63.6 712
XLF SPDR-FINL S XLF US 01/21/12 C12 10.8 39.2 1.46 31.5 593
MGM MGM RESORTS MGM US 01/21/12 C10 10.7 52.4 1.02 47.8 579
WFC WELLS FARGO WFC US 01/21/12 P21 10.7 69.9 0.04 -33.3 227
CVX CHEVRON COR CVX US 01/21/12 P100 10.7 31.4 0.28 -57.6 386
CSCO CISCO SYSTE CSCO US 01/21/12 P17.5 10.7 33.6 0.11 -62.1 599
APOL APOLLO GROU APOL US 01/21/12 P50 10.7 61.3 1.39 11.2 1414
AAPL APPLE INC AAPL US 01/21/12 P350 10.7 42.0 0.55 -26.7 670
USO UNITED STAT USO US 01/21/12 P37 10.7 37.2 0.40 -44.4 760
TEVA TEVA PHARM- TEVA US 01/21/12 C40 10.7 30.4 2.86 128.8 792
AAPL APPLE INC AAPL US 01/21/12 P360 10.6 38.8 0.82 -31.1 1884
IBM IBM IBM US 01/21/12 P195 10.6 23.2 8.00 -27.3 210
NEM NEWMONT MIN NEM US 01/21/12 P55 10.6 39.5 0.18 -52.6 1005
AAPL APPLE INC AAPL US 01/21/12 P335 10.6 47.4 0.32 -25.6 407
C CITIGROUP I C US 01/21/12 P26 10.6 56.4 0.51 -53.6 1515
GOOG GOOGLE INC- GOOG US 01/21/12 P590 10.6 39.6 2.49 -37.8 330
ANR ALPHA NATUR ANR US 01/21/12 P19 10.5 75.7 0.32 -52.9 1006
CAT CATERPILLAR CAT US 01/21/12 C85 10.5 38.6 9.93 49.3 229
GOOG GOOGLE INC- GOOG US 01/21/12 P580 10.5 39.7 1.65 -38.9 204
ELN ELAN CORP-A ELN US 01/21/12 C11 10.5 69.8 3.00 11.1 3325
SPY SPDR S&P 50 SPY US 01/21/12 P127 10.5 19.9 1.69 -45.5 32921
AAPL APPLE INC AAPL US 01/21/12 P345 10.5 43.5 0.45 -26.2 327
SLV ISHARES SIL SLV US 01/21/12 P25 10.5 48.5 0.13 -65.8 1530
USO UNITED STAT USO US 01/21/12 P36 10.5 38.9 0.25 -46.8 462
MU MICRON TECH MU US 01/21/12 P6 10.5 60.2 0.07 -63.2 768
FAS DIR FIN BUL FAS US 01/21/12 P55 10.4 102.2 0.95 -44.1 286
UNP UNION PAC C UNP US 01/21/12 C105 10.4 30.3 4.90 42.0 277
VXX IPATH-S&P S VXX US 01/21/12 P28 10.4 60.1 0.16 100.0 909
FAZ DIR FIN BEA FAZ US 01/21/12 C34 10.4 78.1 2.43 -43.8 297
ORCL ORACLE CORP ORCL US 01/21/12 P25 10.4 31.3 0.20 -53.5 827
GOOG GOOGLE INC- GOOG US 01/21/12 P630 10.3 38.5 9.92 -31.6 239
IWM ISHARES-RUS IWM US 01/21/12 P65 10.3 42.0 0.12 -52.0 2364
GE GENERAL ELE GE US 01/21/12 P17.5 10.3 31.7 0.16 -46.7 1584
SPY SPDR S&P 50 SPY US 01/21/12 P103 10.3 41.4 0.03 -40.0 319
TRN TRINITY IND TRN US 01/21/12 P25 10.3 66.4 0.06 -76.0 401
GOOG GOOGLE INC- GOOG US 01/21/12 P610 10.3 38.8 5.15 -34.0 270
EFA ISHARES-MSC EFA US 01/21/12 P46 10.3 36.9 0.18 -51.4 221
AAPL APPLE INC AAPL US 01/21/12 P365 10.3 37.5 1.00 -32.9 695
SPY SPDR S&P 50 SPY US 01/21/12 P125 10.3 21.3 1.10 -47.9 33017
MSFT MICROSOFT C MSFT US 01/21/12 C25 10.3 27.6 1.95 58.5 3337
LSI LSI CORP LSI US 01/21/12 C6 10.3 42.2 0.30 100.0 4509
SPY SPDR S&P 50 SPY US 01/21/12 P102 10.3 43.0 0.03 -40.0 523
MGA MAGNA INTL MGA US 01/21/12 P32 10.2 39.0 0.25 -66.7 200
KSS KOHLS CORP KSS US 01/21/12 C50 10.2 30.8 0.69 -31.0 4008
SVM SILVERCORP SVM US 02/18/12 P6 10.2 77.4 0.35 -22.2 204
BBT BB&T CORP BBT US 01/21/12 P22.5 10.2 47.6 0.10 -52.4 804
EXC EXELON CORP EXC US 01/21/12 P42.5 10.2 18.9 0.90 172.7 329
MON MONSANTO CO MON US 01/21/12 P67.5 10.2 37.3 0.70 -45.3 402
USB US BANCORP USB US 01/21/12 C26 10.2 35.7 2.00 35.1 240
POT POTASH CORP POT US 01/21/12 P35 10.2 48.4 0.02 -81.8 212
VZ VERIZON COM VZ US 02/18/12 C37 10.2 21.3 2.97 -7.2 317
C CITIGROUP I C1 US 01/21/12 P2.5 10.2 60.6 0.04 -42.9 22629
VRX VALEANT PHA VRX US 01/21/12 P46 10.2 63.3 1.57 -43.9 300
IBM IBM IBM US 01/21/12 C185 10.2 26.3 6.15 68.5 1185
RIMM RESEARCH IN RIMM US 01/21/12 C12 10.2 79.5 3.75 39.4 627
MAKO MAKO SURGIC MAKO US 01/21/12 P25 10.1 76.5 0.60 -61.3 539
DELL DELL INC DELL US 01/21/12 C14 10.1 33.8 1.18 42.2 226
CMI CUMMINS INC CMI US 01/21/12 P85 10.1 38.1 0.70 -54.8 412
LEN LENNAR CORP LEN US 01/21/12 C19 10.1 55.1 1.76 38.6 218
GOOG GOOGLE INC- GOOG US 01/21/12 C630 10.1 38.8 39.28 29.6 337
ERX DIR ENRGY B ERX US 01/21/12 P40.8 10.0 87.8 0.45 -60.9 263
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
BPAX BIOSANTE PH BPAX US 01/21/12 P0.5 -50.5 104.5 0.05 -50.0 310
VXX IPATH-S&P S VXX US 01/21/12 P22 -40.8 78.2 0.01 0.0 221
RIMM RESEARCH IN RIMM US 03/17/12 C5 -38.3 68.6 10.10 22.4 200
IBM IBM IBM US 01/21/12 C140 -33.6 46.7 48.20 9.1 2050
KNDI KANDI TECHN KNDI US 03/17/12 C2.5 -33.4 64.8 1.10 -15.4 207
NEM NEWMONT MIN NEM US 01/21/12 C30 -33.1 123.2 32.02 2.0 456
MMI MOTOROLA MO MMI US 01/21/12 P39 -30.9 4.3 0.20 -42.9 302
MJN MEAD JOHNSO MJN US 01/21/12 C65 -27.4 38.1 8.20 46.4 490
NEM NEWMONT MIN NEM US 01/21/12 C40 -22.7 82.3 21.97 2.2 636
ETFC E*TRADE FIN ETFC US 01/21/12 C7.5 -22.5 34.5 0.97 49.2 2423
MJN MEAD JOHNSO MJN US 01/21/12 C70 -22.4 35.2 3.85 57.1 1344
MJN MEAD JOHNSO MJN US 01/21/12 P75 -21.2 33.7 3.55 -52.7 254
EK EASTMAN KOD EK US 01/21/12 P0.5 -20.9 217.7 0.06 -33.3 460
MJN MEAD JOHNSO MJN US 01/21/12 P70 -20.9 35.4 1.04 -70.3 350
JAG JAGUAR MINI JAG US 01/21/12 P6 -20.5 44.9 0.10 -33.3 1475
MJN MEAD JOHNSO MJN US 01/21/12 C75 -20.1 34.5 1.22 48.8 1643
MJN MEAD JOHNSO MJN US 01/21/12 P65 -16.2 41.9 0.28 -83.5 1077
MBI MBIA INC MBI US 01/21/12 C7.5 -15.9 85.6 4.35 10.1 1012
SFSF SUCCESSFACT SFSF US 01/21/12 C30 -15.8 57.2 9.80 0.0 416
MJN MEAD JOHNSO MJN US 02/18/12 C70 -15.8 36.1 5.25 47.9 218
CHK CHESAPEAKE CHK US 01/21/12 C24 -12.9 35.6 0.37 27.6 2762
MJN MEAD JOHNSO MJN US 02/18/12 P75 -12.2 34.9 4.68 -41.1 1032
NBR NABORS INDS NBR US 01/21/12 C2.5 -11.2 339.6 15.15 3.1 439
MCD MCDONALDS C MCD US 01/21/12 C92.5 -10.6 22.2 7.10 -11.8 275
HDY HYPERDYNAMI HDY US 02/18/12 C2 -10.5 224.8 1.10 10.0 662
INTC INTEL CORP INTC US 01/21/12 C15 -10.2 83.0 9.75 1.9 431
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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