Bloomberg News

U.S. Stock Options With Biggest Changes in Implied Volatility

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

To contact Bloomberg News for this story: newsdev@bloomberg.net


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