Butterfly Screener (Calls)


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	Symbol		Short Leg Expiry		Minimum Option Volume				Moneyness		Sort Order
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#	Stock	Stock Price	Short Leg						Long Leg						Credit/ (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol
			Symbol	Expiry	Strike	P/C	Price	Leg Px	Symbol	Expiry	Strike	P/C	Price	Leg Px
1	ZNGA	8.45	ZNGA	Feb '12	8.00	C	1.02	2.05	ZNGA	Feb '12	10.00	C	0.25	1.85	0.20	1.20	-0.80	-1.50	0.18
			ZNGA		8.00	C	1.02		ZNGA		7.00	C	1.60
2	AMLN	11.47	AMLN	Feb '12	11.00	C	2.22	4.44	AMLN	Feb '12	13.00	C	1.13	3.92	0.52	1.52	-0.48	-3.17	0.18
			AMLN		11.00	C	2.22		AMLN		10.00	C	2.79
3	ZNGA	8.45	ZNGA	Feb '12	8.00	C	1.02	2.05	ZNGA	Feb '12	9.00	C	0.55	2.15	(0.10)	0.90	-0.10	-9.00	0.14
			ZNGA		8.00	C	1.02		ZNGA		7.00	C	1.60
4	MPEL	10.57	MPEL	Feb '12	10.00	C	1.07	2.15	MPEL	Feb '12	12.00	C	0.17	1.93	0.22	1.23	-0.77	-1.58	0.13
			MPEL		10.00	C	1.07		MPEL		9.00	C	1.75
5	JAG	7.16	JAG	Feb '12	7.00	C	0.95	1.90	JAG	Feb '12	8.00	C	0.47	1.98	(0.08)	0.92	-0.08	-12.33	0.13
			JAG		7.00	C	0.95		JAG		6.00	C	1.50
6	ZNGA	8.45	ZNGA	Feb '12	9.00	C	0.55	1.10	ZNGA	Feb '12	10.00	C	0.25	1.85	(0.75)	1.25	-0.75	-1.67	0.12
			ZNGA		9.00	C	0.55		ZNGA		7.00	C	1.60
7	DXD	14.65	DXD	Feb '12	15.00	C	0.55	1.10	DXD	Feb '12	16.00	C	0.30	1.98	(0.88)	1.13	-0.87	-1.29	0.11
			DXD		15.00	C	0.55		DXD		13.00	C	1.68
8	JKS	7.02	JKS	Feb '12	7.00	C	0.65	1.30	JKS	Feb '12	8.00	C	0.30	1.48	(0.18)	0.82	-0.18	-4.71	0.11
			JKS		7.00	C	0.65		JKS		6.00	C	1.18
9	INHX	24.57	INHX	Feb '12	24.00	C	1.93	3.85	INHX	Feb '12	26.00	C	0.23	3.58	0.27	1.78	-0.22	-7.89	0.10
			INHX		24.00	C	1.93		INHX		22.50	C	3.35
10	RBCN	11.66	RBCN	Feb '12	11.00	C	1.50	3.00	RBCN	Feb '12	13.00	C	0.60	2.68	0.32	1.32	-0.68	-1.96	0.09
			RBCN		11.00	C	1.50		RBCN		10.00	C	2.08
11	EDZ	17.05	EDZ	Feb '12	18.00	C	1.50	3.00	EDZ	Feb '12	19.00	C	1.17	3.39	(0.39)	1.61	-0.39	-4.13	0.09
			EDZ		18.00	C	1.50		EDZ		16.00	C	2.22
12	ERY	10.96	ERY	Feb '12	12.00	C	0.70	1.40	ERY	Feb '12	13.00	C	0.50	2.65	(1.25)	1.75	-1.25	-1.40	0.09
			ERY		12.00	C	0.70		ERY		9.00	C	2.15
13	MPEL	10.57	MPEL	Feb '12	10.00	C	1.07	2.15	MPEL	Feb '12	11.00	C	0.50	2.25	(0.10)	0.90	-0.10	-9.00	0.09
			MPEL		10.00	C	1.07		MPEL		9.00	C	1.75
14	TZA	23.39	TZA	Feb '12	25.00	C	1.84	3.68	TZA	Feb '12	26.00	C	1.60	5.05	(1.37)	2.62	-1.38	-1.91	0.08
			TZA		25.00	C	1.84		TZA		21.00	C	3.45
15	AMLN	11.47	AMLN	Feb '12	11.00	C	2.22	4.44	AMLN	Feb '12	12.00	C	1.60	4.39	0.05	1.05	0.05	23.22	0.08
			AMLN		11.00	C	2.22		AMLN		10.00	C	2.79
16	SDS	18.13	SDS	Feb '12	19.00	C	0.61	1.23	SDS	Feb '12	20.00	C	0.42	2.62	(1.39)	1.61	-1.39	-1.15	0.08
			SDS		19.00	C	0.61		SDS		16.00	C	2.21
17	GRPN	19.26	GRPN	Feb '12	19.00	C	1.70	3.40	GRPN	Feb '12	20.00	C	1.25	4.00	(0.60)	1.40	-0.60	-2.33	0.08
			GRPN		19.00	C	1.70		GRPN		17.00	C	2.75
18	GNK	7.42	GNK	Feb '12	8.00	C	0.40	0.80	GNK	Feb '12	9.00	C	0.15	0.95	(0.15)	0.85	-0.15	-5.67	0.08
			GNK		8.00	C	0.40		GNK		7.00	C	0.80
19	ERY	10.96	ERY	Feb '12	12.00	C	0.70	1.40	ERY	Feb '12	13.00	C	0.50	1.95	(0.55)	1.45	-0.55	-2.64	0.07
			ERY		12.00	C	0.70		ERY		10.00	C	1.45
20	RBCN	11.66	RBCN	Feb '12	11.00	C	1.50	3.00	RBCN	Feb '12	12.00	C	0.97	3.05	(0.05)	0.95	-0.05	-19.00	0.07
			RBCN		11.00	C	1.50		RBCN		10.00	C	2.08
21	GRPN	19.26	GRPN	Feb '12	19.00	C	1.70	3.40	GRPN	Feb '12	21.00	C	0.93	3.67	(0.27)	1.73	-0.27	-6.27	0.07
			GRPN		19.00	C	1.70		GRPN		17.00	C	2.75
22	FAZ	31.13	FAZ	Feb '12	33.00	C	2.33	4.66	FAZ	Feb '12	34.00	C	2.07	5.92	(1.26)	2.74	-1.26	-2.17	0.07
			FAZ		33.00	C	2.33		FAZ		29.00	C	3.85
23	VXX	30.66	VXX	Feb '12	31.00	C	2.68	5.36	VXX	Feb '12	32.00	C	2.17	6.27	(0.91)	2.09	-0.91	-2.28	0.07
			VXX		31.00	C	2.68		VXX		28.00	C	4.10
24	SIL	22.44	SIL	Feb '12	23.00	C	0.95	1.90	SIL	Feb '12	24.00	C	0.50	1.85	0.05	1.05	0.05	21.00	0.07
			SIL		23.00	C	0.95		SIL		22.00	C	1.35
25	TZA	23.39	TZA	Feb '12	24.00	C	2.15	4.30	TZA	Feb '12	25.00	C	1.84	5.29	(0.99)	2.01	-0.99	-2.03	0.07
			TZA		24.00	C	2.15		TZA		21.00	C	3.45
26	ATPG	7.00	ATPG	Feb '12	7.00	C	0.78	1.56	ATPG	Feb '12	8.00	C	0.35	1.70	(0.14)	0.86	-0.14	-6.14	0.07
			ATPG		7.00	C	0.78		ATPG		6.00	C	1.35
27	PAY	37.36	PAY	Feb '12	36.00	C	2.73	5.45	PAY	Feb '12	40.00	C	0.80	4.11	1.34	2.34	-1.66	-1.41	0.06
			PAY		36.00	C	2.73		PAY		35.00	C	3.31
28	WHR	52.01	WHR	Feb '12	50.00	C	3.90	7.80	WHR	Feb '12	57.50	C	0.78	5.33	2.47	3.48	-4.02	-0.86	0.06
			WHR		50.00	C	3.90		WHR		49.00	C	4.55
29	MAR	33.85	MAR	Feb '12	32.00	C	2.45	4.90	MAR	Feb '12	36.00	C	0.38	3.58	1.32	2.33	-1.67	-1.39	0.06
			MAR		32.00	C	2.45		MAR		31.00	C	3.20
30	EMR	49.25	EMR	Feb '12	48.00	C	2.35	4.70	EMR	Feb '12	52.50	C	0.33	3.38	1.32	2.32	-2.18	-1.07	0.06
			EMR		48.00	C	2.35		EMR		47.00	C	3.05

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Butterfly Screener (Calls) Report Date: 01-12 01-11 01-10 01-09 01-06 01-05

Butterfly Screener (Calls) Report Date: