I exercised my company stock options and used cash to buy them but only transferred them from one broker to another and did not sell any, do I need to declare?

It depends if it is Statutory Stock or non-statutory stock options. IRS pub 427 states:

1. If your employer grants you a statutory stock option, you generally don't include any amount in your gross income when you receive or exercise the option. 
2. If your employer grants you a non statutory stock option, the amount of income to include and the time to include it depends on whether the fair market value of the option can be readily determined.

Please read the publication for further information.