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

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
=============================================================================
KONG   KONGZHONG-A  KONG US 09/17/11 P5       47.5  98.7   0.75  150.0    235
HYC    HYPERCOM CO  HYC US 07/16/11 P10       35.2  64.8   1.25    0.0    268
COP    CONOCOPHILL  COP US 06/18/11 C65       31.8  30.4   7.09    6.6    531
XLF    SPDR-FINL S  XLF US 06/18/11 C14       31.8  29.4   1.92    6.7    204
REDF   REDIFF.COM   REDF US 06/18/11 C10      28.6 130.5   2.91  -25.4   1914
BAC    BANK OF AME  BAC US 06/18/11 C9        24.4  59.7   2.97  -13.9    625
NUS    NU SKIN ENT  NUS US 06/18/11 P35       22.0  36.1   0.50   28.2    285
ANAD   ANADIGICS I  ANAD US 10/22/11 P2.5     21.1  68.4   0.25    0.0    225
ICE    INTERCONTIN  ICE US 06/18/11 P110      20.5  32.6   0.41  -52.9    423
BAC    BANK OF AME  BAC US 07/16/11 C9        20.0  48.9   3.10   -3.1    384
SPY    SPDR S&P 50  SPY US 06/18/11 P139      20.0  16.0   5.45   -8.2    234
CYTX   CYTORI THER  CYTX US 12/17/11 P2.5     19.8 114.2   0.20    0.0    216
FE     FIRSTENERGY  FE US 06/18/11 C45        18.9  23.8   1.25  525.0    934
ED     CONS EDISON  ED US 08/20/11 C55        18.5  13.5   0.60    0.0    586
NYX    NYSE EURONE  NYX US 09/17/11 C36       18.2  25.3   2.30  -54.9   1503
STX    SEAGATE TEC  STX US 06/18/11 C13       17.9  52.5   3.95   -3.7   1000
TWI    TITAN INTL   TWI US 06/18/11 C25       17.7  57.4   4.30    0.0   1232
CBOE   CBOE HOLDIN  CBOE US 06/18/11 P24      17.1  39.7   0.18  -40.0    349
FAZ    FINANCIAL B  FAZ US 06/18/11 C35       15.7  47.9   8.85   14.2    254
CYTX   CYTORI THER  CYTX US 09/17/11 P5       15.3  99.4   0.90   38.5   1013
RMBS   RAMBUS INC   RMBS US 06/18/11 P15      15.2  60.8   1.00   56.2    289
SPY    SPDR S&P 50  SPY US 06/18/11 P137      13.8  15.7   4.09   -7.9   2380
TGT    TARGET CORP  TGT US 06/18/11 C50       13.2  27.0   1.95  -10.6    511
BG     BUNGE LTD    BG US 06/18/11 C67.5      12.8  29.2   6.90   -6.8    816
XLF    SPDR-FINL S  XLF US 06/18/11 C15       12.8  23.0   1.00    7.5    245
RENN   RENREN INC-  RENN US 06/18/11 C12      12.7 101.9   2.25    2.3    244
NDAQ   NASDAQ OMX   NDAQ US 06/18/11 P25      12.2  36.3   0.30  -14.3    300
FE     FIRSTENERGY  FE US 10/22/11 P43        12.2  22.2   1.75  -23.9    411
AA     ALCOA INC    AA US 07/16/11 P13        11.9  42.9   0.05    0.0   2051
SPY    SPDR S&P 50  SPY US 06/18/11 P136      11.3  15.7   3.44  -11.8   3418
TGT    TARGET CORP  TGT US 06/18/11 C52.5     11.1  24.7   0.76  -14.6    234
ASML   ASML HOLDIN  ASML US 10/22/11 C42.5    10.8  37.4   3.20   64.1    411
NGG    NATIONAL GR  NGG US 09/17/11 C50       10.8  19.3   1.43  -30.2    200
NOK    NOKIA CORP-  NOK US 06/18/11 C9        10.7  35.9   0.22   37.5   9479
POT    POTASH CORP  POT US 01/21/12 P21.67    10.7  57.3   0.18   63.6    207
UUP    POWERSHARES  UUP US 06/18/11 P22       10.7  12.8   0.58   20.8    410
SLAB   SILICON LAB  SLAB US 07/16/11 C40      10.7  30.3   4.90   13.9    901
SGEN   SEATTLE GEN  SGEN US 06/18/11 C17.5    10.5  43.5   1.55   30.2   1082
DBA    POWERSHARES  DBA US 06/18/11 C30       10.5  25.8   2.60   -1.9   1500
INTC   INTEL CORP   INTC US 06/18/11 P22      10.2  28.2   0.17  -26.1   2023
MSFT   MICROSOFT C  MSFT US 07/16/11 C22      10.2  27.0   2.93   -2.3    651
ID     L-1 IDENTIT  ID US 06/18/11 P9         10.1  76.9   0.35   40.0   5121
SLAB   SILICON LAB  SLAB US 07/16/11 C45      10.0  26.5   1.40   21.7    461

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PHO    POWERSH-WAT  PHO US 06/18/11 C18      -64.7  24.0   1.77  -21.3    212
BWLD   BUFFALO WIL  BWLD US 06/18/11 C47     -49.7  40.5  14.85   20.7    200
CISG   CNINSURE IN  CISG US 07/16/11 C17.5   -39.0  39.4   0.70  180.0    288
HS     HEALTHSPRIN  HS US 06/18/11 C40       -28.8  26.3   4.90   21.0    287
ASH    ASHLAND INC  ASH US 07/16/11 C50      -26.0  37.6  10.50   56.7    800
DNDN   DENDREON CO  DNDN US 06/18/11 C30     -25.8  50.8   7.25    0.0    305
UYG    PROSHARES U  UYG1 US 01/21/12 C6      -20.3  36.0   1.20  -14.3    200
VOD    VODAFONE GR  VOD US 06/18/11 C25      -18.1  28.6   2.55  -15.0    284
SGY    STONE ENERG  SGY US 06/18/11 C24      -17.5  63.3   5.75  -22.3    700
QQQ    POWERSH-QQQ  QQQ US 06/18/11 P60      -15.6  13.7   2.24    0.5    243
PTR    PETROCHINA   PTR US 06/18/11 C130     -15.1  23.9   6.10  -26.5   1000
SPY    SPDR S&P 50  SPY US 06/18/11 P139     -13.8  11.5   5.45   -8.2    234
C      CITIGROUP I  C1 US 01/21/12 C2.5      -13.7  35.9   1.70    0.0    447
LOW    LOWE'S COS   LOW US 06/18/11 P25      -13.3  25.2   0.69   16.9    636
SVNT   SAVIENT PHA  SVNT US 01/21/12 C6      -13.1  46.5   2.66   -8.6   2490
ED     CONS EDISON  ED US 06/18/11 P50       -12.9  14.8   0.15    0.0    227
LVLT   LEVEL 3 COM  LVLT US 06/18/11 C1.5    -12.4  55.0   0.40    0.0    200
WFT    WEATHERFORD  WFT US 06/18/11 C21      -12.2  41.7   0.63  -25.0    337
WFT    WEATHERFORD  WFT US 06/18/11 C20      -11.4  41.3   1.02  -19.1    205
LOW    LOWE'S COS   LOW US 06/18/11 C26      -11.3  24.9   0.41  -48.8   1376
LOW    LOWE'S COS   LOW US 07/16/11 P23      -10.9  26.9   0.27  -15.6    410
SGY    STONE ENERG  SGY US 09/17/11 C24      -10.7  55.4   6.75  -21.5    700
SDS    PROSHARES U  SDS US 06/18/11 C18      -10.6  22.0   2.30   -6.1    205
NYX    NYSE EURONE  NYX US 06/18/11 P35      -10.6  26.1   0.52  940.0    377
BWA    BORGWARNER   BWA US 10/22/11 C70      -10.4  33.4   8.60  -10.4    622
CIGX   STAR SCIENT  CIGX US 01/19/13 C3.5    -10.4  65.3   1.60   -3.0    683

x - Ex-dividend. * - Ex-earnings.

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