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
=============================================================================
LVLT   LEVEL 3 COM  LVLT US 06/18/11 C1.5     35.0  71.5   0.40   14.3    336
ABX    BARRICK GOL  ABX US 06/18/11 C40       34.0  33.5   5.41   -4.2   2310
GDX    MKT VECT-GO  GDX US 06/18/11 C50       30.1  35.7   5.85    2.6   1817
GMCR   GREEN MOUNT  GMCR US 06/18/11 C33      28.7 177.9  43.00    2.4    200
MGM    MGM RESORTS  MGM US 06/18/11 C12       25.1  63.6   3.30   -7.0    238
S      SPRINT NEXT  S US 06/18/11 C4.5        22.9  55.1   1.01   24.7    205
ALKS   ALKERMES IN  ALKS US 06/18/11 C19      22.6  45.8   0.60   71.4    809
MAC    MACERICH CO  MAC US 06/18/11 C50       22.1  29.3   2.88   -4.0    210
UGA    US GAS FUND  UGA US 07/16/11 C50       21.8  43.7   2.40   20.6   1039
TZA    SMALL CAP B  TZA US 06/18/11 C30       20.4  56.1   6.25   16.8    775
SCG    SCANA CORP   SCG US 06/18/11 C40       17.8  18.5   1.75  -12.5    200
ARO    AEROPOSTALE  ARO US 10/22/11 C17       16.4  43.9   2.15  -57.0   5511
CISG   CNINSURE IN  CISG US 10/22/11 P9       16.1  94.8   0.60    0.0    406
AEO    AMER EAGLE   AEO US 06/18/11 C14       16.0  48.2   0.50  -50.0   1739
GME    GAMESTOP CO  GME US 06/18/11 C28       16.0  39.7   0.99   26.9   6194
CAAS   CHINA AUTOM  CAAS US 08/20/11 P5       16.0 129.1   0.50   25.0    313
CPB    CAMPBELL SO  CPB US 08/20/11 P32       14.6  20.0   0.35   40.0    482
USU    USEC INC     USU US 06/18/11 C4        13.9  57.1   0.27  -22.9    310
AEO    AMER EAGLE   AEO US 06/18/11 P14       13.5  47.0   0.98  145.0   4947
SCHW   SCHWAB (CHA  SCHW US 06/18/11 C16      13.4  29.3   1.45  -42.2   5000
ALKS   ALKERMES IN  ALKS US 06/18/11 C18      13.4  46.1   1.45   93.3    251
UGA    US GAS FUND  UGA US 06/18/11 C50       13.4  43.5   1.25  -15.5    290
CISG   CNINSURE IN  CISG US 10/22/11 P12.5    13.2  75.3   1.20   71.4    427
XOM    EXXON MOBIL  XOM US 06/18/11 C65       12.6  43.1  16.00   -6.2    284
DIA    SPDR DJIA T  DIA US 06/18/11 P128      12.5  11.5   3.80   16.9    804
UGA    US GAS FUND  UGA US 06/18/11 P49       12.5  42.1   3.00   42.9    236
GME    GAMESTOP CO  GME US 06/18/11 P27       12.4  38.8   0.96    4.3    595
GME    GAMESTOP CO  GME US 06/18/11 C27       12.2  38.9   1.47   34.9    556
ACAS   AMERICAN CA  ACAS US 06/18/11 P10      12.1  37.6   0.45   40.6    325
CAAS   CHINA AUTOM  CAAS US 06/18/11 P5       11.7 166.7   0.20  300.0    645
PBR    PETROBRAS S  PBR US 06/18/11 P34       11.0  29.9   1.27    0.0    834
GME    GAMESTOP CO  GME US 06/18/11 P26       10.8  38.8   0.58   11.5    425
GDX    MKT VECT-GO  GDX US 06/18/11 C51       10.8  35.5   5.00    4.2    219
CPB    CAMPBELL SO  CPB US 01/21/12 C35       10.4  17.9   1.80    0.0    225
GDX    MKT VECT-GO  GDX US 06/18/11 C52       10.4  34.7   4.20    0.0    644
UGA    US GAS FUND  UGA US 06/18/11 P50       10.3  41.2   3.70   32.1    273
CPB    CAMPBELL SO  CPB US 01/21/12 P35       10.3  18.3   2.45   13.9    506
AEO    AMER EAGLE   AEO US 06/18/11 P13       10.3  47.9   0.48  166.7   2750

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BKS    BARNES & NO  BKS US 10/22/11 C19      -64.7  20.9   0.70  -17.6    222
BKS    BARNES & NO  BKS US 01/21/12 C17.5    -63.8  19.2   1.60    3.2    271
BKS    BARNES & NO  BKS US 06/18/11 C18      -56.8  30.8   0.90  400.0    970
BKS    BARNES & NO  BKS US 07/16/11 C18      -55.6  30.3   1.10  144.4    346
BKS    BARNES & NO  BKS US 07/16/11 C17      -54.3  31.8   1.80  176.9    279
BKS    BARNES & NO  BKS US 07/16/11 P15      -44.5  44.7   0.20  -90.9    316
BKS    BARNES & NO  BKS US 07/16/11 P19      -38.4  42.7   1.55  -83.0    605
OPXT   OPNEXT INC   OPXT US 06/18/11 C2.5    -35.0  92.9   0.25  150.0    204
GPS    GAP INC/THE  GPS US 06/18/11 P17      -34.4  39.0   0.10  900.0    226
ARO    AEROPOSTALE  ARO US 06/18/11 P17      -29.9  43.3   0.65    0.0    342
EGLE   EAGLE BULK   EGLE US 09/17/11 P2.5    -28.8  38.4   0.20  -20.0   1200
GPS    GAP INC/THE  GPS US 06/18/11 P18      -27.6  35.4   0.24  500.0    376
ARUN   ARUBA NETWO  ARUN US 07/16/11 C22     -26.2  64.1   7.80  -32.8    501
RRGB   RED ROBIN G  RRGB US 06/18/11 C35     -25.8  37.3   1.35 1250.0    341
FTE    FRANCE TELE  FTE US 06/18/11 C20      -24.8  32.4   2.43   10.4    206
C      CITIGROUP I  C1 US 06/18/11 P4.5      -24.7  15.1   0.36    0.0    212
YGE    YINGLI GREE  YGE US 06/18/11 P9       -24.1  47.9   0.45   80.0   1634
GPS    GAP INC/THE  GPS US 06/18/11 P19      -23.6  33.4   0.55  816.7    864
BRCD   BROCADE COM  BRCD US 06/18/11 C6      -23.2  39.0   0.70   34.6   4138
ARUN   ARUBA NETWO  ARUN US 07/16/11 C26     -22.1  58.1   3.70  -53.8    257
ARUN   ARUBA NETWO  ARUN US 06/18/11 P23     -21.8  66.1   0.41  105.0    365
BRCD   BROCADE COM  BRCD US 06/18/11 P6      -21.5  39.2   0.07  -72.0   1348
ANN    ANN INC      ANN US 06/18/11 C28      -21.3  38.7   1.45  -50.0  20026
GPS    GAP INC/THE  GPS US 06/18/11 C19      -19.8  33.3   0.82  -79.5    836
FL     FOOT LOCKER  FL US 06/18/11 C25       -19.6  29.0   0.79  295.0    450
INTU   INTUIT INC   INTU US 06/18/11 P55     -19.5  25.7   1.50   -6.2    681
BRCD   BROCADE COM  BRCD US 07/16/11 C5      -19.5  45.4   1.75   25.0    412
SIRI   SIRIUS XM R  SIRI US 06/18/11 C2      -19.1  44.9   0.24  -11.1    304
INTU   INTUIT INC   INTU US 06/18/11 C55     -19.0  25.6   1.55  -36.7    634
ARUN   ARUBA NETWO  ARUN US 06/18/11 P26     -19.0  62.1   0.95   90.0    563
GPS    GAP INC/THE  GPS US 06/18/11 P20      -18.8  32.6   1.11 1133.3    753
ARUN   ARUBA NETWO  ARUN US 06/18/11 P28     -18.5  59.4   1.85  117.7    607
DANG   E-COMMERCE   DANG US 06/18/11 C22     -18.4  63.2   1.65   57.1    385
HGSI   HUMAN GENOM  HGSI US 06/18/11 P26     -17.3  39.2   0.82   20.6    706
HGSI   HUMAN GENOM  HGSI US 06/18/11 P27     -17.0  37.5   1.26   28.6   2114
HGSI   HUMAN GENOM  HGSI US 06/18/11 P24     -16.7  44.2   0.28  -62.7    300
ARUN   ARUBA NETWO  ARUN US 06/18/11 P29     -16.7  59.1   2.25  104.5    361
FTE    FRANCE TELE  FTE US 06/18/11 C22.5    -16.2  19.6   0.45   50.0    200
CRM    SALESFORCE.  CRM US 06/18/11 C150     -16.0  40.1   5.95  126.2   3218
CRM    SALESFORCE.  CRM US 06/18/11 C155     -15.9  39.5   3.97  134.9   9626
HGSI   HUMAN GENOM  HGSI US 06/18/11 P25     -15.9  42.7   0.52   -1.9    604
ARUN   ARUBA NETWO  ARUN US 06/18/11 C29     -15.7  59.5   1.55  -66.3    513
STD    BANCO SANTA  STD US 06/18/11 P10      -15.5  36.5   0.10    0.0    335
EXAS   EXACT SCIEN  EXAS US 07/16/11 C6      -15.3  61.1   1.30   -7.1    210
AVNR   AVANIR PHAR  AVNR US 06/18/11 P4      -15.1  61.5   0.15  -25.0    200
CRM    SALESFORCE.  CRM US 06/18/11 P150     -15.0  40.0   7.35  -52.7    455
AAV    ADVANTAGE O  AAV US 08/20/11 C7       -14.9  33.8   1.15   -4.2   5056
CRM    SALESFORCE.  CRM US 06/18/11 P140     -14.8  41.8   3.30  -67.2   1158
CRM    SALESFORCE.  CRM US 06/18/11 P145     -14.8  40.9   5.00  -60.6   1947
DANG   E-COMMERCE   DANG US 06/18/11 C23     -14.5  66.4   1.20   50.0    698
CRM    SALESFORCE.  CRM US 06/18/11 C145     -14.4  41.4   8.65  116.2   1026
JNJ    JOHNSON&JOH  JNJ US 06/18/11 C60      -14.2  21.0   5.35   -8.6    348
BRCD   BROCADE COM  BRCD US 07/16/11 C6      -14.2  41.7   0.80   31.1   1687
CRM    SALESFORCE.  CRM US 06/18/11 C140     -14.1  42.5  12.00  110.5   4939
FL     FOOT LOCKER  FL US 06/18/11 C22.5     -13.8  32.3   2.60  205.9    426
CRM    SALESFORCE.  CRM US 06/18/11 C135     -13.8  44.0  16.30   98.8    536
DANG   E-COMMERCE   DANG US 06/18/11 C21     -13.5  64.9   2.10   50.0    607
CRM    SALESFORCE.  CRM US 06/18/11 P135     -13.5  43.2   1.92  -73.1    651
XLE    SPDR-ENERGY  XLE US 06/18/11 C68      -12.8  24.5   6.40   -8.6   3901
CRM    SALESFORCE.  CRM US 06/18/11 P130     -12.6  45.3   1.25  -75.5   1348
EWT    ISHARES-TAI  EWT US 06/18/11 P16      -12.4  18.8   0.82   26.1    300
CRM    SALESFORCE.  CRM US 06/18/11 C130     -12.3  45.8  20.10   78.7    234
INTU   INTUIT INC   INTU US 07/16/11 C55     -12.3  25.5   2.20  -25.4    247
GPS    GAP INC/THE  GPS US 06/18/11 C20      -11.7  32.4   0.44  -83.4    549
ENTR   ENTROPIC CO  ENTR US 06/18/11 P7.5    -11.5  54.9   0.15    0.0    508
CEL    CELLCOM ISR  CEL US 06/18/11 C30      -11.4  18.3   1.03  -23.7    200
HGSI   HUMAN GENOM  HGSI US 06/18/11 C28     -11.2  38.3   0.70  -45.3    264
CRM    SALESFORCE.  CRM US 06/18/11 P125     -10.8  47.1   0.79  -78.1    362
ARLP   ALLIANCE RE  ARLP US 06/18/11 P65     -10.6  40.3   0.80  -12.1    207
BRCD   BROCADE COM  BRCD US 07/16/11 P6      -10.4  42.2   0.17  -51.4   2343
DANG   E-COMMERCE   DANG US 06/18/11 C20     -10.3  64.9   2.80   55.6    259
BZ     BOISE INC    BZ US 06/18/11 P8.2      -10.2  35.0   0.40  -27.3    699

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

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