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
=============================================================================
NG     NOVAGOLD RE  NG US 06/18/11 C9        133.0  64.3   2.15   43.3    458
HOLI   HOLLYSYS AU  HOLI US 06/18/11 P7.5     76.0 213.6   1.50  200.0    815
HOLI   HOLLYSYS AU  HOLI US 07/16/11 P7.5     60.7 189.2   1.61  114.7    282
SCLN   SCICLONE PH  SCLN US 07/16/11 P5       56.0 100.8   0.40  100.0    983
AVNR   AVANIR PHAR  AVNR US 09/17/11 C3.5     51.0  37.6   1.20   33.3    780
QCOR   QUESTCOR PH  QCOR US 07/16/11 P22.5    40.7  50.9   1.85  -53.8    200
BKS    BARNES & NO  BKS US 10/22/11 C18       33.4  35.8   2.35   56.7    569
LPS    LENDER PROC  LPS US 06/18/11 P20       27.6  92.6   0.50  150.0   1004
C      CITIGROUP I  C1 US 06/18/11 P4.5       27.6  25.5   0.51    4.1    903
HRS    HARRIS CORP  HRS US 06/18/11 C50       27.0  27.1   0.45   28.6    795
BKS    BARNES & NO  BKS US 06/18/11 C18       25.6  39.2   1.35   42.1    513
QCOR   QUESTCOR PH  QCOR US 07/16/11 P21      22.2  48.3   1.05    0.0    200
LVLT   LEVEL 3 COM  LVLT US 06/18/11 C2       21.0  49.2   0.15   50.0    511
BKS    BARNES & NO  BKS US 07/16/11 C18       19.9  44.2   1.83   35.6    297
MMR    MCMORAN EXP  MMR US 06/18/11 C14       19.8  71.5   3.85   12.9    491
LPS    LENDER PROC  LPS US 06/18/11 P22.5     19.7  74.9   0.80   60.0    687
DWA    DREAMWORKS   DWA US 06/18/11 P22.5     19.1  35.6   0.15    0.0   1482
IFN    INDIA FUND   IFN US 06/18/11 C30       18.5  26.3   0.15  -70.0    200
SSCC   SMURFIT-STO  SSCC US 06/18/11 P35      17.3  43.3   0.25   25.0    265
JOE    ST JOE CO    JOE US 06/18/11 P23       17.2  52.3   1.80   12.5    250
VOD    VODAFONE GR  VOD US 06/18/11 C29       14.4  24.0   0.05    0.0    278
ACOR   ACORDA THER  ACOR US 06/18/11 C33      14.3  67.7   1.70   88.9    254
DEER   DEER CONSUM  DEER US 09/17/11 C2.5     13.5 145.7   6.10    0.0    300
MELA   MELA SCIENC  MELA US 07/16/11 P2.5     13.0  97.8   0.20   33.3    500
NEOP   NEOPROBE CO  NEOP US 10/22/11 C5       12.8  52.1   0.80   14.3    450
ID     L-1 IDENTIT  ID US 07/16/11 P11        12.4  53.9   1.00   11.1    231
GMXR   GMX RESOURC  GMXR US 08/20/11 C5       11.7  64.0   0.50   11.1    726
XLY    SPDR-CONS D  XLY US 06/18/11 C39       11.7  17.4   1.23   -2.4    200
XLY    SPDR-CONS D  XLY US 09/17/11 C41       11.4  17.4   1.02    0.0    200
ACOR   ACORDA THER  ACOR US 06/18/11 C32      11.0  66.5   2.10   68.0    475
S      SPRINT NEXT  S US 08/20/11 C5          11.0  48.3   0.98   24.1    888
UUP    POWERSHARES  UUP US 06/18/11 C21       10.9  10.7   0.75   -6.2    383
SIFY   SIFY TECHNO  SIFY US 06/18/11 P5       10.7 111.8   0.25  -58.3    319
SVNT   SAVIENT PHA  SVNT US 01/21/12 P7.5     10.7  56.1   1.25   19.1    200
S      SPRINT NEXT  S US 06/18/11 C5          10.4  53.8   0.82   28.1    590
ETFC   E*TRADE FIN  ETFC US 06/18/11 P14      10.0  31.8   0.07  -12.5    777

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SPY    SPDR S&P 50  SPY US 06/18/11 P136     -33.1  11.9   4.62   -5.3   3401
AZO    AUTOZONE IN  AZO US 06/18/11 C300     -28.0  17.7   2.40  200.0    656
SPY    SPDR S&P 50  SPY US 06/18/11 P135     -27.8  12.6   3.83   -9.2  12274
DSW    DSW INC-CL   DSW US 06/18/11 C50      -27.4  36.8   1.95  333.3    428
QLGC   QLOGIC CORP  QLGC US 06/18/11 P15     -25.9  31.3   0.23    0.0    252
CBRL   CRACKER BAR  CBRL US 06/18/11 P45     -25.8  33.3   0.50  100.0   1111
AZO    AUTOZONE IN  AZO US 06/18/11 C270     -23.7  20.4  22.60   98.4    816
DIA    SPDR DJIA T  DIA US 06/18/11 P128     -23.6  11.0   4.55   -5.2    220
AZO    AUTOZONE IN  AZO US 06/18/11 C280     -23.2  19.6  14.00  133.3    450
EP     EL PASO COR  EP US 06/18/11 C21       -23.2  31.5   0.42  133.3   2450
KKD    KRISPY KREM  KKD US 06/18/11 C7.5     -22.8  42.5   0.85   18.1    451
AZO    AUTOZONE IN  AZO US 06/18/11 P290     -22.8  18.8   4.26  -74.3    371
MDT    MEDTRONIC I  MDT US 06/18/11 C40      -22.8  21.5   1.10  -43.3    435
UCO    PRSH-ULT CR  UCO US 06/18/11 C38      -22.3  58.0   9.55   15.1    500
AZO    AUTOZONE IN  AZO US 06/18/11 C290     -22.0  18.1   6.94  195.3    629
MDT    MEDTRONIC I  MDT US 06/18/11 P42      -21.8  19.6   1.75   19.9    309
PWRD   PERFECT WOR  PWRD US 06/18/11 C25     -21.5  47.2   2.10  100.0    329
MDT    MEDTRONIC I  MDT US 06/18/11 P40      -21.1  21.7   0.68    6.2   1202
MDT    MEDTRONIC I  MDT US 06/18/11 C41      -21.0  20.5   0.64  -48.8    546
XLY    SPDR-CONS D  XLY US 06/18/11 P40      -20.9  16.1   0.71   -1.4    500
SOLR   GT SOLAR IN  SOLR US 06/18/11 P12.5   -20.7  54.5   0.85  -39.3   1985
EP     EL PASO COR  EP US 06/18/11 C20       -20.6  33.3   0.90  109.3   5283
MDT    MEDTRONIC I  MDT US 06/18/11 C42      -20.6  19.8   0.25  -67.1    924
MDT    MEDTRONIC I  MDT US 06/18/11 P41      -20.5  20.6   1.13   14.1    644
MDT    MEDTRONIC I  MDT US 06/18/11 P39      -20.0  23.1   0.45   15.4    309
EP     EL PASO COR  EP US 06/18/11 P20       -19.8  33.2   0.53  -64.2    611
C      CITIGROUP I  C1 US 07/16/11 P4.5      -19.7  17.9   0.53    8.2    320
XLU    SPDR-UTIL S  XLU US 06/18/11 P33      -19.1  14.3   0.30    0.0    360
REDF   REDIFF.COM   REDF US 06/18/11 P10     -19.0 107.9   0.70  -46.1    870
PWRD   PERFECT WOR  PWRD US 06/18/11 P25     -18.3  48.1   0.76  -64.7    507
SPY    SPDR S&P 50  SPY US 06/18/11 P133     -18.1  14.2   2.63  -10.5  14730
EXPE   EXPEDIA INC  EXPE US 06/18/11 C26     -18.0  28.3   1.70  -15.0    640
SOLR   GT SOLAR IN  SOLR US 06/18/11 C12.5   -17.9  57.3   0.60   20.0   2392
PWRD   PERFECT WOR  PWRD US 06/18/11 C24     -17.7  50.0   2.40   60.0    278
EP     EL PASO COR  EP US 06/18/11 C19       -17.0  36.2   1.55   86.8    404
XLB    SPDR-MATERI  XLB US 06/18/11 P39      -16.9  21.1   1.24  -18.9    391
AZO    AUTOZONE IN  AZO US 06/18/11 P280     -16.7  20.3   1.74  -81.7    321
EP     EL PASO COR  EP US 06/18/11 P19       -16.4  35.7   0.25  -70.6    854
NOG    NORTHERN OI  NOG US 06/18/11 P20      -16.2  59.5   1.20  -27.3    580
CBRL   CRACKER BAR  CBRL US 06/18/11 P50     -16.0  31.1   2.75  205.6    289
XLY    SPDR-CONS D  XLY US 06/18/11 P39      -16.0  18.1   0.41   -4.7    317
PWRD   PERFECT WOR  PWRD US 06/18/11 C26     -15.8  47.7   1.30   94.0    930
SBAC   SBA COMM CO  SBAC US 06/18/11 P35     -15.6  27.5   0.10    0.0    522
XLK    SPDR-TECH S  XLK US 06/18/11 P26      -15.3  15.0   0.55   -8.3    285
UCO    PRSH-ULT CR  UCO US 06/18/11 C40      -15.0  61.1   7.85   16.3    370
SPWRA  SUNPOWER CO  SPWRA US 06/18/11 P20    -14.9  61.2   0.95  -13.6   1521
XLF    SPDR-FINL S  XLF US 06/18/11 P16      -14.8  17.8   0.64    0.0   1186
STEI   STEWART ENT  STEI US 08/20/11 C7.5    -14.7  36.1   0.70  -41.7    550
SPY    SPDR S&P 50  SPY US 06/18/11 P131     -14.7  15.6   1.80  -11.8  21357
DIA    SPDR DJIA T  DIA US 06/18/11 P126     -14.6  12.4   3.32   -2.4    373
PWRD   PERFECT WOR  PWRD US 06/18/11 C27     -14.1  48.3   1.00  150.0    521
GDXJ   MARKET VECT  GDXJ US 06/18/11 C30     -13.9  41.8   6.44   13.0    560
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C2      -13.6  45.3   0.25   25.0    229
AMJ    JPM-ALERIAN  AMJ US 06/18/11 P36      -13.4  17.7   0.55  -21.4    750
HOLI   HOLLYSYS AU  HOLI US 06/18/11 C5      -13.4 114.7   2.75  -25.7   1446
XLE    SPDR-ENERGY  XLE US 06/18/11 P75      -13.4  22.9   1.94  -30.5   3385
AZO    AUTOZONE IN  AZO US 06/18/11 P270     -13.3  23.2   0.72  -84.9   1339
TGB    TASEKO MINE  TGB US 06/18/11 C5       -13.2  40.9   0.20   33.3    280
SPY    SPDR S&P 50  SPY US 06/18/11 P130     -12.9  16.4   1.49  -12.3  14516
EP     EL PASO COR  EP US 07/16/11 C21       -12.7  30.5   0.70  118.8    298
AIG    AMERICAN IN  AIG US 06/18/11 P28      -12.6  37.0   0.45  -18.2    210
SPY    SPDR S&P 50  SPY US 06/18/11 P137     -12.6  11.0   5.51   -5.2   1233
SGEN   SEATTLE GEN  SGEN US 06/18/11 P17.5   -12.6  41.9   0.30  -33.3    728
EXK    ENDEAVOUR S  EXK US 06/18/11 C7.5     -12.4  73.7   1.85   37.0    249
XLI    SPDR-INDU S  XLI US 06/18/11 P37      -12.2  18.6   0.90    3.5   2514
BZ     BOISE INC    BZ US 06/18/11 P7.2      -12.1  39.5   0.05  -50.0    287
AVNR   AVANIR PHAR  AVNR US 09/17/11 P4      -11.8  80.9   0.45  -18.2    226
AVNR   AVANIR PHAR  AVNR US 09/17/11 C4      -11.5  28.1   0.80   23.1    212
CYTX   CYTORI THER  CYTX US 06/18/11 P5      -11.5  90.5   0.45  -10.0    600
REDF   REDIFF.COM   REDF US 06/18/11 C10     -11.4 108.0   1.75   40.0    575
XHB    SPDR S&P HO  XHB US 06/18/11 P19      -10.7  18.8   0.91    4.6    667
SRS    PROSHARES U  SRS US 01/21/12 C15      -10.7  43.7   2.12  -28.4    274
SIRI   SIRIUS XM R  SIRI US 06/18/11 C2      -10.5  54.9   0.27   12.5    747
XLB    SPDR-MATERI  XLB US 06/18/11 P38      -10.5  22.5   0.78  -15.2  19364
SOLR   GT SOLAR IN  SOLR US 09/17/11 C12.5   -10.5  49.6   1.25    8.7    555
UCO    PRSH-ULT CR  UCO US 06/18/11 C50      -10.4  57.4   1.95   37.3    250
EP     EL PASO COR  EP US 07/16/11 C20       -10.4  31.5   1.16   87.1    207
LVLT   LEVEL 3 COM  LVLT US 01/21/12 C2      -10.4  46.4   0.40   14.3    223
SPY    SPDR S&P 50  SPY US 06/18/11 P128     -10.3  17.9   1.00  -16.0  16334
CPB    CAMPBELL SO  CPB US 06/18/11 P35      -10.1  14.9   0.35  -43.5   1027

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

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