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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
=============================================================================
WLK    WESTLAKE CH  WLK US 06/18/11 P55       93.7  43.9   3.70  -13.9    281
AIG    AMERICAN IN  AIG US 06/18/11 C27       68.8  32.9   1.86  -31.1    371
AGNC   AMERICAN CA  AGNC US 07/16/11 P30      59.1  11.4   1.50   15.4    256
FRPT   FORCE PROTE  FRPT US 06/18/11 C5       39.4  48.0   0.15    0.0   1221
AVNR   AVANIR PHAR  AVNR US 06/18/11 C4.5     35.9  37.5   0.15  -40.0   1455
SIRI   SIRIUS XM R  SIRI US 07/16/11 C2       35.7  56.3   0.45   45.2    883
SGEN   SEATTLE GEN  SGEN US 07/16/11 P15      34.9  73.1   0.45    0.0    208
RPTP   RAPTOR PHAR  RPTP US 06/18/11 P2.5     31.8 237.5   0.05    0.0    390
AIG    AMERICAN IN  AIG US 06/18/11 C28       29.2  30.5   1.15  -31.1   1383
AVNR   AVANIR PHAR  AVNR US 06/18/11 C4       28.5  39.5   0.55  -15.4   1472
RST    ROSETTA STO  RST US 06/18/11 P12.5     28.4  56.4   0.20  100.0   1000
KONG   KONGZHONG-A  KONG US 06/18/11 C5       24.0 111.0   1.70   -5.6    230
SIRI   SIRIUS XM R  SIRI US 06/18/11 P2.5     22.9  51.3   0.18  -30.8    390
SGEN   SEATTLE GEN  SGEN US 07/16/11 P17.5    22.9  68.2   1.20   20.0    724
VIT    VANCEINFO T  VIT US 06/18/11 P17.5     21.0 148.3   1.50   76.5    579
VIT    VANCEINFO T  VIT US 06/18/11 P20       19.1 125.4   1.95   34.5   1430
CRK    COMSTOCK RE  CRK US 06/18/11 C30       18.3  45.9   1.10  120.0    560
VIT    VANCEINFO T  VIT US 07/16/11 P15       18.1 138.1   1.70  142.9    752
NSM    NATL SEMICO  NSM US 08/20/11 P24       17.0   8.4   0.15    0.0    328
VIT    VANCEINFO T  VIT US 07/16/11 P12.5     16.4 153.9   0.90  100.0   1126
SIRI   SIRIUS XM R  SIRI US 06/18/11 P2       16.4  63.8   0.03    0.0    834
VIT    VANCEINFO T  VIT US 08/20/11 P17.5     16.1 100.1   2.05   41.4   1270
ERJ    EMBRAER SA-  ERJ US 06/18/11 P30       16.0  29.8   0.45   28.6   1252
TZA    SMALL CAP B  TZA US 06/18/11 C30       15.6  50.9   7.50   -8.5    710
CRI    CARTER'S IN  CRI US 07/16/11 C32.5     15.4  32.4   1.20    0.0   1156
MHS    MEDCO HEALT  MHS US 06/18/11 P62.5     15.1  29.1   1.05  -13.9   3371
DISCK  DISCOVERY C  DISCK US 06/18/11 P40     14.6  19.1   1.75   16.7   1000
BAC    BANK OF AME  BAC US 06/18/11 P12       14.6  25.9   0.60   -3.2   1894
DRQ    DRIL-QUIP I  DRQ US 06/18/11 C75       14.5  37.8   2.60  160.0    338
HRBN   HARBIN ELEC  HRBN US 06/18/11 C12.5    13.8 126.5   5.40   -6.9    250
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C2       13.5  52.4   0.30    0.0    350
VXX    IPATH-S&P S  VXX US 06/18/11 C21       13.4  51.0   2.33  -15.0    255
LXK    LEXMARK INT  LXK US 06/18/11 C30       13.3  30.0   0.45   80.0   1159
GDXJ   MARKET VECT  GDXJ US 06/18/11 C30      12.8  44.9   6.46    9.5    500
WPI    WATSON PHAR  WPI US 06/18/11 C60       12.7  23.1   2.40    1.3   1010
BAC    BANK OF AME  BAC US 07/16/11 C8        12.3  53.3   3.50    2.9    342
AMR    AMR CORP     AMR US 07/16/11 C4        12.2  91.5   2.55    0.4    280
HDY    HYPERDYNAMI  HDY US 06/18/11 C4        12.1  85.8   0.65   30.0    241
QQQ    POWERSH-QQQ  QQQ US 06/18/11 P59       11.7  13.4   2.50   -5.3    635
EP     EL PASO COR  EP US 06/18/11 P17        11.6  49.8   0.05    0.0   9990
TSLA   TESLA MOTOR  TSLA US 06/18/11 P26      11.6  57.2   1.20   20.0    215
SFL    SHIP FINANC  SFL US 11/19/11 P10       11.2  61.7   0.20   33.3    675
MHS    MEDCO HEALT  MHS US 06/18/11 C65       10.9  26.0   1.35   53.4   6977
ID     L-1 IDENTIT  ID US 06/18/11 P10        10.7  72.3   0.35    0.0    383
FNSR   FINISAR COR  FNSR US 06/18/11 P21      10.7  75.3   0.80    6.7   2010
RPTP   RAPTOR PHAR  RPTP US 06/18/11 C5       10.2 143.6   1.05   75.0    250
RSH    RADIOSHACK   RSH US 06/18/11 C16       10.1  33.1   0.29   -3.3   4981

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CPKI   CALIF PIZZA  CPKI US 01/21/12 P18     -88.7   4.3   0.10    0.0    402
CPKI   CALIF PIZZA  CPKI US 10/22/11 P18     -87.8   4.6   0.05  -98.0    322
CPKI   CALIF PIZZA  CPKI US 10/22/11 C19     -86.5   5.1   0.05  -93.8    222
WBD    WIMM-BILL-D  WBD US 07/16/11 P30      -71.0  15.8   0.15  -25.0    351
CPKI   CALIF PIZZA  CPKI US 06/18/11 C18     -66.5  10.5   0.40  100.0    442
CPKI   CALIF PIZZA  CPKI US 06/18/11 P18     -62.3   9.5   0.05    0.0    675
MSO    MARTHA STEW  MSO US 06/18/11 C5       -50.0  54.8   0.30  500.0    544
PSS    COLLECTIVE   PSS US 06/18/11 P13      -42.2  51.7   0.10  -90.9    360
TIVO   TIVO INC     TIVO US 06/18/11 C10     -38.0  40.2   0.27  -30.8    478
TIVO   TIVO INC     TIVO US 06/18/11 P9      -35.6  41.3   0.13  -69.0    232
RL     POLO RALPH   RL US 06/18/11 P125      -32.8  29.0   7.00   84.2    303
RL     POLO RALPH   RL US 06/18/11 P120      -31.5  30.7   4.00   90.5   1735
RL     POLO RALPH   RL US 06/18/11 C125      -31.3  29.4   1.63  -79.4    700
AEO    AMER EAGLE   AEO US 06/18/11 P13      -30.6  39.1   0.45  -10.0   1705
PSS    COLLECTIVE   PSS US 06/18/11 P14      -29.2  48.9   0.22  -12.0    410
RL     POLO RALPH   RL US 06/18/11 P115      -29.0  32.4   1.90   53.2   1744
RL     POLO RALPH   RL US 06/18/11 C120      -28.0  31.5   3.63  -69.0   1352
EXXI   ENERGY XXI   EXXI US 06/18/11 C25     -25.9  57.8   8.90    1.7   1000
LXK    LEXMARK INT  LXK US 06/18/11 C27      -25.5  28.0   2.15  -32.8   1730
RL     POLO RALPH   RL US 06/18/11 P105      -25.4  37.4   0.40   33.3    203
RL     POLO RALPH   RL US 06/18/11 P110      -24.1  35.1   0.95   72.7    660
TIVO   TIVO INC     TIVO US 01/21/12 C5      -22.2  45.9   4.50    3.5    530
IVR    INVESCO MOR  IVR US 06/18/11 P22.5    -21.2  14.2   0.30   20.0    380
TTWO   TAKE-TWO IN  TTWO US 06/18/11 C17.5   -20.4  42.1   0.55   34.1    937
CADX   CADENCE PHA  CADX US 11/19/11 C7.5    -20.3  28.9   1.60  -11.1    921
AIG    AMERICAN IN  AIG US 06/18/11 P29      -19.0  33.9   1.25   26.3    378
COST   COSTCO WHOL  COST US 06/18/11 P80     -18.8  19.0   1.67   24.6   2184
RKT    ROCK-TENN C  RKT US 07/16/11 C60      -18.8  33.0  13.20    0.8    200
AIG    AMERICAN IN  AIG US 06/18/11 P28      -18.7  32.1   0.69   25.4   3380
COST   COSTCO WHOL  COST US 06/18/11 C80     -18.6  19.0   1.26  -52.5    592
RL     POLO RALPH   RL US 07/16/11 P115      -18.0  32.1   3.63   62.0    269
REXX   REX ENERGY   REXX US 07/16/11 C12.5   -17.8  38.3   0.80    0.0    295
LMT    LOCKHEED MA  LMT US 06/18/11 C75      -17.6  16.9   3.40  -12.8    211
BPAX   BIOSANTE PH  BPAX US 06/18/11 C2.5    -17.6  44.1   0.45   12.5    356
RL     POLO RALPH   RL US 07/16/11 P110      -17.4  33.5   2.20   46.7    600
NOK    NOKIA CORP-  NOK US 01/21/12 C5       -17.2  42.3   3.25   -1.5    400
REXX   REX ENERGY   REXX US 06/18/11 C12.5   -17.1  38.2   0.50   25.0    251
HOLI   HOLLYSYS AU  HOLI US 06/18/11 C5      -17.0 108.9   3.50   12.9    494
COST   COSTCO WHOL  COST US 06/18/11 P82.5   -16.9  18.5   3.45   38.0    831
COST   COSTCO WHOL  COST US 06/18/11 C82.5   -16.8  18.3   0.44  -67.2    568
COST   COSTCO WHOL  COST US 06/18/11 P77.5   -16.7  21.0   0.86   28.4    743
FMCN   FOCUS MEDIA  FMCN US 06/18/11 C32     -16.0  41.2   1.30  -13.3    535
TOL    TOLL BROTHE  TOL US 06/18/11 P20      -15.4  31.4   0.30  -51.6    569
FMCN   FOCUS MEDIA  FMCN US 06/18/11 P30     -15.3  44.0   0.60  -36.8   3413
TIVO   TIVO INC     TIVO US 08/20/11 P10     -15.3  45.2   1.09  -16.1    251
AMAT   APPLIED MAT  AMAT US 06/18/11 P14     -15.3  27.9   0.63   -8.7   1720
AIG    AMERICAN IN  AIG US 06/18/11 P27      -15.2  33.1   0.36   24.1   1165
FMCN   FOCUS MEDIA  FMCN US 06/18/11 P29     -15.1  45.2   0.35  -46.1    530
COST   COSTCO WHOL  COST US 06/18/11 P75     -15.1  23.4   0.39   11.4   1107
DFS    DISCOVER FI  DFS US 07/16/11 C21      -14.9  33.4   2.70  -12.9   1154
RE     EVEREST RE   RE US 07/16/11 C85       -14.8  19.5   3.40   65.8    300
EUO    PROSH-UL/SH  EUO US 08/20/11 C16      -14.8  26.7   2.15    0.9    403
TIVO   TIVO INC     TIVO US 08/20/11 P9      -14.3  46.5   0.61  -23.8    242
AMAT   APPLIED MAT  AMAT US 06/18/11 C14     -14.3  28.6   0.25  -21.9   9962
MNKD   MANNKIND CO  MNKD US 06/18/11 P4      -14.3  55.6   0.20  -28.6    556
LUV    SOUTHWEST A  LUV US 06/18/11 C11      -14.2  30.3   0.95   -9.5    287
MNKD   MANNKIND CO  MNKD US 06/18/11 P3.5    -14.2  66.3   0.08  -27.3    508
NETL   NETLOGIC MI  NETL US 07/16/11 C34     -14.1  36.8   1.85  -81.7   1041
AMAT   APPLIED MAT  AMAT US 06/18/11 C13     -14.0  31.1   0.75  -11.8    657
PSS    COLLECTIVE   PSS US 07/16/11 P16      -13.9  45.1   1.15    0.0   2600
ARG    AIRGAS INC   ARG US 06/18/11 C70      -13.8  13.7   0.15    0.0    247
XLF    SPDR-FINL S  XLF US 06/18/11 P16      -13.7  17.4   0.61   -9.0   1817
WHR    WHIRLPOOL C  WHR US 06/18/11 P85      -13.6  22.3   3.80  -24.8   1528
TTWO   TAKE-TWO IN  TTWO US 06/18/11 C16     -13.4  46.1   1.40   47.4    516
ZLC    ZALE CORP    ZLC US 08/20/11 C4       -13.3  62.8   1.20   41.2    216
ZLC    ZALE CORP    ZLC US 08/20/11 C5       -13.3  56.5   0.60   71.4    263
FMCN   FOCUS MEDIA  FMCN US 06/18/11 C33     -13.3  40.5   0.85  -15.0    215
UUP    POWERSHARES  UUP US 06/18/11 C20      -12.3  14.2   1.79    2.3    305
TTWO   TAKE-TWO IN  TTWO US 06/18/11 P14     -12.1  47.9   0.07  -65.0    200
WEN    WENDY'S/ARB  WEN US 06/18/11 C5       -12.1  38.4   0.15    0.0    410
TTWO   TAKE-TWO IN  TTWO US 06/18/11 P15     -11.9  48.2   0.15  -65.1    640
FMCN   FOCUS MEDIA  FMCN US 06/18/11 P32     -11.8  41.8   1.20  -33.3    431
WHR    WHIRLPOOL C  WHR US 06/18/11 C82.5    -11.8  22.3   1.50   25.0    376
QCOM   QUALCOMM IN  QCOM US 10/22/11 C30     -11.6  52.1  27.05    0.2    380
QIHU   QIHOO 360 T  QIHU US 06/18/11 P25     -11.5  87.4   1.05  -26.6    212
COST   COSTCO WHOL  COST US 07/16/11 P80     -11.3  19.5   2.57   26.0    855
SGEN   SEATTLE GEN  SGEN US 07/16/11 P12.5   -11.2  90.6   0.25    0.0   1018
AMAT   APPLIED MAT  AMAT US 07/16/11 C13     -10.9  30.4   0.96   -6.8    526
AMAT   APPLIED MAT  AMAT US 06/18/11 P13     -10.9  31.0   0.19  -20.8   1024
SPY    SPDR S&P 50  SPY US 06/18/11 P137     -10.8  11.9   5.55   -7.5    502
LZ     LUBRIZOL CO  LZ US 09/17/11 C135      -10.7   1.7   0.20  -20.0    535
BZ     BOISE INC    BZ US 06/18/11 P7.2      -10.6  38.8   0.10  -33.3    200
COST   COSTCO WHOL  COST US 07/16/11 P82.5   -10.4  18.7   3.90   21.9    227
AMAT   APPLIED MAT  AMAT US 07/16/11 C14     -10.1  28.9   0.41  -19.6   1223

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

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