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
=============================================================================
OREX   OREXIGEN TH  OREX US 06/18/11 P3      245.8 125.2   0.20  -20.0    931
BWA    BORGWARNER   BWA US 06/18/11 C65      120.0  48.8   6.70   -1.5    200
AMSC   AMER SUPERC  AMSC US 06/18/11 C9       91.9  84.9   0.50  -64.8    416
OREX   OREXIGEN TH  OREX US 06/18/11 C3       84.0 105.8   0.35  600.0    465
ARR    ARMOUR RESI  ARR US 06/18/11 C7.5      79.1  20.9   0.05  -75.0    500
DTE    DTE ENERGY   DTE US 06/18/11 C50       77.5  19.1   1.40    3.7    229
NOK    NOKIA CORP-  NOK US 06/18/11 C7        75.4  63.8   0.37   54.2  25472
NOK    NOKIA CORP-  NOK US 06/18/11 P7        70.7  62.2   0.37   85.0   7172
NOK    NOKIA CORP-  NOK US 07/16/11 P7        53.1  54.7   0.47   34.3   1584
EGLE   EAGLE BULK   EGLE US 07/16/11 P2.5     48.2  69.7   0.10  -50.0   3000
KRE    SPDR KBW RE  KRE US 06/18/11 C25       47.1  19.5   0.72  -15.3    648
NOK    NOKIA CORP-  NOK US 07/16/11 C7        42.6  51.4   0.50   35.1  26251
DAL    DELTA AIR L  DAL US 07/16/11 C7        42.5  61.0   2.96    0.0    279
NEOP   NEOPROBE CO  NEOP US 06/18/11 C5       42.2  87.3   0.30  -50.0    300
SEE    SEALED AIR   SEE US 06/18/11 P25       39.5  26.8   0.95  280.0    438
USB    US BANCORP   USB US 07/16/11 C23       36.4  25.8   2.11  -20.1   1011
HOV    HOVNANIAN E  HOV US 06/18/11 C2.5      35.0  96.6   0.20  -33.3    399
XLF    SPDR-FINL S  XLF US 06/18/11 P16       34.9  18.5   0.60   81.8  12378
NOK    NOKIA CORP-  NOK US 07/16/11 P6        33.1  54.6   0.13  116.7   3183
YONG   YONGYE INTE  YONG US 06/18/11 C3       32.2 160.3   2.10  -10.6    210
CHBT   CHINA-BIOTI  CHBT US 06/18/11 C5       31.9 191.7   2.15  -23.2    644
NEOP   NEOPROBE CO  NEOP US 06/18/11 P5       30.1 130.6   0.60  100.0   1387
HK     PETROHAWK E  HK US 06/18/11 C20        29.1  75.4   7.10   11.8    525
NOK    NOKIA CORP-  NOK US 07/16/11 C6        28.8  53.7   1.18    6.3   2374
JBLU   JETBLUE AIR  JBLU US 06/18/11 C6       28.1  41.5   0.25   25.0   1005
NEOP   NEOPROBE CO  NEOP US 07/16/11 P5       28.1 107.2   0.60   20.0    280
MCP    MOLYCORP IN  MCP US 06/18/11 C55       28.0  58.8  10.00  -10.7    294
FTE    FRANCE TELE  FTE US 07/16/11 C20       27.9  62.5   2.70    0.0    200
JOSB   JOS A BANK   JOSB US 06/18/11 C50      27.2  36.8   1.43  -78.0    227
BAC    BANK OF AME  BAC US 06/18/11 P12       27.0  26.6   0.65   66.7   2554
XLE    SPDR-ENERGY  XLE US 06/18/11 C70       26.9  36.1   7.30    5.8    586
HD     HOME DEPOT   HD US 08/20/11 C33        26.2  22.7   3.40   -5.8    339
LNG    CHENIERE EN  LNG US 09/17/11 C6        26.1  98.2   5.10   -8.9   1327
NOK    NOKIA CORP-  NOK US 06/18/11 C4        25.3 138.6   2.67    0.0    496
TLVT   TELVENT GIT  TLVT US 06/18/11 C30      24.9  92.3   9.70  155.3    231
EEM    ISHARES-EMG  EEM US 06/18/11 P50       24.2  20.3   2.10   19.3    218
BAC    BANK OF AME  BAC US 06/18/11 C12       24.0  25.8   0.07  -36.4   9646
SPY    SPDR S&P 50  SPY US 06/18/11 P138      23.8  10.9   5.35   41.2   6229
NEOP   NEOPROBE CO  NEOP US 07/16/11 C5       23.5  65.3   0.40  -38.5    738
REDF   REDIFF.COM   REDF US 06/18/11 C10      23.0 102.8   2.20   46.7    382
NEOP   NEOPROBE CO  NEOP US 10/22/11 C5       22.7  53.8   0.65  -23.5    855
AAPL   APPLE INC    AAPL US 06/18/11 C300     21.7  42.3  49.83    4.4    787
EFA    ISHARES-MSC  EFA US 06/18/11 P63       21.3  17.4   2.00  -20.0    389
EFA    ISHARES-MSC  EFA US 06/18/11 C62       20.9  17.7   0.59  -24.4    486
EFA    ISHARES-MSC  EFA US 06/18/11 C63       20.6  16.5   0.24  -31.4    744
HD     HOME DEPOT   HD US 06/18/11 C36        20.3  17.9   0.40  -27.3    221
DRYS   DRYSHIPS IN  DRYS US 07/16/11 C3       18.9  71.0   1.06    0.9    594
ACI    ARCH COAL I  ACI US 06/18/11 P30       18.8  34.5   1.23   35.2   4466
AAPL   APPLE INC    AAPL US 06/18/11 C325     18.1  29.0  25.85   11.2    743
NOK    NOKIA CORP-  NOK US 06/18/11 P6        18.1  60.0   0.04  100.0   4075
ZAGG   ZAGG INC     ZAGG US 06/18/11 C10      17.9  53.2   1.00   81.8    393
AAPL   APPLE INC    AAPL US 07/16/11 C300     17.7  31.1  50.72    4.0    283
YOKU   YOUKU.COM I  YOKU US 06/18/11 P37      17.6  93.4   0.90   50.0    297
BBT    BB&T CORP    BBT US 06/18/11 C27       17.4  22.1   0.32  -57.9    800
JPM    JPMORGAN CH  JPM US 06/18/11 C44       17.4  21.6   0.18  -51.4   1847
GDX    MKT VECT-GO  GDX US 06/18/11 C51       17.3  35.7   6.62    1.1   1750
FAS    FINL BULL 3  FAS US 06/18/11 C28       17.3  44.3   0.48  -53.9   1173
NEM    NEWMONT MIN  NEM US 06/18/11 C57.5     17.0  28.4   0.83   12.2  20752
MET    METLIFE INC  MET US 06/18/11 C45       16.7  23.9   0.20  -50.0    237
VMW    VMWARE INC-  VMW US 06/18/11 C100      16.4  35.4   3.20  120.7   2117
AAPL   APPLE INC    AAPL US 06/18/11 C320     16.4  31.4  30.16    6.8    386
IWM    ISHARES-RUS  IWM US 06/18/11 P87       16.4  18.1   3.52   33.8    285
ACI    ARCH COAL I  ACI US 06/18/11 C30       16.3  34.2   0.62   -8.8   1668
NOK    NOKIA CORP-  NOK US 10/22/11 C5        16.0  50.9   2.00    3.6    477
XLF    SPDR-FINL S  XLF US 06/18/11 C16       15.7  17.3   0.06  -50.0   4574
NEM    NEWMONT MIN  NEM US 06/18/11 P57.5     15.5  28.5   2.26    7.6    883
VMW    VMWARE INC-  VMW US 06/18/11 C97.5     15.0  35.0   5.20  108.0    889
JPM    JPMORGAN CH  JPM US 06/18/11 C43       14.3  22.6   0.47  -44.0   1190
VMW    VMWARE INC-  VMW US 06/18/11 C95       14.2  35.2   7.50   92.3   1089
ASTM   AASTROM BIO  ASTM US 06/18/11 P3       14.0 146.5   0.25    0.0    250
ENP    ENCORE ENER  ENP US 09/17/11 C22.5     14.0  26.3   0.73  -14.1    315
NRGY   INERGY LP    NRGY US 10/22/11 C30      13.9  26.9   5.90  -14.6    285
NEM    NEWMONT MIN  NEM US 06/18/11 C55       13.9  28.6   2.06   -1.9    337
VMW    VMWARE INC-  VMW US 06/18/11 P95       13.8  34.9   0.90  -45.5    666
FAS    FINL BULL 3  FAS US 06/18/11 P28       13.7  45.3   1.86  118.8   1879
JPM    JPMORGAN CH  JPM US 06/18/11 C41       13.7  26.6   1.63  -23.5    385
VMW    VMWARE INC-  VMW US 06/18/11 P100      13.6  34.2   2.60  -48.0    545
FAZ    FINANCIAL B  FAZ1 US 01/21/12 C39      13.5  93.8   0.06   20.0   2185
VMW    VMWARE INC-  VMW US 06/18/11 C105      13.4  34.3   1.40  250.0   3549
NOK    NOKIA CORP-  NOK US 10/22/11 C6        13.3  44.3   1.25    0.0    539
GLD    SPDR GOLD T  GLD US 06/18/11 P137      13.2  23.3   0.07   16.7   1032
FAS    FINL BULL 3  FAS US 06/18/11 C27       13.1  45.9   0.90  -47.1    876
DTG    DOLLAR THRI  DTG US 07/16/11 C70       13.0  34.0  12.30   -3.2    600
XHB    SPDR S&P HO  XHB US 06/18/11 P19       13.0  18.6   0.56   24.4    761
GS     GOLDMAN SAC  GS US 06/18/11 C140       12.9  25.0   1.92  -37.0   1698
TZA    SMALL CAP B  TZA US 06/18/11 C30       12.8  52.3   4.60   31.4    337
SPY    SPDR S&P 50  SPY US 06/18/11 C140      12.8  12.4   0.04  -55.6   6213
TLT    ISHARES BAR  TLT US 07/16/11 C95       12.7  12.8   3.00   37.6    817
RF     REGIONS FIN  RF US 06/18/11 C7         12.6  30.9   0.07  -61.1    247
TLT    ISHARES BAR  TLT US 07/16/11 C94       12.6  12.8   3.85   33.7   1347
GLD    SPDR GOLD T  GLD US 06/18/11 C143      12.4  17.7   7.60   12.6    518
OPTR   OPTIMER PHA  OPTR US 06/18/11 P10      12.3 114.7   0.05    0.0    633
STX    SEAGATE TEC  STX US 06/18/11 C17       12.3  33.3   0.29   -3.3   2649
TLT    ISHARES BAR  TLT US 06/18/11 C94       12.3  13.1   3.55   33.0    267
TLT    ISHARES BAR  TLT US 06/18/11 C95       12.2  12.7   2.62   43.2    804
XLF    SPDR-FINL S  XLF US 07/16/11 P16       12.2  18.3   0.72   44.0   1305
EFA    ISHARES-MSC  EFA US 06/18/11 P62       12.0  18.3   1.28   37.6   1750
CNQR   CONCUR TECH  CNQR US 06/18/11 P50      12.0  31.9   1.20   -4.0    950
BKS    BARNES & NO  BKS US 07/16/11 C18       12.0  38.6   1.35  -34.1   1500
MA     MASTERCARD   MA US 10/22/11 P140       11.9  51.3   0.19  -24.0    216
F      FORD MOTOR   F US 06/18/11 C15         11.9  26.2   0.18  -30.8   9422
AAPL   APPLE INC    AAPL US 06/18/11 C335     11.8  25.2  16.45   11.8   1852
EFA    ISHARES-MSC  EFA US 07/16/11 P60       11.7  19.0   1.55   27.1  10597
MRO    MARATHON OI  MRO US 06/18/11 C55       11.7  30.2   0.59  -33.0   2408
NOK    NOKIA CORP-  NOK US 10/22/11 P7        11.7  40.6   0.76   24.6   1018
GLD    SPDR GOLD T  GLD US 06/18/11 P130      11.6  32.5   0.05    0.0   2012
GS     GOLDMAN SAC  GS US 06/18/11 C135       11.6  27.5   4.60  -30.4    571
EEM    ISHARES-EMG  EEM US 06/18/11 P48       11.5  22.0   0.78   27.9  20977
AAPL   APPLE INC    AAPL US 06/18/11 C340     11.5  23.6  12.25   11.9   3927
AAPL   APPLE INC    AAPL US 06/18/11 C330     11.5  27.2  20.55    8.2    955
JPM    JPMORGAN CH  JPM US 06/18/11 C42       11.4  24.0   0.96  -38.1   1435
CVLT   COMMVAULT S  CVLT US 06/18/11 C37      11.3  45.8   4.30   -8.5    200
SPY    SPDR S&P 50  SPY US 06/18/11 P137      11.3  11.4   4.27   41.4   2685
LVS    LAS VEGAS S  LVS US 06/18/11 P39       11.3  41.6   0.25  -40.5    354
ACI    ARCH COAL I  ACI US 06/18/11 P28       11.3  37.0   0.35   66.7    265
NEM    NEWMONT MIN  NEM US 06/18/11 P55       11.3  28.5   0.82   20.6    768
AG     FIRST MAJES  AG US 06/18/11 C17.5      11.2  71.9   3.70    0.0    714
MY     CHINA MING   MY US 12/17/11 P7.5       11.2  56.1   1.15    0.0    356
ESV    ENSCO PLC-A  ESV US 06/18/11 C52.5     11.1  31.9   2.55   59.4    487
NOK    NOKIA CORP-  NOK US 06/18/11 C6        11.1  63.5   1.01   -7.3   6051
VMW    VMWARE INC-  VMW US 07/16/11 C95       11.1  36.4   8.30   45.6    390
ORCL   ORACLE CORP  ORCL US 06/18/11 C35      11.0  22.1   0.21  -25.0   1497
FAS    FINL BULL 3  FAS US 06/18/11 P27       11.0  46.9   1.25  140.4   1142
MRO    MARATHON OI  MRO US 06/18/11 P55       10.9  30.3   2.41   32.4    306
LVS    LAS VEGAS S  LVS US 06/18/11 P38       10.8  42.7   0.14  -46.1   1544
NGG    NATIONAL GR  NGG US 06/18/11 P45       10.8  34.6   0.15   50.0    244
TLT    ISHARES BAR  TLT US 07/16/11 C96       10.8  12.9   2.39   44.0   1405
SIL    GLOBAL X SI  SIL US 06/18/11 C26       10.7  40.1   0.55  -21.4    288
WFC    WELLS FARGO  WFC US 06/18/11 C28       10.7  25.3   0.32  -57.3    803
MSFT   MICROSOFT C  MSFT US 06/18/11 P25      10.7  19.1   0.60   57.9   1353
JPM    JPMORGAN CH  JPM US 06/18/11 P44       10.7  21.3   2.04   77.4    339
NOK    NOKIA CORP-  NOK US 10/22/11 P6        10.6  41.8   0.32   39.1   1550
NOK    NOKIA CORP-  NOK US 10/22/11 C7        10.6  41.2   0.70    4.5   3656
MET    METLIFE INC  MET US 06/18/11 P44       10.6  23.4   1.45   52.6    600
RIMM   RESEARCH IN  RIMM US 06/18/11 C40      10.6  60.5   2.34  -35.0   2964
WFC    WELLS FARGO  WFC US 06/18/11 P28       10.6  24.9   0.95  115.9    202
PRU    PRUDENTL FI  PRU US 06/18/11 C65       10.4  23.7   0.27  -59.1    201
LVS    LAS VEGAS S  LVS US 06/18/11 C41       10.4  39.5   2.60   69.9   1674
THOR   THORATEC CO  THOR US 07/16/11 C34      10.4  35.8   1.75  -10.3    520
AIG    AMERICAN IN  AIG US 06/18/11 C29       10.4  28.0   0.29  -27.5    927
CIGX   STAR SCIENT  CIGX US 06/18/11 C5       10.3 124.2   0.60    0.0    427
RIMM   RESEARCH IN  RIMM US 06/18/11 C42.5    10.2  59.2   1.28  -40.2   3645
PHH    PHH CORP     PHH US 08/20/11 P17.5     10.2  39.9   0.30    0.0   1273
TZA    SMALL CAP B  TZA US 06/18/11 C29       10.2  51.2   5.60   16.7   1250
JPM    JPMORGAN CH  JPM US 06/18/11 P43       10.1  22.3   1.26   93.8    796
SSO    PROSHARES U  SSO US 06/18/11 C56       10.0  25.0   0.36  -42.9   2247

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TLVT   TELVENT GIT  TLVT US 07/16/11 C40     -90.1   5.1   0.05  -93.8    885
DST    DST SYSTEMS  DST US 06/18/11 P50      -47.6  46.4   0.90  -72.7    690
TLVT   TELVENT GIT  TLVT US 08/20/11 C35     -46.8  27.5   4.80   74.5    574
TLVT   TELVENT GIT  TLVT US 07/16/11 C35     -40.7  36.5   4.70  104.3    789
DAKT   DAKTRONICS   DAKT US 06/18/11 C10     -38.6  49.5   1.65   57.1    264
CHBT   CHINA-BIOTI  CHBT US 06/18/11 C3      -38.5 203.0   3.90  -15.2    899
C      CITIGROUP I  C1 US 09/17/11 P5        -35.9  16.2   0.98    7.7    200
JOSB   JOS A BANK   JOSB US 06/18/11 P45     -33.4  40.9   0.25  150.0    463
TLT    ISHARES BAR  TLT US 06/18/11 C87      -30.9  24.4  10.35    8.4    302
MW     MEN'S WEARH  MW US 06/18/11 C30       -28.6  52.0   4.01    2.8    200
NRGY   INERGY LP    NRGY US 06/18/11 C35     -27.4  18.2   0.90  -60.0    343
JOSB   JOS A BANK   JOSB US 06/18/11 P50     -25.5  35.8   1.55  675.0    523
CTL    CENTURYLINK  CTL US 06/18/11 C42      -24.5  15.5   1.03  -14.2    317
SEE    SEALED AIR   SEE US 07/16/11 P25      -24.5  17.2   1.10   22.2    261
PVH    PHILLIPS-VA  PVH US 06/18/11 C65      -22.2  35.4   2.79   -9.7    277
CLSN   CELSION COR  CLSN US 10/22/11 C2.5    -21.7  67.3   0.65  -18.8   2507
PVH    PHILLIPS-VA  PVH US 06/18/11 P62.5    -20.7  37.1   0.65  -50.0    269
TGT    TARGET CORP  TGT US 06/18/11 C43      -20.5  35.0   6.25   -4.6   1200
PVH    PHILLIPS-VA  PVH US 06/18/11 P65      -20.3  35.8   1.44  -31.4    318
TLT    ISHARES BAR  TLT US 06/18/11 C90      -19.9  18.7   7.29    8.8    380
IWM    ISHARES-RUS  IWM US 06/18/11 C76      -19.3  28.9   7.88   -7.3    483
YHOO   YAHOO! INC   YHOO US 06/18/11 C14     -18.9  41.2   2.20  -15.4   1193
MNKD   MANNKIND CO  MNKD US 06/18/11 C4      -18.8  41.3   0.16  -20.0    205
WMT    WAL-MART ST  WMT US 06/18/11 C45      -18.7  36.6   9.75   -3.0    201
PVH    PHILLIPS-VA  PVH US 06/18/11 C67.5    -18.5  35.5   1.40  -24.3    320
NRGY   INERGY LP    NRGY US 06/18/11 P35     -18.5  20.8   0.35  133.3    242
C      CITIGROUP I  C1 US 06/18/11 P4.5      -18.4  24.3   0.47   14.6    253
NLY    ANNALY CAPI  NLY US 06/18/11 P18      -17.7   9.9   0.10  -16.7    422
PVH    PHILLIPS-VA  PVH US 06/18/11 P60      -17.4  40.0   0.30  -57.1    353
EEM    ISHARES-EMG  EEM US 06/18/11 P40      -17.1  39.2   0.01    0.0    393
AMSC   AMER SUPERC  AMSC US 06/18/11 P7      -16.8 100.6   0.14  180.0    686
PEP    PEPSICO INC  PEP US 07/16/11 C65      -16.6  18.6   5.85   -4.1    925
COOL   MAJESCO ENT  COOL US 12/17/11 C2.5    -16.6  93.2   1.10   -8.3    550
HD     HOME DEPOT   HD US 06/18/11 P36       -16.5  17.0   0.68   23.6    427
LEI    LUCAS ENERG  LEI US 10/22/11 C2.5     -16.4  47.9   0.75   15.4    500
TLT    ISHARES BAR  TLT US 06/18/11 C91      -16.3  17.2   6.45   16.2    717
TLT    ISHARES BAR  TLT US 06/18/11 C93      -16.0  13.1   4.40   18.9    457
RENN   RENREN INC-  RENN US 06/18/11 C13     -15.9  62.6   0.55  -21.4   1556
CIGX   STAR SCIENT  CIGX US 06/18/11 P4.5    -15.6 135.7   0.30  -14.3    448
AVNR   AVANIR PHAR  AVNR US 06/18/11 C4.5    -15.2  38.2   0.15    0.0    458
DTG    DOLLAR THRI  DTG US 06/18/11 P82.5    -15.1  20.1   1.70   17.2    238
XHB    SPDR S&P HO  XHB US 06/18/11 P17      -13.7  28.1   0.03   50.0   1835
THQI   THQ INC      THQI US 06/18/11 P4      -12.9  51.9   0.20  -20.0    600
EEM    ISHARES-EMG  EEM US 06/18/11 P42      -12.5  32.4   0.03   50.0   1392
UUP    POWERSHARES  UUP US 06/18/11 C21      -12.4   9.3   0.34  -12.8    837
VRX    VALEANT PHA  VRX US 06/18/11 C50      -11.8  35.1   2.45  -18.3   1200
EEM    ISHARES-EMG  EEM US 06/18/11 P41      -11.6  37.2   0.02  100.0   1887
IWM    ISHARES-RUS  IWM US 06/30/11 P66      -11.5  36.2   0.06  -50.0    300
ESV    ENSCO PLC-A  ESV US 06/18/11 P55      -11.4  30.7   2.14  -17.7    603
DRYS   DRYSHIPS IN  DRYS US 06/18/11 C3.5    -11.2  58.9   0.53   -8.6    302
MGM    MGM RESORTS  MGM US 09/17/11 C9       -10.6  64.4   6.20    0.0    310
UNG    US NAT GAS   UNG US 06/18/11 C10      -10.6  42.0   1.71   -6.0    369
BAC    BANK OF AME  BAC US 06/18/11 P10      -10.6  37.1   0.02    0.0    830
XLF    SPDR-FINL S  XLF US 06/18/11 C15      -10.5  20.8   0.60  -32.6    515
MU     MICRON TECH  MU US 06/18/11 C9        -10.4  44.6   0.92  -27.0    303
VOD    VODAFONE GR  VOD US 06/18/11 P26      -10.2  21.1   0.25   25.0    264
UAL    UNITED CONT  UAL US 06/18/11 P20      -10.1  47.6   0.07    0.0    510
IWM    ISHARES-RUS  IWM US 06/18/11 C82      -10.0  21.9   2.59  -25.8    693

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

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