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
=============================================================================
CMED   CHINA MEDIC  CMED US 12/17/11 P8       82.4 151.2   2.15   48.3    215
CMED   CHINA MEDIC  CMED US 09/17/11 P7       69.2 164.9   1.70  183.3   1525
CMED   CHINA MEDIC  CMED US 12/17/11 P5       43.6 135.7   0.95  533.3    207
SDRL   SEADRILL LT  SDRL US 07/16/11 P34.8    42.1  28.8   1.35  -10.0    205
C      CITIGROUP I  C1 US 07/16/11 P5         39.2  46.7   1.20   23.7    307
TSTC   TELESTONE T  TSTC US 07/16/11 P5       31.8 150.6   0.45  125.0    729
EW     EDWARDS LIF  EW US 08/20/11 P70        29.2  46.4   1.50  114.3    839
EW     EDWARDS LIF  EW US 08/20/11 P75        27.0  43.0   1.79   37.7    271
EW     EDWARDS LIF  EW US 08/20/11 P80        26.6  41.0   3.40   38.8    616
EW     EDWARDS LIF  EW US 08/20/11 P85        22.9  36.7   4.60    9.5    340
SDRL   SEADRILL LT  SDRL US 10/22/11 P34.8    22.0  29.9   2.98   -3.9    205
C      CITIGROUP I  C1 US 01/21/12 P6         20.6  31.4   2.18   -1.4    231
CIM    CHIMERA INV  CIM US 12/17/11 C3.5      19.3  25.0   0.25  -16.7    210
UTX    UNITED TECH  UTX US 01/21/12 C60       18.7  31.7  24.30    1.3    208
SEF    PROSHARES S  SEF US 07/16/11 P38       18.4  27.1   1.45    0.0    352
THQI   THQ INC      THQI US 07/16/11 P4       17.2  64.0   0.30    0.0   3000
CIM    CHIMERA INV  CIM US 12/17/11 P3.5      16.9  20.5   0.25   25.0    247
TWC    TIME WARNER  TWC US 07/16/11 P75       16.5  22.5   1.65  -10.8    325
KSS    KOHLS CORP   KSS US 07/16/11 P52.5     15.6  24.1   2.30  -17.9   3501
ARIA   ARIAD PHARM  ARIA US 11/19/11 P5       14.7  68.1   0.15  -40.0   5151
NEM    NEWMONT MIN  NEM US 09/17/11 C45       14.4  37.1   8.80  -11.6    200
ADBE   ADOBE SYS I  ADBE US 07/16/11 C34      12.3  36.6   1.05    1.0    324

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
ZN     ZION OIL &   ZN US 12/17/11 C5        -57.6  34.7   1.40  -41.7   1014
TIN    TEMPLE-INLA  TIN US 01/21/12 C30      -32.1  22.1   1.90  352.4    448
TIN    TEMPLE-INLA  TIN US 11/19/11 C29      -26.7  24.2   2.15    0.0    696
SMSC   STANDARD MI  SMSC US 07/16/11 P22.5   -22.9  34.8   0.40  -57.9    250
BZ     BOISE INC    BZ US 07/16/11 C8        -20.7  41.1   0.35    0.0    231
TIN    TEMPLE-INLA  TIN US 11/19/11 C27      -20.1  27.4   3.70  393.3    500
SDRL   SEADRILL LT  SDRL US 07/16/11 C34.8   -18.5  29.4   1.20    9.1    278
NAV    NAVISTAR IN  NAV US 07/16/11 P60      -17.9  35.3   2.75   25.0   2069
TIN    TEMPLE-INLA  TIN US 11/19/11 P25      -17.1  28.3   0.50  -85.7    700
BBY    BEST BUY CO  BBY US 07/16/11 C27      -15.4  41.2   2.42    0.0    616
ABT    ABBOTT LABS  ABT US 07/16/11 P50      -14.7  17.4   0.62  -28.7    243
OKS    ONEOK PARTN  OKS US 07/16/11 P80      -14.5  17.3   2.00   37.9    326
NAV    NAVISTAR IN  NAV US 07/16/11 C60      -13.8  37.5   2.80  -47.2    215
UUP    POWERSHARES  UUP US 09/17/11 C20      -13.4  10.1   1.13  -11.7    360
YNDX   YANDEX NV-A  YNDX US 11/19/11 P30     -12.1  40.4   1.40  -34.9    668
GPRO   GEN-PROBE    GPRO US 07/16/11 C70     -11.8  45.6   6.30    0.0    511
JCI    JOHNSON CON  JCI US 07/16/11 C35      -11.2  27.4   2.70   -8.5    200
S      SPRINT NEXT  S US 07/16/11 P5         -11.1  41.7   0.15   36.4  50580
NAV    NAVISTAR IN  NAV US 07/16/11 C55      -10.5  43.9   6.00  -55.9    250
SDRL   SEADRILL LT  SDRL US 10/22/11 C34.8   -10.4  30.6   2.28   -3.0    200
TIBX   TIBCO SOFTW  TIBX US 07/16/11 C26     -10.3  48.2   1.70  -26.1    781
YNDX   YANDEX NV-A  YNDX US 11/19/11 P35     -10.0  39.5   3.50    0.0    669

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

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