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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
=============================================================================
SGEN   SEATTLE GEN  SGEN US 07/16/11 P17.5    38.9  82.2   1.00   66.7    279
MF     MF GLOBAL H  MF US 07/16/11 P7         29.8  48.8   0.20   33.3   1115
KKD    KRISPY KREM  KKD US 11/19/11 C5        24.0  72.4   4.10   10.8    736
SH     PROSHARES S  SH US 11/19/11 C38        15.6  16.4   4.90   11.4    276
RE     EVEREST RE   RE US 07/16/11 C80        13.9  24.0   4.30  -62.9    300
SPWRB  SUNPOWER CO  SPWRB US 09/17/11 P16     13.6  54.7   1.45   26.1   1799
LLEN   L&L ENERGY   LLEN US 07/16/11 P5       13.4 190.1   1.00   11.1    377
NFG    NATL FUEL G  NFG US 07/16/11 P70       12.9  44.1   4.30   -8.5    217
SPWRB  SUNPOWER CO  SPWRB US 09/17/11 P17     12.9  54.3   1.95   21.1    894
APWR   A-POWER ENE  APWR US 09/17/11 P1       12.9 218.4   0.18  260.0   1000
OCZ    OCZ TECHNOL  OCZ US 09/17/11 C7.5      12.9  79.8   1.25    4.2   3000
SNV    SYNOVUS FIN  SNV US 01/21/12 P1.5      12.8  63.8   0.15    0.0    530
OIL    IPATH GS CR  OIL US 07/16/11 C25       12.0  36.3   0.79   -6.0    840
UHS    UNIVERSAL H  UHS US 07/16/11 P45       11.7  47.3   0.44   10.0    500
CALP   CALIPER LIF  CALP US 08/20/11 P5       11.6  63.6   0.05    0.0    350
IAG    IAMGOLD COR  IAG US 07/16/11 P17       11.2  47.3   0.25    0.0    527
CZZ    COSAN LTD -  CZZ US 12/17/11 P10       10.8  45.8   0.55   10.0   1735

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
FNSR   FINISAR COR  FNSR US 07/16/11 C15     -40.8  59.4   0.70  -80.6    901
FNSR   FINISAR COR  FNSR US 07/16/11 P15     -39.4  59.2   1.35   80.0    236
FNSR   FINISAR COR  FNSR US 07/16/11 C14     -38.5  63.1   1.20    0.0    393
FNSR   FINISAR COR  FNSR US 07/16/11 P14     -38.1  62.1   0.82   49.1   4143
GE     GENERAL ELE  GE US 07/16/11 C14       -33.2  52.2   4.50   -3.2    469
KR     KROGER CO    KR US 07/16/11 C24       -28.8  22.3   0.65   62.5    443
RHI    ROBERT HALF  RHI US 07/16/11 P25      -27.4  30.0   0.60   33.3   6340
CIM    CHIMERA INV  CIM US 07/16/11 C3.5     -24.0  36.9   0.05  -50.0    216
PIR    PIER 1 IMPO  PIR US 07/16/11 P11      -20.1  45.5   0.55  -15.4   1674
HRBN   HARBIN ELEC  HRBN US 07/16/11 C7.5    -19.2 154.6   6.20  -31.1   1218
FNSR   FINISAR COR  FNSR US 09/17/11 C15     -17.3  62.7   1.45  -64.6    424
XLU    SPDR-UTIL S  XLU US 07/16/11 P30      -16.9  23.0   0.08    0.0    321
FNSR   FINISAR COR  FNSR US 01/21/12 C13     -14.4  58.5   3.30  -53.3   1117
GE     GENERAL ELE  GE US 09/17/11 C13       -13.3  43.6   5.60    2.8    556
FNSR   FINISAR COR  FNSR US 09/17/11 P14     -12.7  61.5   1.62    0.0    264
SLW    SILVER WHEA  SLW US 07/16/11 C25      -12.6  53.0   5.80   -4.9    206
ONTY   ONCOTHYREON  ONTY US 07/16/11 P7      -10.6  76.2   0.30  -57.1    400
HRBN   HARBIN ELEC  HRBN US 07/16/11 C5      -10.5 149.3   8.80   -4.3   2400
DTG    DOLLAR THRI  DTG US 10/22/11 C65      -10.2  18.5   7.90  -51.8    750
STD    BANCO SANTA  STD US 07/16/11 P11      -10.1  38.2   0.70   -2.8    310

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

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