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
=============================================================================
GG     GOLDCORP IN  GG US 07/16/11 C43        85.6  36.4   7.15   32.6    502
NLY    ANNALY CAPI  NLY US 07/16/11 C18       39.5  15.5   0.67   34.0    737
LLL    L-3 COMM HL  LLL US 07/16/11 P85       35.5  22.4   0.95  -68.3    336
LLL    L-3 COMM HL  LLL US 07/16/11 C85       31.6  22.2   3.10  520.0   1460
CLWR   CLEARWIRE -  CLWR US 07/16/11 P3       28.4 135.0   0.10    0.0    675
UNG    US NAT GAS   UNG US 08/20/11 C9        27.5  38.2   2.12   -2.8    269
EK     EASTMAN KOD  EK US 07/16/11 C3.5       26.3 119.1   0.38   18.8  18147
CPB    CAMPBELL SO  CPB US 07/16/11 P33       25.9  16.3   0.25   25.0   6382
EK     EASTMAN KOD  EK US 07/16/11 C3         25.0 123.1   0.68   15.2    606
CLWR   CLEARWIRE -  CLWR US 08/20/11 P3       24.8 121.1   0.25   25.0    243
EWZ    ISHARES-BRA  EWZ US 07/16/11 C70       22.4  25.6   2.60    4.4    367
SPY    SPDR S&P 50  SPY US 07/16/11 C118      21.3  26.0  11.92   20.8    335
LLL    L-3 COMM HL  LLL US 08/20/11 P85       20.1  23.2   2.64  -40.0   1671
PHM    PULTEGROUP   PHM US 07/16/11 P7        19.2  48.8   0.10  -16.7   2912
EK     EASTMAN KOD  EK US 07/16/11 P3         19.1 121.5   0.20   11.1   6626
PHM    PULTEGROUP   PHM US 07/16/11 C7        18.8  48.6   0.84   44.8    203
LLL    L-3 COMM HL  LLL US 08/20/11 C90       18.3  21.9   1.70  385.7   3496
EEM    ISHARES-EMG  EEM US 07/16/11 P48       18.1  20.0   2.25    1.8    532
PDS    PRECISION D  PDS US 08/20/11 C14       17.9  37.6   0.65    0.0    304
EWZ    ISHARES-BRA  EWZ US 07/16/11 C71       17.2  24.7   1.94    1.6    214
EK     EASTMAN KOD  EK US 07/16/11 P3.5       16.7 113.1   0.41    2.5   1403
EWJ    ISHARES-JAP  EWJ US 07/16/11 P9        16.1  33.2   0.03    0.0   1922
ZAGG   ZAGG INC     ZAGG US 07/16/11 C14      15.8  61.2   0.65  170.8    460
EK     EASTMAN KOD  EK US 08/20/11 C3.5       15.6  85.2   0.45   21.6    665
SPRD   SPREADTRUM-  SPRD US 07/16/11 P12      14.9 176.9   1.55    3.3    273
ONTY   ONCOTHYREON  ONTY US 01/19/13 C5       14.6 111.3   5.80    5.5    500
EXK    ENDEAVOUR S  EXK US 07/16/11 C7.5      13.9  71.3   1.45   26.1    290
PTIE   PAIN THERAP  PTIE US 07/16/11 P8       13.7 225.2   1.30   13.0    224
FRO    FRONTLINE L  FRO US 07/16/11 C17       13.4  41.5   0.75  114.3    207
CRUS   CIRRUS LOGI  CRUS US 07/16/11 C13      13.3  51.3   1.45    1.4    276
PHM    PULTEGROUP   PHM US 07/16/11 C8        13.2  39.7   0.19  137.5   7737
EFA    ISHARES-MSC  EFA US 07/16/11 C58       13.1  23.8   1.65  -10.8    290
EWZ    ISHARES-BRA  EWZ US 07/16/11 C72       13.0  23.6   1.40   -1.4    609
EK     EASTMAN KOD  EK US 08/20/11 P3.5       12.9  84.4   0.50    8.7    376
SPRD   SPREADTRUM-  SPRD US 07/16/11 P13      12.8 157.4   2.00    8.1   1163
LVLT   LEVEL 3 COM  LVLT US 12/17/11 P2       12.6  60.5   0.20  -20.0    662
LLL    L-3 COMM HL  LLL US 10/22/11 C90       12.6  21.7   2.85  137.5    775
LLL    L-3 COMM HL  LLL US 08/20/11 P75       12.4  27.8   0.34    0.0    878
EK     EASTMAN KOD  EK US 07/16/11 P2.5       12.3 125.0   0.08   33.3    920
LLL    L-3 COMM HL  LLL US 10/22/11 P85       12.2  22.4   3.90  -45.5    291
SPY    SPDR S&P 50  SPY US 07/16/11 C122      11.6  22.6   8.21    2.6    297
PBI    PITNEY BOWE  PBI US 07/16/11 C23       11.5  15.9   0.15  -40.0    551
LLL    L-3 COMM HL  LLL US 07/16/11 C90       11.1  23.4   0.85 1600.0   1495
BRCD   BROCADE COM  BRCD US 07/16/11 C6       10.8  52.4   0.70    0.0    409
RF     REGIONS FIN  RF US 07/16/11 P6         10.7  44.4   0.16   23.1   2321
IWM    ISHARES-RUS  IWM US 07/16/11 C77       10.6  25.4   4.38    1.1    434
UUP    POWERSHARES  UUP US 01/19/13 P22       10.6  13.1   1.77    7.3    397
LULU   LULULEMON A  LULU US 07/16/11 C85      10.2  54.4  19.50    5.9    510

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AVAV   AEROVIRONME  AVAV US 07/16/11 C35     -41.5  33.2   0.85  325.0    425
TWO    TWO HARBORS  TWO US 08/20/11 P10      -41.0  18.5   0.10    0.0    250
ADBE   ADOBE SYS I  ADBE US 07/16/11 C31     -36.1  29.4   0.48  -76.3   5698
ADBE   ADOBE SYS I  ADBE US 07/16/11 P31     -35.4  29.2   1.50   45.6   1530
ADBE   ADOBE SYS I  ADBE US 07/16/11 P30     -32.7  30.7   0.95   41.8   2210
ADBE   ADOBE SYS I  ADBE US 07/16/11 P29     -32.4  31.9   0.53   17.8   1652
ADBE   ADOBE SYS I  ADBE US 07/16/11 P27     -30.8  34.5   0.14  -17.6    562
JBL    JABIL CIRCU  JBL US 07/16/11 C18      -30.8  41.8   1.90   18.8   1748
JBL    JABIL CIRCU  JBL US 07/16/11 C19      -30.4  39.3   1.16   10.5   1027
JBL    JABIL CIRCU  JBL US 07/16/11 P19      -30.3  39.1   0.45  -61.2    525
JBL    JABIL CIRCU  JBL US 07/16/11 C20      -29.8  38.4   0.65    8.3   1577
ADBE   ADOBE SYS I  ADBE US 07/16/11 P28     -29.4  33.9   0.30   15.4   2857
JBL    JABIL CIRCU  JBL US 07/16/11 P20      -28.6  38.4   0.95  -45.7   2103
GFRE   GULF RESOUR  GFRE US 07/16/11 C2.5    -28.2  82.5   1.05   23.5    531
JBL    JABIL CIRCU  JBL US 07/16/11 P18      -27.0  43.0   0.20  -72.6    705
EEM    ISHARES-EMG  EEM US 07/16/11 C42      -26.9  28.6   4.15   -7.8    650
EFA    ISHARES-MSC  EFA US 01/21/12 C40      -26.6  35.4  19.05   -3.5    236
SPXU   PROSHARES U  SPXU US 07/16/11 C15     -26.4  37.7   1.80    9.1    200
APO    APOLLO GLOB  APO US 08/20/11 C15      -25.8  25.7   1.50    0.0    527
KMX    CARMAX INC   KMX US 07/16/11 C30      -25.2  35.3   2.90   70.6    214
HTS    HATTERAS FI  HTS US 07/16/11 C29      -23.4   7.5   0.10    0.0    272
RBN    ROBBINS & M  RBN US 07/16/11 C50      -23.3  32.6   0.90  157.1    326
SPY    SPDR S&P 50  SPY US 07/16/11 P134     -22.8  12.3   4.70   -4.5    216
EWZ    ISHARES-BRA  EWZ US 07/16/11 P72      -22.1  23.9   2.33   -3.7    371
KMX    CARMAX INC   KMX US 07/16/11 C34      -21.4  30.4   0.35   16.7    219
EWJ    ISHARES-JAP  EWJ US 07/16/11 C10      -20.8  17.4   0.27    8.0    230
EWZ    ISHARES-BRA  EWZ US 07/16/11 P71      -20.3  24.7   1.58  -17.7    737
AVAV   AEROVIRONME  AVAV US 07/16/11 C30     -19.9  43.8   4.30  258.3    356
GLD    SPDR GOLD T  GLD US 01/21/12 C100     -19.6  19.8  52.00    2.2    429
ADBE   ADOBE SYS I  ADBE US 08/20/11 C31     -18.6  30.7   1.02  -54.7    433
AGNC   AMERICAN CA  AGNC US 07/16/11 C30     -18.5  13.6   0.10  100.0    297
FDX    FEDEX CORP   FDX US 07/16/11 C92.5    -18.4  22.2   1.46   21.7   2799
ACOR   ACORDA THER  ACOR US 07/16/11 P26     -18.4  69.1   0.25  -50.0    308
ADBE   ADOBE SYS I  ADBE US 08/20/11 P29     -18.4  32.3   1.07   39.0    261
ADBE   ADOBE SYS I  ADBE US 08/20/11 P30     -18.3  31.5   1.51   41.1   2841
NLY    ANNALY CAPI  NLY US 07/16/11 C19      -18.3  12.4   0.03    0.0    516
EWZ    ISHARES-BRA  EWZ US 07/16/11 P70      -18.3  25.7   1.19  -22.2    558
FDX    FEDEX CORP   FDX US 07/16/11 C95      -18.2  21.7   0.67    9.8   5485
AGNC   AMERICAN CA  AGNC US 07/16/11 P29     -17.9  13.6   0.35  -56.2   1333
DTG    DOLLAR THRI  DTG US 07/16/11 C75      -17.9  20.1   0.85  -19.1    898
SPY    SPDR S&P 50  SPY US 07/16/11 P133     -17.7  13.1   3.96   -5.7   1375
FDX    FEDEX CORP   FDX US 07/16/11 C90      -17.6  23.1   2.99   39.1   3879
ADBE   ADOBE SYS I  ADBE US 08/20/11 P27     -17.5  34.3   0.41    7.9    459
FDX    FEDEX CORP   FDX US 07/16/11 P92.5    -17.5  22.2   2.72  -40.2   1721
IWM    ISHARES-RUS  IWM US 07/16/11 P84      -17.3  19.0   3.80   -7.3    217
HRBN   HARBIN ELEC  HRBN US 07/16/11 C10     -17.3 115.8   5.10    6.2    312
REN    RESOLUTE EN  REN US 07/16/11 C10      -16.7  98.8   5.40   -8.5    510
EWZ    ISHARES-BRA  EWZ US 07/16/11 P69      -16.6  26.8   0.95  -20.8    609
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P57      -16.2  15.1   2.00   -2.4   1086
SPY    SPDR S&P 50  SPY US 07/16/11 P132     -16.1  13.8   3.34   -7.2   3545
FDX    FEDEX CORP   FDX US 07/16/11 P90      -15.5  23.2   1.52  -48.1   2243
EWZ    ISHARES-BRA  EWZ US 07/16/11 P68      -15.2  27.9   0.70  -26.3   2296
TLB    TALBOTS INC  TLB US 07/16/11 P3       -14.8  77.8   0.06  -25.0    334
EEM    ISHARES-EMG  EEM US 07/16/11 C47      -14.5  20.6   0.56  -17.6   2369
DTG    DOLLAR THRI  DTG US 07/16/11 P72.5    -14.5  20.8   1.10  -24.1    598
EEM    ISHARES-EMG  EEM US 07/16/11 C45      -14.5  24.1   1.67  -11.2   3102
JBL    JABIL CIRCU  JBL US 08/20/11 P19      -13.9  39.9   0.90  -40.0    256
EEM    ISHARES-EMG  EEM US 07/16/11 C48      -13.8  19.1   0.24  -25.0    691
FDX    FEDEX CORP   FDX US 07/16/11 P87.5    -13.8  24.4   0.82  -55.0    434
SPY    SPDR S&P 50  SPY US 07/16/11 P131     -13.8  14.6   2.76  -11.0   3261
IWM    ISHARES-RUS  IWM US 07/16/11 P83      -13.7  19.8   3.14   -6.5    409
DIA    SPDR DJIA T  DIA US 07/16/11 P123     -13.6  13.4   2.48   -2.4    679
PMC    PHARMERICA   PMC US 07/16/11 P12.5    -13.5  52.2   0.45   50.0    304
HOGS   ZHONGPIN IN  HOGS US 07/16/11 P10     -13.5 165.9   0.75  -42.3   1428
S      SPRINT NEXT  S US 07/16/11 P5         -13.3  31.7   0.11   10.0  10369
SPY    SPDR S&P 50  SPY US 07/16/11 P130     -12.4  15.4   2.29  -13.6  11360
IWM    ISHARES-RUS  IWM US 07/16/11 P82      -12.4  20.7   2.53  -11.5   1598
RRD    RR DONNELLE  RRD US 07/16/11 C20      -12.4  23.0   0.30  -25.0   1174
FDX    FEDEX CORP   FDX US 07/16/11 P85      -11.8  26.2   0.40  -62.3    612
RFMD   RF MICRO DE  RFMD US 08/20/11 P6      -11.5  45.6   0.60   -7.7   8725
C      CITIGROUP I  C1 US 01/19/13 C3        -11.4  32.8   1.20    3.5    300
ANAD   ANADIGICS I  ANAD US 01/21/12 P2.5    -11.3  64.5   0.30    0.0    250
SPY    SPDR S&P 50  SPY US 07/16/11 P129     -11.2  16.2   1.87  -15.8  25684
TIN    TEMPLE-INLA  TIN US 07/16/11 P26      -11.1  38.5   0.15  -25.0    489
SPY    SPDR S&P 50  SPY US 08/20/11 P134     -11.1  14.0   5.66   -2.6    983
DIA    SPDR DJIA T  DIA US 07/16/11 P121     -10.8  14.7   1.58  -10.2    605
UUP    POWERSHARES  UUP US 07/16/11 C12      -10.8  92.7   9.30    0.0    300
EWJ    ISHARES-JAP  EWJ US 09/17/11 C10      -10.8  18.7   0.46    0.0    275
SPY    SPDR S&P 50  SPY US 07/16/11 P128     -10.7  17.0   1.51  -17.5  11650
BRFS   BRASIL FOOD  BRFS US 08/20/11 C17.5   -10.6  51.9   0.90    0.0    338
RBY    RUBICON MIN  RBY US 12/17/11 C2.5     -10.5  79.7   2.25    9.8    212
IWM    ISHARES-RUS  IWM US 07/16/11 P81      -10.4  21.7   1.98  -10.4   1851
NSM    NATL SEMICO  NSM US 08/20/11 P24      -10.3   8.0   0.10    0.0    250
EWZ    ISHARES-BRA  EWZ US 09/17/11 P70      -10.3  26.9   3.00   -9.1    332
DFS    DISCOVER FI  DFS US 07/16/11 C25      -10.2  28.1   0.40    0.0    270

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

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