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
=============================================================================
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C52      132.1  25.0   3.02  -14.7    430
IWM    ISHARES-RUS  IWM US 07/16/11 C73       89.2  29.1   6.99   -5.5    275
IWM    ISHARES-RUS  IWM US 07/16/11 C72       73.5  30.2   8.01   -6.2    215
ESV    ENSCO PLC-A  ESV US 07/16/11 C45       72.5  42.5   7.00   18.4    250
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C53       62.7  23.5   2.21  -13.3   1012
LYG    LLOYDS BANK  LYG US 08/20/11 C2        62.4  76.1   0.88    0.0    500
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C54       39.8  21.6   1.47  -17.4   2643
YRCW   YRC WORLDWI  YRCW US 07/16/11 P1       38.6 376.9   0.30    0.0   1322
IWM    ISHARES-RUS  IWM US 07/16/11 C74       38.6  28.6   6.04   -6.8    227
HIG    HARTFORD FI  HIG US 08/20/11 C21       38.3  41.4   3.40    0.0    409
TCK    TECK RESOUR  TCK US 07/16/11 C38       37.4  57.5   8.90   14.8    250
YRCW   YRC WORLDWI  YRCW US 07/16/11 C0.5     34.0 268.3   0.60   36.4   1448
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C47       33.9  27.0   8.22    1.9    316
TLAB   TELLABS INC  TLAB US 07/16/11 C3.5     33.5  65.2   0.90    0.0    300
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C51       32.9  24.2   4.39   -9.5    372
QPSA   QUEPASA COR  QPSA US 08/20/11 C2.5     30.6 145.2   4.22   10.2    212
CISG   CNINSURE IN  CISG US 07/16/11 C14      29.1  99.3   1.85   48.0    300
CISG   CNINSURE IN  CISG US 07/16/11 C12.5    28.9 123.8   3.20   48.8    330
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C55       26.1  19.9   0.86  -21.8  15464
BRCD   BROCADE COM  BRCD US 07/16/11 P6       25.7  50.9   0.19  280.0   7033
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C52       25.3  23.3   3.55  -11.5   1557
YRCW   YRC WORLDWI  YRCW US 08/20/11 P1       25.1 343.1   0.45  -10.0   1125
WMB    WILLIAMS CO  WMB US 07/16/11 C30       24.6  32.7   0.68   51.1    455
NBG    NATL BANK G  NBG US 08/20/11 P1        24.3 171.6   0.15   50.0    505
FGP    FERRELLGAS-  FGP US 08/20/11 P22.5     24.2  26.7   0.75   50.0    201
WMB    WILLIAMS CO  WMB US 07/16/11 C29       23.8  34.2   0.82  -11.8   1080
WMB    WILLIAMS CO  WMB US 07/16/11 P29       23.0  33.8   0.68  -10.5    200
QLD    PROSHARES U  QLD US 07/16/11 C79       23.0  43.1   4.75   -3.1    515
VNR    VANGUARD NA  VNR US 07/16/11 P25       22.1  44.9   0.35   40.0   1048
BRCD   BROCADE COM  BRCD US 07/16/11 C6       21.9  49.2   0.44  -39.7   3194
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C56       21.7  18.4   0.43  -20.4   4207
BPL    BUCKEYE PAR  BPL US 07/16/11 P60       21.7  28.4   0.35   12.9    282
WPZ    WILLIAMS PA  WPZ US 07/16/11 P50       21.6  27.5   0.45  -40.0   1146
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C57       20.9  17.5   0.19  -29.6   2500
XLV    SPDR-HEALTH  XLV US 07/16/11 C35       20.8  16.4   0.43  -24.6    326
WMB    WILLIAMS CO  WMB US 07/16/11 P28       20.4  36.1   0.43  -29.5    294
NLY    ANNALY CAPI  NLY US 08/20/11 P19       19.6  16.0   1.02    0.0    210
WMB    WILLIAMS CO  WMB US 07/16/11 C28       19.2  36.8   1.75   56.2   5917
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C53       19.2  22.2   2.81  -12.5    277
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C54       19.0  21.0   2.10  -14.6    560
BRCD   BROCADE COM  BRCD US 01/21/12 C4       18.9  65.9   2.47  -10.2    250
AMGN   AMGEN INC    AMGN US 07/16/11 C55      18.9  26.2   2.96    1.7    524
FXY    CRYSHS-JAPA  FXY US 07/16/11 P127      18.1  12.4   4.15   -5.7    500
RAH    RALCORP HLD  RAH US 09/17/11 C90       18.0  22.4   2.50    2.0   2002
WMB    WILLIAMS CO  WMB US 07/16/11 P23       17.8  63.7   0.10    0.0  18590
WMB    WILLIAMS CO  WMB US 07/16/11 P24       17.5  56.4   0.08  -60.0    285
WMB    WILLIAMS CO  WMB US 08/20/11 C30       17.1  34.0   1.36   36.0   9812
IWM    ISHARES-RUS  IWM US 07/16/11 C76       17.1  27.7   4.40   -8.0    765
CRUS   CIRRUS LOGI  CRUS US 07/16/11 C15      17.1  43.9   0.40  -11.1    693
AMGN   AMGEN INC    AMGN US 08/20/11 C57.5    16.7  25.5   2.20   12.2    564
MDY    SPDR S&P MI  MDY US 07/16/11 C177      16.6  20.1   1.35   35.0    200
AMGN   AMGEN INC    AMGN US 07/16/11 C57.5    16.4  22.3   1.23   -4.7   2245
AMGN   AMGEN INC    AMGN US 07/16/11 P57.5    16.2  22.3   1.22   20.8   2506
WMB    WILLIAMS CO  WMB US 08/20/11 P30       16.1  33.5   1.98   -2.0    588
AMGN   AMGEN INC    AMGN US 07/16/11 P55      15.9  25.7   0.49   69.0   7152
AIG    AMERICAN IN  AIG US 07/16/11 C28       15.4  23.7   0.85  -14.1   1045
WMB    WILLIAMS CO  WMB US 08/20/11 C29       15.3  35.4   1.53   30.8    213
SFSF   SUCCESSFACT  SFSF US 08/20/11 P28      15.0  57.8   2.45  172.2    377
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C56       14.9  18.8   1.05  -12.5    740
XME    SPDR S&P ME  XME US 07/16/11 C66       14.7  34.4   1.92   -6.8    346
AMGN   AMGEN INC    AMGN US 07/16/11 P60      14.6  20.8   2.85   -2.4    413
BRCD   BROCADE COM  BRCD US 08/20/11 C6       14.2  53.5   0.66  -24.1   3000
WMB    WILLIAMS CO  WMB US 08/20/11 C28       14.2  37.2   2.23   27.4   1815
XLU    SPDR-UTIL S  XLU US 07/16/11 C33       14.2  14.0   0.40   60.0   3904
WMB    WILLIAMS CO  WMB US 08/20/11 P28       13.4  36.5   1.04   -6.3    458
MWE    MARKWEST EN  MWE US 07/16/11 P45       13.3  26.0   0.50  -28.6   1000
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C57       13.3  17.8   0.65  -20.7    390
TZA    SMALL CAP B  TZA US 07/16/11 C33       12.8  62.6   6.25   -5.3   2005
LO     LORILLARD I  LO US 07/16/11 P92.5      12.4  69.1   0.90  -18.2    202
CRUS   CIRRUS LOGI  CRUS US 07/16/11 P15      12.3  46.3   0.87    2.4    213
RRGB   RED ROBIN G  RRGB US 09/17/11 C30      12.2  47.5   5.58   11.6    323
TLT    ISHARES BAR  TLT US 07/16/11 C93       12.1  14.5   4.45   -1.1    262
LNG    CHENIERE EN  LNG US 07/16/11 C8        12.0  89.7   0.70  -30.0    376
IWM    ISHARES-RUS  IWM US 07/16/11 C77       11.9  26.5   3.60   -8.6   1258
AMGN   AMGEN INC    AMGN US 08/20/11 C60      11.8  23.0   0.93   -9.7    339
LO     LORILLARD I  LO US 07/16/11 P95        11.8  66.7   1.25   -6.7    250
SPY    SPDR S&P 50  SPY US 07/16/11 C122      11.6  22.8   6.20  -10.4    382
XLB    SPDR-MATERI  XLB US 07/16/11 C38       11.6  23.9   0.65   -8.4   1490
CRUS   CIRRUS LOGI  CRUS US 07/16/11 C14      11.4  52.7   0.95    0.0    220
REGN   REGENERON P  REGN US 07/16/11 P50      11.4  59.8   1.80   20.8    428
VXX    IPATH-S&P S  VXX US 08/20/11 P20       11.2  64.3   0.73    4.3    732
XLV    SPDR-HEALTH  XLV US 08/20/11 C35       11.2  16.2   0.70  -23.9   2800
SNDK   SANDISK COR  SNDK US 07/16/11 C42      11.2  37.5   1.00  -43.5    603
BRCD   BROCADE COM  BRCD US 10/22/11 P6       11.0  53.7   0.62   55.0   9287
VXX    IPATH-S&P S  VXX US 08/20/11 P21       10.7  68.8   1.16    4.5    217
C      CITIGROUP I  C1 US 01/21/12 C3         10.7  41.9   1.07   -0.9    250
CXO    CONCHO RESO  CXO US 07/16/11 C85       10.7  34.9   3.50   -2.8    250
CIGX   STAR SCIENT  CIGX US 07/16/11 C5       10.7  90.8   0.40   29.0    548
NWL    NEWELL RUBB  NWL US 07/16/11 C15       10.4  34.6   0.80   33.3    530
AMGN   AMGEN INC    AMGN US 07/16/11 P52.5    10.3  30.5   0.20   33.3   1474
WMT    WAL-MART ST  WMT US 07/16/11 C55       10.3  14.2   0.08  -42.9    448
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C54       10.2  21.2   2.69    2.7    200
SFSF   SUCCESSFACT  SFSF US 08/20/11 C28      10.1  56.2   2.20    0.0    463

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SUG    SOUTHERN UN  SUG US 08/20/11 C40      -89.6  13.4   0.65    0.0   1720
SUG    SOUTHERN UN  SUG US 08/20/11 P40      -59.6  13.1   1.10    0.0    262
SUG    SOUTHERN UN  SUG US 07/16/11 C40      -57.4  17.6   0.50  900.0    286
YRCW   YRC WORLDWI  YRCW US 07/16/11 C1      -45.3  65.0   0.15   87.5   1131
PTIE   PAIN THERAP  PTIE US 07/16/11 P5.5    -43.8 111.3   0.60  140.0    579
PTIE   PAIN THERAP  PTIE US 07/16/11 C5.5    -40.4 103.0   0.75  -79.7    607
YRCW   YRC WORLDWI  YRCW US 01/21/12 C1      -38.3  41.9   0.18    0.0   1420
HRB    H&R BLOCK I  HRB US 07/16/11 P16      -31.8  34.1   0.50  -33.3   6443
CADX   CADENCE PHA  CADX US 02/18/12 P2.5    -31.7 131.2   0.20    0.0    200
CADX   CADENCE PHA  CADX US 11/19/11 P2.5    -27.0 148.4   0.08    0.0    200
ACN    ACCENTURE P  ACN US 07/16/11 C57.5    -25.9  20.5   0.92    8.2   1374
ORCL   ORACLE CORP  ORCL US 07/16/11 C32     -24.4  26.6   0.39  -70.9   9284
CADX   CADENCE PHA  CADX US 11/19/11 C7.5    -23.9  23.1   1.95   11.4    251
ACN    ACCENTURE P  ACN US 07/16/11 P55      -23.7  23.5   0.52  -61.5    981
ORCL   ORACLE CORP  ORCL US 07/16/11 C30     -23.5  28.4   1.40  -49.8   2638
ACN    ACCENTURE P  ACN US 07/16/11 C55      -23.2  23.1   2.45   28.9    444
ORCL   ORACLE CORP  ORCL US 07/16/11 C31     -23.1  27.2   0.77  -61.9   6400
ORCL   ORACLE CORP  ORCL US 07/16/11 P31     -22.4  26.9   0.84   55.6   5801
ORCL   ORACLE CORP  ORCL US 07/16/11 P30     -22.1  28.3   0.44   57.1   4851
NBG    NATL BANK G  NBG US 07/16/11 P1       -21.7 172.2   0.15  200.0    500
BKS    BARNES & NO  BKS US 07/16/11 C10      -20.5  98.4   7.50   -3.9    538
THS    TREEHOUSE F  THS US 07/16/11 P55      -20.5  21.8   2.00   -4.8    229
ACN    ACCENTURE P  ACN US 07/16/11 P52.5    -19.5  26.9   0.20  -70.2    299
MU     MICRON TECH  MU US 07/16/11 P7        -19.5  51.5   0.23  187.5   3454
ORCL   ORACLE CORP  ORCL US 07/16/11 P32     -19.3  26.6   1.46   65.9   5475
ORCL   ORACLE CORP  ORCL US 07/16/11 P29     -19.2  30.3   0.23   64.3   6427
YRCW   YRC WORLDWI  YRCW US 10/22/11 C1      -18.6  58.3   0.17   41.7   1157
MU     MICRON TECH  MU US 07/16/11 C7        -18.5  53.9   0.55  -63.6   7511
ZAGG   ZAGG INC     ZAGG US 07/16/11 C11     -17.2  60.0   3.70    8.8    560
TIBX   TIBCO SOFTW  TIBX US 07/16/11 C27     -16.7  39.1   0.88   10.0    331
ORCL   ORACLE CORP  ORCL US 07/16/11 P28     -16.6  32.6   0.12   20.0   1017
FINL   FINISH LINE  FINL US 08/20/11 C22.5   -16.4  37.7   1.20  -40.0    360
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P57      -14.3  17.7   2.59   27.0   2128
ONTY   ONCOTHYREON  ONTY US 07/16/11 C7      -14.0  92.8   1.85   -7.5    633
YRCW   YRC WORLDWI  YRCW US 08/20/11 C1      -14.0  72.1   0.12    9.1   1219
TIBX   TIBCO SOFTW  TIBX US 07/16/11 C26     -13.4  41.6   1.30    4.0    467
YRCW   YRC WORLDWI  YRCW US 08/20/11 P0.5    -12.9 301.0   0.18   20.0    226
HTS    HATTERAS FI  HTS US 07/16/11 C28      -12.8  13.5   0.20  -20.0    205
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P56      -12.4  18.8   1.83   22.0   2055
ZN     ZION OIL &   ZN US 08/20/11 C5        -12.3  66.2   0.95    0.0    230
ORCL   ORACLE CORP  ORCL US 07/16/11 P27     -12.2  36.2   0.05  -44.4   1065
ZIOP   ZIOPHARM ON  ZIOP US 07/16/11 C6      -12.1  58.2   0.30  -25.0    210
UUP    POWERSHARES  UUP US 07/16/11 C21      -11.8   9.9   0.66   11.9    740
FINL   FINISH LINE  FINL US 11/19/11 P22.5   -11.8  38.9   2.30    0.0    200
BBBB   BLACKBOARD   BBBB US 07/16/11 C45     -11.5  53.5   1.50   57.9   1087
DDM    PROSHARES U  DDM US 07/16/11 P55      -11.5  38.9   0.75   -6.2    307
EUO    PROSH-UL/SH  EUO US 07/16/11 C17      -11.2  27.3   0.75    7.1    206
SUG    SOUTHERN UN  SUG US 08/20/11 P37.5    -10.9  15.0   0.25    0.0    395
ORCL   ORACLE CORP  ORCL US 08/20/11 C32     -10.5  26.4   0.83  -52.8    816
LCC    US AIRWAYS   LCC US 07/16/11 C7       -10.3  55.9   1.51   -1.9    320

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

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