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
=============================================================================
V      VISA INC-CL  V US 07/16/11 P82.5      202.4  30.4   1.27   28.3  12472
VXX    IPATH-S&P S  VXX1 US 01/21/12 P6      168.4 204.1   1.64   23.3    431
F      FORD MOTOR   F US 07/16/11 C12         84.6  46.3   1.95   28.3    443
V      VISA INC-CL  V US 07/16/11 P80         73.4  33.5   0.71   39.2  11623
V      VISA INC-CL  V US 09/17/11 P82.5       63.1  28.0   3.40   25.5    203
V      VISA INC-CL  V US 12/17/11 P80         52.1  27.4   4.20    5.0    428
V      VISA INC-CL  V US 12/17/11 P80         52.1  27.4   4.20    5.0    428
V      VISA INC-CL  V US 07/16/11 P77.5       49.0  37.2   0.45   50.0    369
V      VISA INC-CL  V US 08/20/11 P77.5       47.9  32.2   1.36   29.5    588
UCO    PRSH-ULT CR  UCO US 07/16/11 C33       46.2  68.8   9.20    2.8   1001
V      VISA INC-CL  V US 01/21/12 P80         44.8  27.1   4.70   17.5    314
MMR    MCMORAN EXP  MMR US 07/16/11 C16       38.9  57.6   2.71    0.4    636
XING   QIAO XING U  XING US 08/20/11 P1       38.9 161.1   0.20    0.0    350
TLAB   TELLABS INC  TLAB US 07/16/11 C4.5     38.4  45.9   0.20  100.0   4566
VXX    IPATH-S&P S  VXX US 07/16/11 C19       37.5  40.7   2.17  -30.0    371
V      VISA INC-CL  V US 07/16/11 P75         37.2  41.0   0.23   21.1    432
RENN   RENREN INC-  RENN US 07/16/11 C6       36.7 114.8   2.80    7.7    241
V      VISA INC-CL  V US 08/20/11 P75         35.8  34.0   0.95   46.1    677
WCRX   WARNER CHIL  WCRX US 07/16/11 C25      33.3  37.4   0.45  181.2    986
V      VISA INC-CL  V US 01/21/12 P75         32.7  28.7   2.74   -1.4    542
SPY    SPDR S&P 50  SPY US 07/16/11 P135      32.3   9.3   3.26  -22.8   2345
HPQ    HEWLETT-PAC  HPQ US 07/16/11 P34       32.0  30.0   0.08  -55.6   4270
PXP    PLAINS EXPL  PXP US 07/16/11 C30       31.9  53.1   8.25   12.2    750
VXX    IPATH-S&P S  VXX US 07/16/11 C20       30.3  47.6   1.45  -32.2    379
SYMC   SYMANTEC CO  SYMC US 07/16/11 C18      27.1  35.2   1.70    5.6    694
BITA   BITAUTO HOL  BITA US 08/20/11 C7.5     25.2  88.7   0.85    0.0    350
DIA    SPDR DJIA T  DIA US 07/16/11 P125      24.4  10.5   1.85  -36.6    219
MMR    MCMORAN EXP  MMR US 07/16/11 C17       24.3  52.1   1.90    7.3   2716
MON    MONSANTO CO  MON US 07/16/11 C60       24.1  46.8  12.00   14.3    214
HPQ    HEWLETT-PAC  HPQ US 07/16/11 P35       22.9  24.9   0.14  -62.2   1285
V      VISA INC-CL  V US 07/16/11 P72.5       22.8  44.5   0.16   14.3    321
YRCW   YRC WORLDWI  YRCW US 08/20/11 C0.5     22.8 155.3   0.62  -36.1   2418
V      VISA INC-CL  V US 09/17/11 P70         22.2  34.8   0.74   39.6    564
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1       21.6  65.5   1.19    8.2    215
VRTX   VERTEX PHAR  VRTX US 07/16/11 P42      21.5  72.5   0.10  -50.0   1750
HPQ    HEWLETT-PAC  HPQ US 07/16/11 C35       20.4  24.9   2.10  133.3    411
WCRX   WARNER CHIL  WCRX US 07/16/11 C24      20.1  34.9   0.90   63.6   2097
V      VISA INC-CL  V US 01/21/12 P65         19.1  33.0   1.35   12.5    203
ZAGG   ZAGG INC     ZAGG US 07/16/11 P13      18.4 145.0   1.40   40.0   1187
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P59       17.6  12.3   2.16  -21.2    283
VZ     VERIZON COM  VZ US 07/16/11 C35        17.1  21.0   2.07   19.0   2250
V      VISA INC-CL  V US 07/16/11 P70         17.1  47.1   0.08    0.0    318
ZAGG   ZAGG INC     ZAGG US 07/16/11 P12      16.8 146.0   1.00   53.9    786
HPQ    HEWLETT-PAC  HPQ US 07/16/11 P36       16.6  21.8   0.27  -66.7   1108
ZAGG   ZAGG INC     ZAGG US 07/16/11 P11      16.6 148.8   0.60  140.0    528
EBAY   EBAY INC     EBAY US 07/16/11 P26      16.4  55.2   0.03  -50.0    913
DNDN   DENDREON CO  DNDN US 08/20/11 C38      16.2  56.9   4.00   -4.8    202
SPRD   SPREADTRUM-  SPRD US 07/16/11 C11      16.0 137.7   4.00   21.2    521
REE    RARE ELEMEN  REE US 07/16/11 C10       15.6  60.6   1.10   46.7    762
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P58       15.2  12.8   1.25  -29.8   1172
EWJ    ISHARES-JAP  EWJ US 07/16/11 P10       14.9  21.7   0.05    0.0   5265
EEM    ISHARES-EMG  EEM US 07/16/11 C46       14.6  20.8   1.80   17.6   9228
WCRX   WARNER CHIL  WCRX US 07/16/11 P24      14.4  34.9   0.55  -45.0    213
V      VISA INC-CL  V US 09/17/11 P60         14.2  42.9   0.15   36.4    229
YHOO   YAHOO! INC   YHOO US 07/16/11 P13      13.9  48.1   0.05   25.0   1294
CIGX   STAR SCIENT  CIGX US 01/19/13 C4.5     13.5  89.2   1.85   -9.8    442
RENN   RENREN INC-  RENN US 07/16/11 C7       13.2 118.4   1.90    8.6    570
DNDN   DENDREON CO  DNDN US 07/16/11 P35      13.1  70.4   0.55   71.9    385
HPQ    HEWLETT-PAC  HPQ US 07/16/11 C36       13.0  21.5   1.22  221.1   1527
NOG    NORTHERN OI  NOG US 07/16/11 C22       13.0  54.3   1.00   -9.1    233
EBAY   EBAY INC     EBAY US 07/16/11 C27      12.8  49.7   5.30   31.2    553
UNG    US NAT GAS   UNG US 07/16/11 P10       12.5  35.8   0.02  -60.0    627
FSLR   FIRST SOLAR  FSLR US 07/16/11 P95      12.4  89.1   0.10  -56.5    223
FSLR   FIRST SOLAR  FSLR US 07/16/11 P115     12.1  59.9   0.34  -66.3    523
HPQ    HEWLETT-PAC  HPQ US 08/20/11 C30       11.9  36.7   6.75   22.7    210
DNDN   DENDREON CO  DNDN US 07/16/11 C41      11.8  50.4   1.10  -16.7   1599
FSLR   FIRST SOLAR  FSLR US 07/16/11 P110     11.4  65.4   0.27  -59.1    326
DPS    DR PEPPER S  DPS US 07/16/11 C40       11.3  23.8   2.10   31.2    578
AIG    AMERICAN IN  AIG US 07/16/11 P28       11.3  28.2   0.19   -5.0   1564
RENN   RENREN INC-  RENN US 07/16/11 P5       11.2 175.7   0.05  -50.0    303
DIA    SPDR DJIA T  DIA US 07/16/11 P124      11.1  11.3   1.33  -37.9    511
TLAB   TELLABS INC  TLAB US 08/20/11 C4       11.1  44.9   0.65    0.0   1500
GT     GOODYEAR TI  GT US 07/16/11 P14        10.9  60.0   0.05    0.0    327
HPQ    HEWLETT-PAC  HPQ US 07/16/11 C37       10.9  20.0   0.58  427.3   2532
DNDN   DENDREON CO  DNDN US 07/16/11 P40      10.8  53.0   1.83   32.6   1777
ITW    ILLINOIS TO  ITW US 07/16/11 P52.5     10.7  24.2   0.10  -60.0    260
DNDN   DENDREON CO  DNDN US 07/16/11 C40      10.6  53.0   1.60  -15.8   1286
MCP    MOLYCORP IN  MCP US 07/16/11 C45       10.4  78.2  15.70   33.0    250
SLM    SLM CORP     SLM US 07/16/11 C16       10.2  30.6   1.02   -4.7    860
DNDN   DENDREON CO  DNDN US 07/16/11 P30      10.1  91.6   0.27  107.7    427

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PDM    PIEDMONT OF  PDM US 07/16/11 C20      -95.9  28.3   0.65   44.4    500
IEV    ISHARES-S&P  IEV US 08/20/11 P42      -73.5  19.9   1.25    0.0    205
V      VISA INC-CL  V US 07/16/11 C80        -63.8  34.1   5.25  -25.0   3694
V      VISA INC-CL  V US 07/16/11 C75        -61.9  42.0   9.80  -17.6    434
KBE    SPDR KBW BA  KBE US 07/16/11 P25      -59.4  13.4   0.98  -37.6   5417
V      VISA INC-CL  V US 07/16/11 C77.5      -58.4  37.6   7.74  -18.5    504
V      VISA INC-CL  V US 07/16/11 C82.5      -58.2  30.9   3.25  -37.4    752
V      VISA INC-CL  V US 07/16/11 C85        -57.6  28.8   1.80  -44.6   1588
XME    SPDR S&P ME  XME US 07/16/11 P63      -54.2  37.5   0.21  -40.0    367
V      VISA INC-CL  V US 08/20/11 C80        -48.4  31.1   6.35  -23.0    435
V      VISA INC-CL  V US 08/20/11 C77.5      -44.4  32.7   8.70  -13.0    484
V      VISA INC-CL  V US 09/17/11 C75        -42.1  32.2  11.25  -11.4    208
V      VISA INC-CL  V US 09/17/11 C80        -41.8  29.5   7.10  -18.0    506
VVUS   VIVUS INC    VVUS US 07/16/11 P8      -40.2  32.9   0.26  -36.6    364
V      VISA INC-CL  V US 08/20/11 C85        -39.1  28.4   3.20  -28.9    457
VVUS   VIVUS INC    VVUS US 07/16/11 C8      -37.8  32.9   0.18  -40.0   3176
V      VISA INC-CL  V US 09/17/11 C85        -34.9  27.7   4.00  -28.6    635
WOR    WORTHINGTON  WOR US 07/16/11 C20      -33.6  35.6   2.50   66.7    303
V      VISA INC-CL  V US 09/17/11 C87.5      -28.8  26.7   2.83  -27.4    864
SNTA   SYNTA PHARM  SNTA US 07/16/11 C5      -27.1  49.1   0.15  -40.0    804
FSLR   FIRST SOLAR  FSLR US 07/16/11 P145    -26.9  45.9   8.75  -50.3    330
HRBN   HARBIN ELEC  HRBN US 07/16/11 C7.5    -26.0 154.4   7.30   -9.9    286
FO     FORTUNE BRA  FO US 07/16/11 C62.5     -25.5  15.2   1.95   77.3   2680
USU    USEC INC     USU US 07/16/11 P3       -25.4 126.9   0.16  -46.7    478
FSLR   FIRST SOLAR  FSLR US 07/16/11 P140    -24.1  43.5   5.40  -58.5   1288
IL     INTRALINKS   IL US 07/16/11 P17.5     -23.4  39.1   0.70   -6.7    358
DVN    DEVON ENERG  DVN US 07/16/11 C70      -22.7  32.5   8.80   21.4    250
EEM    ISHARES-EMG  EEM US 07/16/11 P39      -22.6  40.3   0.01  -50.0   1592
SPY    SPDR S&P 50  SPY US 07/16/11 P138     -22.2   9.5   6.09  -16.2   1023
TKR    TIMKEN CO    TKR US 07/16/11 C40      -21.2  49.1   9.50   20.2    263
VXX    IPATH-S&P S  VXX US 07/16/11 P17      -20.6  48.6   0.01  -50.0    203
V      VISA INC-CL  V US 07/16/11 P87.5      -20.4  26.8   3.85   38.0    914
IWM    ISHARES-RUS  IWM US 07/16/11 C77      -20.3  23.0   5.95   14.4    247
LVLT   LEVEL 3 COM  LVLT US 07/16/11 C2.5    -20.2  47.7   0.05    0.0    634
VZ     VERIZON COM  VZ US 07/16/11 C36       -20.2  11.4   1.15   47.4   4134
CYOU   CHANGYOU.CO  CYOU US 07/16/11 C45     -20.0  35.9   1.20  140.0    512
SPRD   SPREADTRUM-  SPRD US 07/16/11 P15     -19.7 100.5   1.20  -45.5   2011
EEM    ISHARES-EMG  EEM US 07/16/11 P40      -19.7  35.7   0.01  -66.7    301
XLF    SPDR-FINL S  XLF US 01/21/12 P5       -19.4  67.4   0.03  -25.0    911
ZAGG   ZAGG INC     ZAGG US 07/16/11 C10     -19.3  81.3   3.30  -10.8   1436
V      VISA INC-CL  V US 07/16/11 P85        -18.4  28.3   2.25   30.8   2556
SPY    SPDR S&P 50  SPY US 07/16/11 P136     -18.2   6.9   4.09  -21.4   3148
SPWRA  SUNPOWER CO  SPWRA US 08/20/11 C19    -17.6  30.2   0.85    1.2   2000
IWM    ISHARES-RUS  IWM US 07/16/11 C78      -17.4  21.9   4.94   13.8    475
LSTZA  LIBERTY STA  LSTZA US 07/16/11 C75    -17.1  25.7   0.00    0.0    600
XME    SPDR S&P ME  XME US 07/16/11 P58      -17.0  49.1   0.09  -18.2   2500
SPRD   SPREADTRUM-  SPRD US 07/16/11 C14     -17.0  81.4   1.65   57.1    844
SPRD   SPREADTRUM-  SPRD US 07/16/11 P14     -16.8 105.6   0.81  -47.7    421
FSLR   FIRST SOLAR  FSLR US 07/16/11 P135    -16.6  43.1   3.05  -66.1   2773
XLF    SPDR-FINL S  XLF US 01/21/12 P6       -16.2  61.9   0.04  -20.0    432
PANL   UNIVERSAL D  PANL US 07/16/11 P30     -16.0  71.8   0.40  -21.6    273
TOL    TOLL BROTHE  TOL US 07/16/11 P21      -16.0  25.0   0.56   -6.7    250
MA     MASTERCARD   MA US 07/16/11 P240      -15.7  50.1   0.04  -60.0    235
XME    SPDR S&P ME  XME US 07/16/11 P64      -15.7  35.7   0.33  -37.7   2500
FSLR   FIRST SOLAR  FSLR US 07/16/11 C145    -15.7  33.4   1.75  280.4   1798
EBAY   EBAY INC     EBAY US 07/16/11 P33     -15.5  30.2   1.26  -51.2    454
SOLR   GT SOLAR IN  SOLR US 07/16/11 C15     -15.2  45.7   1.45   31.8    395
STD    BANCO SANTA  STD US 07/16/11 P11      -15.1  38.5   0.15  -50.0    525
FSLR   FIRST SOLAR  FSLR US 07/16/11 C140    -14.8  32.2   3.60  309.1   4761
EBAY   EBAY INC     EBAY US 07/16/11 C32     -14.7  31.5   0.96  100.0   2140
V      VISA INC-CL  V US 07/16/11 C87.5      -14.1  27.4   0.76  -62.2   1683
SPRD   SPREADTRUM-  SPRD US 07/16/11 C12     -14.0 104.7   3.40   44.7    464
IBM    IBM          IBM US 07/16/11 P180     -13.9   8.2   8.05  -14.4    358
CIT    CIT GROUP I  CIT US 08/20/11 C46      -13.9  18.6   0.54  -14.3    529
SPRD   SPREADTRUM-  SPRD US 07/16/11 C15     -13.8  76.1   1.00   81.8    602
EBAY   EBAY INC     EBAY US 07/16/11 P32     -13.6  31.6   0.70  -64.1    574
SOA    SOLUTIA INC  SOA US 07/16/11 P22.5    -13.5  37.4   0.55  -69.6   1064
PBR    PETROBRAS S  PBR US 07/16/11 P35      -13.4  21.3   1.50  -20.2    231
OMX    OFFICEMAX I  OMX US 07/16/11 P7       -13.4  58.1   0.05  -66.7   1642
ENOC   ENERNOC INC  ENOC US 08/20/11 P15     -13.3  46.2   0.72  -10.0   1495
SCHW   SCHWAB (CHA  SCHW US 07/16/11 P16     -13.2  26.4   0.20  -42.9    310
SPRD   SPREADTRUM-  SPRD US 07/16/11 P13     -13.0 118.3   0.60  -50.0    805
CIT    CIT GROUP I  CIT US 08/20/11 C45      -12.9  19.3   0.84  -13.4    376
NYX    NYSE EURONE  NYX US 12/17/11 C33      -12.9  21.5   2.40    2.1    254
SPRD   SPREADTRUM-  SPRD US 07/16/11 P12     -12.9 131.6   0.40  -52.9    422
PBR    PETROBRAS S  PBR US 07/16/11 C35      -12.7  19.8   0.12    0.0   1129
WFC    WELLS FARGO  WFC US 07/16/11 P29      -12.7  21.8   0.99  -15.4    315
ITMN   INTERMUNE I  ITMN US 07/16/11 P33     -12.7  51.8   0.32  -61.0    507
SATC   SATCON TECH  SATC US 07/16/11 P2.5    -12.7  88.1   0.10  -84.6    350
IWM    ISHARES-RUS  IWM US 07/16/11 C79      -12.6  21.6   4.00   12.7    519
INTC   INTEL CORP   INTC US 07/16/11 C23     -12.5  19.2   0.05   66.7   9667
EBAY   EBAY INC     EBAY US 07/16/11 P31     -12.4  32.9   0.36  -66.4   2919
NLY    ANNALY CAPI  NLY US 07/16/11 P18      -12.3  11.0   0.13  -35.0    464
KONG   KONGZHONG-A  KONG US 09/17/11 P5      -12.3  82.9   0.72  -15.3    210
EGLE   EAGLE BULK   EGLE US 09/17/11 P2      -12.2  64.2   0.10  -33.3    500
DIA    SPDR DJIA T  DIA US 07/16/11 C119     -12.0  16.1   4.85   26.0    277
EBAY   EBAY INC     EBAY US 07/16/11 C31     -11.8  33.4   1.63   81.1   1642
FSLR   FIRST SOLAR  FSLR US 01/21/12 C115    -11.8  25.2  24.70   29.7    688
CIT    CIT GROUP I  CIT US 08/20/11 C44      -11.7  20.3   1.36  -15.5   2001
TCB    TCF FINL CO  TCB US 07/16/11 P14      -11.7  29.5   0.30    0.0    470
MA     MASTERCARD   MA US 07/16/11 P250      -11.7  44.0   0.18  -37.9    329
X      US STEEL CO  X US 07/16/11 C47        -11.6  32.5   1.00    8.7    332
IWM    ISHARES-RUS  IWM US 07/16/11 C81      -11.6  19.3   2.26   16.5   3477
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C58      -11.6  12.2   0.20   66.7   2685
EEM    ISHARES-EMG  EEM US 07/16/11 P47      -11.6  19.1   0.50  -35.1   1606
SSO    PROSHARES U  SSO US 07/16/11 C55      -11.3  20.9   0.21   23.5   1317
WFC    WELLS FARGO  WFC US 07/16/11 C29      -11.3  22.0   0.21  -16.0  17461
STP    SUNTECH POW  STP US 07/16/11 C8       -11.3  37.6   0.22   46.7    236
WPI    WATSON PHAR  WPI US 07/16/11 C70      -11.1  17.5   0.60   20.0    325
X      US STEEL CO  X US 07/16/11 C45        -11.1  33.7   2.10    7.1    271
EBAY   EBAY INC     EBAY US 07/16/11 P30     -11.0  35.5   0.19  -70.8   3666
AMD    ADV MICRO D  AMD US 07/16/11 P7       -11.0  30.8   0.13  -51.9   1761
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C54      -10.9  20.0   3.07   20.4    506
IVV    ISHARES-S&P  IVV US 07/16/11 C136     -10.8  10.5   0.10   11.1    600
IWM    ISHARES-RUS  IWM US 07/16/11 C82      -10.8  18.2   1.54   10.8   2466
X      US STEEL CO  X US 07/16/11 C46        -10.7  33.2   1.45    6.6   7498
VZ     VERIZON COM  VZ US 07/16/11 C37       -10.6  12.2   0.34   70.0   1599
FSLR   FIRST SOLAR  FSLR US 08/20/11 P140    -10.6  52.1  11.00  -38.4   1186
ELN    ELAN CORP-A  ELN US 07/16/11 C11      -10.6  44.7   0.70    7.7   1305
AGNC   AMERICAN CA  AGNC US 07/16/11 P29     -10.5  10.9   0.20  -33.3    510
EEM    ISHARES-EMG  EEM US 08/20/11 P48      -10.5  20.4   1.70  -17.5   2553
IWM    ISHARES-RUS  IWM US 07/16/11 C80      -10.5  20.7   3.09   14.4   1137
IPG    INTERPUBLIC  IPG US 07/16/11 P12      -10.4  29.5   0.20  -20.0    500
DFS    DISCOVER FI  DFS US 07/16/11 C27      -10.4  24.6   0.45   12.5    289
AMD    ADV MICRO D  AMD US 07/16/11 C7       -10.3  31.6   0.21   50.0    788
BAC    BANK OF AME  BAC US 07/16/11 C11      -10.3  29.5   0.28  -24.3  10001
IDTI   INTEGRAT DE  IDTI US 08/20/11 C8      -10.2  34.8   0.35   16.7    200
ISRG   INTUITIVE S  ISRG US 07/16/11 C390    -10.2  20.6   1.16    5.5    206
FSLR   FIRST SOLAR  FSLR US 07/16/11 C135    -10.1  32.8   6.15  239.8   1022
MSFT   MICROSOFT C  MSFT US 07/16/11 P26     -10.1  15.8   0.35  -43.5   1655
CIGX   STAR SCIENT  CIGX US 07/16/11 P3.5    -10.1 191.4   0.30    0.0   1135
QCOM   QUALCOMM IN  QCOM US 07/16/11 C57.5   -10.1  18.1   0.52  108.0   3717
DRYS   DRYSHIPS IN  DRYS US 07/16/11 C4      -10.1  38.6   0.21    0.0   1416
XOM    EXXON MOBIL  XOM US 07/16/11 C85      -10.0  13.6   0.04  -33.3    424

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

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