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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
=============================================================================
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P55      156.0  18.4   0.60  -20.0   1860
HRBN   HARBIN ELEC  HRBN US 12/17/11 C2       71.2 198.3  13.80    5.0    504
SLV    ISHARES SIL  SLV US 08/20/11 P34       33.6  35.3   2.34   28.6    382
ZAGG   ZAGG INC     ZAGG US 08/20/11 C10      31.4  74.1   3.10   -8.8    320
SLV    ISHARES SIL  SLV US 08/20/11 P33       25.6  35.9   1.76   30.4   1633
GLD    SPDR GOLD T  GLD US 08/20/11 P145      24.5  14.0   3.05   21.5    757
OSK    OSHKOSH COR  OSK US 08/20/11 P30       21.0  35.5   0.70  -62.2    977
SLV    ISHARES SIL  SLV US 08/20/11 P32       20.2  36.4   1.29   33.0    243
GLD    SPDR GOLD T  GLD US 08/20/11 P144      20.1  14.0   2.69   27.5    828
GLD    SPDR GOLD T  GLD US 08/20/11 P143      17.4  14.1   2.23   26.0   1277
TSL    TRINA SOLAR  TSL US 01/21/12 P5        16.7 113.5   0.14  100.0    392
SLV    ISHARES SIL  SLV US 08/20/11 P31       15.9  37.2   0.94   32.4    420
GLD    SPDR GOLD T  GLD US 08/20/11 P142      14.1  14.1   1.79   24.3   2159
SLV    ISHARES SIL  SLV US 08/20/11 P30       12.8  38.3   0.68   38.8   1068
GLD    SPDR GOLD T  GLD US 08/20/11 P141      12.5  14.3   1.49   26.3   1285
GLD    SPDR GOLD T  GLD US 09/17/11 P142      12.3  14.8   2.63   15.9   3627
SODA   SODASTREAM   SODA US 08/20/11 C65      12.3  64.3   6.30   85.3   1046
WEN    WENDY'S/ARB  WEN US 08/20/11 C5        11.9  28.2   0.25   25.0    242
CLSN   CELSION COR  CLSN US 10/22/11 C2.5     11.4 104.3   1.00  -13.0   3342
QQQ    POWERSH-QQQ  QQQ US 10/22/11 P59       11.2  17.0   3.11   -9.6    200
GLD    SPDR GOLD T  GLD US 08/20/11 P139      10.9  14.9   1.06   27.7   2297
GLD    SPDR GOLD T  GLD US 08/20/11 P140      10.9  14.5   1.27   29.6   6839
TSL    TRINA SOLAR  TSL US 01/21/12 P10       10.6  79.3   0.38   11.8   1367
TIVO   TIVO INC     TIVO US 08/20/11 C10      10.5  47.8   1.08   38.5   1782
SPWRA  SUNPOWER CO  SPWRA US 01/19/13 P12.5   10.5  57.5   1.87    3.9    264
PG     PROCTER & G  PG US 08/20/11 C60        10.1  14.8   3.95    5.3    330

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BBBB   BLACKBOARD   BBBB US 01/21/12 C45     -88.7   2.9   0.15  -95.5    295
BBBB   BLACKBOARD   BBBB US 10/22/11 C45     -87.2   3.4   0.08  -96.0   1062
BBBB   BLACKBOARD   BBBB US 08/20/11 P43     -80.3   8.0   0.10  -95.8    424
BBBB   BLACKBOARD   BBBB US 10/22/11 P44     -78.8   6.5   0.50  -85.3    288
BBBB   BLACKBOARD   BBBB US 01/21/12 P44     -75.3   7.0   0.70  -83.7    208
BBBB   BLACKBOARD   BBBB US 10/22/11 C44     -75.1   7.5   0.81  -72.5   1407
BBBB   BLACKBOARD   BBBB US 10/22/11 P43     -72.5   8.7   0.33  -89.7    806
BBBB   BLACKBOARD   BBBB US 01/21/12 P43     -70.6   8.6   0.60  -82.9    306
BBBB   BLACKBOARD   BBBB US 10/22/11 C43     -66.0  10.3   1.68  -48.3    377
BBBB   BLACKBOARD   BBBB US 10/22/11 C41     -57.0  13.5   3.50  -31.4    415
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P53      -52.7  20.9   0.62  -17.3   1158
BBBB   BLACKBOARD   BBBB US 10/22/11 C40     -48.6  16.4   4.49  -21.2    419
EK     EASTMAN KOD  EK US 08/20/11 P3        -37.3  56.8   0.21   16.7   1827
EK     EASTMAN KOD  EK US 08/20/11 C3        -37.3  58.0   0.30  -62.5    449
EK     EASTMAN KOD  EK US 08/20/11 P2.5      -34.5  61.6   0.05  -37.5    620
ONP    ORIENT PAPE  ONP US 08/20/11 C2.5     -30.8  67.3   1.25    8.7    200
GLD    SPDR GOLD T  GLD US 08/20/11 C140     -30.5  14.1   5.90  -17.4    467
S      SPRINT NEXT  S US 08/20/11 P2         -30.4 142.2   0.01  -66.7    301
XME    SPDR S&P ME  XME US 08/20/11 P58      -30.1  41.1   0.58    0.0    549
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P40      -28.3  31.5   0.30  -14.3    320
SDS    PROSHARES U  SDS US 08/20/11 C18      -27.7  21.3   2.31  -14.4    213
C      CITIGROUP I  C1 US 08/20/11 C3        -26.1  39.8   1.20    3.5   1584
GLD    SPDR GOLD T  GLD US 08/20/11 C144     -23.1  13.8   3.35  -23.0    208
GLD    SPDR GOLD T  GLD US 08/20/11 C143     -23.0  14.1   3.85  -23.0    216
SLV    ISHARES SIL  SLV US 08/20/11 C33      -21.0  35.1   1.66  -21.7    684
GLD    SPDR GOLD T  GLD US 08/20/11 C145     -21.0  13.7   2.82  -21.7   1250
DRI    DARDEN REST  DRI US 08/20/11 C50      -20.6  21.7   2.49   43.9    254
GLD    SPDR GOLD T  GLD US 08/20/11 C146     -20.2  13.7   2.35  -21.7   1241
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C57      -18.9  15.9   1.56   13.9   2893
APOL   APOLLO GROU  APOL US 08/20/11 C47     -18.9  31.1   2.12   66.9    348
APOL   APOLLO GROU  APOL US 08/20/11 P46     -18.8  31.9   1.66  -56.3    305
GLD    SPDR GOLD T  GLD US 08/20/11 C147     -18.5  13.6   1.94  -24.2    643
APOL   APOLLO GROU  APOL US 08/20/11 C45     -18.5  32.5   3.35   62.6   1264
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P52      -18.1  22.1   0.24  -22.6   1014
SLV    ISHARES SIL  SLV US 08/20/11 C34      -18.0  34.8   1.21  -26.7    521
GLD    SPDR GOLD T  GLD US 08/20/11 C148     -17.4  13.6   1.60  -25.6    994
V      VISA INC-CL  V US 08/20/11 C70        -17.4  39.4  15.95    4.6    975
GLD    SPDR GOLD T  GLD US 08/20/11 C149     -16.1  13.7   1.26  -29.2    709
MPEL   MELCO CROWN  MPEL US 10/22/11 C8      -15.9  58.3   5.31    7.7    755
AGNC   AMERICAN CA  AGNC US 09/17/11 C27     -15.9  18.5   2.57    2.8    200
DNDN   DENDREON CO  DNDN US 08/20/11 C38     -15.5  43.1   4.05    3.9    221
GLD    SPDR GOLD T  GLD US 09/17/11 C147     -15.0  14.6   2.92  -18.9    217
GLD    SPDR GOLD T  GLD US 08/20/11 C150     -15.0  13.8   1.03  -29.9   1151
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C58      -14.9  18.2   2.55    0.0   1117
DNDN   DENDREON CO  DNDN US 08/20/11 P37     -14.9  45.0   1.04  -39.5    217
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C52      -14.8  21.2   5.66    6.8    364
TGB    TASEKO MINE  TGB US 08/20/11 C5       -14.5  38.2   0.25  -16.7    225
DNDN   DENDREON CO  DNDN US 08/20/11 C42     -14.4  39.7   1.85   10.8    250
CORN   TEUCRIUM CO  CORN US 08/20/11 P39     -13.3  38.8   1.85    0.0    485
DNDN   DENDREON CO  DNDN US 08/20/11 C41     -13.3  40.7   2.38   15.0    332
DNDN   DENDREON CO  DNDN US 08/20/11 P40     -13.2  42.0   2.08  -33.3    200
GLD    SPDR GOLD T  GLD US 08/20/11 C151     -13.2  14.0   0.84  -31.1    687
DNDN   DENDREON CO  DNDN US 08/20/11 P35     -13.2  47.9   0.70  -48.1    220
SPY    SPDR S&P 50  SPY US 08/20/11 P139     -13.1  11.1   6.39  -12.6    466
SIRI   SIRIUS XM R  SIRI US 08/20/11 C1.5    -12.9  65.1   0.74    5.7    348
APOL   APOLLO GROU  APOL US 08/20/11 P40     -12.7  38.3   0.35  -71.3    229
CORN   TEUCRIUM CO  CORN US 08/20/11 P38     -12.5  38.5   1.45   13.3    315
AVNR   AVANIR PHAR  AVNR US 08/20/11 C3      -11.9  65.4   0.55   10.0    250
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15     -11.8  79.3   3.70    0.0   4195
CORN   TEUCRIUM CO  CORN US 08/20/11 P41     -11.6  38.3   2.85    5.6    252
CORN   TEUCRIUM CO  CORN US 08/20/11 C42     -10.7  38.6   1.60  -17.9    242
XLU    SPDR-UTIL S  XLU US 08/20/11 C34      -10.6  11.1   0.41   10.8    696
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P54      -10.6  22.6   3.01   -3.2    282
CORN   TEUCRIUM CO  CORN US 08/20/11 P40     -10.6  38.7   2.30   -6.9    612
FO     FORTUNE BRA  FO US 08/20/11 C65       -10.5  18.5   1.35    0.0   1010
GE     GENERAL ELE  GE US 03/17/12 C10       -10.2  42.2   9.10    2.5    290

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

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