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
=============================================================================
VXX    IPATH-S&P S  VXX1 US 01/21/12 P11     202.3 263.2   6.15    0.0    300
HMA    HEALTH MGMT  HMA US 08/20/11 C8        69.7  65.1   3.20   14.3    300
KGC    KINROSS GOL  KGC US 01/21/12 C10       48.6  50.8   6.60   16.8    203
MTL    MECHEL-SPON  MTL US 10/22/11 C20       46.0  45.1   4.50  -17.4    200
MMR    MCMORAN EXP  MMR US 08/20/11 C15       25.2  61.2   4.00    6.7   1000
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C2.5     22.7  57.2   0.25    0.0    864
SVM    SILVERCORP   SVM US 08/20/11 C7        18.2  72.1   3.10   31.9   1617
CPKI   CALIF PIZZA  CPKI US 01/21/12 P18      17.5   4.7   0.05    0.0    224
CIM    CHIMERA INV  CIM US 09/17/11 C3.5      16.5  28.7   0.15   -6.2    257
JOE    ST JOE CO    JOE US 12/17/11 P15       15.3  62.3   1.15   76.9   1693
VZ     VERIZON COM  VZ US 08/20/11 C36        14.2  16.9   1.58  -15.1    346
SVM    SILVERCORP   SVM US 08/20/11 C10       13.6  59.9   0.80  128.6    255
SVM    SILVERCORP   SVM US 08/20/11 P10       13.5  58.0   0.80  -32.8    580
HUN    HUNTSMAN CO  HUN US 08/20/11 P16       12.5  47.6   0.20    0.0   3535
ARLP   ALLIANCE RE  ARLP US 09/17/11 C80      12.4  28.4   3.00   13.2    203
ORCL   ORACLE CORP  ORCL US 12/17/11 C20      11.8  43.6  13.05    1.6    394
SVM    SILVERCORP   SVM US 09/17/11 P8        11.4  66.2   0.35  -30.0    724
RGC    REGAL ENTER  RGC US 10/22/11 P10       11.4  40.4   0.35   40.0    970
ROC    ROCKWOOD HO  ROC US 08/20/11 C55       11.4  36.9   4.10   20.6    707
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C52       11.3  22.9   6.18    2.3    594
T      AT&T INC     T US 09/17/11 C30         11.1  16.4   1.61   -6.9    719
NBG    NATL BANK G  NBG US 08/20/11 P1        10.8 150.6   0.10    0.0    240
GOOG   GOOGLE INC-  GOOG US 08/20/11 C550     10.7  26.4  12.10   65.8    358
AAPL   APPLE INC    AAPL US 08/20/11 P355     10.5  25.2  16.15  -12.9    439
GORO   GOLD RESOUR  GORO US 09/17/11 C20      10.3  54.2   4.00  -13.0    236
HBI    HANESBRANDS  HBI US 08/20/11 C30       10.1  37.4   1.35   12.5   1312
GOOG   GOOGLE INC-  GOOG US 08/20/11 C520     10.0  27.7  25.94   29.7    227
AAPL   APPLE INC    AAPL US 08/20/11 C360     10.0  25.2   7.55   42.2   3307

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AMN    AMERON INTL  AMN US 12/17/11 C85      -88.6   3.5   0.25  -87.2    430
BLUD   IMMUCOR INC  BLUD US 08/20/11 P25     -77.2  17.1   0.05    0.0   1535
AMN    AMERON INTL  AMN US 12/17/11 P80      -76.9   7.0   0.62    0.0    272
AMN    AMERON INTL  AMN US 09/17/11 P80      -68.9   9.1   0.15    0.0    261
AMN    AMERON INTL  AMN US 12/17/11 C80      -67.4   9.9   4.90    0.0    404
BLUD   IMMUCOR INC  BLUD US 08/20/11 C22.5   -27.6  31.2   4.60  607.7    552
HRBN   HARBIN ELEC  HRBN US 08/20/11 C9      -17.2  72.3   7.80    9.9    214
S      SPRINT NEXT  S US 08/20/11 P2.5       -17.0 119.5   0.02  -66.7    300
ERF    ENERPLUS CO  ERF US 10/22/11 C28      -16.6  22.0   4.10   60.8    250
UUP    POWERSHARES  UUP US 08/20/11 C21      -14.3   9.5   0.45   -2.2   3323
EEP    ENBRIDGE EN  EEP US 08/20/11 P30      -13.0  14.8   0.93  -15.4    402

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

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