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
=============================================================================
KKD    KRISPY KREM  KKD US 08/20/11 C7.5      46.7  76.1   2.10    9.4   2698
WLL    WHITING PET  WLL US 08/20/11 C50       45.2  54.7   7.90   -4.8    250
KLIC   KULICKE & S  KLIC US 08/20/11 C10      31.1  70.8   1.49   19.2    250
RDS/A  ROYAL DUTCH  RDSA US 08/20/11 C70      30.2  24.3   2.45  -28.8    312
PDLI   PDL BIOPHAR  PDLI US 08/20/11 C6       24.6  36.9   0.35  133.3    300
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P60       24.3  17.2   2.57   51.2   3234
ACOM   ANCESTRY.CO  ACOM US 08/20/11 C35      23.7  72.2   8.35    4.4    299
COGO   COGO GROUP   COGO US 09/17/11 P2.5     23.5 203.7   0.30   50.0    844
COGO   COGO GROUP   COGO US 08/20/11 P2.5     22.4 224.5   0.25   66.7    383
UHS    UNIVERSAL H  UHS US 08/20/11 C55       21.7  39.8   1.60  -16.7    200
SIRI   SIRIUS XM R  SIRI US 08/20/11 C2       20.6  65.8   0.30    7.1    897
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P59       20.5  18.2   1.96   60.7   3508
C      CITIGROUP I  C1 US 09/17/11 C5         20.0  31.4   0.01  -66.7    200
MDY    SPDR S&P MI  MDY US 08/20/11 C182      19.6  19.8   3.40  -19.1    291
REV    REVLON INC-  REV US 08/20/11 C17.5     19.4  60.2   1.70   -2.9    272
QPSA   QUEPASA COR  QPSA US 08/20/11 C7.5     18.8  71.1   0.75   50.0    857
SDS    PROSHARES U  SDS US 08/20/11 C18       18.7  29.0   2.60   23.2    875
NOK    NOKIA CORP-  NOK US 08/20/11 C4        18.6  76.9   2.01   -9.9    270
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P60       18.4  18.1   3.02   39.2    692
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P58       18.3  19.3   1.45   66.7  27897
SPY    SPDR S&P 50  SPY US 08/20/11 P137      18.1  14.5   5.67   44.3   1925
UUP    POWERSHARES  UUP US 08/20/11 C21       17.4  11.5   0.75   31.6    599
PCYC   PHARMACYCLI  PCYC US 08/20/11 C11      16.9  50.3   0.80  -15.8   4595
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P59       16.6  18.8   2.51   45.1   2062
ID     L-1 IDENTIT  ID US 10/22/11 P10        16.5  35.2   0.20    0.0   1050
MDY    SPDR S&P MI  MDY US 08/20/11 C187      16.4  17.9   1.50  -23.1    200
COGO   COGO GROUP   COGO US 12/17/11 P2.5     16.3 157.0   0.50  150.0    500
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P57       16.1  20.3   1.07   78.3   9035
MDY    SPDR S&P MI  MDY US 08/20/11 C186      16.1  18.2   1.70  -10.5    208
DIA    SPDR DJIA T  DIA US 08/20/11 P127      16.0  13.8   3.90   26.6    277
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P58       15.8  19.8   2.02   48.5   2245
SPY    SPDR S&P 50  SPY US 08/20/11 P138      15.7  13.5   6.42   44.9   2087
EWH    ISHARES-HON  EWH US 09/17/11 C18       15.5  19.6   0.75  -11.8    404
IGT    INTL GAME T  IGT US 08/20/11 C19       15.4  38.8   0.62   12.7   1329
DIA    SPDR DJIA T  DIA US 08/20/11 P126      14.5  14.5   3.40   53.1    369
CEPH   CEPHALON IN  CEPH US 08/20/11 P80      14.4   5.1   0.45   28.6   1124
NWS    NEWS CORP-B  NWS US 08/20/11 C17       14.4  37.4   0.50  -41.2    630
TZA    SMALL CAP B  TZA US 08/20/11 C29       14.4  61.6   5.40   50.0   5542
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P57       14.3  20.7   1.62   46.0   5608
IGT    INTL GAME T  IGT US 08/20/11 P19       14.3  37.2   1.15  -21.8    716
CAG    CONAGRA FOO  CAG US 09/17/11 C27       14.2  21.1   0.50   -9.1   5506
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P55       14.1  22.9   0.60   93.5   5986
IWM    ISHARES-RUS  IWM US 08/20/11 P87       14.1  20.3   4.51   41.4   1086
NWS    NEWS CORP-B  NWS US 08/20/11 P16       14.1  39.8   0.60  100.0    955
AIB    ALLIED IRIS  AIB US 08/20/11 P1.5      13.9 279.2   0.50   42.9    201
SPY    SPDR S&P 50  SPY US 09/17/11 P138      13.8  14.4   7.57   30.7    980
SPY    SPDR S&P 50  SPY US 08/20/11 P136      13.7  14.7   4.96   52.6   4937
ETE    ENERGY TRAN  ETE US 08/20/11 C45       13.5  27.1   1.20   -7.7    473
SID    SID NACIONA  SID US 08/20/11 C12       13.2  37.3   0.45  -43.8    334
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1       13.2  61.8   1.30   -0.8    741
IWM    ISHARES-RUS  IWM US 08/20/11 P86       13.0  20.9   3.85   48.1   2274
NWSA   NEWS CORP-A  NWSA US 08/20/11 P14      13.0  49.1   0.35    0.0   2653
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P54       13.0  24.3   0.45   87.5   5521
YHOO   YAHOO! INC   YHOO US 08/20/11 C15      12.9  45.9   0.97  -14.9    313
SPF    STANDARD PA  SPF US 09/17/11 P3        12.8  62.6   0.15  -25.0    200
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P56       12.8  21.6   1.31   42.4   1570
C      CITIGROUP I  C1 US 01/19/13 C10        12.8  36.7   0.03   50.0   2000
EFA    ISHARES-MSC  EFA US 08/20/11 C57       12.7  25.3   2.54  -31.4    248
DIA    SPDR DJIA T  DIA US 08/20/11 P124      12.7  15.6   2.39   44.9    593
DIA    SPDR DJIA T  DIA US 08/20/11 P123      12.6  16.3   2.06   47.1    206
UUP    POWERSHARES  UUP US 09/17/11 P21       12.5  10.1   0.13  -18.8    227
SPY    SPDR S&P 50  SPY US 09/17/11 P137      12.5  14.8   6.84   31.8    353
SPY    SPDR S&P 50  SPY US 08/20/11 P134      12.5  15.7   3.76   59.3   9539
GLD    SPDR GOLD T  GLD US 08/20/11 C158      12.3  16.6   0.86   34.4    369
LVLT   LEVEL 3 COM  LVLT US 08/20/11 C2.5     12.3  59.5   0.20    0.0    231
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P53       12.3  25.6   0.33  106.2    473
DIA    SPDR DJIA T  DIA US 08/20/11 P125      12.3  15.0   2.81   44.9    769
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P55       12.2  22.6   1.05   56.7   4391
SPY    SPDR S&P 50  SPY US 08/20/11 P135      12.2  15.1   4.36   58.5   9827
ZSL    PRSH-ULTSH   ZSL US 08/20/11 C17       12.1  67.0   2.00   48.1    201
GLD    SPDR GOLD T  GLD US 08/20/11 P153      12.0  15.3   4.45    2.3    245
BX     BLACKSTONE   BX US 01/21/12 C12.5      12.0  46.3   4.20  -12.5    200
EFA    ISHARES-MSC  EFA US 08/20/11 C58       12.0  24.1   1.90  -43.1    285
GLD    SPDR GOLD T  GLD US 08/20/11 C156      11.9  16.2   1.22   29.8   1250
FAS    FINL BULL 3  FAS US 08/20/11 C25       11.9  57.8   1.66  -35.2    856
CIT    CIT GROUP I  CIT US 08/20/11 C42       11.9  25.3   1.33  -39.8    288
VHC    VIRNETX HOL  VHC US 09/17/11 C40       11.9  74.6   4.28    7.0    723
YHOO   YAHOO! INC   YHOO US 08/20/11 P15      11.8  45.0   0.84   47.4    202
GLD    SPDR GOLD T  GLD US 08/20/11 C154      11.8  15.8   1.73   23.6   1376
GLD    SPDR GOLD T  GLD US 08/20/11 C152      11.8  15.6   2.42   16.4  11589
GLD    SPDR GOLD T  GLD US 08/20/11 C155      11.8  16.0   1.43   24.4   3643
LRCX   LAM RESEARC  LRCX US 08/20/11 C45      11.7  38.8   2.45   44.1    780
GLD    SPDR GOLD T  GLD US 08/20/11 C147      11.6  15.8   5.10    6.2    480
GLD    SPDR GOLD T  GLD US 08/20/11 P151      11.6  15.3   3.25    4.8   1307
SPY    SPDR S&P 50  SPY US 08/20/11 P132      11.6  17.0   2.85   68.6  25688
TZA    SMALL CAP B  TZA US 08/20/11 C30       11.6  62.3   4.62   44.4    308
SWC    STILLWATER   SWC US 08/20/11 P21       11.5  57.9   2.20  266.7    421
DIA    SPDR DJIA T  DIA US 08/20/11 P122      11.5  16.9   1.75   40.0    256
XLF    SPDR-FINL S  XLF US 09/17/11 P15       11.4  23.1   0.57   35.7  10518
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P54       11.4  23.7   0.83   62.8    405
GLD    SPDR GOLD T  GLD US 08/20/11 P150      11.4  15.3   2.75    2.2   1884
NVLS   NOVELLUS SY  NVLS US 08/20/11 P33      11.4  45.7   0.75   -6.2    300
ZAGG   ZAGG INC     ZAGG US 08/20/11 C10      11.3  32.0   2.50  -13.8    278
GLD    SPDR GOLD T  GLD US 08/20/11 C153      11.3  15.7   2.03   18.0   4261
GLD    SPDR GOLD T  GLD US 08/20/11 P149      11.2  15.3   2.29    3.6   1321
JNY    JONES GROUP  JNY US 11/19/11 C11       11.2  44.8   1.00   -9.1    200
GLD    SPDR GOLD T  GLD US 08/20/11 P152      11.1  15.3   3.80    4.1    657
IWM    ISHARES-RUS  IWM US 09/17/11 P87       11.1  21.8   4.98   18.0    736
F      FORD MOTOR   F US 01/19/13 C7.5        11.0  46.5   6.20   -3.1    288
EBAY   EBAY INC     EBAY US 08/20/11 P31      11.0  41.0   0.88   15.8   7284
IWM    ISHARES-RUS  IWM US 08/20/11 P70       11.0  32.5   0.11   37.5    302
PFE    PFIZER INC   PFE US 08/20/11 P20       11.0  22.5   0.69   21.1   3490
SPY    SPDR S&P 50  SPY US 08/20/11 P127      11.0  20.1   1.42   84.4  19209
GLD    SPDR GOLD T  GLD US 08/20/11 P148      11.0  15.3   1.88    3.3    998
MGM    MGM RESORTS  MGM US 08/20/11 C14       10.9  56.8   1.15  -26.3   1706
GLD    SPDR GOLD T  GLD US 08/20/11 C151      10.9  15.6   2.85   14.5   1827
GLD    SPDR GOLD T  GLD US 08/20/11 C150      10.9  15.5   3.27   10.1   2438
GLD    SPDR GOLD T  GLD US 08/20/11 C148      10.8  15.6   4.50   11.1    371
IWM    ISHARES-RUS  IWM US 08/20/11 P85       10.8  21.3   3.25   51.9  13193
SPY    SPDR S&P 50  SPY US 09/17/11 P136      10.8  15.1   6.21   36.8   1922
DIA    SPDR DJIA T  DIA US 09/17/11 P126      10.8  14.9   4.35   24.3    210
IWM    ISHARES-RUS  IWM US 08/20/11 P72       10.7  31.0   0.21   50.0    787
TZA    SMALL CAP B  TZA US 08/20/11 C32       10.7  65.4   3.64   58.3    449
COGO   COGO GROUP   COGO US 12/17/11 P5       10.7 105.3   1.35   22.7    264
CVI    CVR ENERGY   CVI US 12/17/11 C25       10.7  54.2   3.88   -4.7    996
ID     L-1 IDENTIT  ID US 01/21/12 P10        10.7  24.6   0.25  150.0    204
SPY    SPDR S&P 50  SPY US 08/20/11 P128      10.7  19.4   1.65   85.4  19117
SPY    SPDR S&P 50  SPY US 08/20/11 P133      10.7  16.3   3.33   64.8  38011
VAR    VARIAN MEDI  VAR US 08/20/11 C70       10.7  22.4   2.27    3.2    667
MAT    MATTEL INC   MAT US 08/20/11 C27       10.7  28.2   1.05  -19.2   1713
EBAY   EBAY INC     EBAY US 08/20/11 P32      10.6  39.6   1.23   21.8    466
FO     FORTUNE BRA  FO US 08/20/11 C65        10.6  19.1   1.00  -22.5   2500
TZA    SMALL CAP B  TZA US 08/20/11 C33       10.6  67.5   3.10   56.6    624
SPY    SPDR S&P 50  SPY US 08/20/11 P130      10.6  18.1   2.17   73.6  53809
AA     ALCOA INC    AA US 08/20/11 P15        10.6  38.0   0.43   79.2   3081
FXE    CRYSHS-EURO  FXE US 08/20/11 C144      10.6  12.3   0.75  -45.3    273
DIA    SPDR DJIA T  DIA US 08/20/11 P120      10.5  18.2   1.27   67.1    369
SPY    SPDR S&P 50  SPY US 08/20/11 P131      10.5  17.5   2.47   66.9  20914
GLD    SPDR GOLD T  GLD US 08/20/11 C146      10.5  15.8   5.85    5.4    498
SPY    SPDR S&P 50  SPY US 08/20/11 P126      10.5  20.7   1.24   82.3  18020
IWM    ISHARES-RUS  IWM US 08/20/11 P77       10.4  27.3   0.73   87.2    761
XLF    SPDR-FINL S  XLF US 08/20/11 P15       10.4  22.6   0.41   70.8   5978
EBAY   EBAY INC     EBAY US 08/20/11 C34      10.4  37.6   1.22   -3.9    248
IWM    ISHARES-RUS  IWM US 08/20/11 P80       10.4  25.0   1.30   75.7  14033
IWM    ISHARES-RUS  IWM US 08/20/11 P82       10.4  23.5   1.91   67.5   7496
IWM    ISHARES-RUS  IWM US 08/20/11 P83       10.4  22.7   2.29   50.7   6619
FAS    FINL BULL 3  FAS US 08/20/11 P25       10.3  58.8   2.15   76.2    755
EFA    ISHARES-MSC  EFA US 08/20/11 P59       10.3  23.1   1.98   54.7   5021
AMAT   APPLIED MAT  AMAT US 08/20/11 C13      10.2  31.9   0.63   14.6   2228
AMAT   APPLIED MAT  AMAT US 08/20/11 P13      10.2  32.0   0.49    0.0   3769
IWM    ISHARES-RUS  IWM US 08/20/11 P76       10.2  27.9   0.60   93.5    934
XLB    SPDR-MATERI  XLB US 08/20/11 P39       10.2  24.2   1.13   32.9    807
EBAY   EBAY INC     EBAY US 08/20/11 C32      10.1  39.8   2.24   -2.2    412
FAZ    FINANCIAL B  FAZ US 08/20/11 P40       10.1  54.5   0.95  -35.8    283
AA     ALCOA INC    AA US 08/20/11 C16        10.0  36.2   0.66  -29.0   4168
SDS    PROSHARES U  SDS US 08/20/11 C19       10.0  30.1   1.78   43.5    830
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C60       10.0  17.0   0.54  -34.1   2853

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
YRCW   YRC WORLDWI  YRCW US 10/22/11 C1      -51.4  48.4   0.32   18.5   2000
XME    SPDR S&P ME  XME US 08/20/11 P55      -50.0  45.3   0.28   21.7   1125
QTWW   QUANTUM FUE  QTWW US 01/21/12 C5      -24.8  51.1   0.85    6.2    217
YRCW   YRC WORLDWI  YRCW US 08/20/11 C1      -22.7  87.5   0.30   50.0    551
ARLP   ALLIANCE RE  ARLP US 08/20/11 P75     -19.3  23.9   2.38   19.0    210
NWSA   NEWS CORP-A  NWSA US 08/20/11 P12     -17.0  61.1   0.15    0.0   1314
SDRL   SEADRILL LT  SDRL US 01/19/13 C34.8   -16.0  29.6   3.80   -5.0    261
AEA    ADVANCE AME  AEA US 10/22/11 P5       -15.7  77.5   0.05  -66.7    530
XCO    EXCO RESOUR  XCO US 12/17/11 P15      -11.7  33.6   1.25   19.1    310
CLSN   CELSION COR  CLSN US 10/22/11 C2.5    -11.7  99.3   1.30    4.0    248
TIN    TEMPLE-INLA  TIN US 08/20/11 P30      -10.8  26.7   0.80  -20.0    264
ARLP   ALLIANCE RE  ARLP US 08/20/11 P70     -10.2  31.3   0.85   41.7    200

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

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