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
=============================================================================
NUVA   NUVASIVE IN  NUVA US 08/20/11 P30      45.1  53.1   1.30  160.0    240
NGD    NEW GOLD IN  NGD US 08/20/11 C8        43.8  62.5   2.45   -9.3   1234
SPY    SPDR S&P 50  SPY US 08/20/11 P138      40.4  13.3   6.54    3.3   2444
TSL    TRINA SOLAR  TSL US 08/20/11 C17       37.3  78.9   1.53  -65.2    444
EUO    PROSH-UL/SH  EUO US 08/20/11 C16       33.9  32.4   2.05    0.0    782
TSL    TRINA SOLAR  TSL US 08/20/11 P17       33.6  80.4   1.84  318.2   1333
TSL    TRINA SOLAR  TSL US 08/20/11 P16       31.1  82.5   1.40  382.8    849
TSL    TRINA SOLAR  TSL US 08/20/11 P15       27.0  84.3   0.95  427.8    834
REE    RARE ELEMEN  REE US 08/20/11 C8        26.9  59.8   2.18  -19.3    250
BXS    BANCORPSOUT  BXS US 08/20/11 P12.5     26.1  37.8   0.87   45.0   1000
MBI    MBIA INC     MBI US 08/20/11 C8        25.2  82.9   1.55   58.2    446
YRCW   YRC WORLDWI  YRCW US 10/22/11 C1       22.1  64.8   0.26  -13.3    217
MBI    MBIA INC     MBI US 08/20/11 C9        19.7  76.1   0.95  102.1   1540
TSL    TRINA SOLAR  TSL US 09/17/11 P17       19.6  73.0   2.06  154.3    505
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P60       19.0  17.5   2.83   16.5   3965
SPY    SPDR S&P 50  SPY US 08/20/11 P136      17.9  14.5   5.11    6.5   2215
SPY    SPDR S&P 50  SPY US 08/20/11 P135      14.6  15.2   4.48    7.4   2010
MFN    MINEFINDERS  MFN US 08/20/11 C12       14.6  55.6   2.50    8.7    538
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P59       14.2  18.4   2.16   18.0   7136
MHK    MOHAWK INDS  MHK US 08/20/11 C55       13.4  36.9   3.10    8.8    400
FSL    FREESCALE S  FSL US 08/20/11 P17.5     13.3  47.4   1.00  100.0   1750
SPY    SPDR S&P 50  SPY US 09/17/11 P137      12.4  14.5   7.07    5.7    598
SPY    SPDR S&P 50  SPY US 08/20/11 P134      12.3  15.7   3.89    8.4   2879
DIA    SPDR DJIA T  DIA US 08/20/11 P125      11.9  15.5   2.95   13.5    789
GDXJ   MARKET VECT  GDXJ US 08/20/11 C29      11.7  45.8   6.70    2.3   1000
CPB    CAMPBELL SO  CPB US 11/19/11 C36       11.4  17.1   0.85   70.0    568
GDXJ   MARKET VECT  GDXJ US 08/20/11 C30      11.3  43.4   5.60    0.0    450
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P60       11.3  18.0   3.12    3.0    435
EXAS   EXACT SCIEN  EXAS US 08/20/11 P8       11.2  54.3   0.25    0.0    297
JASO   JA SOLAR HO  JASO US 12/17/11 P4       11.2  73.3   0.60   50.0   2944
DTG    DOLLAR THRI  DTG US 10/22/11 C72.5     10.7  19.2   3.60  -10.0    500
NLY    ANNALY CAPI  NLY US 10/22/11 C18       10.6  15.9   0.52  -22.4   3119
DIA    SPDR DJIA T  DIA US 08/20/11 P124      10.6  16.1   2.45    7.0    388
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P58       10.4  19.5   1.56   15.6   9707

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
RADS   RADIANT SYS  RADS US 01/21/12 P25     -66.9  12.1   0.10    0.0    564
LULU   LULULEMON A  LULU US 08/20/11 P60     -60.4  46.4   3.50    0.0    234
LULU   LULULEMON A  LULU US 08/20/11 C60     -51.0  46.5   3.69    0.0    321
RADS   RADIANT SYS  RADS US 08/20/11 C25     -46.5  27.4   3.10  675.0    312
LULU   LULULEMON A  LULU US 09/17/11 C60     -42.3  48.3   5.10  -90.9    224
OSIR   OSIRIS THER  OSIR US 11/19/11 C5      -31.2  45.9   3.10   34.8    250
INFY   INFOSYS LTD  INFY US 08/20/11 C62.5   -29.8  26.4   2.10  -55.3    640
EXXI   ENERGY XXI   EXXI US 08/20/11 C27     -26.9  45.5   7.10    1.4    250
FAST   FASTENAL CO  FAST US 08/20/11 P35     -16.9  25.8   0.99  -10.0    311
FLEX   FLEXTRONICS  FLEX US 10/22/11 C5      -16.2  46.3   1.45  -30.9    300
INFY   INFOSYS LTD  INFY US 10/22/11 C65     -15.7  26.3   2.05  -55.0    501
AA     ALCOA INC    AA US 08/20/11 C14       -15.7  34.4   2.03   -3.8    226
SUG    SOUTHERN UN  SUG US 08/20/11 P40      -15.2  22.1   0.45  -30.8    301
NVLS   NOVELLUS SY  NVLS US 08/20/11 P31     -14.6  39.7   1.15   35.3    514
KKD    KRISPY KREM  KKD US 08/20/11 C7.5     -13.9  64.7   1.72  -18.1    360
DAL    DELTA AIR L  DAL US 01/21/12 C2.5     -13.9 114.1   6.35   -5.9    253
FTR    FRONTIER CO  FTR US 01/21/12 C7.5     -13.8  23.6   0.70   -6.7    400
CHSI   CATALYST HE  CHSI US 12/17/11 C60     -13.0  38.0   6.00    0.0    349
WAC    WALTER INVE  WAC US 09/17/11 C20      -12.9  27.8   4.60   -8.0    652
AA     ALCOA INC    AA US 08/20/11 P15       -12.7  33.3   0.31  -24.4   2894
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C52      -11.6  27.0   6.14   -1.1    497
XLY    SPDR-CONS D  XLY US 01/19/13 C40      -10.9  21.5   4.35   -3.3   1125
AA     ALCOA INC    AA US 08/20/11 C15       -10.2  34.1   1.26   -3.8    453
NWSA   NEWS CORP-A  NWSA US 10/22/11 C16     -10.0  35.4   0.90    5.9   3574

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

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