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
=============================================================================
TZA    SMALL CAP B  TZA US 10/22/11 C25       73.2  66.3   8.80   -4.9    293
MDVN   MEDIVATION   MDVN US 08/20/11 P15      34.4 124.5   0.56   40.0    246
TSM    TAIWAN SEMI  TSM US 08/20/11 P12.5     31.7  35.9   0.50  -16.7  14543
EUO    PROSH-UL/SH  EUO US 08/20/11 C16       23.0  26.6   1.60  -23.8   1456
NXG    NORTHGATE M  NXG US 12/17/11 C2.5      22.9  55.3   0.60   20.0    610
EGHT   8X8 INC      EGHT US 11/19/11 P5       20.2  94.7   0.95  -13.6    200
MDVN   MEDIVATION   MDVN US 08/20/11 P16      16.9 113.2   0.85   49.1    291
MDRX   ALLSCRIPTS   MDRX US 08/20/11 P20      16.9  36.6   1.00  -33.3   4025
RTH    RETAIL HOLD  RTH US 08/20/11 P111      16.2  17.5   2.35    0.0    335
ZAGG   ZAGG INC     ZAGG US 11/19/11 C10      14.4  47.6   4.00   21.2   4058
NXG    NORTHGATE M  NXG US 09/17/11 C2.5      14.2  54.6   0.45   28.6    214
CLNE   CLEAN ENERG  CLNE US 08/20/11 C16      14.1  47.3   1.55  244.4    333
GLD    SPDR GOLD T  GLD US 08/20/11 P148      12.9  18.5   1.20  -13.0   1763
GLD    SPDR GOLD T  GLD US 08/20/11 P146      12.8  18.8   0.82  -10.9   1591
BPAX   BIOSANTE PH  BPAX US 09/17/11 C2.5     12.7  65.9   1.35    8.0    264
GLD    SPDR GOLD T  GLD US 08/20/11 P144      12.5  19.1   0.55   -1.8    573
GLD    SPDR GOLD T  GLD US 08/20/11 P147      12.5  18.7   1.00  -10.7   1661
GLD    SPDR GOLD T  GLD US 08/20/11 P150      12.4  18.4   1.73   -8.5    660
GLD    SPDR GOLD T  GLD US 08/20/11 P145      12.4  19.0   0.68   -9.3    612
GLD    SPDR GOLD T  GLD US 08/20/11 P149      12.4  18.4   1.45  -12.7   3002
GLD    SPDR GOLD T  GLD US 08/20/11 P156      12.3  18.6   4.40  -15.4    411
GLD    SPDR GOLD T  GLD US 08/20/11 P157      12.2  18.7   5.05  -12.9    281
GLD    SPDR GOLD T  GLD US 08/20/11 P152      11.8  18.3   2.43  -15.6   1038
GLD    SPDR GOLD T  GLD US 08/20/11 P153      11.7  18.3   2.85  -15.4    941
GLD    SPDR GOLD T  GLD US 08/20/11 C147      11.7  19.1   8.65   23.6   1756
GLD    SPDR GOLD T  GLD US 08/20/11 C149      11.6  18.8   7.11   33.1    652
GLD    SPDR GOLD T  GLD US 08/20/11 C148      11.5  18.9   7.90   25.4    534
GLD    SPDR GOLD T  GLD US 08/20/11 P140      11.4  20.2   0.26    4.0    456
GLD    SPDR GOLD T  GLD US 08/20/11 P155      11.2  18.4   3.85  -13.1    524
GLD    SPDR GOLD T  GLD US 08/20/11 C146      11.1  19.1   9.50   23.2   1081
GLD    SPDR GOLD T  GLD US 08/20/11 C153      11.0  18.7   4.50   40.6   1360
GLD    SPDR GOLD T  GLD US 08/20/11 P137      10.9  21.5   0.16    6.7    305
STP    SUNTECH POW  STP US 12/17/11 C7        10.7  34.6   0.94    0.0    360
GLD    SPDR GOLD T  GLD US 08/20/11 P154      10.7  18.4   3.30  -16.5   1607
GSM    GLOBE SPECI  GSM US 09/17/11 C22.5     10.3  52.8   3.80   22.6    407
GLD    SPDR GOLD T  GLD US 08/20/11 C150      10.2  18.5   6.43   31.2    976
GLD    SPDR GOLD T  GLD US 08/20/11 C152      10.1  18.5   5.10   39.7   1146
GLD    SPDR GOLD T  GLD US 08/20/11 C151      10.0  18.6   5.75   35.3    535

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
KCI    KINETIC CON  KCI US 09/17/11 P65      -78.0   9.7   0.25  -92.4    255
KCI    KINETIC CON  KCI US 12/17/11 P65      -75.2   8.1   0.40  -90.2    259
KCI    KINETIC CON  KCI US 01/21/12 P65      -72.8   7.9   0.30  -93.8    336
EPI    WISDOMTREE   EPI US 08/20/11 C21      -38.8  19.3   2.50  -28.6    257
EPI    WISDOMTREE   EPI US 08/20/11 C19      -37.4  28.7   4.40    0.0    201
ABT    ABBOTT LABS  ABT US 11/19/11 C40      -30.6  27.2  13.20    0.0    373
ASML   ASML HOLDIN  ASML US 08/20/11 C32.5   -29.9  34.0   3.40    0.0   2000
MILL   MILLER ENER  MILL US 08/20/11 C7.5    -26.7  47.8   0.60   20.0   1137
BAX    BAXTER INTL  BAX US 11/19/11 C40      -25.3  37.1  21.60    0.0    252
GURE   GULF RESOUR  GURE US 01/21/12 C2.5    -24.0  69.2   1.10   10.0    385
FSIN   FUSHI COPPE  FSIN US 09/17/11 C5      -21.9 109.4   2.90    1.8    856
DNN    DENISON MIN  DNN US 08/20/11 C2       -21.4  56.2   0.10    0.0    300
GDXJ   MARKET VECT  GDXJ US 08/20/11 C30     -20.1  37.8   7.70   28.3    415
LVLT   LEVEL 3 COM  LVLT US 08/20/11 C2.5    -17.1  53.3   0.20   33.3    241
DIA    SPDR DJIA T  DIA US 08/20/11 C111     -14.3  24.0  14.95    4.9    200
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15     -14.1  65.7   4.90    6.5    395
RENN   RENREN INC-  RENN US 10/22/11 C8      -13.9  71.7   2.80   24.4    220
TIN    TEMPLE-INLA  TIN US 08/20/11 C31      -12.7  22.2   0.85   21.4    283
ZAGG   ZAGG INC     ZAGG US 08/20/11 C12.5   -11.8  54.7   1.65   22.2    300
DRI    DARDEN REST  DRI US 08/20/11 C50      -11.6  24.3   3.60   11.1    200
XCO    EXCO RESOUR  XCO US 08/20/11 C17      -11.6  31.1   0.35   16.7   2982
OCZ    OCZ TECHNOL  OCZ US 12/17/11 C5       -10.9  59.2   5.40   19.5    250
HRBN   HARBIN ELEC  HRBN US 09/17/11 C19     -10.7  65.8   1.60   28.0    215
COF    CAPITAL ONE  COF US 08/20/11 P48      -10.5  32.3   0.75    0.0    238
RFMD   RF MICRO DE  RFMD US 01/21/12 C5      -10.4  48.5   1.45  -12.1    200
COF    CAPITAL ONE  COF US 08/20/11 C52.5    -10.3  28.3   1.59  -27.7    299
MMR    MCMORAN EXP  MMR US 08/20/11 C14      -10.3  62.9   4.35    7.4   1500
EWJ    ISHARES-JAP  EWJ US 09/17/11 C11      -10.2  18.7   0.22   29.4   1652

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

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