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
=============================================================================
CIEN   CIENA CORP   CIEN US 08/20/11 C14     110.5  58.8   1.95    0.0    471
VXX    IPATH-S&P S  VXX US 08/20/11 C19       61.2  58.4   4.96   11.5    225
ATI    ALLEGHENY T  ATI US 08/20/11 C55       44.7  54.1  10.50   -0.9    240
YRCW   YRC WORLDWI  YRCW US 08/20/11 C1       40.1  84.1   0.27  -10.0    516
SIRI   SIRIUS XM R  SIRI US 12/17/11 C1       37.1  83.8   1.23   -0.8    298
ENTR   ENTROPIC CO  ENTR US 08/20/11 C7.5     21.0  66.8   0.50  -60.0    821
UUP    POWERSHARES  UUP US 08/20/11 C21       20.1  11.7   0.67   21.8    493
SPY    SPDR S&P 50  SPY US 08/20/11 P136      19.6  14.7   6.45   32.2   3201
C      CITIGROUP I  C1 US 09/17/11 C4.5       18.8  35.7   0.02  -33.3    200
TZOO   TRAVELZOO I  TZOO US 08/20/11 C80      17.2  89.5   9.40   56.7    497
INFA   INFORMATICA  INFA US 08/20/11 P52.5    16.0  43.0   3.00   93.5    511
SLV    ISHARES SIL  SLV US 08/20/11 C33       15.9  46.5   6.89   27.1    728
GDX    MKT VECT-GO  GDX US 09/17/11 C50       15.8  37.2  11.20   12.0    325
SPY    SPDR S&P 50  SPY US 08/20/11 P135      15.8  15.4   5.73   33.3   3250
GSK    GLAXOSMITHK  GSK US 08/20/11 C41       15.7  20.5   2.00  -16.7    213
GDXJ   MARKET VECT  GDXJ US 08/20/11 C35      15.6  44.2   4.40   18.9    951
AGNC   AMERICAN CA  AGNC US 08/20/11 C30      15.5  17.1   0.20  -20.0    256
HK     PETROHAWK E  HK US 09/17/11 C28        15.2  47.4  10.35    0.0    375
DVAX   DYNAVAX TEC  DVAX US 08/20/11 P2.5     14.5 213.3   0.40    0.0    260
LDK    LDK SOLAR C  LDK US 08/20/11 P6        14.5  80.1   0.48   41.2   1018
IBM    IBM          IBM US 08/20/11 C175      14.2  22.5   3.90  -11.4   2647
TZOO   TRAVELZOO I  TZOO US 09/17/11 P80      14.0  99.0  12.70   -2.3    863
SLV    ISHARES SIL  SLV US 08/20/11 C34       13.9  45.4   5.95   28.8    387
MERC   MERCER INTE  MERC US 08/20/11 P10      13.9  62.1   0.80   60.0    222
GDX    MKT VECT-GO  GDX US 09/17/11 C40       13.6  47.9  20.75    8.4    300
VXX    IPATH-S&P S  VXX US 08/20/11 C22       13.4  69.4   3.00   26.1    359
SPY    SPDR S&P 50  SPY US 08/20/11 P134      13.2  16.1   5.00   35.5   3785
ID     L-1 IDENTIT  ID US 08/20/11 P10        13.2  54.8   0.20   33.3    680
IBM    IBM          IBM US 08/20/11 C180      13.0  21.4   2.02   -4.7   1316
IBM    IBM          IBM US 08/20/11 P175      13.0  22.3   5.50   25.3    732
AGNC   AMERICAN CA  AGNC US 01/21/12 C27      12.9  21.0   2.25  -15.1    502
WLT    WALTER ENER  WLT US 08/20/11 P95       12.8  56.5   0.74  -45.6    251
DSX    DIANA SHIPP  DSX US 08/20/11 C11       12.7  31.3   0.20  -20.0    212
SIRI   SIRIUS XM R  SIRI US 08/20/11 C2       12.7  63.6   0.30  -21.1    849
USO    UNITED STAT  USO US 01/21/12 C25       12.7  38.8  12.50   -6.7    224
AAPL   APPLE INC    AAPL US 08/20/11 C370     12.6  32.0  13.40   27.0   9068
SDS    PROSHARES U  SDS US 08/20/11 P19       12.6  33.8   0.14  -26.3    306
AAPL   APPLE INC    AAPL US 08/20/11 C280     12.6  47.4  87.60    3.1    201
AAPL   APPLE INC    AAPL US 08/20/11 C320     12.5  36.5  50.30    8.9    333
IBM    IBM          IBM US 08/20/11 P180      12.4  21.3   8.55   17.9    206
WAC    WALTER INVE  WAC US 09/17/11 C20       12.0  34.7   5.00   16.3    258
IWM    ISHARES-RUS  IWM US 08/20/11 P85       12.0  22.0   4.50   28.9    779
CCI    CROWN CASTL  CCI US 08/20/11 C43       12.0  27.4   0.95    5.6   1429
EAT    BRINKER INT  EAT US 08/20/11 P20       11.9  60.7   0.20   33.3    389
SPY    SPDR S&P 50  SPY US 09/17/11 P136      11.9  15.6   7.69   20.0   1370
C      CITIGROUP I  C1 US 01/21/12 C2.5       11.9  45.7   1.25   -8.8  20444
AAPL   APPLE INC    AAPL US 08/20/11 C330     11.8  34.9  41.35   10.6    523
GDX    MKT VECT-GO  GDX US 08/20/11 P50       11.7  40.0   0.14  -22.2    726
KGC    KINROSS GOL  KGC US 08/20/11 C15       11.7  43.4   2.60    4.0    280
SLV    ISHARES SIL  SLV US 08/20/11 C35       11.7  43.9   5.10   32.5    762
SDS    PROSHARES U  SDS US 08/20/11 C19       11.7  33.9   2.32   24.7   5429
BCS    BARCLAYS PL  BCS US 08/20/11 C14       11.6  50.3   0.65  -40.9   2974
GMXR   GMX RESOURC  GMXR US 08/20/11 C5       11.5  54.2   0.25  -37.5    355
AAPL   APPLE INC    AAPL US 08/20/11 C345     11.5  33.2  28.90   14.5    664
SLV    ISHARES SIL  SLV US 08/20/11 C36       11.5  43.3   4.30   36.5   1235
AAPL   APPLE INC    AAPL US 08/20/11 P345     11.5  32.5   5.04   -4.0   2488
SLV    ISHARES SIL  SLV US 08/20/11 P32       11.4  47.0   0.14  -22.2   1248
SLV    ISHARES SIL  SLV US 08/20/11 P33       11.3  46.0   0.20  -28.6   3451
SPY    SPDR S&P 50  SPY US 08/20/11 P133      11.2  16.8   4.40   38.4   7831
AAPL   APPLE INC    AAPL US 08/20/11 C360     11.2  32.1  18.76   21.0   5366
AAPL   APPLE INC    AAPL US 08/20/11 C335     11.2  34.2  37.00   11.8    542
GOOG   GOOGLE INC-  GOOG US 08/20/11 C625     11.2  24.1   7.09   14.3    239
AAPL   APPLE INC    AAPL US 08/20/11 C325     11.2  35.5  45.40    8.7    368
AAPL   APPLE INC    AAPL US 08/20/11 C365     11.2  32.0  15.90   22.3   5755
AAPL   APPLE INC    AAPL US 08/20/11 C375     11.2  31.8  11.14   28.1   4898
AAPL   APPLE INC    AAPL US 08/20/11 P360     11.2  31.7   9.65   -7.7   1522
SLV    ISHARES SIL  SLV US 08/20/11 P34       11.1  45.0   0.31  -27.9   1305
TZOO   TRAVELZOO I  TZOO US 08/20/11 C75      11.1  86.0  12.10   43.4    297
WLT    WALTER ENER  WLT US 08/20/11 C115      11.0  51.9   9.22  102.6    549
IWM    ISHARES-RUS  IWM US 08/20/11 P84       11.0  23.1   3.80   31.9   1004
AAPL   APPLE INC    AAPL US 08/20/11 P355     10.9  31.8   7.80   -7.7   1576
AAPL   APPLE INC    AAPL US 08/20/11 P340     10.9  32.8   3.95   -4.8   1084
EAT    BRINKER INT  EAT US 08/20/11 P25       10.9  43.8   1.25   19.1   2062
LDK    LDK SOLAR C  LDK US 08/20/11 C6        10.9  71.8   0.64  -23.8   1295
AAPL   APPLE INC    AAPL US 08/20/11 C355     10.8  32.2  21.96   18.7   2614
SPY    SPDR S&P 50  SPY US 08/20/11 P132      10.8  17.5   3.85   38.5  11841
AAPL   APPLE INC    AAPL US 08/20/11 P365     10.8  31.4  11.85   -9.5   1714
AAPL   APPLE INC    AAPL US 08/20/11 C380     10.7  31.7   9.20   31.2   5299
SLV    ISHARES SIL  SLV US 08/20/11 P36       10.7  43.4   0.64  -28.1   2888
AAPL   APPLE INC    AAPL US 08/20/11 C340     10.6  33.4  33.10   13.6   1087
AAPL   APPLE INC    AAPL US 08/20/11 P330     10.6  33.8   2.39   -1.2   1284
AAPL   APPLE INC    AAPL US 08/20/11 P350     10.6  32.0   6.35   -4.5   3622
AAPL   APPLE INC    AAPL US 08/20/11 P375     10.6  31.1  17.06   -7.8    614
GOOG   GOOGLE INC-  GOOG US 08/20/11 C620     10.6  24.2   9.00   18.4    455
AAPL   APPLE INC    AAPL US 08/20/11 C385     10.6  31.6   7.45   35.5   3203
AAPL   APPLE INC    AAPL US 08/20/11 C350     10.6  32.5  25.25   15.8   1351
ZQK    QUIKSILVER   ZQK US 08/20/11 P5        10.5  44.8   0.25   66.7   1040
AAPL   APPLE INC    AAPL US 08/20/11 P320     10.5  35.1   1.43    2.1    953
CYS    CYPRESS SHA  CYS US 12/17/11 P12.5     10.5  19.4   0.90   20.0    210
AGNC   AMERICAN CA  AGNC US 08/20/11 C29      10.5  17.3   0.52  -30.7    961
GOOG   GOOGLE INC-  GOOG US 08/20/11 C615     10.5  24.2  10.21    9.8   1107
AGO    ASSURED GUA  AGO US 08/20/11 P15       10.5  59.0   0.96   71.4    283
ITMN   INTERMUNE I  ITMN US 08/20/11 C37      10.5  57.3   1.85   -7.5   1076
AAPL   APPLE INC    AAPL US 08/20/11 P335     10.4  33.3   3.11   -1.3    882
AAPL   APPLE INC    AAPL US 08/20/11 P305     10.4  37.6   0.69    6.2    225
MS     MORGAN STAN  MS US 08/20/11 C21        10.4  41.8   0.69  -31.0   1365
SLV    ISHARES SIL  SLV US 08/20/11 C38       10.4  42.6   2.89   47.5   8051
AAPL   APPLE INC    AAPL US 08/20/11 P315     10.3  35.8   1.09   -0.9    783
AAPL   APPLE INC    AAPL US 08/20/11 P325     10.3  34.4   1.87   -2.1    844
DIA    SPDR DJIA T  DIA US 08/20/11 P125      10.3  15.3   3.80   37.2    576
SLV    ISHARES SIL  SLV US 08/20/11 P35       10.3  44.1   0.44  -30.2   1085
IBM    IBM          IBM US 08/20/11 C170      10.2  23.5   6.80   -9.3    484
BIDU   BAIDU INC-S  BIDU US 08/20/11 C150     10.2  49.4   6.70    0.6   3330
VXX    IPATH-S&P S  VXX US 08/20/11 C24       10.2  73.1   2.03   31.0   5665
SPY    SPDR S&P 50  SPY US 09/17/11 P135      10.1  16.1   6.95   23.4   2569
DEER   DEER CONSUM  DEER US 08/20/11 C7.5     10.1  65.0   0.40  -13.0    769
BX     BLACKSTONE   BX US 08/20/11 C16        10.1  38.8   0.42  -33.3    607
AGNC   AMERICAN CA  AGNC US 09/17/11 C28      10.0  21.7   1.40  -20.0    492
AUY    YAMANA GOLD  AUY US 08/20/11 P11       10.0  43.8   0.06  -25.0    205
AAPL   APPLE INC    AAPL US 08/20/11 P380     10.0  31.0  20.10   -9.3    349

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
WBMD   WEBMD HEALT  WBMD US 08/20/11 P25     -44.5  66.9   0.45    0.0    583
WBMD   WEBMD HEALT  WBMD US 08/20/11 C25     -41.6  76.7   7.70  -60.8    621
WBMD   WEBMD HEALT  WBMD US 08/20/11 P30     -29.1  63.5   1.35    0.0    854
MGIC   MAGIC SOFTW  MGIC US 08/20/11 C5      -26.0  55.8   0.95  -13.6    225
XME    SPDR S&P ME  XME US 09/17/11 C72      -23.0  32.3   2.40    9.1    500
HRBN   HARBIN ELEC  HRBN US 08/20/11 C14     -22.8  59.2   5.10    9.7    277
HK     PETROHAWK E  HK US 12/17/11 C25       -20.5  27.3  13.20   -0.4    332
XME    SPDR S&P ME  XME US 09/17/11 P67      -20.0  36.4   3.10    9.5    500
XME    SPDR S&P ME  XME US 09/17/11 P68      -18.8  35.5   3.35  -16.2    600
WBMD   WEBMD HEALT  WBMD US 09/17/11 P30     -18.8  56.5   1.97    0.0    261
MFA    MFA FINANCI  MFA US 01/21/12 C8       -18.7  15.6   0.20  -20.0    883
RHI    ROBERT HALF  RHI US 08/20/11 P22.5    -17.6  37.8   0.20  -33.3   6251
USO    UNITED STAT  USO US 01/21/12 C20      -17.1  38.8  17.30   -4.6    434
CSCO   CISCO SYSTE  CSCO US 09/17/11 C10     -16.9  55.7   5.40    0.0    671
BPAX   BIOSANTE PH  BPAX US 08/20/11 P3.5    -16.9  64.2   0.30    3.5    257
CHKP   CHECK POINT  CHKP US 08/20/11 P55     -15.8  25.2   0.65  -54.9   2116
SONS   SONUS NETWO  SONS US 01/21/12 C3      -15.8  51.0   0.45  -21.1   8864
XME    SPDR S&P ME  XME US 09/17/11 P63      -15.6  39.4   1.84   -7.1    205
CHKP   CHECK POINT  CHKP US 08/20/11 C57.5   -15.4  24.3   1.95   25.8   1542
CHKP   CHECK POINT  CHKP US 08/20/11 C55     -13.9  26.1   3.68   22.7    339
EUO    PROSH-UL/SH  EUO US 08/20/11 C16      -13.7  25.3   1.85   12.1    369
IMMU   IMMUNOMEDIC  IMMU US 08/20/11 C4      -13.2  80.2   0.40  -20.0    224
HAS    HASBRO INC   HAS US 08/20/11 P37.5    -13.1  28.9   0.40   -7.0    416
INFA   INFORMATICA  INFA US 09/17/11 C55     -12.6  37.2   2.30  -31.3    213
CLX    CLOROX CO    CLX US 08/20/11 P70      -12.5  20.5   0.85   32.8    204
CHKP   CHECK POINT  CHKP US 08/20/11 C60     -12.3  24.0   0.85   21.4    341
HK     PETROHAWK E  HK US 01/21/12 C25       -12.3  26.0  13.20   -0.8    382
ACOR   ACORDA THER  ACOR US 10/22/11 P28     -12.2  52.1   2.65  -14.5    370
CBLI   CLEVELAND B  CBLI US 01/21/12 C2.5    -12.1  82.3   0.80  -23.8    322
HK     PETROHAWK E  HK US 01/21/12 C30       -11.9  18.7   8.35   -0.6    398
CLX    CLOROX CO    CLX US 08/20/11 P72.5    -11.6  20.7   1.89   26.0    561
KERX   KERYX BIOPH  KERX US 09/17/11 P5      -11.5  56.0   0.55   -6.8    200
XLY    SPDR-CONS D  XLY US 08/20/11 P39      -11.2  22.6   0.67   13.6   1027
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C47      -11.1  33.5  10.33   -4.7    228
NDN    99 CENTS ON  NDN US 08/20/11 C20      -11.1  21.4   0.50  -28.6    250
XLY    SPDR-CONS D  XLY US 08/20/11 C40      -11.0  20.6   0.88  -17.0    221
RENN   RENREN INC-  RENN US 08/20/11 C10     -10.7  76.1   0.95  -24.0    920
UCO    PRSH-ULT CR  UCO US 08/20/11 C35      -10.7  56.8   7.60   -6.2    299
CLX    CLOROX CO    CLX US 08/20/11 C72.5    -10.5  21.3   1.70  -42.4   1118
LVLT   LEVEL 3 COM  LVLT US 08/20/11 C2      -10.4  60.8   0.35  -12.5    260
FXC    CRYSHS-CAN   FXC US 08/20/11 C100     -10.2   7.6   3.52    0.0    300

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

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