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
=============================================================================
GMXR   GMX RESOURC  GMXR US 08/20/11 C4       70.3  63.0   1.15   -8.0    249
CIM    CHIMERA INV  CIM US 09/17/11 C2.5      45.8  57.4   0.80    6.7    201
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C47       40.0  33.5  11.41   11.1    235
MMR    MCMORAN EXP  MMR US 08/20/11 C14       36.4  59.5   4.10   -2.4    545
AINV   APOLLO INV   AINV US 03/17/12 C10      27.6  26.1   0.50    0.0    324
KCI    KINETIC CON  KCI US 09/17/11 C67.5     24.2  10.2   1.45    7.4    200
COP    CONOCOPHILL  COP US 09/17/11 C70       21.6  27.5   6.30    2.6    311
XOM    EXXON MOBIL  XOM US 08/20/11 C75       21.6  27.9   8.48   10.1    200
IDCC   INTERDIGITA  IDCC US 08/20/11 P50      19.7  58.1   2.80  -69.2    371
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C49       18.6  31.6   9.44    9.9    235
EK     EASTMAN KOD  EK US 01/21/12 P2.5       18.1  95.4   0.62   12.7    763
WHR    WHIRLPOOL C  WHR US 08/20/11 P67.5     17.3  42.7   1.00   75.4   1405
WHR    WHIRLPOOL C  WHR US 08/20/11 P70       16.8  40.8   1.60   55.3   2350
WHR    WHIRLPOOL C  WHR US 08/20/11 P72.5     16.5  39.1   2.27   39.3   2199
SO     SOUTHERN CO  SO US 01/21/12 C37        16.2  19.1   3.20   -0.3    300
SUG    SOUTHERN UN  SUG US 08/20/11 C45       15.8  15.3   0.20   33.3    363
IVR    INVESCO MOR  IVR US 01/21/12 C20       15.5  21.3   1.55   40.9    400
AXE    ANIXTER INT  AXE US 08/20/11 C65       14.4  37.9   2.80   40.0    301
RPTP   RAPTOR PHAR  RPTP US 08/20/11 P5       14.1 193.1   0.65    8.3    686
WHR    WHIRLPOOL C  WHR US 08/20/11 P75       13.9  36.8   3.30   24.5    233
WHR    WHIRLPOOL C  WHR US 08/20/11 C75       13.8  36.8   3.05   -6.2    493
EK     EASTMAN KOD  EK US 09/17/11 P2         13.6  95.8   0.18    0.0   3894
EK     EASTMAN KOD  EK US 10/22/11 P2.5       13.4  94.1   0.50   28.2   1510
EPD    ENTERPRISE   EPD US 08/20/11 C44       12.9  15.3   0.30  100.0   1018
EK     EASTMAN KOD  EK US 01/21/12 C2.5       12.8  89.2   0.54  -18.2    328
EK     EASTMAN KOD  EK US 08/20/11 C2.5       12.8  72.2   0.17  -19.1   1713
CLX    CLOROX CO    CLX US 09/17/11 C72.5     11.5  22.8   2.00  -27.8   1843
CFSG   CHINA FIRE   CFSG US 08/20/11 P5       11.2 120.8   0.05    0.0    208
DAN    DANA HOLDIN  DAN US 09/17/11 C18       11.1  43.4   1.55   24.0   1820
HK     PETROHAWK E  HK US 08/20/11 C27        11.1  55.6  11.25   -0.4   5150
GSS    GOLDEN STAR  GSS US 08/20/11 C3        10.8  69.0   0.20   33.3    417
ARIA   ARIAD PHARM  ARIA US 11/19/11 C9       10.8  66.0   4.10    7.9    478
EK     EASTMAN KOD  EK US 01/19/13 P2         10.8  93.4   0.67    6.3   2666
COLM   COLUMBIA SP  COLM US 08/20/11 C65      10.4  37.1   1.60   33.3    307
TZOO   TRAVELZOO I  TZOO US 12/17/11 P50      10.3 112.5   5.50    7.8   1794
CL     COLGATE-PAL  CL US 09/17/11 C90        10.1  19.8   1.73    2.4    286
BSBR   BANCO SANTA  BSBR US 12/17/11 C10      10.1  38.2   0.85   -5.6    461

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
IBM    IBM          IBM US 08/20/11 P190     -36.2  14.5   9.20  -43.2    259
IBM    IBM          IBM US 08/20/11 C190     -33.2  14.8   0.62   17.0   1340
IBM    IBM          IBM US 08/20/11 C185     -31.5  15.1   1.81   50.8   4364
IBM    IBM          IBM US 08/20/11 C180     -29.2  16.0   4.35   72.6   6032
IBM    IBM          IBM US 08/20/11 P185     -28.8  14.8   5.25  -54.4    778
AVY    AVERY DENNI  AVY US 08/20/11 P30      -27.1  38.0   0.35    0.0    327
IBM    IBM          IBM US 08/20/11 P180     -26.8  15.9   2.67  -65.5   1765
IBM    IBM          IBM US 08/20/11 C175     -26.5  17.2   8.13   73.0   3518
IBM    IBM          IBM US 08/20/11 P175     -24.4  17.3   1.28  -74.9   2239
HOG    HARLEY-DAVI  HOG US 08/20/11 P47      -23.4  29.1   2.35  -54.4    267
IBM    IBM          IBM US 08/20/11 C170     -22.2  19.7  12.60   59.5    755
HOG    HARLEY-DAVI  HOG US 08/20/11 C47      -22.2  28.4   0.85  226.9   2656
IBM    IBM          IBM US 09/17/11 P180     -22.1  16.6   4.20  -52.0    300
IBM    IBM          IBM US 08/20/11 P170     -20.9  19.3   0.61  -79.7   1939
HOG    HARLEY-DAVI  HOG US 08/20/11 C46      -20.8  28.8   1.37  280.6    475
HOG    HARLEY-DAVI  HOG US 08/20/11 P45      -20.6  29.7   1.32  -70.0    552
MMR    MCMORAN EXP  MMR US 08/20/11 C15      -20.4  48.4   3.10   -8.8    500
ZION   ZIONS BANCO  ZION US 08/20/11 C23     -19.9  28.2   0.42  -52.3    279
FAZ    FINANCIAL B  FAZ US 08/20/11 C41      -19.5  44.4   8.10  -16.1    640
IBM    IBM          IBM US 09/17/11 P175     -19.5  17.7   2.60  -57.4    261
HOG    HARLEY-DAVI  HOG US 08/20/11 C45      -19.4  29.4   1.89  204.8    617
WYNN   WYNN RESORT  WYNN US 08/20/11 P155    -19.3  34.2   3.09  -26.4   1063
ZION   ZIONS BANCO  ZION US 08/20/11 P22     -19.2  29.6   0.71   12.7    648
WYNN   WYNN RESORT  WYNN US 08/20/11 P160    -19.2  33.8   4.89  -19.2   1112
WYNN   WYNN RESORT  WYNN US 08/20/11 P150    -18.8  34.9   1.90  -32.1   1356
KEY    KEYCORP      KEY US 08/20/11 C8       -18.7  26.7   0.22   15.8    445
CMA    COMERICA IN  CMA US 08/20/11 C33      -18.7  24.1   0.63  -25.0    345
WYNN   WYNN RESORT  WYNN US 08/20/11 C155    -18.3  35.6  11.10  -19.7    529
WYNN   WYNN RESORT  WYNN US 08/20/11 P145    -18.2  36.3   1.14  -39.4    845
UNH    UNITEDHEALT  UNH US 08/20/11 C50      -18.1  25.7   1.85  -39.3   2562
WYNN   WYNN RESORT  WYNN US 08/20/11 P165    -18.1  33.4   7.30  -13.1    700
ZION   ZIONS BANCO  ZION US 08/20/11 P21     -18.0  32.5   0.46   15.0   1056
BPZ    BPZ RESOURC  BPZ US 12/17/11 C4       -17.7  60.4   0.80   23.1    217
WYNN   WYNN RESORT  WYNN US 08/20/11 C160    -17.7  35.1   8.50  -19.4    856
ZAGG   ZAGG INC     ZAGG US 08/20/11 C10     -17.7  71.1   4.90  -15.5    632
WYNN   WYNN RESORT  WYNN US 08/20/11 C165    -17.6  34.8   5.75  -26.8   1717
JNJ    JOHNSON&JOH  JNJ US 08/20/11 C67.5    -17.1  12.8   0.57  -44.7   3468
UNH    UNITEDHEALT  UNH US 08/20/11 P50      -17.0  25.9   1.29   21.7    581
WYNN   WYNN RESORT  WYNN US 08/20/11 C170    -16.8  34.4   3.90  -31.5   1922
IBM    IBM          IBM US 09/17/11 P170     -16.7  19.2   1.51  -63.2    256
DUK    DUKE ENERGY  DUK US 08/20/11 C19      -16.6  11.6   0.10  100.0    661
WYNN   WYNN RESORT  WYNN US 08/20/11 P170    -16.5  33.5  10.70   -3.2    556
PII    POLARIS IND  PII US 08/20/11 C120     -16.5  37.2   4.20   31.2    446
WYNN   WYNN RESORT  WYNN US 08/20/11 P140    -16.4  37.8   0.66  -45.9    724
PPDI   PHARM PROD   PPDI US 08/20/11 C30     -16.3  34.4   1.25  -34.2   1561
SID    SID NACIONA  SID US 08/20/11 C11      -16.2  30.0   0.40  -16.7    464
ZION   ZIONS BANCO  ZION US 08/20/11 P20     -16.1  35.8   0.18  -25.0    401
BK     BANK NY MEL  BK US 08/20/11 P25       -16.1  24.7   0.84  -31.1    615
BK     BANK NY MEL  BK US 08/20/11 C25       -16.0  25.0   0.58  -10.8    337
BK     BANK NY MEL  BK US 08/20/11 C26       -16.0  23.9   0.24  -20.0    226
JNJ    JOHNSON&JOH  JNJ US 08/20/11 P67.5    -15.9  12.8   1.58    6.8    384
IBM    IBM          IBM US 08/20/11 P165     -15.7  21.3   0.30  -82.6   1145
MPEL   MELCO CROWN  MPEL US 10/22/11 C8      -15.6  48.2   6.91    6.3    259
WBMD   WEBMD HEALT  WBMD US 09/17/11 P35     -15.5  39.9   2.20  -45.0    213
JNJ    JOHNSON&JOH  JNJ US 08/20/11 P65      -15.3  14.7   0.50   -9.1   1738
SPY    SPDR S&P 50  SPY US 08/20/11 P138     -15.0  12.9   6.48  -15.6    585
WYNN   WYNN RESORT  WYNN US 08/20/11 C145    -14.8  39.6  19.50   -9.9    516
SCEI   SINO CLEAN   SCEI US 08/20/11 C2      -14.6 137.2   0.40  -25.9    415
ZAGG   ZAGG INC     ZAGG US 08/20/11 C12.5   -14.2  61.4   2.65  -19.7   1916
WYNN   WYNN RESORT  WYNN US 08/20/11 P130    -14.1  42.9   0.20  -63.0    490
TLVT   TELVENT GIT  TLVT US 08/20/11 C35     -14.0  27.4   5.00    0.0    350
HOG    HARLEY-DAVI  HOG US 08/20/11 P40      -13.5  34.4   0.20  -85.2   7084
RENN   RENREN INC-  RENN US 08/20/11 C10     -13.3  74.8   1.30  -13.3    208
WFC    WELLS FARGO  WFC US 08/20/11 C29      -13.3  25.1   0.38   58.3   3978
EUO    PROSH-UL/SH  EUO US 08/20/11 C16      -13.2  24.5   1.50  -11.8    424
BAC    BANK OF AME  BAC US 08/20/11 P8       -13.2  42.9   0.05  -16.7   1169
KOG    KODIAK OIL   KOG US 09/17/11 C5       -12.9  68.6   1.50    7.1    299
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1      -12.8  49.4   1.28   -3.0   3000
WFC    WELLS FARGO  WFC US 08/20/11 P28      -12.8  25.7   0.88  -51.1    517
GS     GOLDMAN SAC  GS US 08/20/11 C130      -12.7  25.1   2.78  -33.0   4224
OKS    ONEOK PARTN  OKS US 08/20/11 C42.5    -12.7  18.8   1.78    1.7    390
IBM    IBM          IBM US 09/17/11 C190     -12.6  15.2   1.50   76.5    784
UNH    UNITEDHEALT  UNH US 09/17/11 P49      -12.6  26.6   1.54    2.0    409
MOLX   MOLEX INC    MOLX US 08/20/11 P25     -12.5  31.1   1.25  -28.6   2500
GS     GOLDMAN SAC  GS US 08/20/11 C125      -12.5  26.7   5.35  -25.7   1209
UNH    UNITEDHEALT  UNH US 09/17/11 P50      -12.5  25.8   1.79    7.2    846
WFC    WELLS FARGO  WFC US 08/20/11 C28      -12.4  26.2   0.80   70.2   5658
FRX    FOREST LABS  FRX US 08/20/11 P37      -12.3  28.7   0.75  -31.8    827
GS     GOLDMAN SAC  GS US 08/20/11 P125      -12.3  26.0   2.60   -1.5   4497
ORLY   O'REILLY AU  ORLY US 08/20/11 P60     -12.0  27.7   1.10  -21.4    682
PPDI   PHARM PROD   PPDI US 08/20/11 P30     -11.9  31.1   1.00   17.6   1560
WAVX   WAVE SYSTEM  WAVX US 08/20/11 C2.5    -11.8  77.5   0.20   33.3    417
MOS    MOSAIC CO/T  MOS US 08/20/11 P67.5    -11.8  32.8   1.70  -51.4   2445
UNH    UNITEDHEALT  UNH US 09/17/11 C50      -11.8  25.5   2.36  -29.6   1717
MOS    MOSAIC CO/T  MOS US 08/20/11 P70      -11.7  31.8   2.70  -49.5    795
MOS    MOSAIC CO/T  MOS US 08/20/11 C72.5    -11.7  31.8   1.44   67.4   1646
HRBN   HARBIN ELEC  HRBN US 08/20/11 C15     -11.7  57.8   4.20    0.0   1833
JNJ    JOHNSON&JOH  JNJ US 08/20/11 P62.5    -11.7  18.1   0.21   -8.7    234
GS     GOLDMAN SAC  GS US 08/20/11 P120      -11.7  28.1   1.31   -5.8   3463
MOS    MOSAIC CO/T  MOS US 08/20/11 C70      -11.4  32.6   2.58   77.9   3206
WYNN   WYNN RESORT  WYNN US 10/22/11 C150    -11.4  37.7  19.76   -5.7    501
SPY    SPDR S&P 50  SPY US 08/20/11 P137     -11.4  13.6   5.66  -16.8    804
UNH    UNITEDHEALT  UNH US 09/17/11 P47      -11.4  28.5   0.91   -1.1    340
HOG    HARLEY-DAVI  HOG US 09/17/11 C46      -11.2  30.1   1.95  160.0    359
BK     BANK NY MEL  BK US 09/17/11 C26       -11.1  24.5   0.48   -2.0    255
PFE    PFIZER INC   PFE US 08/20/11 P20      -11.1  19.9   0.70  -17.6    529
SDS    PROSHARES U  SDS US 08/20/11 C19      -11.0  28.8   1.77  -17.7    343
KO     COCA-COLA C  KO US 08/20/11 C72.5     -11.0  12.7   0.11  175.0    279
WYNN   WYNN RESORT  WYNN US 10/22/11 P155    -10.8  36.3   8.10  -10.1    225
WBMD   WEBMD HEALT  WBMD US 09/17/11 C35     -10.7  42.6   2.60   67.7    221
IBM    IBM          IBM US 08/20/11 P160     -10.7  24.2   0.18  -81.4    914
GS     GOLDMAN SAC  GS US 08/20/11 C120      -10.4  28.7   9.27  -15.7    303
GS     GOLDMAN SAC  GS US 09/17/11 C125      -10.4  26.6   6.75  -20.6    482
WFC    WELLS FARGO  WFC US 08/20/11 C27      -10.4  27.9   1.41   58.4   1304
IBM    IBM          IBM US 09/17/11 C185     -10.3  15.9   3.10   81.3    561
IBM    IBM          IBM US 10/22/11 C170     -10.3  20.6  14.55   37.9    518
WFC    WELLS FARGO  WFC US 08/20/11 P27      -10.3  27.3   0.50  -55.0   1712
BK     BANK NY MEL  BK US 09/17/11 P26       -10.2  24.4   1.73    0.6    988
CCL    CARNIVAL CO  CCL US 09/17/11 P35      -10.2  31.3   1.75    0.0    380
MMR    MCMORAN EXP  MMR US 08/20/11 P18      -10.1  45.4   1.00    1.0    225
IBM    IBM          IBM US 09/17/11 C180     -10.1  16.7   5.70   62.9    716
OMC    OMNICOM GRO  OMC US 08/20/11 C50      -10.1  20.1   0.60   50.0    252
MMR    MCMORAN EXP  MMR US 08/20/11 C18      -10.1  46.2   0.97  -24.8    483
GS     GOLDMAN SAC  GS US 08/20/11 P115      -10.0  31.0   0.62  -21.5    984

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

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