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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
=============================================================================
NLC    NALCO HLDG   NLC US 09/17/11 C33       51.0  55.5   2.20   10.0    200
MHK    MOHAWK INDS  MHK US 09/17/11 C45       44.5  51.4   3.00    0.0    200
TZA    SMALL CAP B  TZA US 09/17/11 C37       34.1 108.1  14.30  -28.5   2000
NS     NUSTAR ENER  NS US 03/17/12 C60        32.1  22.4   3.90   50.0    200
HK     PETROHAWK E  HK US 12/17/11 C39        29.6   2.6   0.06   50.0    532
CORT   CORCEPT THE  CORT US 02/18/12 C2.5     20.8 128.0   1.10   22.2    334
MNKD   MANNKIND CO  MNKD US 11/19/11 C3       17.7 104.8   0.65  225.0    898
XLY    SPDR-CONS D  XLY US 09/17/11 P34       15.5  40.8   0.93  -21.2  19996
TZA    SMALL CAP B  TZA US 09/17/11 C40       13.9 107.1  12.00  -34.1   2010
BP     BP PLC-ADR   BP US 01/19/13 C20        13.8  44.2  19.60   -0.6    400
MOTR   MOTRICITY I  MOTR US 09/17/11 C2       13.2 134.5   0.50   66.7    840
C      CITIGROUP I  C1 US 01/19/13 P6         12.4  45.0   5.95   85.9    790
C      CITIGROUP I  C1 US 09/17/11 P3.5       11.7  60.8   0.52    4.0    200
NOG    NORTHERN OI  NOG US 03/17/12 C19       11.6  66.9   4.00   33.3    266
MNKD   MANNKIND CO  MNKD US 01/19/13 C3       11.4 105.4   1.43    0.0    708
ARBA   ARIBA INC    ARBA US 09/17/11 C22.5    10.1  59.5   4.80    0.0    200

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
UNG    US NAT GAS   UNG1 US 01/21/12 P5      -68.2  33.5   0.38  -17.4    860
UNG    US NAT GAS   UNG1 US 01/19/13 P5      -53.6  36.3   0.82   -1.2    434
EEM    ISHARES-EMG  EEM US 06/16/12 P25      -38.8  45.8   0.84  -14.3    274
RRGB   RED ROBIN G  RRGB US 09/17/11 C35     -36.9  57.6   2.50  -24.2   1024
PAA    PLAINS ALL   PAA US 09/17/11 C62.5    -31.3  19.4   0.70  -49.3    764
XLY    SPDR-CONS D  XLY US 03/17/12 P30      -26.7  35.4   1.58  -16.0   5035
AOL    AOL INC      AOL US 10/22/11 C12      -24.6  45.6   0.75  -13.8   1684
PAA    PLAINS ALL   PAA US 09/17/11 P62.5    -24.1  18.5   3.00   87.5    380
NVDA   NVIDIA CORP  NVDA US 09/17/11 C12.5   -20.9  72.1   1.68  -13.8   7006
KOG    KODIAK OIL   KOG US 09/17/11 C5       -20.3  82.5   1.15   15.0    260
NVDA   NVIDIA CORP  NVDA US 09/17/11 P12.5   -20.1  72.5   0.78  -23.5   4468
MOBI   SKY-MOBI LT  MOBI US 09/17/11 P5      -20.1 162.9   0.80  -33.3   1328
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10     -20.0  74.6   8.30   10.7    260
AAPL   APPLE INC    AAPL US 09/17/11 P290    -19.2  54.8   1.41  -25.4    546
TGB    TASEKO MINE  TGB US 09/17/11 C3       -19.1  69.8   0.55  -26.7    200
AUQ    AURICO GOLD  AUQ US 09/17/11 C11      -17.7  57.3   1.45  -29.3    262
AAPL   APPLE INC    AAPL US 09/17/11 P255    -17.2  65.2   0.60  -24.1    250
NVDA   NVIDIA CORP  NVDA US 09/17/11 P11     -16.2  79.2   0.37  -31.5    652
DV     DEVRY INC    DV US 09/17/11 P40       -16.2  60.0   1.46  224.4    338
GMXR   GMX RESOURC  GMXR US 01/21/12 P3      -16.2  74.1   0.50  -28.6    340
MNKD   MANNKIND CO  MNKD US 09/17/11 C3      -16.1  88.5   0.31  158.3    624
PGN    PROGRESS EN  PGN US 10/22/11 P39      -15.6  25.1   0.30    0.0    272
BAC    BANK OF AME  BAC US 02/18/12 C3       -15.5 108.2   4.50   -2.2    342
NWS    NEWS CORP-B  NWS US 09/17/11 P16      -15.1  43.3   0.60  -25.0    300
MCP    MOLYCORP IN  MCP US 09/17/11 C62.5    -15.0  75.2   5.30   71.0   1972
XLY    SPDR-CONS D  XLY US 09/17/11 C37      -14.7  34.9   1.11   -2.6   1782
DUG    PROSHARES U  DUG US 09/17/11 P24      -14.7  66.8   0.25    0.0    302
GNTX   GENTEX CORP  GNTX US 09/17/11 C25     -14.5  45.0   1.40   21.7   1000
MCP    MOLYCORP IN  MCP US 09/17/11 P60      -14.5  77.6   5.05  -46.3    668
REXX   REX ENERGY   REXX US 09/17/11 P12.5   -14.4  58.2   0.80  -37.5    422
BAC    BANK OF AME  BAC US 10/22/11 P3       -14.4 133.4   0.08  -42.9   5742
GDX    MKT VECT-GO  GDX US 09/17/11 C58      -14.2  38.5   3.35  -23.9    254
APA    APACHE CORP  APA US 09/17/11 C80      -14.1  62.6  25.10    5.9   1000
GDX    MKT VECT-GO  GDX US 09/17/11 C55      -14.1  40.2   5.05  -21.7   1052
KRE    SPDR KBW RE  KRE US 09/17/11 P22      -13.9  45.9   1.86    5.1    266
GDX    MKT VECT-GO  GDX US 09/17/11 P55      -13.9  41.0   1.45   -2.7    326
TDC    TERADATA CO  TDC US 09/17/11 C55      -13.7  39.9   2.25   -7.8    386
GLD    SPDR GOLD T  GLD US 09/17/11 P150     -13.5  26.4   0.47  -24.2   2788
GDX    MKT VECT-GO  GDX US 09/17/11 P54      -13.5  42.1   1.25    0.0   1870
TEF    TELEFONICA-  TEF US 09/17/11 C20      -13.5  38.4   1.00   17.6   2268
MCP    MOLYCORP IN  MCP US 09/17/11 C60      -13.4  76.9   6.80   72.2    944
GDX    MKT VECT-GO  GDX US 09/17/11 P56      -13.4  40.3   1.75    0.0    710
WIN    WINDSTREAM   WIN US 09/17/11 C12      -13.3  25.4   0.33  -10.8    902
MCP    MOLYCORP IN  MCP US 09/17/11 C57.5    -13.3  79.1   8.00   61.6    224
GDX    MKT VECT-GO  GDX US 09/17/11 P53      -13.2  43.3   1.03   -5.5    320
GLD    SPDR GOLD T  GLD US 09/17/11 P153     -13.2  25.6   0.70  -18.6    516
GLD    SPDR GOLD T  GLD US 09/17/11 P147     -13.2  27.3   0.29  -30.9    608
LZ     LUBRIZOL CO  LZ US 09/17/11 P105      -13.1  36.9   0.10  -33.3    200
GDX    MKT VECT-GO  GDX US 09/17/11 P57      -13.1  39.7   2.20    6.3    350
BAC    BANK OF AME  BAC US 10/22/11 P4       -13.1 123.7   0.19  -36.7    240
GLD    SPDR GOLD T  GLD US 09/17/11 P151     -13.0  26.2   0.53  -19.7    624
GLD    SPDR GOLD T  GLD US 09/17/11 P152     -13.0  25.7   0.62  -20.5   1380
BAC    BANK OF AME  BAC US 11/19/11 P3       -13.0 130.4   0.14  -33.3    450
GLD    SPDR GOLD T  GLD US 09/17/11 P155     -13.0  25.0   0.90  -15.9   1428
GDX    MKT VECT-GO  GDX US 09/17/11 C60      -12.9  37.5   2.13  -34.5   4046
GLD    SPDR GOLD T  GLD US 09/17/11 C155     -12.9  25.8  14.80   -9.2    252
HRBN   HARBIN ELEC  HRBN US 12/17/11 C19     -12.7  57.5   2.20    0.0    500
GDX    MKT VECT-GO  GDX US 09/17/11 C59      -12.7  38.2   2.49  -35.3   2160
EEM    ISHARES-EMG  EEM US 01/21/12 P39      -12.7  34.9   3.05    5.2   1312
BAC    BANK OF AME  BAC US 10/22/11 P5       -12.7 111.9   0.36  -29.4   7450
BAC    BANK OF AME  BAC US 01/19/13 C5       -12.6  72.3   3.45   -1.4    378
GLD    SPDR GOLD T  GLD US 09/17/11 P157     -12.6  24.9   1.19  -12.5   1116
BGU    LARGE CAP B  BGU US 09/17/11 P50      -12.6 103.0   4.20  -16.0    240
GLD    SPDR GOLD T  GLD US 09/17/11 P156     -12.6  25.0   1.03  -12.7    826
GLD    SPDR GOLD T  GLD US 09/17/11 P154     -12.4  25.5   0.82  -13.7    416
BAC    BANK OF AME  BAC US 05/19/12 P4       -12.4  84.8   0.47  -27.7    422
BAC    BANK OF AME  BAC US 09/17/11 P7       -12.3  94.9   0.71  -16.5   9386
GLD    SPDR GOLD T  GLD US 09/17/11 P158     -12.3  24.5   1.37   -9.3   1324
GDX    MKT VECT-GO  GDX US 09/17/11 P58      -12.3  39.2   2.56    5.8    482
IAU    ISHARES GOL  IAU US 10/22/11 C17      -12.2  25.3   0.75  -16.7    900
BAC    BANK OF AME  BAC US 01/21/12 P2.5     -12.2 120.4   0.12  -42.9    276
GFI    GOLD FIELDS  GFI US 09/17/11 C16      -12.2  41.3   0.75  -38.5    206
GLL    PRSH-ULTSH   GLL US 09/17/11 C18      -12.2  54.0   1.10    4.8    250
GTI    GRAFTECH IN  GTI US 09/17/11 C15      -12.2  62.9   1.25    0.0   1006
AMRN   AMARIN CORP  AMRN US 12/17/11 P11     -12.1  87.1   1.55  -22.5    560
GDX    MKT VECT-GO  GDX US 09/17/11 P60      -12.1  37.9   3.50    6.1   1024
BAC    BANK OF AME  BAC US 05/19/12 P3       -12.1  94.4   0.27  -30.8    222
XOM    EXXON MOBIL  XOM US 09/17/11 P75      -12.0  30.3   4.40  -11.1   2820
GDX    MKT VECT-GO  GDX US 09/17/11 C61      -12.0  37.6   1.79  -34.4    368
FAS    FINL BULL 3  FAS US 01/21/12 C7       -12.0 129.6   8.55  -22.6    264
BAC    BANK OF AME  BAC US 09/17/11 P6       -11.9 108.4   0.40  -21.6   2994
GLD    SPDR GOLD T  GLD US 09/17/11 C160     -11.9  24.2  10.35  -16.2   1022
XLI    SPDR-INDU S  XLI US 09/17/11 P32      -11.8  34.6   1.85  -13.9  23106
BAC    BANK OF AME  BAC US 10/22/11 P7       -11.8  89.4   0.98  -14.0  13308
BAC    BANK OF AME  BAC US 10/22/11 P6       -11.8 100.2   0.62  -20.5   2314
MCP    MOLYCORP IN  MCP US 09/17/11 C55      -11.8  81.8   9.85   64.2    552
GDXJ   MARKET VECT  GDXJ US 09/17/11 P32     -11.7  63.3   1.50   -6.2    264
GLD    SPDR GOLD T  GLD US 09/17/11 P164     -11.6  24.2   3.15    5.0    978
PLCM   POLYCOM INC  PLCM US 09/17/11 C25     -11.6  47.3   1.70   13.3   1836
MCP    MOLYCORP IN  MCP US 09/17/11 P55      -11.6  82.8   3.20  -52.2    666
BAC    BANK OF AME  BAC US 02/18/12 P4       -11.5  99.3   0.42  -28.8    570
BAC    BANK OF AME  BAC US 11/19/11 P4       -11.5 118.9   0.28  -28.2    814
GLD    SPDR GOLD T  GLD US 09/17/11 P161     -11.5  24.4   2.02   -6.0    766
GLD    SPDR GOLD T  GLD US 09/17/11 P160     -11.5  24.5   1.82   -2.7   2814
GDX    MKT VECT-GO  GDX US 09/17/11 P59      -11.4  38.7   3.00    6.4    306
GLD    SPDR GOLD T  GLD US 09/17/11 P159     -11.4  24.6   1.59   -4.8   1584
NVDA   NVIDIA CORP  NVDA US 12/17/11 C14     -11.4  59.8   1.80   -6.2    338
GLD    SPDR GOLD T  GLD US 09/17/11 P162     -11.3  24.3   2.41    0.0    690
STD    BANCO SANTA  STD US 09/17/11 P8       -11.3  86.7   0.50  -23.1    262
BAC    BANK OF AME  BAC US 02/18/12 P3       -11.3 111.4   0.25  -30.6    210
DV     DEVRY INC    DV US 09/17/11 P35       -11.3  67.7   0.50    0.0    232
BBVA   BANCO BILBA  BBVA US 09/17/11 P8      -11.2  92.9   0.60  -14.3    284
NVDA   NVIDIA CORP  NVDA US 12/17/11 C13     -11.2  61.3   2.10  -10.6   1514
BAC    BANK OF AME  BAC US 11/19/11 P5       -11.1 106.9   0.49  -21.0    222
EEM    ISHARES-EMG  EEM US 01/21/12 C43      -11.1  31.5   2.42  -15.7    232
CLNE   CLEAN ENERG  CLNE US 12/17/11 P13     -11.0  68.4   2.35  -16.1    200
HAS    HASBRO INC   HAS US 10/22/11 C37.5    -11.0  33.8   1.90   -2.6    630
MCP    MOLYCORP IN  MCP US 12/17/11 C60      -11.0  75.0  11.30   37.8    236
CSCO   CISCO SYSTE  CSCO US 09/17/11 P16     -11.0  35.4   0.74  -10.8   1490
MCP    MOLYCORP IN  MCP US 09/17/11 P52.5    -10.9  85.6   2.61  -53.3    202
GLD    SPDR GOLD T  GLD US 09/17/11 P171     -10.8  24.5   6.60   11.9    604
BAC    BANK OF AME  BAC US 11/19/11 P6       -10.8  95.1   0.75  -18.5    676
BAC    BANK OF AME  BAC US 09/17/11 P5       -10.8 124.5   0.21  -27.6   1510
LYG    LLOYDS BANK  LYG US 01/21/12 P2       -10.8  76.8   0.40  -11.1    420
BAC    BANK OF AME  BAC US 11/19/11 P7.5     -10.8  81.2   1.37   -6.2    376
GLD    SPDR GOLD T  GLD US 09/17/11 C166     -10.8  24.3   6.53  -21.8    554
MCP    MOLYCORP IN  MCP US 09/17/11 C52.5    -10.8  84.7  11.40   61.7    226
IAU    ISHARES GOL  IAU US 01/21/12 C17      -10.6  23.1   1.00  -23.1    454
TXT    TEXTRON INC  TXT US 09/17/11 C17      -10.6  57.8   1.20   -7.7    504
BAC    BANK OF AME  BAC US 01/21/12 P5       -10.6  93.7   0.62  -19.5   2366
BAC    BANK OF AME  BAC US 01/19/13 P2.5     -10.6  85.9   0.32  -23.8  19078
JWN    NORDSTROM I  JWN US 09/17/11 C46      -10.6  50.3   2.30   44.6    624
XLF    SPDR-FINL S  XLF US 01/19/13 P13      -10.6  33.5   2.29    0.9    234
GLD    SPDR GOLD T  GLD US 09/17/11 C165     -10.6  24.5   6.90  -24.2   3398
WMS    WMS INDS IN  WMS US 10/22/11 P22.5    -10.6  39.7   1.75    0.0   1666
NWSA   NEWS CORP-A  NWSA US 01/21/12 C15     -10.5  38.7   2.40    2.1    386
NWSA   NEWS CORP-A  NWSA US 09/17/11 P16     -10.5  43.1   0.65  -27.8   1216
SVM    SILVERCORP   SVM US 12/17/11 C9       -10.5  75.8   1.55  -20.5   1078
GLD    SPDR GOLD T  GLD US 09/30/11 P155     -10.4  24.7   1.44  -16.3    210
GPOR   GULFPORT EN  GPOR US 10/22/11 P25     -10.4  79.8   2.20  -22.3   5034
BAC    BANK OF AME  BAC US 01/21/12 P6       -10.4  85.1   0.95  -12.8   1192
BAC    BANK OF AME  BAC US 01/21/12 P7.5     -10.4  74.7   1.56   -9.8   1406
HST    HOST HOTELS  HST US 09/17/11 P11      -10.4  59.0   0.40  -11.1    300
PG     PROCTER & G  PG US 09/17/11 P62.5     -10.3  19.4   2.39  -11.5   1570
GLD    SPDR GOLD T  GLD US 10/22/11 C160     -10.3  23.7  11.63  -16.9  29574
DVY    ISHARES-DJ   DVY US 09/17/11 C47      -10.2  28.2   2.35   46.9    228
GLD    SPDR GOLD T  GLD US 09/17/11 C169     -10.2  24.5   4.95  -27.4   1174
BAC    BANK OF AME  BAC US 01/21/12 P4       -10.2 103.9   0.38  -24.0   1828
TSTC   TELESTONE T  TSTC US 02/18/12 P5      -10.2 138.8   1.75   12.9    200
JNJ    JOHNSON&JOH  JNJ US 09/17/11 P62.5    -10.2  24.2   1.66   -9.8    662
AGNC   AMERICAN CA  AGNC US 09/17/11 C30     -10.2  25.9   0.65   20.4    220
GLD    SPDR GOLD T  GLD US 09/17/11 P163     -10.2  24.5   2.75    5.8   1108
UUP    POWERSHARES  UUP US 09/17/11 C22      -10.2  12.8   0.09  -18.2   2348
GLD    SPDR GOLD T  GLD US 09/17/11 C164     -10.1  24.8   7.70  -21.8    474
BAC    BANK OF AME  BAC US 02/18/12 P6       -10.0  82.7   0.98  -13.3    254
CRUS   CIRRUS LOGI  CRUS US 09/17/11 P13     -10.0  71.3   0.75  -25.0    210

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

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