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
=============================================================================
WHX    WHITING USA  WHX US 12/17/11 C17.5     62.7  26.6   0.55  -45.0    232
RJA    ELEMENTS AG  RJA US 09/17/11 C10       49.5  39.8   0.65   30.0    786
CIGX   STAR SCIENT  CIGX US 09/17/11 C2       43.4 168.9   1.39    0.0    260
IAU    ISHARES GOL  IAU US 10/22/11 C15       35.4  30.4   2.65    6.0    226
MMI    MOTOROLA MO  MMI US 01/19/13 C37       31.4  14.4   4.00    0.0    260
IAU    ISHARES GOL  IAU US 01/21/12 C14       21.3  25.0   3.60   16.1    200
EK     EASTMAN KOD  EK US 09/17/11 P2         16.8 151.2   0.14  -44.0    380
HK     PETROHAWK E  HK US 03/17/12 C40        15.6   3.8   0.04  -42.9    200
OKS    ONEOK PARTN  OKS US 01/21/12 C45       15.6  25.9   1.70   -2.9    454
EK     EASTMAN KOD  EK US 09/17/11 C2         15.4 139.5   0.75   97.4    532
VHC    VIRNETX HOL  VHC US 09/17/11 C20       14.1 149.5   4.90   11.4    240
IDCC   INTERDIGITA  IDCC US 09/17/11 C40      14.1 149.9  27.20   -5.6   1200
FXC    CRYSHS-CAN   FXC US 09/17/11 C97       11.8  13.5   4.70   21.4   1522
FTNT   FORTINET IN  FTNT US 09/17/11 C21      11.7  66.7   1.90   90.0    996
HOGS   ZHONGPIN IN  HOGS US 12/17/11 P7.5     11.5 150.7   2.25   21.6    842
FXEN   FX ENERGY I  FXEN US 03/17/12 C2.5     11.3 110.1   3.50    0.0    200
SLV    ISHARES SIL  SLV US 10/22/11 C17       10.7  78.9  22.40   10.6    268
S      SPRINT NEXT  S US 11/19/11 C1.5        10.2 130.4   2.22   10.4   1276
FTNT   FORTINET IN  FTNT US 09/17/11 C20      10.2  69.1   2.15   26.5    206

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VR     VALIDUS HOL  VR US 02/18/12 P22.5     -41.0  32.9   0.90  -40.0    240
SUG    SOUTHERN UN  SUG US 09/17/11 C42.5    -36.3  16.3   0.82   13.9    696
CMED   CHINA MEDIC  CMED US 09/17/11 P6      -32.8 110.8   0.75  -34.8   4982
SUG    SOUTHERN UN  SUG US 09/17/11 P42.5    -32.7  17.4   0.88  -57.1    588
DELL   DELL INC     DELL US 09/17/11 P14     -28.4  40.9   0.47   38.2   6778
DELL   DELL INC     DELL US 09/17/11 P15     -27.5  38.8   0.96   54.8  12754
DMND   DIAMOND FOO  DMND US 09/17/11 P65     -26.9  44.7   0.95  -71.2    314
DELL   DELL INC     DELL US 09/17/11 C15     -26.6  38.8   0.41  -70.9  13948
DELL   DELL INC     DELL US 09/17/11 C14     -25.9  41.5   0.88  -59.1   3574
DELL   DELL INC     DELL US 09/17/11 P13     -25.9  45.5   0.20   11.1   2346
DELL   DELL INC     DELL US 09/17/11 C13     -25.2  45.6   1.64  -45.0    326
SNV    SYNOVUS FIN  SNV US 09/17/11 C1.5     -24.0  80.5   0.10    0.0    200
MMI    MOTOROLA MO  MMI US 09/17/11 P38      -23.1  12.2   0.50  -28.6   5148
DELL   DELL INC     DELL US 09/17/11 P12     -23.0  51.4   0.10    0.0   1694
SUG    SOUTHERN UN  SUG US 09/17/11 P37.5    -22.9  29.0   0.10  -80.0   6080
TRGT   TARGACEPT I  TRGT US 09/17/11 P15     -22.4  80.6   1.28  -39.0   1600
QID    PROSHARES Q  QID US 09/17/11 C51      -22.1  46.4   4.55    0.0    200
REGN   REGENERON P  REGN US 09/17/11 P50     -19.4  61.2   1.25  -37.5    900
IWM    ISHARES-RUS  IWM US 09/17/11 C57      -19.1  47.1  14.17    4.3    446
OPEN   OPENTABLE I  OPEN US 09/17/11 P62.5   -19.0  53.1   4.50   36.4    200
GDX    MKT VECT-GO  GDX US 09/17/11 P34      -18.5  82.5   0.04    0.0    252
SPLS   STAPLES INC  SPLS US 09/17/11 C15     -17.3  41.8   0.40  -27.3   3696
SPLS   STAPLES INC  SPLS US 09/17/11 C14     -16.9  44.5   1.00    1.0    286
KCI    KINETIC CON  KCI US 09/17/11 P65      -16.5  19.4   0.80   23.1    324
SUG    SOUTHERN UN  SUG US 09/17/11 P40      -16.4  23.8   0.25  -64.3   5040
ADI    ANALOG DEVI  ADI US 09/17/11 C33      -15.6  32.7   0.61  -12.9    392
JST    JINPAN INTL  JST US 09/17/11 C10      -15.5  71.0   1.00    0.0    404
WIN    WINDSTREAM   WIN US 09/17/11 C12      -15.3  18.7   0.37    2.8   3242
EMC    EMC CORP/MA  EMC US 01/21/12 C12.5    -15.3  50.1  10.50   -2.3    222
DB     DEUTSCHE BA  DB US 09/17/11 P42.5     -14.9  60.4   2.62  -12.7    586
ANF    ABERCROMBIE  ANF US 09/17/11 C65      -14.1  52.7   5.20  -38.1    214
GDX    MKT VECT-GO  GDX US 09/17/11 P36      -14.1  78.3   0.05  -16.7    266
TRH    TRANSATLANT  TRH US 09/17/11 C50      -13.7  28.3   2.20    2.3   1000
DELL   DELL INC     DELL US 11/19/11 P14     -13.6  40.2   0.94   38.2   1396
DELL   DELL INC     DELL US 11/19/11 C15     -13.6  38.1   0.86  -53.0   1626
CE     CELANESE CO  CE US 09/17/11 C35       -13.5  59.6   9.90   32.0    240
SPLS   STAPLES INC  SPLS US 09/17/11 P15     -13.5  42.4   1.02  -21.5    568
SPLS   STAPLES INC  SPLS US 09/17/11 P13     -13.4  48.0   0.20  -42.9    302
ANF    ABERCROMBIE  ANF US 09/17/11 C67.5    -13.2  51.1   3.30  -47.6   1504
NYX    NYSE EURONE  NYX US 09/17/11 C20      -13.1  69.4   7.25   18.9    300
AMR    AMR CORP     AMR US 09/17/11 C2       -13.1 125.3   1.82   23.0    772
ARLP   ALLIANCE RE  ARLP US 09/17/11 P60     -12.8  52.5   0.63   -3.1    800
EWH    ISHARES-HON  EWH US 09/17/11 C18      -12.7  24.9   0.20  -33.3    300
ANF    ABERCROMBIE  ANF US 09/17/11 P60      -12.7  58.1   1.75   26.8   1336
VXX    IPATH-S&P S  VXX US 09/17/11 P33      -12.6  83.2   3.34   -7.2   1108
XLF    SPDR-FINL S  XLF US 09/17/11 C11      -12.6  53.5   2.23    6.2    210
SRZ    SUNRISE SEN  SRZ US 09/17/11 C7.5     -12.5  79.5   0.50   42.9    320
RPTP   RAPTOR PHAR  RPTP US 11/19/11 C2.5    -12.5  67.2   2.20   -4.3   1600
BJ     BJ'S WHOLES  BJ US 09/17/11 C50       -12.5  13.4   1.20    0.0    252
SPLS   STAPLES INC  SPLS US 09/17/11 P14     -12.5  45.3   0.54  -32.5   2174
VXX    IPATH-S&P S  VXX US 09/17/11 P30      -12.4  77.2   1.67  -16.1   1048
XLU    SPDR-UTIL S  XLU US 09/17/11 P32      -12.3  20.8   0.44  -30.2    388
VXX    IPATH-S&P S  VXX US 09/17/11 P29      -12.3  75.2   1.23  -18.0    880
AXE    ANIXTER INT  AXE US 09/17/11 C55      -12.1  37.1   1.90   11.8    260
ANF    ABERCROMBIE  ANF US 09/17/11 P67.5    -12.0  52.0   4.45   34.9   1412
VXX    IPATH-S&P S  VXX US 09/17/11 P28      -12.0  73.4   0.89  -20.5   1110
V      VISA INC-CL  V US 09/17/11 C85        -12.0  30.5   3.10  -20.5   1560
FAS    FINL BULL 3  FAS US 09/17/11 C15      -12.0  99.5   1.82    1.1   1858
VXX    IPATH-S&P S  VXX US 09/17/11 P32      -11.9  81.2   2.71   -7.8    756
KOG    KODIAK OIL   KOG US 09/17/11 P5       -11.8  80.4   0.15  -25.0    216
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C46      -11.8  37.2   8.65   36.9    200
TIN    TEMPLE-INLA  TIN US 09/17/11 P27      -11.8  40.2   1.10  -18.5   1880
VXX    IPATH-S&P S  VXX US 09/17/11 P31      -11.8  79.5   2.20   -8.3   2306
ANF    ABERCROMBIE  ANF US 09/17/11 C60      -11.8  57.6   8.50  -24.6    488
ANF    ABERCROMBIE  ANF US 09/17/11 P55      -11.7  63.9   0.77  -13.5    780
DELL   DELL INC     DELL US 11/19/11 P12     -11.7  46.3   0.38   31.0    250
V      VISA INC-CL  V US 09/17/11 P85        -11.7  30.4   2.74   -5.8   1128
PPL    PPL CORPORA  PPL US 09/17/11 C27      -11.6  19.4   0.81   47.3    200
TBT    PROSHARES U  TBT US 09/17/11 P24      -11.5  43.4   0.49  -21.0    478
GS     GOLDMAN SAC  GS US 09/17/11 P120      -11.5  37.1   6.15  -21.7   1046
MO     ALTRIA GROU  MO US 09/17/11 C27       -11.4  17.7   0.18   28.6   3366
VXX    IPATH-S&P S  VXX US 09/17/11 P25      -11.4  69.6   0.25  -28.6    646
HL     HECLA MININ  HL US 09/17/11 C7        -11.1  55.5   0.62   10.7    460
STJ    ST JUDE MED  STJ US 09/17/11 C45      -11.1  29.4   0.95    0.0    700
DE     DEERE & CO   DE US 09/17/11 P75       -11.1  37.8   3.20  -11.1    578
DE     DEERE & CO   DE US 09/17/11 P77.5     -11.0  36.2   4.69   -0.2    410
DE     DEERE & CO   DE US 09/17/11 C77.5     -11.0  36.1   1.90  -23.7    680
VXX    IPATH-S&P S  VXX US 09/17/11 P24      -11.0  69.7   0.16  -27.3    304
ADI    ANALOG DEVI  ADI US 09/17/11 P31      -10.9  35.7   1.10  -24.1    626
EWH    ISHARES-HON  EWH US 09/17/11 C17      -10.9  27.2   0.70   -6.7    300
FAS    FINL BULL 3  FAS US 09/17/11 P15      -10.9 101.5   1.67  -22.3    778
CXDC   CHINA XD PL  CXDC US 10/22/11 C5      -10.9  69.9   0.55   57.1    224
TIVO   TIVO INC     TIVO US 09/17/11 C8      -10.8  79.4   1.20    1.7   1802
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C48      -10.8  36.2   6.28   -2.3    292
ORCL   ORACLE CORP  ORCL US 12/17/11 C20     -10.7  49.0   8.15   -1.2    222
XLF    SPDR-FINL S  XLF US 09/17/11 C12      -10.7  45.3   1.35    7.1    860
BP     BP PLC-ADR   BP US 09/17/11 C43       -10.7  28.5   0.70   -4.1    484
WFC    WELLS FARGO  WFC US 09/17/11 C26      -10.5  39.9   0.75    4.2   1390
IWM    ISHARES-RUS  IWM US 09/17/11 C68      -10.5  37.1   4.76    4.4   3154
XNPT   XENOPORT IN  XNPT US 09/17/11 C8      -10.4  51.5   0.35   16.7    226
VXX    IPATH-S&P S  VXX US 09/17/11 P27      -10.4  72.1   0.60  -25.0   1626
EK     EASTMAN KOD  EK US 01/19/13 C2        -10.4  83.7   1.25   34.4    328
TBT    PROSHARES U  TBT US 09/17/11 P25      -10.3  42.5   0.78  -17.0   2406
V      VISA INC-CL  V US 09/17/11 P80        -10.3  35.0   1.33  -12.5    972
ADI    ANALOG DEVI  ADI US 09/17/11 C31      -10.3  35.7   1.40   -9.7    204
GS     GOLDMAN SAC  GS US 09/17/11 C120      -10.3  37.7   4.15   -1.7   1798
VXX    IPATH-S&P S  VXX US 09/17/11 P26      -10.3  70.3   0.38  -29.6    950
CLX    CLOROX CO    CLX US 09/17/11 P67.5    -10.2  32.2   2.60   18.2    268
FAS    FINL BULL 3  FAS US 09/17/11 C14      -10.2 107.7   2.39    2.1    272
LVLT   LEVEL 3 COM  LVLT US 01/21/12 P2      -10.2  62.7   0.37   -7.5    400
MS     MORGAN STAN  MS US 09/17/11 C18       -10.2  54.2   0.80   -3.6    638
DE     DEERE & CO   DE US 09/17/11 C75       -10.2  37.9   3.10  -17.3   1682
USB    US BANCORP   USB US 09/17/11 C23      -10.1  36.4   0.74    5.7    286
DELL   DELL INC     DELL US 01/21/12 P15     -10.1  36.1   1.67   32.5    826
MDRX   ALLSCRIPTS   MDRX US 09/17/11 P16     -10.1  39.6   0.75  -34.8    436
EFA    ISHARES-MSC  EFA US 09/17/11 P52      -10.1  34.7   1.30  -29.7   1054
PRU    PRUDENTL FI  PRU US 09/17/11 C52.5    -10.0  40.8   1.83   -8.0    420

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

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