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
=============================================================================
IRE    BANK IRELAN  IRE US 10/22/11 C1       180.6 103.8   0.35   16.7    800
UCO    PRSH-ULT CR  UCO1 US 01/21/12 P7      139.3 214.9   1.25   38.9    512
DELL   DELL INC     DELL US 09/17/11 C10     106.6  89.9   4.45    1.1   1128
IBM    IBM          IBM US 09/17/11 C125      65.9  71.6  37.75   -8.2    446
DIA    SPDR DJIA T  DIA US 10/22/11 P114      51.8  25.3   7.05   -7.2    226
HPQ    HEWLETT-PAC  HPQ US 09/17/11 C23       47.9  67.5   2.12    0.0   7268
HPQ    HEWLETT-PAC  HPQ US 11/19/11 C20       41.9  57.0   4.40    0.0    364
CLWR   CLEARWIRE -  CLWR US 09/17/11 C2       39.5 213.3   1.20  118.2   1344
DRYS   DRYSHIPS IN  DRYS US 09/17/11 C1       36.2 236.8   1.94   -8.1    268
AGNC   AMERICAN CA  AGNC US 09/17/11 C25      35.2  58.1   4.10    0.0    368
HPQ    HEWLETT-PAC  HPQ US 02/18/12 C25       33.9  43.5   2.33  -66.7   1734
NLY    ANNALY CAPI  NLY US 10/22/11 C15       33.8  44.2   2.98   -8.3    302
NLY    ANNALY CAPI  NLY US 01/21/12 C12.5     33.3  53.6   5.45   -3.5    228
DIA    SPDR DJIA T  DIA US 10/22/11 P111      30.6  27.8   6.80   13.3    412
BRKR   BRUKER CORP  BRKR US 09/17/11 P12.5    27.6  55.6   0.60    0.0    248
IMGN   IMMUNOGEN I  IMGN US 09/17/11 P10      25.2  89.8   0.75    7.1    490
CLWR   CLEARWIRE -  CLWR US 09/17/11 P2       24.8 201.5   0.15  -40.0    780
VIXY   PROSH VIX S  VIXY US 09/17/11 C55      24.3  93.7  31.63    7.2    362
CLWR   CLEARWIRE -  CLWR US 09/17/11 C3       23.5 171.0   0.55  266.7   3212
DIA    SPDR DJIA T  DIA US 09/17/11 P110      22.1  32.3   4.30    1.2   1774
HPQ    HEWLETT-PAC  HPQ US 01/19/13 C25       21.6  40.2   3.80  -47.2   2244
APKT   ACME PACKET  APKT US 09/17/11 C35      20.7 113.2   9.50   17.3    500
TER    TERADYNE IN  TER US 09/17/11 P10       20.3  71.2   0.30    0.0    464
DIA    SPDR DJIA T  DIA US 09/17/11 P108.75   18.1  33.6   4.00    3.9   1778
RBS    ROYAL BANK-  RBS US 09/17/11 P5        17.9 162.6   0.30   20.0   2032
AGU    AGRIUM INC   AGU US 10/22/11 C60       17.7  54.9  19.10  -28.2    228
TRH    TRANSATLANT  TRH US 12/17/11 C50       17.4  27.9   3.20   12.3    364
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10      17.4  88.5   8.20    6.5    800
HOGS   ZHONGPIN IN  HOGS US 09/17/11 C7.5     17.0  89.0   1.35    8.0   1096
TLT    ISHARES BAR  TLT US 01/21/12 C90       16.5  23.9  21.10    6.0    250
EGO    ELDORADO GO  EGO US 01/19/13 C10       16.1  49.7  10.10    0.0    400
INFN   INFINERA CO  INFN US 10/22/11 P7       15.9  73.8   1.00    5.3    200
HPQ    HEWLETT-PAC  HPQ US 02/18/12 C23       15.8  45.7   3.30    0.0   1840
NLY    ANNALY CAPI  NLY US 01/21/12 C16       15.7  31.5   2.18   -8.8    288
WMT    WAL-MART ST  WMT US 09/17/11 C40       15.2  65.0  12.50   33.3    268
AGNC   AMERICAN CA  AGNC US 01/21/12 C25      15.0  34.2   4.00  -11.1    380
VICL   VICAL INC    VICL US 03/17/12 C2.5     14.8 121.3   1.65    6.5   1548
SDRL   SEADRILL LT  SDRL US 09/17/11 C30      14.7  57.2   1.25   13.6   1626
UUP    POWERSHARES  UUP US 09/17/11 C20       14.6   9.3   0.97  -13.4    318
NLY    ANNALY CAPI  NLY US 01/21/12 C15       14.5  32.5   2.99   -5.1    698
GME    GAMESTOP CO  GME US 10/22/11 P20       14.4  57.8   1.12  -28.7   1092
SWFT   SWIFT TRANS  SWFT US 11/19/11 C5       14.4 100.5   2.55    0.0   1000
TNB    THOMAS & BE  TNB US 09/17/11 P40       14.4  46.6   2.35   88.0    400
JPM    JPMORGAN CH  JPM US 01/19/13 C20       14.3  53.9  15.85    0.6    220
DIA    SPDR DJIA T  DIA US 09/17/11 P106.75   14.3  35.9   3.19    0.9    380
QCOM   QUALCOMM IN  QCOM US 10/22/11 C30      14.2  82.7  17.73   -0.7   3074
GME    GAMESTOP CO  GME US 10/22/11 P19       14.0  59.9   0.86   -4.4    208
IRM    IRON MOUNTA  IRM US 09/17/11 P25       13.9  59.1   0.25  -46.8    672
KFT    KRAFT FOODS  KFT US 01/21/12 C25       13.8  35.2   9.20   -2.6    220
OKE    ONEOK INC    OKE US 09/17/11 P57.5     13.8  47.8   0.65  -56.7    280
AGNC   AMERICAN CA  AGNC US 01/19/13 C25      13.3  31.7   4.10   -2.4    322
RGC    REGAL ENTER  RGC US 09/17/11 C12.5     13.2  49.4   0.75    4.2    600
PRGO   PERRIGO CO   PRGO US 09/17/11 P75      13.1  54.1   1.15    4.5    664
LIWA   LIHUA INTER  LIWA US 02/18/12 P2.5     12.9 171.6   0.45  -18.2    540
VICL   VICAL INC    VICL US 03/17/12 P2.5     12.6 120.8   0.65   62.5    398
ARMH   ARM HOLDING  ARMH US 10/22/11 C25      12.3  66.0   2.35   38.2    904
CLWR   CLEARWIRE -  CLWR US 09/17/11 P3       12.0 173.0   0.55  -38.9    300
SINA   SINA CORP    SINA US 09/17/11 C90      12.0  93.4  14.00   17.6    270
DIA    SPDR DJIA T  DIA US 09/17/11 P113      11.9  29.3   5.80    1.8    682
FXY    CRYSHS-JAPA  FXY US 09/17/11 P125      11.8  13.2   0.45    0.0   1114
ARMH   ARM HOLDING  ARMH US 10/22/11 C24      11.6  67.6   2.98   41.9   1690
FAS    FINL BULL 3  FAS US 01/19/13 C13       11.5 100.7   4.80   -3.0    588
TSRA   TESSERA TEC  TSRA US 09/17/11 C13      11.4  64.3   1.15   21.1    774
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P51       11.3  37.5   2.23    6.7  20702
XLI    SPDR-INDU S  XLI US 09/17/11 P31       11.3  38.9   2.35   -2.1   5000
GME    GAMESTOP CO  GME US 09/17/11 C23       11.1  61.3   1.05   54.4    680
VXX    IPATH-S&P S  VXX US 09/17/11 C25       11.1  83.2  15.70    1.0   1154
DELL   DELL INC     DELL US 09/17/11 C11      11.1  76.9   3.55  -20.6    206
ASIA   ASIAINFO-LI  ASIA US 09/17/11 P7       11.1 335.8   2.05   17.1    826
AMR    AMR CORP     AMR US 09/17/11 C3.5      11.0  97.0   0.42   13.5    442
GDX    MKT VECT-GO  GDX US 09/17/11 C50       11.0  56.5  11.75   19.3  10030
CIE    COBALT INTE  CIE US 10/22/11 P7.5      11.0  72.5   0.40    0.0    680
AGNC   AMERICAN CA  AGNC US 01/21/12 C29      11.0  28.0   1.30    0.8    200
IWM    ISHARES-RUS  IWM US 09/17/11 P69       10.9  41.4   4.68    5.2  21880
GLD    SPDR GOLD T  GLD US 09/17/11 C160      10.8  29.6  19.40    6.5    286
XRT    SPDR S&P RE  XRT US 09/17/11 C39       10.7  59.2   6.20  -24.9    206
GLD    SPDR GOLD T  GLD US 12/17/11 P115      10.7  36.6   0.15   50.0    400
GME    GAMESTOP CO  GME US 09/17/11 P19       10.7  71.9   0.53  -14.5    226
HPQ    HEWLETT-PAC  HPQ US 02/18/12 C20       10.7  49.1   5.10    0.0    382
NLY    ANNALY CAPI  NLY US 10/22/11 C14       10.6  55.2   3.95   -2.5    200
GME    GAMESTOP CO  GME US 09/17/11 C22       10.5  62.3   1.59   51.4   1950
GILD   GILEAD SCIE  GILD US 09/17/11 P30      10.5  62.8   0.27   50.0   3096
CRS    CARPENTER T  CRS US 12/17/11 P30       10.5  67.9   0.90   20.0    200
AGNC   AMERICAN CA  AGNC US 09/17/11 C30      10.3  31.7   0.50  -16.7    212
FXY    CRYSHS-JAPA  FXY US 09/17/11 P127      10.3  12.5   0.90    0.0    358
VXX    IPATH-S&P S  VXX US 09/17/11 P24       10.1  98.7   0.06    0.0    270
NWSA   NEWS CORP-A  NWSA US 10/22/11 C15      10.0  51.0   1.60  -11.1    660
AGNC   AMERICAN CA  AGNC US 09/17/11 C29      10.0  36.2   1.00  -13.0   1004
ARMH   ARM HOLDING  ARMH US 01/21/12 C23      10.0  63.2   4.60   21.1    278

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
C      CITIGROUP I  C1 US 09/17/11 P4.5      -39.3  69.5   1.70   -4.0    200
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C1.5    -36.4  59.0   0.30    0.0    200
HPQ    HEWLETT-PAC  HPQ US 09/17/11 C20      -32.6  75.5   4.15    0.0   1872
X      US STEEL CO  X US 09/17/11 C20        -29.5  90.2   7.60    0.0    396
RHT    RED HAT INC  RHT US 09/17/11 C30      -29.2  59.6   4.50  -71.0    200
MRVL   MARVELL TEC  MRVL US 09/17/11 C13     -29.1  60.1   0.92   21.1   1210
MRVL   MARVELL TEC  MRVL US 09/17/11 P13     -28.3  59.9   0.80  -54.5   2788
MRVL   MARVELL TEC  MRVL US 09/17/11 P12     -28.0  61.9   0.46  -60.0    654
MRVL   MARVELL TEC  MRVL US 09/17/11 C12     -25.6  64.2   1.61   41.2   1380
ARO    AEROPOSTALE  ARO US 09/17/11 P9       -25.4  76.9   0.15   50.0    200
TBT    PROSHARES U  TBT US 01/19/13 C15      -23.0  45.7  10.42    0.2    286
SNV    SYNOVUS FIN  SNV US 09/17/11 C1       -22.9 110.2   0.45   12.5    418
MRVL   MARVELL TEC  MRVL US 09/17/11 C11     -22.7  69.1   2.52   44.0    374
CRM    SALESFORCE.  CRM US 09/17/11 P115     -19.9  64.0   7.93  -27.6   1376
CRM    SALESFORCE.  CRM US 09/17/11 P120     -19.8  61.8  10.60  -24.8    404
MRVL   MARVELL TEC  MRVL US 09/17/11 P10     -19.3  74.7   0.11  -74.4    500
HPQ    HEWLETT-PAC  HPQ US 11/19/11 P15      -19.2  69.1   0.32    0.0    234
CRM    SALESFORCE.  CRM US 09/17/11 C115     -18.8  65.6   8.55  -12.8    424
HPQ    HEWLETT-PAC  HPQ US 11/19/11 P25      -18.5  48.7   3.10  216.3    792
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C32      -17.8  64.1  18.89   -4.7    258
MRVL   MARVELL TEC  MRVL US 09/17/11 C10     -17.7  79.4   3.55   43.7    422
CRM    SALESFORCE.  CRM US 09/17/11 P110     -17.7  67.5   5.95  -30.8   1010
CRM    SALESFORCE.  CRM US 09/17/11 C110     -17.6  68.7  11.55   -7.2    222
CRM    SALESFORCE.  CRM US 09/17/11 P105     -17.4  70.5   4.35  -35.6    552
CRM    SALESFORCE.  CRM US 09/17/11 C120     -17.3  63.2   6.10  -19.2   1648
HPQ    HEWLETT-PAC  HPQ US 11/19/11 P23      -17.2  51.1   2.02  242.4   2276
TGB    TASEKO MINE  TGB US 09/17/11 C3       -16.5  70.0   0.55  -15.4    830
MMI    MOTOROLA MO  MMI US 09/17/11 C38      -15.7  10.2   0.40   14.3    372
DIA    SPDR DJIA T  DIA US 01/21/12 C109.75  -15.6  25.9   6.75   -4.9    240
CRM    SALESFORCE.  CRM US 09/17/11 P100     -15.5  74.7   3.10  -38.6   2336
C      CITIGROUP I  C1 US 09/17/11 P4        -15.4  54.3   1.26    1.6    782
HPQ    HEWLETT-PAC  HPQ US 02/18/12 P15      -15.4  57.8   0.54    0.0    334
CRM    SALESFORCE.  CRM US 09/17/11 P95      -15.0  78.6   2.24  -44.0   1424
CSH    CASH AMER I  CSH US 09/17/11 C50      -14.6  41.7   3.00  -16.7    800
NVLS   NOVELLUS SY  NVLS US 09/17/11 P25     -14.5  48.7   0.65  -27.8  10058
SPXU   PROSHARES U  SPXU US 09/17/11 C22     -14.4 103.7   2.45   -2.0    411
SNV    SYNOVUS FIN  SNV US 09/17/11 C1.5     -14.3  99.1   0.10    0.0   1000
CRM    SALESFORCE.  CRM US 09/17/11 P90      -14.2  82.6   1.54  -47.1   1318
HPQ    HEWLETT-PAC  HPQ US 11/19/11 P20      -14.2  55.9   1.02  251.7   6818
GPS    GAP INC/THE  GPS US 09/17/11 P16      -14.0  52.6   0.93  -29.6    318
SPRD   SPREADTRUM-  SPRD US 09/17/11 P15     -14.0  76.3   0.85  -22.7   1620
TGB    TASEKO MINE  TGB US 01/19/13 C2.5     -13.9  67.7   1.40   -9.7    200
HPQ    HEWLETT-PAC  HPQ US 11/19/11 P18      -13.8  60.6   0.62  313.3   3100
FL     FOOT LOCKER  FL US 09/17/11 C17.5     -13.7  62.4   1.50   11.1    260
GG     GOLDCORP IN  GG US 10/22/11 C41       -13.6  48.9  11.10    5.7    250
CMG    CHIPOTLE ME  CMG US 09/17/11 P170     -12.9  89.5   0.35  133.3    400
BRCD   BROCADE COM  BRCD US 09/17/11 P3      -12.5  89.9   0.14  -36.4    592
CALL   MAGICJACK V  CALL US 09/17/11 P20     -12.2  84.1   1.50  -28.6   2020
SGI    SILICON GRA  SGI US 09/17/11 C15      -12.1  84.1   1.70  385.7    234
TZA    SMALL CAP B  TZA US 09/17/11 C56      -12.0 125.5   7.80   -3.1    224
GE     GENERAL ELE  GE US 03/17/12 C8        -11.9  66.8   7.50    0.0    266
GPS    GAP INC/THE  GPS US 09/17/11 C16      -11.9  53.4   0.95   10.5    444
EUO    PROSH-UL/SH  EUO US 11/19/11 C15      -11.8  27.4   2.00  -13.0    200
BRCD   BROCADE COM  BRCD US 09/17/11 C3.5    -11.8  88.3   0.33   13.8    320
MYL    MYLAN INC    MYL US 01/21/12 P7.5     -11.8  79.1   0.10  -41.2    200
TZA    SMALL CAP B  TZA US 09/17/11 C51      -11.7 122.9   9.45   -5.5    208
HMY    HARMONY GOL  HMY US 09/17/11 C12      -11.6  58.3   0.89  -67.0    900
ALU    ALCATEL-LUC  ALU US 09/17/11 P3       -11.6  83.4   0.15   50.0    258
EUO    PROSH-UL/SH  EUO US 09/17/11 C15      -11.4  29.0   1.85   -9.8    550
UCO    PRSH-ULT CR  UCO US 09/17/11 C30      -11.3  90.6   3.50    9.4    210
MRVL   MARVELL TEC  MRVL US 11/19/11 P10     -11.2  61.3   0.33  -40.0    412
ARO    AEROPOSTALE  ARO US 09/17/11 P10      -11.1  75.0   0.50  150.0    508
GPS    GAP INC/THE  GPS US 09/17/11 P15      -10.9  56.3   0.58  -31.8    356
VXX    IPATH-S&P S  VXX US 09/17/11 C26      -10.9  79.2  16.00    8.5    262
MHS    MEDCO HEALT  MHS US 10/22/11 P30      -10.9  80.1   0.35  -30.0   1066
S      SPRINT NEXT  S US 11/19/11 C2         -10.6  94.2   1.57   -5.4    354
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C38      -10.5  62.1  12.99    0.0    762
MRVL   MARVELL TEC  MRVL US 01/21/12 P12.5   -10.5  51.3   1.38  -29.2    302
SPRD   SPREADTRUM-  SPRD US 09/17/11 P14     -10.2  84.6   0.65   -7.1    322

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

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