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
=============================================================================
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C46       46.3  47.3   5.29    4.8   2092
C      CITIGROUP I  C1 US 01/21/12 P5         42.6  54.8   2.35    0.4   7214
C      CITIGROUP I  C1 US 01/21/12 P4.5       27.5  41.4   1.83    3.4    232
BAC    BANK OF AME  BAC US 09/17/11 C5        24.3 150.8   1.93   -7.7   2458
LDK    LDK SOLAR C  LDK US 09/17/11 C2.5      24.2 190.0   2.72   -2.9    300
VXX    IPATH-S&P S  VXX US 01/19/13 P13       23.4  94.7   1.71   -3.9    270
CLWR   CLEARWIRE -  CLWR US 09/17/11 C2       23.4 238.4   1.15   -4.2    284
GLD    SPDR GOLD T  GLD US 09/17/11 C150      22.7  38.9  33.65   12.6    376
C      CITIGROUP I  C1 US 01/21/12 P10        21.9 102.9   7.30    2.1   4000
SPY    SPDR S&P 50  SPY US 09/17/11 P119      20.4  30.9   7.70   -7.7   7902
ENER   ENERGY CONV  ENER US 01/21/12 C0.5     19.4 126.5   0.35   16.7    200
GLD    SPDR GOLD T  GLD US 09/17/11 C161      19.1  33.0  22.13   15.0    360
CSE    CAPITALSOUR  CSE US 10/22/11 P5        18.9  61.4   0.30   50.0    300
BAC    BANK OF AME  BAC US 09/17/11 C6        18.7 123.7   1.15   -9.4   4072
GLD    SPDR GOLD T  GLD US 09/17/11 C159      18.4  34.5  24.85   15.7    342
MMR    MCMORAN EXP  MMR US 01/19/13 P5        18.1  89.7   0.87  200.0    280
C      CITIGROUP I  C1 US 09/17/11 P5         17.6 113.4   2.32    3.6    402
GLD    SPDR GOLD T  GLD US 09/17/11 C167      16.9  31.1  17.25   22.8   2354
HOGS   ZHONGPIN IN  HOGS US 03/17/12 P2.5     16.6 158.0   0.35   16.7    576
GLD    SPDR GOLD T  GLD US 09/17/11 C165      16.3  32.1  19.45   24.5    202
VRTX   VERTEX PHAR  VRTX US 09/17/11 P33      16.1  82.5   0.16  -60.0   1000
GLD    SPDR GOLD T  GLD US 09/17/11 P149      16.0  38.7   0.13    0.0    212
DANG   E-COMMERCE   DANG US 09/17/11 C7       15.8 102.4   0.90  -38.4    278
PANL   UNIVERSAL D  PANL US 12/17/11 P30      15.7 109.5   6.30    0.0    282
JST    JINPAN INTL  JST US 09/17/11 P7.5      15.4 115.6   0.40    0.0    322
GLD    SPDR GOLD T  GLD US 09/17/11 P153      15.3  37.4   0.20   11.1    580
GLD    SPDR GOLD T  GLD US 09/17/11 P154      15.1  36.8   0.22   -4.3    434
KGC    KINROSS GOL  KGC US 09/17/11 C12       15.1  89.3   5.32    7.6   3000
GLD    SPDR GOLD T  GLD US 09/17/11 P152      15.0  37.8   0.18   38.5    408
PNG    PAA NATURAL  PNG US 10/22/11 C17.5     14.9  26.3   0.80    0.0    500
LNCR   LINCARE HOL  LNCR US 09/17/11 P21      14.9  47.9   1.10   29.4   2856
GLD    SPDR GOLD T  GLD US 09/17/11 P150      14.8  38.9   0.15    0.0   2112
SPY    SPDR S&P 50  SPY US 09/17/11 P117      14.7  32.9   6.46   -9.4   7888
IMMU   IMMUNOMEDIC  IMMU US 11/19/11 C3       14.4 132.0   0.95   58.3    580
CDE    COEUR D'ALE  CDE US 09/17/11 C23       14.3  85.0   4.40    0.0    250
GLD    SPDR GOLD T  GLD US 09/17/11 P155      14.2  36.2   0.25    0.0   1760
AONE   A123 SYSTEM  AONE US 01/21/12 P4       14.2 103.9   1.00    0.0   1734
GLD    SPDR GOLD T  GLD US 09/17/11 P157      14.2  35.1   0.29    7.4    244
GLD    SPDR GOLD T  GLD US 09/17/11 P158      14.1  34.6   0.32  -13.5    992
EXH    EXTERRAN HO  EXH US 02/18/12 P10       13.8  53.2   1.25  108.3    322
GLD    SPDR GOLD T  GLD US 09/17/11 C166      13.7  31.9  18.55   24.5    526
BYD    BOYD GAMING  BYD US 09/17/11 P5        13.7  88.8   0.35  133.3   1018
BAC    BANK OF AME  BAC US 10/22/11 C3        13.6 180.3   4.10    1.2    354
GLD    SPDR GOLD T  GLD US 09/17/11 P159      13.6  34.2   0.36  -10.0    338
GLD    SPDR GOLD T  GLD US 09/17/11 P160      13.6  34.0   0.42  -20.8  17836
SPY    SPDR S&P 50  SPY US 09/17/11 P116      13.4  33.9   5.92   -6.5  15802
KCI    KINETIC CON  KCI US 09/17/11 C67.5     13.3  20.3   1.20   71.4    604
GLD    SPDR GOLD T  GLD US 09/17/11 P161      12.8  33.5   0.44  -24.1    348
BAC    BANK OF AME  BAC US 11/19/11 C3        12.8 162.6   4.05   -3.6    664
BAC    BANK OF AME  BAC US 09/17/11 P4        12.8 179.7   0.17   41.7   3472
GLD    SPDR GOLD T  GLD US 09/17/11 P162      12.6  33.2   0.50  -16.7    552
RIMM   RESEARCH IN  RIMM US 09/17/11 P13      12.5 158.0   0.10  150.0    970
GLD    SPDR GOLD T  GLD US 09/17/11 P163      12.4  32.6   0.56  -24.3    542
BAC    BANK OF AME  BAC US 09/17/11 P5        12.3 149.3   0.31   40.9  19674
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P53       12.3  32.2   3.38  -11.1   5076
GLD    SPDR GOLD T  GLD US 09/17/11 P164      12.2  32.4   0.62  -24.4    766
SPY    SPDR S&P 50  SPY US 09/30/11 P119      12.2  29.9   8.30   -9.0    242
AEO    AMER EAGLE   AEO US 09/17/11 P9        12.0  82.0   0.15  -25.0    366
GLD    SPDR GOLD T  GLD US 09/17/11 P166      11.9  31.5   0.77  -28.7    722
GLD    SPDR GOLD T  GLD US 09/17/11 C168      11.8  30.9  16.70   28.0    208
LNCR   LINCARE HOL  LNCR US 09/17/11 P20      11.8  48.5   0.90   63.6   3880
GLD    SPDR GOLD T  GLD US 09/17/11 P165      11.6  32.0   0.72  -25.8  11764
GLD    SPDR GOLD T  GLD US 09/17/11 P168      11.3  30.8   0.97  -29.2   1744
GLD    SPDR GOLD T  GLD US 09/17/11 C170      11.2  30.2  14.80   27.0   1168
MENT   MENTOR GRAP  MENT US 01/21/12 C10      11.1  55.0   1.50  -24.6    344
GLD    SPDR GOLD T  GLD US 09/17/11 P169      10.9  30.4   1.08  -29.9    738
GG     GOLDCORP IN  GG US 09/17/11 P45        10.9  53.2   0.35  -31.4   1084
BAC    BANK OF AME  BAC US 09/17/11 P6        10.6 123.4   0.54   31.7  23926
GLD    SPDR GOLD T  GLD US 09/17/11 C172      10.6  29.9  13.10   30.6    784
GLD    SPDR GOLD T  GLD US 09/17/11 P170      10.4  30.2   1.23  -28.1   7226
NEM    NEWMONT MIN  NEM US 09/17/11 P52.5     10.3  52.2   0.38  -37.7   1786
SPY    SPDR S&P 50  SPY US 09/30/11 P118      10.3  30.6   7.60   -4.5    244
CSR    CHINA SECUR  CSR US 12/17/11 C5        10.1  43.3   1.10    0.0    758

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TRGP   TARGA RESOU  TRGP US 10/22/11 P27     -66.2  44.1   1.15   64.3    200
VXX    IPATH-S&P S  VXX1 US 01/21/12 C36     -59.0 114.6   0.25   31.6    882
VXX    IPATH-S&P S  VXX1 US 01/21/12 C27     -57.3 106.3   0.47   -7.8    520
VXX    IPATH-S&P S  VXX1 US 01/21/12 C32     -56.1 106.4   0.35   45.8    226
VXX    IPATH-S&P S  VXX1 US 01/21/12 C34     -54.6 110.6   0.26    8.3    384
VXX    IPATH-S&P S  VXX1 US 01/21/12 C33     -54.2 111.2   0.26    8.3    468
XME    SPDR S&P ME  XME US 09/17/11 P47      -47.0  66.5   1.14  -12.3    314
VXX    IPATH-S&P S  VXX1 US 01/21/12 C35     -42.4 112.7   0.28   64.7    442
XLP    SPDR-CONS S  XLP US 09/17/11 P31      -42.0  10.8   1.64   -2.4    856
SH     PROSHARES S  SH US 09/17/11 C43       -32.7  20.3   3.70  -11.9    200
YRCW   YRC WORLDWI  YRCW US 10/22/11 C0.5    -29.9  71.2   0.19   -5.0    764
NEM    NEWMONT MIN  NEM US 09/17/11 C52.5    -29.8  35.0   9.90   20.0    232
XLY    SPDR-CONS D  XLY US 01/21/12 C36      -29.7  29.5   1.84    1.7    352
GG     GOLDCORP IN  GG US 09/17/11 C40       -29.5  41.0  13.65   22.0   1500
NEM    NEWMONT MIN  NEM US 09/17/11 C50      -28.4  40.1  12.80   21.9    684
MPEL   MELCO CROWN  MPEL US 01/21/12 C5      -27.2  95.8   8.00  -12.1    400
TLVT   TELVENT GIT  TLVT US 11/19/11 P40     -26.3  16.4   1.00  -33.3    400
ARR    ARMOUR RESI  ARR US 09/17/11 C7.5     -24.5  15.8   0.10  -50.0    248
LDK    LDK SOLAR C  LDK US 09/17/11 C4       -24.3  61.5   1.15    5.5    380
QGEN   QIAGEN NV    QGEN US 02/18/12 P12.5   -23.8  43.3   0.70   16.7    214
VXX    IPATH-S&P S  VXX US 01/21/12 C22      -22.3  56.3  20.70    4.5    850
XLY    SPDR-CONS D  XLY US 01/21/12 C35      -22.2  30.5   2.32    5.0    716
ABX    BARRICK GOL  ABX US 10/22/11 C42      -21.7  35.7  10.20   14.6    600
HK     PETROHAWK E  HK US 01/21/12 C39       -21.6   1.0   0.02  -66.7    332
GOOG   GOOGLE INC-  GOOG US 09/17/11 P250    -21.4  92.6   0.05    0.0    346
MR     MINDRAY MED  MR US 09/17/11 P20       -20.4  95.9   1.15  -11.5    222
VIXY   PROSH VIX S  VIXY US 09/17/11 C55     -20.4  83.8  34.00   -7.4    488
YRCW   YRC WORLDWI  YRCW US 01/21/12 C0.5    -20.4  67.9   0.19  -17.4   1026
VXX    IPATH-S&P S  VXX US 09/17/11 C25      -20.0  80.3  17.55   -0.8    306
XME    SPDR S&P ME  XME US 09/17/11 P49      -18.9  62.2   1.54  -22.6   2734
VCLK   VALUECLICK   VCLK US 09/17/11 C14     -18.5  53.9   0.65  -48.0    256
IAU    ISHARES GOL  IAU US 01/21/12 C15      -18.3  23.3   3.60    9.1    246
TLVT   TELVENT GIT  TLVT US 02/18/12 P40     -18.1  17.1   1.75  -23.9   1200
TZOO   TRAVELZOO I  TZOO US 09/17/11 C30     -17.5 109.9   6.30   14.6    308
GOOG   GOOGLE INC-  GOOG US 09/17/11 P270    -17.5  88.8   0.10  -33.3    200
HK     PETROHAWK E  HK US 03/17/12 P38       -17.4   2.0   0.04  -50.0    800
FCS    FAIRCHILD S  FCS US 09/17/11 C12      -17.4  65.7   0.90    0.0    280
BGS    B&G FOODS I  BGS US 09/17/11 C17.5    -17.3  44.7   0.55  -35.3    206
QQQ    POWERSH-QQQ  QQQ US 01/21/12 C35      -17.3  43.9  16.31   -1.4    200
FCH    FELCOR LODG  FCH US 09/17/11 C2.5     -17.3  78.2   0.25  -28.6    254
EUO    PROSH-UL/SH  EUO US 09/17/11 C16      -16.9  27.5   1.10   -1.8    242
FXE    CRYSHS-EURO  FXE US 09/17/11 P149     -16.2  11.8   6.18  -11.8   1002
PAY    VERIFONE SY  PAY US 09/17/11 C30      -16.1  87.6   3.40  -37.0   4200
EEM    ISHARES-EMG  EEM US 09/17/11 P24      -15.9  78.9   0.02    0.0    798
JAG    JAGUAR MINI  JAG US 09/17/11 C4       -15.9  87.4   2.10   13.5    500
VXX    IPATH-S&P S  VXX US 09/17/11 C30      -15.7  89.4  12.55   -3.8    328
YRCW   YRC WORLDWI  YRCW US 09/17/11 C0.5    -15.6 123.0   0.20    0.0    850
CIGX   STAR SCIENT  CIGX US 09/17/11 C3      -14.6 132.2   0.40  -11.1   2156
JNK    SPDR BARCLA  JNK US 09/17/11 P38      -14.3  18.5   1.00   -4.8    258
CLNE   CLEAN ENERG  CLNE US 09/17/11 C12     -14.2  65.3   0.80   -5.9    270
CLWR   CLEARWIRE -  CLWR US 09/17/11 P3      -14.1 154.8   0.50    0.0   1460
ENP    ENCORE ENER  ENP US 09/17/11 C20      -13.9  32.1   0.50  -58.3    204
XME    SPDR S&P ME  XME US 09/17/11 P48      -13.9  64.3   1.33  -24.9    226
SLW    SILVER WHEA  SLW US 09/17/11 C27      -13.8  96.8  13.10   22.4   2000
MNKD   MANNKIND CO  MNKD US 09/17/11 P2.5    -13.5  91.9   0.25   -7.4    220
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C1.5    -13.5  87.8   0.20  -23.1   3838
PSS    COLLECTIVE   PSS US 09/17/11 C10      -13.4  70.2   0.55  -15.4   6888
NLY    ANNALY CAPI  NLY US 10/22/11 P18      -13.3  22.3   1.08  -10.0    210
TQNT   TRIQUINT SE  TQNT US 09/17/11 C7      -13.1  70.9   0.55  -31.2    218
SLW    SILVER WHEA  SLW US 09/17/11 C29      -13.0  83.6  10.80    7.9   1000
KFN    KKR FINANCI  KFN US 09/17/11 C8       -12.9  50.5   0.30  -14.3    300
NLY    ANNALY CAPI  NLY US 09/17/11 P18      -12.8  23.3   0.49  -24.6   2408
HTS    HATTERAS FI  HTS US 09/17/11 C28      -12.8  24.2   0.35  -22.2   1422
VXX    IPATH-S&P S  VXX US 09/17/11 C31      -12.4  92.3  12.15    0.4    356
LDK    LDK SOLAR C  LDK US 03/17/12 C5       -12.2  62.1   1.14   -0.9    342
APL    ATLAS PIPEL  APL US 09/17/11 C29      -12.2  58.1   1.50  -33.3    206
CBI    CHICAGO BRI  CBI US 10/22/11 C25      -12.1  77.4   7.10    0.0   2000
MPW    MEDICAL PRO  MPW US 01/21/12 P10      -12.0  33.6   1.10    4.8    200
OPEN   OPENTABLE I  OPEN US 01/21/12 C57.5   -12.0  59.0   8.30   -7.8    300
DEO    DIAGEO PLC-  DEO US 10/22/11 C75      -11.7  27.9   2.20    4.8    600
XLF    SPDR-FINL S  XLF US 09/17/11 C10      -11.6  71.3   2.43    2.1    362
JAG    JAGUAR MINI  JAG US 09/17/11 C5       -11.6  70.7   1.15   15.0    390
GILD   GILEAD SCIE  GILD US 09/17/11 C39     -11.4  37.3   1.05    1.9   1098
MMI    MOTOROLA MO  MMI US 01/21/12 C35      -11.4  22.8   4.15   -1.2   7500
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C53      -11.4  30.6   1.50    0.7  11452
BMO    BANK OF MON  BMO US 12/17/11 C45      -11.4  46.8  14.67   -1.1    266
HBI    HANESBRANDS  HBI US 09/17/11 C25      -11.4  53.1   1.20  -14.3    620
FEED   AGFEED INDU  FEED US 09/17/11 C1      -11.3 109.9   0.10    0.0    400
EK     EASTMAN KOD  EK US 09/17/11 P2.5      -11.1 133.6   0.22  -15.4   9302
SPY    SPDR S&P 50  SPY US 09/17/11 C100     -11.0  49.8  14.60    2.0   1822
HAS    HASBRO INC   HAS US 09/17/11 P32.5    -11.0  40.2   0.20  -33.3   3700
IAU    ISHARES GOL  IAU US 10/22/11 C19      -10.9  26.4   0.60    9.1    678
AMR    AMR CORP     AMR US 09/17/11 C3.5     -10.8  87.3   0.35   -5.4    594
XLY    SPDR-CONS D  XLY US 09/17/11 P34      -10.7  41.0   1.21  -26.2    288
EWC    ISHARES-CAN  EWC US 09/17/11 C29      -10.6  32.6   0.60  -25.0    224
STP    SUNTECH POW  STP US 09/17/11 C5       -10.6  84.9   0.59   -1.7    354
XLF    SPDR-FINL S  XLF US 10/22/11 C12      -10.6  47.2   1.00   -6.5  27414
NRP    NATURAL RES  NRP US 01/21/12 C25      -10.5  39.8   4.60    0.0    208
HPQ    HEWLETT-PAC  HPQ US 09/17/11 C20      -10.5  72.4   4.95   15.1    860
VXX    IPATH-S&P S  VXX US 09/17/11 P29      -10.4  96.0   0.23  -47.7   1102
SNV    SYNOVUS FIN  SNV US 02/18/12 C1       -10.4  92.7   0.55   37.5   1000
FTR    FRONTIER CO  FTR US 09/17/11 P7       -10.2  31.4   0.35  -12.5    484
BYD    BOYD GAMING  BYD US 03/17/12 P2       -10.2  98.7   0.10    0.0   1000
VXX    IPATH-S&P S  VXX US 09/17/11 P27      -10.2  95.0   0.11  -54.2    412
BVN    BUENAVENTUR  BVN US 09/17/11 P47      -10.1  45.0   2.60  -52.7    376
SDRL   SEADRILL LT  SDRL US 09/17/11 C30     -10.1  49.7   0.90  -14.3    724
PBI    PITNEY BOWE  PBI US 09/17/11 C19      -10.1  31.1   0.35  -12.5    582
HAS    HASBRO INC   HAS US 09/17/11 C37.5    -10.0  34.7   0.90  -18.2   4158

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

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