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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
=============================================================================
USMO   USA MOBILIT  USMO US 09/17/11 P15     435.3 180.4   0.60  -25.0    300
PPDI   PHARM PROD   PPDI US 09/17/11 C30     253.2  78.4   1.00  -28.6    526
MGM    MGM RESORTS  MGM US 03/17/12 C5       112.1  88.0   5.40    0.0    414
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C36       81.5  50.8  16.69    1.0    224
NYT    NEW YORK TI  NYT US 10/22/11 C5        62.0  83.4   2.45    0.0   1400
PHM    PULTEGROUP   PHM US 09/17/11 C2        53.2 164.0   1.72    4.2    444
HPQ    HEWLETT-PAC  HPQ US 01/21/12 C13       46.5  77.6  12.13    5.8   5060
CKP    CHECKPOINT   CKP US 09/17/11 C15       43.0  67.2   1.00   33.3    256
R      RYDER SYSTE  R US 09/17/11 C40         41.3  49.8   3.50   27.3    342
BEXP   BRIGHAM EXP  BEXP US 09/17/11 C20      40.0 109.8   7.61   13.6   1000
GG     GOLDCORP IN  GG US 09/17/11 C35        37.4  75.7  14.05  -22.1    500
GNK    GENCO SHIPP  GNK US 09/17/11 C5        36.2  81.7   0.81   -2.4    620
NGD    NEW GOLD IN  NGD US 09/17/11 C9        34.8  80.5   3.30   11.9   8000
AHT    ASHFORD HOS  AHT US 09/17/11 C7.5      34.2  87.4   0.50    0.0    246
P      PANDORA MED  P US 09/17/11 C11         29.6  99.9   1.85   15.6   2000
DSX    DIANA SHIPP  DSX US 01/21/12 C7.5      29.1  46.3   1.55   24.0    200
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C33       29.0  59.0  19.29    6.0    248
SNPS   SYNOPSYS IN  SNPS US 10/22/11 C25      28.8  34.6   1.55   10.7   1102
WCRX   WARNER CHIL  WCRX US 09/17/11 C17      25.5  51.6   0.55    0.0   2656
VXX    IPATH-S&P S  VXX US 09/17/11 C30       24.9  73.3  10.50  -12.2    210
DM     DOLAN CO/TH  DM US 01/21/12 C7.5       23.7  46.3   1.50  -21.1    210
YRCW   YRC WORLDWI  YRCW US 09/17/11 C0.5     23.7 135.8   0.12  -14.3    600
NLY    ANNALY CAPI  NLY US 10/22/11 C15       23.4  40.6   3.05   -6.2    288
PANL   UNIVERSAL D  PANL US 09/17/11 C25      22.9 117.4  15.73   91.8    418
CTL    CENTURYLINK  CTL US 09/17/11 C34       22.6  27.2   1.15   27.8    452
S      SPRINT NEXT  S US 10/22/11 C1          22.1 206.8   2.62    0.4    476
AEM    AGNICO-EAGL  AEM US 09/17/11 C52.5     21.6  60.8  13.10   -6.5    500
JNJ    JOHNSON&JOH  JNJ US 10/22/11 C57.5     18.7  27.6   7.80    9.1    422
CEPH   CEPHALON IN  CEPH US 10/22/11 P77.5    18.0  14.4   0.65    8.3    220
MAS    MASCO CORP   MAS US 10/22/11 C8        17.8  56.7   0.60    0.0    530
WAVX   WAVE SYSTEM  WAVX US 09/17/11 C2.5     17.7  90.2   0.20    0.0    494
VXX    IPATH-S&P S  VXX US 09/17/11 C24       17.2  82.6  16.50   -8.6    400
ABV    AMBEV-PRF A  ABV US 09/17/11 C34       17.2  34.2   1.10   10.0    284
HRBN   HARBIN ELEC  HRBN US 12/17/11 C14      16.9  91.3   5.80    0.0    268
SD     SANDRIDGE E  SD US 10/22/11 C2         16.8 172.5   4.65    0.0    454
PDCO   PATTERSON C  PDCO US 09/17/11 C30      16.6  37.3   0.80   14.3   4004
SLW    SILVER WHEA  SLW US 09/17/11 C27       16.5 105.7  11.40  -14.3   1000
TEG    INTEGRYS EN  TEG US 10/22/11 C50       15.6  22.9   1.15   35.3    364
CBG    CB RICHARD   CBG US 10/22/11 C15       15.1  65.5   1.50   30.4   4030
PDCO   PATTERSON C  PDCO US 01/21/12 C30      15.0  31.0   1.95   14.7   1226
SWK    STANLEY BLA  SWK US 09/17/11 C55       14.9  47.6   4.60   12.2   1400
MTOR   MERITOR INC  MTOR US 09/17/11 C8       14.3  94.0   0.65  116.7    802
MU     MICRON TECH  MU US 09/17/11 C5         14.1  89.3   0.66  -19.5    252
DTE    DTE ENERGY   DTE US 01/21/12 C50       13.9  20.6   1.90   11.8    478
CTL    CENTURYLINK  CTL US 09/17/11 C35       13.8  23.6   0.55   37.5    414
NLY    ANNALY CAPI  NLY US 10/22/11 C18       13.5  23.4   0.43  -29.5   3568
MERC   MERCER INTE  MERC US 11/19/11 C7.5     13.4  72.9   1.65    3.1    500
ETFC   E*TRADE FIN  ETFC US 10/22/11 C7       13.2 115.8   3.90    0.0    300
EWH    ISHARES-HON  EWH US 09/17/11 P15       13.2  47.0   0.10   -9.1    600
HRBN   HARBIN ELEC  HRBN US 12/17/11 C19      12.9  73.4   2.67    5.5    380
S      SPRINT NEXT  S US 10/22/11 C1.5        12.7 153.4   2.14    1.9   1138
XLE    SPDR-ENERGY  XLE US 09/30/11 C62       12.6  43.7   5.55   13.3    200
DUK    DUKE ENERGY  DUK US 10/22/11 C19       12.6  18.0   0.40   33.3    576
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10      12.3  99.5   8.70   -1.1    270
MNTA   MOMENTA PHA  MNTA US 09/17/11 P15      12.1 109.5   1.20  -22.6   1540
CIGX   STAR SCIENT  CIGX US 09/17/11 C3       12.1 115.7   0.45   28.6    478
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C38       11.9  50.6  14.69    2.4    234
NLY    ANNALY CAPI  NLY US 10/22/11 C17       11.9  27.3   1.09  -21.0    918
NLY    ANNALY CAPI  NLY US 09/17/11 C18       11.8  24.5   0.35  -36.4   3500
TLVT   TELVENT GIT  TLVT US 02/18/12 P40      11.7  19.3   2.00    5.3    800
TIN    TEMPLE-INLA  TIN US 10/22/11 C21       11.3  94.4   3.70   32.1   1004
IAU    ISHARES GOL  IAU US 01/21/12 P13       11.2  34.8   0.10    0.0    218
BXP    BOSTON PROP  BXP US 09/17/11 C105      11.2  36.3   1.55    3.3    202
ISRG   INTUITIVE S  ISRG US 09/17/11 C350     11.1  38.9  10.34   34.3    210
HRBN   HARBIN ELEC  HRBN US 09/17/11 C2       10.4 382.2  16.30   -0.6   1980
CIT    CIT GROUP I  CIT US 09/17/11 C31       10.4  49.6   2.30   84.0   2520
MU     MICRON TECH  MU US 09/17/11 P5         10.3  85.1   0.29   52.6    690
HRB    H&R BLOCK I  HRB US 09/17/11 C14       10.2  49.9   0.85   54.5    400
CERN   CERNER CORP  CERN US 01/21/12 C65      10.1  38.2   5.20   35.8    260

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
YSI    U-STORE-IT   YSI US 02/18/12 P7.5     -80.4  56.2   0.25    0.0    500
NSTC   NESS TECHNO  NSTC US 10/22/11 C7.5    -65.0  16.9   0.20  -60.0    338
XME    SPDR S&P ME  XME US 09/17/11 P51      -49.0  56.2   1.82  -10.8    560
XME    SPDR S&P ME  XME US 09/17/11 P52      -46.3  54.5   2.26  -17.8    454
XME    SPDR S&P ME  XME US 09/17/11 P49      -45.0  60.1   1.26  -29.6   1200
LZB    LA-Z-BOY IN  LZB US 09/17/11 P7.5     -39.8  56.5   0.40  -42.9    204
XME    SPDR S&P ME  XME US 09/17/11 P48      -39.0  62.3   1.17  -12.0    856
AEO    AMER EAGLE   AEO US 09/17/11 P9       -38.4  54.4   0.10  -33.3  22412
AVGO   AVAGO TECHN  AVGO US 09/17/11 C25     -36.6  46.3   7.10   51.1    328
UTHR   UNITED THER  UTHR US 09/17/11 P40     -35.1  46.4   1.80  200.0   3084
LPHI   LIFE PARTNE  LPHI US 09/17/11 C7.5    -34.8  46.4   1.40   27.3    338
UTHR   UNITED THER  UTHR US 10/22/11 P25     -34.0  64.8   0.10    0.0    250
UTHR   UNITED THER  UTHR US 10/22/11 P35     -33.0  40.7   0.75   50.0   1076
UTHR   UNITED THER  UTHR US 09/17/11 P35     -32.8  51.4   0.40  100.0   2440
UTHR   UNITED THER  UTHR US 09/17/11 P30     -32.7  71.2   0.10  -33.3    300
DRV    DIREXION DA  DRV US 09/17/11 C10      -32.3  88.1   3.10  -20.5    200
C      CITIGROUP I  C1 US 01/21/12 P4.5      -31.4  38.6   1.72   -5.5   2834
UTHR   UNITED THER  UTHR US 09/17/11 C40     -30.3  47.6   2.20  -73.5   1116
AEO    AMER EAGLE   AEO US 09/17/11 P10      -30.2  53.8   0.45   50.0   2498
R      RYDER SYSTE  R US 09/17/11 P42.5      -26.6  48.6   1.90  -25.5   1000
KSU    KANSAS CITY  KSU US 09/17/11 P48      -23.3  54.2   2.75   -8.3    400
UTHR   UNITED THER  UTHR US 10/22/11 C40     -22.2  42.9   3.00    0.0    306
EUO    PROSH-UL/SH  EUO US 09/17/11 C15      -21.9  28.2   1.85    2.8    200
IVN    IVANHOE MIN  IVN US 10/22/11 P20      -21.8  75.6   2.20   -2.2    580
KSU    KANSAS CITY  KSU US 09/17/11 P46      -19.1  55.8   1.65  -45.0    400
C      CITIGROUP I  C1 US 12/17/11 P4        -19.0  45.0   1.35   37.8    500
CALL   MAGICJACK V  CALL US 03/17/12 P17.5   -18.9  70.7   2.50  -16.7    432
AVGO   AVAGO TECHN  AVGO US 09/17/11 P30     -18.8  55.4   0.95  -62.8    382
C      CITIGROUP I  C1 US 12/17/11 P4.5      -17.8  48.4   1.73   -8.9    500
RJF    RAYMOND JAM  RJF US 10/22/11 P25      -16.9  51.8   2.00   -2.4    296
MR     MINDRAY MED  MR US 10/22/11 P22.5     -16.6  88.4   3.20   -5.9    386
EBIX   EBIX INC     EBIX US 09/17/11 C15     -16.5  66.1   1.15  -12.2    386
GTY    GETTY REALT  GTY US 09/17/11 P17.5    -16.4  56.7   0.90  -23.7    304
AEO    AMER EAGLE   AEO US 10/22/11 P10      -16.0  51.7   0.75   36.4    442
AVGO   AVAGO TECHN  AVGO US 09/17/11 P25     -15.5  70.9   0.15  -80.0    260
AIG    AMERICAN IN  AIG US 01/19/13 C20      -15.4  40.0   6.50    3.2    200
MWE    MARKWEST EN  MWE US 09/17/11 P44      -15.4  42.9   2.00  -23.1    200
CLX    CLOROX CO    CLX US 09/17/11 P62.5    -14.6  34.5   1.05  -16.0    244
MMI    MOTOROLA MO  MMI US 09/17/11 C39      -14.5  13.1   0.15  -25.0    200
AVGO   AVAGO TECHN  AVGO US 09/17/11 C30     -14.1  60.5   2.90   65.7    854
XLI    SPDR-INDU S  XLI US 10/22/11 P15      -14.1  77.2   0.03    0.0    956
LZ     LUBRIZOL CO  LZ US 10/22/11 P120      -13.8  19.4   0.15    0.0    236
DY     DYCOM INDS   DY US 09/17/11 C10       -13.6  97.0   5.10   27.5    686
AEO    AMER EAGLE   AEO US 11/19/11 P9       -13.5  52.9   0.50   11.1   1204
RGC    REGAL ENTER  RGC US 09/17/11 C12.5    -13.3  45.5   0.40  -27.3    426
IAU    ISHARES GOL  IAU US 10/22/11 C16      -13.0  29.9   1.55  -26.2   1242
OCR    OMNICARE IN  OCR US 10/22/11 P26      -13.0  45.7   0.80  -61.9    200
UNG    US NAT GAS   UNG US 10/22/11 P7       -12.9  41.7   0.01    0.0    220
BMC    BMC SOFTWAR  BMC US 09/17/11 P33      -12.7  52.5   0.30  -25.0    200
RJF    RAYMOND JAM  RJF US 10/22/11 P22.5    -12.5  58.5   1.00  -25.9    224
SWIR   SIERRA WIRE  SWIR US 12/17/11 C7.5    -12.4  62.4   0.90    0.0    266
VHC    VIRNETX HOL  VHC US 09/17/11 P14      -12.3 134.1   0.50   -9.1    210
GLD    SPDR GOLD T  GLD US 10/22/11 P73      -11.9  84.2   0.12    0.0    922
TOL    TOLL BROTHE  TOL US 09/17/11 P14      -11.9  50.0   0.25  -52.8   1016
SMH    SEMICONDUCT  SMH US 01/21/12 P22.5    -11.8  35.8   0.40  -28.6    640
TLAB   TELLABS INC  TLAB US 09/17/11 C4      -11.8  49.3   0.15    0.0    260
AEO    AMER EAGLE   AEO US 01/21/12 P8       -11.8  52.5   0.45   28.6   1956
JBLU   JETBLUE AIR  JBLU US 09/17/11 C4      -11.7  62.1   0.35    0.0    800
TOL    TOLL BROTHE  TOL US 09/17/11 C16      -11.5  43.9   0.35   16.7    308
RENN   RENREN INC-  RENN US 09/17/11 P7      -10.9 108.9   0.60  -40.0    208
MCK    MCKESSON CO  MCK US 10/22/11 P70      -10.9  35.5   2.00  -16.7    356
PGF    POWERSHARES  PGF US 12/17/11 P17      -10.5  13.2   1.00   11.1    240
GLD    SPDR GOLD T  GLD US 09/30/11 P125     -10.5  43.5   0.09   12.5    300
ABX    BARRICK GOL  ABX US 09/17/11 P38      -10.4  58.4   0.11  -26.7    220
BAC    BANK OF AME  BAC US 09/17/11 P7       -10.2 102.3   0.80  -31.6  66522
BAC    BANK OF AME  BAC US 09/17/11 C7       -10.2 102.6   0.62   34.8  67548
VXX    IPATH-S&P S  VXX US 01/21/12 P15      -10.1  68.2   0.05  -28.6    254

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

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