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
=============================================================================
RTEC   RUDOLPH TEC  RTEC US 02/18/12 P5       21.9  78.9   0.60   71.4   2500
XTXI   CROSSTEX EN  XTXI US 12/17/11 C7.5     13.3  74.4   4.00   48.1    680
NLY    ANNALY CAPI  NLY US 10/22/11 P18       12.5  32.9   1.57    4.0    416
NG     NOVAGOLD RE  NG US 10/22/11 C11        12.1  59.3   0.80   45.5    868
SLW    SILVER WHEA  SLW US 10/22/11 C33       11.7  64.7   8.65   18.5    755
AUY    YAMANA GOLD  AUY US 10/22/11 C13       11.4  58.1   3.85   16.7   1025
AGNC   AMERICAN CA  AGNC US 10/22/11 P27      10.5  36.9   1.80   12.5    266
CRK    COMSTOCK RE  CRK US 10/22/11 P17.5     10.5  62.5   0.95    0.0    260

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SDS    PROSHARES U  SDS US 03/17/12 P12      -72.5  55.6   0.05    0.0    308
SDS    PROSHARES U  SDS US 03/17/12 P11      -71.3  52.8   0.06    0.0    220
ITB    ISHARES-DJ   ITB US 01/21/12 C10      -54.6  39.4   0.55    0.0    500
PHH    PHH CORP     PHH US 11/19/11 C17.5    -45.0  43.7   1.45  -25.6    350
YRCW   YRC WORLDWI  YRCW US 10/22/11 C0.5    -38.0  70.1   0.25    0.0   1659
XME    SPDR S&P ME  XME US 10/22/11 P46      -30.8  59.0   1.07   11.5   8291
YRCW   YRC WORLDWI  YRCW US 01/21/12 C0.5    -28.9  54.5   0.25   -7.4    200
STP    SUNTECH POW  STP US 03/17/12 C4       -24.6  54.8   1.29  -14.0    261
JNK    SPDR BARCLA  JNK US 12/17/11 P36      -19.3  19.9   1.10   29.4   6000
SPLS   STAPLES INC  SPLS US 12/17/11 C12     -19.1  45.7   2.30  -23.3   1000
FNSR   FINISAR COR  FNSR US 10/22/11 C21     -18.6  66.9   2.29   57.9    389
FNSR   FINISAR COR  FNSR US 10/22/11 C22     -17.1  67.0   1.80   44.0    776
FNSR   FINISAR COR  FNSR US 10/22/11 P21     -15.9  70.4   2.03    0.0    305
DBA    POWERSHARES  DBA US 10/22/11 C31      -15.5  24.3   3.20    0.0    269
LLNW   LIMELIGHT N  LLNW US 10/22/11 C2      -12.8 102.5   0.45  -40.0    404
HRBN   HARBIN ELEC  HRBN US 12/17/11 C14     -11.4  94.9   5.50    3.8    224
BPZ    BPZ RESOURC  BPZ US 12/17/11 C3       -10.8  46.7   0.60   -7.7    530

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

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