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
=============================================================================
SPY    SPDR S&P 50  SPY US 09/30/11 C101      77.9  48.2  14.62  -14.2    298
RGLD   ROYAL GOLD   RGLD US 10/22/11 C60      70.8  60.9  22.80   18.8    616
XRA    EXETER RESO  XRA US 10/22/11 C5        44.7 114.4   0.89  154.3   3126
AUY    YAMANA GOLD  AUY US 10/22/11 C10       35.2  76.9   7.03   15.2    300
MMI    MOTOROLA MO  MMI US 10/22/11 C38       34.6  11.8   0.28  -20.0   2000
DEER   DEER CONSUM  DEER US 10/22/11 P2.5     30.9 227.5   0.45  125.0    230
DEER   DEER CONSUM  DEER US 12/17/11 P2.5     30.8 211.4   0.65   62.5    217
GLD    SPDR GOLD T  GLD US 01/21/12 C120      29.4  34.3  64.75    3.4    357
VGZ    VISTA GOLD   VGZ US 12/17/11 C2.5      28.7  85.1   1.30    8.3    400
SPY    SPDR S&P 50  SPY US 10/22/11 C98       27.5  45.9  18.21  -10.5    444
SPY    SPDR S&P 50  SPY US 09/30/11 C108      26.4  42.0   8.62  -23.4    269
SPY    SPDR S&P 50  SPY US 09/30/11 C109      24.8  41.2   7.87  -38.8   1495
SPY    SPDR S&P 50  SPY US 09/30/11 C110      23.2  40.3   7.21  -24.1    489
GLD    SPDR GOLD T  GLD US 10/22/11 C150      21.7  35.9  31.65   -6.2    214
JNK    SPDR BARCLA  JNK US 10/22/11 P37       21.4  24.9   1.00   42.9    907
XRA    EXETER RESO  XRA US 11/19/11 C5        20.2  97.6   0.90   66.7    734
ANAD   ANADIGICS I  ANAD US 10/22/11 P2.5     19.4  76.4   0.35   75.0    202
RENN   RENREN INC-  RENN US 10/22/11 C7       19.2  90.8   0.85    0.0    327
MBT    MOBILE TELE  MBT US 10/22/11 P16       18.7  45.1   0.80   14.3    522
VQ     VENOCO INC   VQ US 03/17/12 C10        18.7  59.0   1.97  -18.6    250
SPY    SPDR S&P 50  SPY US 10/22/11 C103      18.2  42.2  13.65  -15.2    324
SPY    SPDR S&P 50  SPY US 09/30/11 C112      17.9  38.4   5.95  -22.7    630
SPY    SPDR S&P 50  SPY US 09/30/11 C113      17.0  37.5   5.24  -24.8    372
IWM    ISHARES-RUS  IWM US 10/22/11 C60       16.8  49.1   8.54  -14.5    350
SPY    SPDR S&P 50  SPY US 10/22/11 C106      16.5  40.0  11.56  -13.4    385
GLD    SPDR GOLD T  GLD US 09/30/11 C185      16.4  32.6   4.50   -7.2    363
SPY    SPDR S&P 50  SPY US 10/22/11 C105      16.4  40.6  12.38  -13.3    216
SPY    SPDR S&P 50  SPY US 09/30/11 C114      16.2  36.6   4.63  -25.7    467
NEM    NEWMONT MIN  NEM US 01/21/12 C30       16.1  85.7  35.00    2.0    205
GLD    SPDR GOLD T  GLD US 09/30/11 C176      16.1  32.6   9.85    6.5   4042
GDXJ   MARKET VECT  GDXJ US 11/19/11 C38      16.0  50.8   3.00   -9.1    247
SPY    SPDR S&P 50  SPY US 09/30/11 C115      15.8  35.6   4.09  -26.6   1825
GLD    SPDR GOLD T  GLD US 09/30/11 P178      15.7  32.2   4.15   26.5    340
FXE    CRYSHS-EURO  FXE US 10/22/11 P141      15.5  16.2   4.00   45.5    368
GLD    SPDR GOLD T  GLD US 09/30/11 P184      15.5  32.2   6.90   13.1    233
SPY    SPDR S&P 50  SPY US 09/30/11 C116      15.4  34.8   3.50  -28.4    907
GLD    SPDR GOLD T  GLD US 09/30/11 P185      15.4  32.2   7.75   16.5    233
LIWA   LIHUA INTER  LIWA US 10/22/11 C5       15.4 114.7   1.60   -8.6    570
GLD    SPDR GOLD T  GLD US 09/30/11 P186      15.4  32.4   6.60   -8.7    234
GLD    SPDR GOLD T  GLD US 09/30/11 C186      15.3  32.5   4.90   10.1    408
VTR    VENTAS INC   VTR US 10/22/11 P50       15.2  34.8   2.24  103.6   5797
SPY    SPDR S&P 50  SPY US 09/30/11 C117      15.1  33.9   2.99  -30.5    801
LDK    LDK SOLAR C  LDK US 10/22/11 P4        15.0 212.1   0.83   23.9    249
GLD    SPDR GOLD T  GLD US 09/30/11 C183      15.0  32.1   5.85    1.4    217
SPY    SPDR S&P 50  SPY US 09/30/11 C118      14.9  33.0   2.59  -22.9   2972
PBR    PETROBRAS S  PBR US 10/22/11 P27       14.8  47.2   1.92   41.2    309
PPC    PILGRIM'S P  PPC US 03/17/12 P2.5      14.8 102.1   0.50    0.0    223
GLD    SPDR GOLD T  GLD US 09/30/11 C190      14.7  32.9   3.29    6.1    262
IAU    ISHARES GOL  IAU US 10/22/11 C19       14.7  31.5   0.55   22.2    367
SPY    SPDR S&P 50  SPY US 09/30/11 C120      14.6  31.2   1.70  -30.3   1899
SPY    SPDR S&P 50  SPY US 09/30/11 C119      14.6  32.1   2.07  -31.0   1020
GLD    SPDR GOLD T  GLD US 09/30/11 P174      14.3  32.5   2.87   29.3    280
SPY    SPDR S&P 50  SPY US 10/22/11 C109      14.2  37.6   9.21  -14.6    751
CX     CEMEX SAB-S  CX3 US 10/22/11 P4.81     14.2  85.9   0.44  528.6    250
GLD    SPDR GOLD T  GLD US 09/30/11 P188      14.2  32.3   9.10    5.8    921
GLD    SPDR GOLD T  GLD US 09/30/11 P180      14.2  32.0   5.10   21.4    302
IWM    ISHARES-RUS  IWM US 09/30/11 C65       14.1  46.1   4.12  -32.5    302
GLD    SPDR GOLD T  GLD US 09/30/11 P173      14.0  32.6   2.42   25.4    246
GLD    SPDR GOLD T  GLD US 09/30/11 P175      13.9  32.2   3.15   28.6    282
IP     INTL PAPER   IP US 10/22/11 P23        13.9  57.0   0.83    6.4    219
SPY    SPDR S&P 50  SPY US 09/30/11 C121      13.8  30.2   1.37  -30.1    476
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C50       13.7  38.4   3.23  -20.1    309
NLY    ANNALY CAPI  NLY US 10/22/11 C18       13.6  36.3   0.40    5.3    433
FXE    CRYSHS-EURO  FXE US 03/17/12 C135      13.3  14.6   8.45  -11.5    518
SPY    SPDR S&P 50  SPY US 10/22/11 C107      13.3  39.1  10.77  -14.2    356
GLD    SPDR GOLD T  GLD US 09/30/11 P156      13.2  37.0   0.28  -42.9    287
GLD    SPDR GOLD T  GLD US 10/22/11 C175      13.2  31.3  11.25   -7.8    566
IAU    ISHARES GOL  IAU US 04/21/12 C18       13.1  29.6   1.80    9.1    644
IP     INTL PAPER   IP US 10/22/11 C26        13.1  49.0   1.80   33.3    397
FXE    CRYSHS-EURO  FXE US 10/22/11 P140      13.0  16.5   3.20   33.9    288
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C51       13.0  36.6   2.53  -21.7    902
GLD    SPDR GOLD T  GLD US 09/30/11 P170      12.9  32.9   1.77   31.1    345
IAU    ISHARES GOL  IAU US 10/22/11 C17       12.9  30.0   1.50   -6.2    325
UCO    PRSH-ULT CR  UCO US 10/22/11 C26       12.9  98.3   7.49  -16.3    500
PBR    PETROBRAS S  PBR US 10/22/11 C26       12.8  48.6   2.19  -21.2    200
FXE    CRYSHS-EURO  FXE US 10/22/11 P138      12.8  17.1   2.65   51.4    315
IWM    ISHARES-RUS  IWM US 10/22/11 C63       12.7  45.9   6.31  -13.7    226
FXE    CRYSHS-EURO  FXE US 10/22/11 C141      12.7  15.0   2.33  -19.1    271
AUY    YAMANA GOLD  AUY US 01/19/13 C12.5     12.7  50.3   5.75    1.9    380
SPY    SPDR S&P 50  SPY US 10/22/11 C108      12.6  38.4   9.93  -14.2    220
PBR    PETROBRAS S  PBR US 10/22/11 P25       12.5  51.6   1.18   66.2    600
SDRL   SEADRILL LT  SDRL US 10/22/11 C29.8    12.5  43.9   1.65  -34.0    801
VIA/B  VIACOM INC-  VIAB US 01/21/12 P40      12.4  43.3   2.80   21.7   2071
MMR    MCMORAN EXP  MMR US 01/21/12 C12.5     12.4  86.5   2.35    2.2    464
SPY    SPDR S&P 50  SPY US 11/19/11 C103      12.4  38.9  14.24  -14.7    723
IWM    ISHARES-RUS  IWM US 10/22/11 C62       12.4  46.9   6.91  -14.7    433
NLY    ANNALY CAPI  NLY US 10/22/11 C15       12.2  53.1   2.43   -3.6    408
GLD    SPDR GOLD T  GLD US 10/22/11 P178      12.1  31.0   6.15   23.0    482
PWER   POWER-ONE I  PWER US 10/22/11 C7       12.1  67.1   0.50   -9.1    336
SNPS   SYNOPSYS IN  SNPS US 10/22/11 P25      12.1  37.3   1.60   65.0    225
SDS    PROSHARES U  SDS US 12/17/11 C22       12.0  56.5   4.75   21.8    581
GLD    SPDR GOLD T  GLD US 10/22/11 C187      12.0  31.7   5.70   -4.2    249
IBN    ICICI BANK-  IBN US 10/22/11 P36       11.9  49.0   1.68    8.4    428
SPY    SPDR S&P 50  SPY US 11/19/11 C104      11.9  38.3  13.45  -11.6    402
GLD    SPDR GOLD T  GLD US 10/22/11 C182      11.9  31.2   8.00   -0.6    696
MAT    MATTEL INC   MAT US 10/22/11 P23       11.8  46.4   0.55   22.2   1010
GLD    SPDR GOLD T  GLD US 10/22/11 C183      11.8  31.3   7.20   -5.9   1012
GLD    SPDR GOLD T  GLD US 10/22/11 C185      11.7  31.3   6.45   -3.7   3727
SPY    SPDR S&P 50  SPY US 10/22/11 C111      11.7  36.1   7.76  -18.4   1383
GLD    SPDR GOLD T  GLD US 10/22/11 C189      11.7  31.9   5.15   -1.9    437
SPY    SPDR S&P 50  SPY US 10/22/11 C110      11.7  36.8   8.53  -13.8   2286
IAU    ISHARES GOL  IAU US 01/21/12 C19       11.6  30.4   1.05    5.0    416
IWM    ISHARES-RUS  IWM US 10/22/11 C65       11.6  43.8   5.13  -12.6    341
SPY    SPDR S&P 50  SPY US 10/22/11 C111      11.6  36.1   7.76  -18.4   1383
SPXU   PROSHARES U  SPXU US 10/22/11 C20      11.6 104.7   3.10   34.8    376
XLE    SPDR-ENERGY  XLE US 10/22/11 C60       11.5  46.4   6.05  -21.7    277
VTR    VENTAS INC   VTR US 10/22/11 C50       11.4  35.2   2.70    1.9    341
GLD    SPDR GOLD T  GLD US 10/22/11 C188      11.4  31.7   5.60    0.9    563
CS     CREDIT SUIS  CS US 10/22/11 P22        11.4  73.1   1.75  191.7    311
GLD    SPDR GOLD T  GLD US 10/22/11 P185      11.3  31.3   9.66   11.0    827
RENN   RENREN INC-  RENN US 10/22/11 P7       11.3 120.1   1.25   19.1    325
GLD    SPDR GOLD T  GLD US 10/22/11 P170      11.3  31.2   3.20   30.6   1879
SPY    SPDR S&P 50  SPY US 11/19/11 C106      11.3  37.1  11.87  -26.6    354
GLD    SPDR GOLD T  GLD US 10/22/11 C181      11.2  31.0   8.20   -3.5    232
SH     PROSHARES S  SH US 10/22/11 C48        11.2  38.0   1.45   52.6    211
ORCL   ORACLE CORP  ORCL US 10/22/11 C27      11.2  44.9   1.19  -21.7   3684
PGR    PROGRESSIVE  PGR US 01/21/12 P17.5     11.2  36.1   1.40    0.0    270
GS     GOLDMAN SAC  GS US 10/22/11 P55        11.1 101.7   0.42   61.5    233
GLD    SPDR GOLD T  GLD US 10/22/11 P187      11.1  31.4   9.45   -3.6    237
IWM    ISHARES-RUS  IWM US 10/22/11 C66       11.1  42.7   4.55  -13.8    570
GLD    SPDR GOLD T  GLD US 10/22/11 P183      11.0  31.1   8.75   18.2    453
GLD    SPDR GOLD T  GLD US 10/22/11 P169      11.0  31.2   2.88   26.9    297
FXE    CRYSHS-EURO  FXE US 10/22/11 P128      11.0  21.3   0.62  121.4    225
QQQ    POWERSH-QQQ  QQQ US 01/21/12 C35       11.0  45.7  17.32   -5.4    504
GLD    SPDR GOLD T  GLD US 10/22/11 P179      10.9  30.9   6.40   16.1    511
NLY    ANNALY CAPI  NLY US 10/22/11 C16       10.9  47.0   1.49  -10.2    259
IWM    ISHARES-RUS  IWM US 09/30/11 C70       10.9  39.4   1.53  -30.4   2984
IYR    ISHARES-DJ   IYR US 10/22/11 C57       10.9  33.2   1.27   -8.6    642
GLD    SPDR GOLD T  GLD US 10/22/11 C180      10.9  30.8   8.85   -3.3   1142
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C54       10.9  31.1   0.98  -28.5   1392
SPY    SPDR S&P 50  SPY US 10/22/11 C112      10.9  35.3   7.04  -17.8   3015
ORCL   ORACLE CORP  ORCL US 10/22/11 C26      10.8  47.0   1.65  -21.4   1265
SPY    SPDR S&P 50  SPY US 10/22/11 C113      10.8  34.6   6.48  -18.2   2894
GLD    SPDR GOLD T  GLD US 10/22/11 P180      10.8  30.8   7.10   20.3   2511
GLD    SPDR GOLD T  GLD US 10/22/11 C186      10.7  31.3   6.30    0.0    869
GLD    SPDR GOLD T  GLD US 10/22/11 P175      10.7  30.9   4.70   20.5    611
GLD    SPDR GOLD T  GLD US 10/22/11 C184      10.7  31.1   7.00   -1.4    943
NLY    ANNALY CAPI  NLY US 10/22/11 C17       10.7  41.6   0.89   -1.1    624
GLD    SPDR GOLD T  GLD US 10/22/11 P159      10.6  32.9   1.14   37.4    283
MS     MORGAN STAN  MS US 10/22/11 C16        10.6  73.9   1.28  -19.5    360
AUY    YAMANA GOLD  AUY US 01/21/12 C10       10.6  57.7   7.15    4.4   1230
YOKU   YOUKU.COM I  YOKU US 10/22/11 C22      10.6 113.5   3.40  -29.2    203
EWJ    ISHARES-JAP  EWJ US 01/21/12 C8        10.5  33.6   1.55    0.0   3102
UBS    UBS AG-REG   UBS US 10/22/11 P12       10.5  66.4   1.10   69.2    251
QQQ    POWERSH-QQQ  QQQ US 09/30/11 C53       10.5  32.9   1.33  -30.7    837
GLD    SPDR GOLD T  GLD US 10/22/11 C170      10.4  31.2  14.95   -4.5    309
GDX    MKT VECT-GO  GDX US 10/22/11 C68       10.4  39.9   2.24    7.7    311
BAC    BANK OF AME  BAC US 10/22/11 P2        10.4 185.7   0.04  100.0   1150
GLD    SPDR GOLD T  GLD US 10/22/11 P168      10.4  31.3   2.62   27.8    443
GLD    SPDR GOLD T  GLD US 10/22/11 P156      10.4  33.6   0.80   -2.4    390
GLD    SPDR GOLD T  GLD US 10/22/11 C176      10.4  30.7  10.71   -6.0    632
SVM    SILVERCORP   SVM US 10/22/11 C8        10.3 143.1   1.45   21.9    308
GLD    SPDR GOLD T  GLD US 10/22/11 P155      10.3  33.8   0.84   47.4    405
ATPG   ATP OIL & G  ATPG US 10/22/11 C12      10.3  81.4   1.15  -38.8    255
EEM    ISHARES-EMG  EEM US 10/22/11 C42       10.3  37.4   1.52  -20.8    522
GLD    SPDR GOLD T  GLD US 10/22/11 P157      10.2  33.3   0.97   42.6    378
SPY    SPDR S&P 50  SPY US 10/22/11 C114      10.2  33.8   5.84  -15.8   3063
CHL    CHINA MOBIL  CHL US 01/21/12 P40       10.2  33.9   0.60    0.0    886
IWM    ISHARES-RUS  IWM US 10/22/11 C67       10.2  41.6   3.90  -16.5    624
GLD    SPDR GOLD T  GLD US 10/22/11 P165      10.2  31.7   2.00   30.7   1796
GDX    MKT VECT-GO  GDX US 10/22/11 C66       10.2  39.9   3.05    2.4   1020
DVY    ISHARES-DJ   DVY US 12/17/11 P43       10.2  34.1   1.40   75.0   2022
DVY    ISHARES-DJ   DVY US 12/17/11 P45       10.1  30.9   1.90   52.0    250
BMY    BRISTOL-MYE  BMY US 10/22/11 C30       10.1  25.6   0.55   10.0   1458
JNJ    JOHNSON&JOH  JNJ US 10/22/11 C65       10.1  23.5   1.46   -9.3    552
WFC    WELLS FARGO  WFC US 10/22/11 P24       10.1  56.1   2.02   20.2    285
GLD    SPDR GOLD T  GLD US 10/22/11 P162      10.1  32.2   1.52   33.3    328
IWM    ISHARES-RUS  IWM US 11/19/11 C59       10.1  47.3  10.07  -17.3    341

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TIN    TEMPLE-INLA  TIN US 01/19/13 C32      -84.9   6.1   0.30  -88.0    210
TIN    TEMPLE-INLA  TIN US 11/19/11 C31      -81.0  10.8   0.60  -25.0    777
TIN    TEMPLE-INLA  TIN US 01/21/12 C32      -80.7   8.6   0.20  -42.9    260
TIN    TEMPLE-INLA  TIN US 11/19/11 C30      -75.1  15.2   1.33   15.7   1119
TIN    TEMPLE-INLA  TIN US 01/19/13 P30      -73.3  10.8   1.05  -87.3    587
TIN    TEMPLE-INLA  TIN US 02/18/12 P30      -72.3  15.8   0.85  -90.8    388
TIN    TEMPLE-INLA  TIN US 01/19/13 P25      -68.7  14.9   0.55  -90.8    210
LDK    LDK SOLAR C  LDK US 03/17/12 C4       -39.7  27.3   1.15  -40.7    200
EEM    ISHARES-EMG  EEM US 06/16/12 P22      -39.0  52.4   0.61    0.0    289
UTIW   UTI WORLDWI  UTIW US 10/22/11 C10     -26.7  53.0   3.90  -32.8   1000
USB    US BANCORP   USB US 12/17/11 C13      -12.8  54.6   7.98  -22.6    500

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

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