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
=============================================================================
AKS    AK STEEL HL  AKS US 12/17/11 C5        78.0  90.3   3.94    5.1    260
BYD    BOYD GAMING  BYD US 12/17/11 C4        36.5  83.0   2.30  -16.4    200
SPWRA  SUNPOWER CO  SPWRA US 10/22/11 C13     16.3  47.1   0.91  -18.8    746
NSU    NEVSUN RESO  NSU US 12/17/11 P5        13.2  75.3   0.25   25.0    200
YRCW   YRC WORLDWI  YRCW US 01/21/12 C0.5     12.9  51.7   0.12   -7.7    667
CWH    COMMONWEALT  CWH US 01/21/12 C20       12.1  37.9   1.70   17.2    252
ARCO   ARCOS DORAD  ARCO US 10/22/11 C22.5    12.0  64.9   6.00   53.9    449
NOG    NORTHERN OI  NOG US 03/17/12 P12       11.8  88.4   1.05   16.7    200
SID    SID NACIONA  SID US 01/19/13 C10       10.9  45.5   1.80    0.0   1500
YRCW   YRC WORLDWI  YRCW US 01/19/13 C0.5     10.8  43.4   0.11  -35.3    398
REGN   REGENERON P  REGN US 02/18/12 C70      10.8  61.6  12.10   11.0    300

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TIN    TEMPLE-INLA  TIN US 10/22/11 P31      -47.3   4.9   0.25  -44.4   1536
UNG    US NAT GAS   UNG US 01/21/12 P5       -38.9  51.8   0.01    0.0    882
TIN    TEMPLE-INLA  TIN US 10/22/11 C31      -29.8   5.6   0.25  -28.6   1664
HRBN   HARBIN ELEC  HRBN US 03/17/12 C10     -29.6  50.9   9.80   11.6    425
CALP   CALIPER LIF  CALP US 11/19/11 C7.5    -24.7  38.4   2.85  418.2    342
CHK    CHESAPEAKE   CHK US 10/22/11 C25      -23.3  50.9   7.81    8.5   1000
TIN    TEMPLE-INLA  TIN US 11/19/11 P31      -21.1   7.1   0.35  -22.2   1516
SIRI   SIRIUS XM R  SIRI US 10/22/11 C1      -18.8  89.8   0.77   -3.8    321
HRBN   HARBIN ELEC  HRBN US 12/17/11 C14     -18.4  68.1   6.30    8.6    245
HRBN   HARBIN ELEC  HRBN US 12/17/11 C19     -17.7  59.6   2.80    9.8    242
HRBN   HARBIN ELEC  HRBN US 03/17/12 C20     -17.2  44.2   2.35    0.0    296
HRBN   HARBIN ELEC  HRBN US 12/17/11 C16     -16.5  69.5   4.90    6.5   1276
HRBN   HARBIN ELEC  HRBN US 12/17/11 C20     -15.6  56.6   2.10    0.0    729
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15     -15.4  68.2   5.40    5.9   1390
TITN   TITAN MACHI  TITN US 10/22/11 P20     -14.1  72.9   0.80    0.0    502
OSG    OVERSEAS SH  OSG US 10/22/11 P17      -12.7  65.3   1.40  -36.4    651
CHTP   CHELSEA THE  CHTP US 10/22/11 P4      -10.7  74.3   0.25  -16.7    200

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

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