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
=============================================================================
HRBN   HARBIN ELEC  HRBN US 10/22/11 C13      49.2 110.3   6.90    0.0    203
UUP    POWERSHARES  UUP US 01/21/12 C20       40.0  11.9   2.04    4.6    359
C      CITIGROUP I  C1 US 01/21/12 P5         26.3  59.0   2.35    0.0   2050
TLT    ISHARES BAR  TLT US 12/17/11 C95       24.0  25.3  19.05   51.2    520
AN     AUTONATION   AN US 10/22/11 P35        21.8  60.7   1.75   34.6    515
ZOLT   ZOLTEK COS   ZOLT US 10/22/11 P7.5     20.9  73.0   0.65   18.2    200
IIVI   II-VI INC    IIVI US 10/22/11 P17.5    20.2  81.2   1.70   36.0    361
AN     AUTONATION   AN US 10/22/11 C35        17.9  59.1   4.50    0.0   1336
SLRC   SOLAR CAPIT  SLRC US 10/22/11 P20      16.2  45.4   0.55  -26.7    264
ARMH   ARM HOLDING  ARMH US 10/22/11 C26      15.8  77.5   3.90   30.0    266
EPB    EL PASO PIP  EPB US 10/22/11 P35       15.6  33.5   1.05   16.7    578
SPY    SPDR S&P 50  SPY US 09/30/11 P120      14.6  33.6   7.00    8.5   2850
EUO    PROSH-UL/SH  EUO US 10/22/11 C18       14.4  39.9   1.30    8.3    527
UWM    PROSHARES U  UWM US 10/22/11 P30       13.7 100.3   4.00   45.5    263
BBBB   BLACKBOARD   BBBB US 10/22/11 C45      13.5   8.9   0.20  300.0    500
C      CITIGROUP I  C1 US 01/21/12 P4         13.2  52.3   1.39    2.2    201
TPLM   TRIANGLE PE  TPLM US 10/22/11 C5       13.0 117.4   0.75  -34.8    250
ARMH   ARM HOLDING  ARMH US 10/22/11 C27      12.9  75.3   3.10    7.3    277
ARMH   ARM HOLDING  ARMH US 10/22/11 C28      12.6  73.6   2.61   21.4    885
SPY    SPDR S&P 50  SPY US 09/30/11 P118      12.3  35.6   5.81    7.8   1346
QCOR   QUESTCOR PH  QCOR US 01/21/12 P21      12.1  79.0   2.45    6.5    327
SPY    SPDR S&P 50  SPY US 09/30/11 P117      11.9  36.7   5.08   10.4   1625
SPY    SPDR S&P 50  SPY US 09/30/11 P119      11.8  34.7   6.45    9.3    503
GGP    GENERAL GRO  GGP US 10/22/11 P11       11.7  64.8   0.48    0.0   1420
IWM    ISHARES-RUS  IWM US 09/30/11 P59       11.5  64.2   0.90    5.9    341
IWM    ISHARES-RUS  IWM US 09/30/11 P60       11.3  62.6   1.06    3.9   1266
IWM    ISHARES-RUS  IWM US 09/30/11 P61       11.2  61.3   1.21    2.5    387
TRV    TRAVELERS C  TRV US 10/22/11 C50       11.1  36.8   1.40   -2.8    257
HRBN   HARBIN ELEC  HRBN US 12/17/11 C19      11.1  69.4   3.30   11.9    325
EWG    ISHARES-GER  EWG US 10/22/11 C18       10.9  62.1   1.20    0.0    649
QQQ    POWERSH-QQQ  QQQ US 09/30/11 P53       10.9  38.4   1.75   -1.1   1245
IWM    ISHARES-RUS  IWM US 09/30/11 P58       10.9  65.5   0.77   10.0    307
IWM    ISHARES-RUS  IWM US 09/30/11 P62       10.9  59.7   1.50   11.1   3092
ARMH   ARM HOLDING  ARMH US 10/22/11 C25      10.8  78.4   4.60   21.1    267
IWM    ISHARES-RUS  IWM US 09/30/11 P67       10.6  51.5   3.02    5.6   5378
LFC    CHINA LIFE-  LFC US 10/22/11 P35       10.6  51.1   2.50   35.1    533
EUO    PROSH-UL/SH  EUO US 11/19/11 C19       10.5  41.4   1.05   -4.5    334
EK     EASTMAN KOD  EK US 01/21/12 P1.5       10.3 122.0   0.17   21.4    723
UUP    POWERSHARES  UUP US 01/21/12 C21       10.1  12.4   1.24    6.0    237
LINTA  LIBERTY-INT  LINTA US 10/22/11 C15     10.0  60.1   1.50   -3.2   2030

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NETL   NETLOGIC MI  NETL US 10/22/11 C42     -53.6  23.5   6.10 3966.7    539
GLBL   GLOBAL INDS  GLBL US 12/17/11 C2.5    -39.9  96.7   5.20   73.3    200
GLBL   GLOBAL INDS  GLBL US 12/17/11 C5      -39.8  54.4   2.75  161.9    669
SDS    PROSHARES U  SDS US 10/22/11 C19      -39.1  22.1   6.35    7.6    210
GLBL   GLOBAL INDS  GLBL US 10/22/11 C5      -37.0  72.9   2.75  243.8    225
MELA   MELA SCIENC  MELA US 10/22/11 C3      -24.3 123.5   0.45  -43.8   1446
WLT    WALTER ENER  WLT US 10/22/11 P50      -20.0  75.1   0.13  -53.6    358
DLR    DIGITAL REA  DLR US 10/22/11 C55      -18.0  39.2   3.20  -41.8    531
XRX    XEROX CORP   XRX US 01/21/12 C5       -15.3  61.6   2.47  -10.5    200
UAL    UNITED CONT  UAL US 12/17/11 C10      -14.6  92.6   7.93    5.0    750
NVMI   NOVA MEASUR  NVMI US 11/19/11 C5      -11.4  82.0   1.45   -9.4    200

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

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