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 C10      25.6 106.8  10.00    0.0    417
SVM    SILVERCORP   SVM US 10/22/11 P3        20.8 270.3   0.40   66.7    458
ALU    ALCATEL-LUC  ALU US 01/21/12 C3        19.2  90.3   0.62   37.8  13712
SVM    SILVERCORP   SVM US 10/22/11 P4        17.6 254.9   0.70  100.0    478
SVM    SILVERCORP   SVM US 10/22/11 P6        15.6 224.0   1.50   66.7   2637
SVM    SILVERCORP   SVM US 10/22/11 P7        14.7 208.3   2.05   57.7   1173
SVM    SILVERCORP   SVM US 10/22/11 P5        14.2 232.0   1.10   83.3   1837
SVM    SILVERCORP   SVM US 10/22/11 C7        12.6 167.2   1.20  -33.3    307
AFFY   AFFYMAX INC  AFFY US 10/22/11 P4       11.7  84.3   0.15  -25.0    411

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NETL   NETLOGIC MI  NETL US 04/21/12 C50     -66.6   5.6   0.25  -16.7   3356
ADTN   ADTRAN INC   ADTN US 11/19/11 P32     -25.4  45.5   3.50  -36.4    380
QID    PROSHARES Q  QID US 10/22/11 C49      -25.1  56.8   6.05  -16.6    216
ADTN   ADTRAN INC   ADTN US 11/19/11 P31     -22.1  46.8   2.85   58.3    234
C      CITIGROUP I  C1 US 01/21/12 P5        -22.1  40.7   2.30   -1.3  10560
IO     ION GEOPHYS  IO US 10/22/11 P6        -17.4  76.0   0.45  -18.2    815
LVLT   LEVEL 3 COM  LVLT US 12/17/11 P1.5    -14.9  78.7   0.25    0.0   1222
LDK    LDK SOLAR C  LDK US 12/17/11 P5       -14.9 218.5   2.05  -19.6    542
XRA    EXETER RESO  XRA US 10/22/11 C5       -14.3  89.5   0.60  -20.0    727
BBY    BEST BUY CO  BBY US 10/22/11 C24      -13.3  47.1   0.90  -56.7   1389
WBC    WABCO HOLDI  WBC US 10/22/11 P45      -12.5  58.4   2.55  -31.1    310
BBY    BEST BUY CO  BBY US 10/22/11 P22      -12.3  51.2   1.15   59.7    805
BBY    BEST BUY CO  BBY US 10/22/11 C23      -12.2  49.3   1.34  -52.8    325
BBY    BEST BUY CO  BBY US 10/22/11 P21      -11.9  53.6   0.80   45.5   1927
SPWRB  SUNPOWER CO  SPWRB US 10/22/11 C11    -11.9  58.3   0.90  100.0    337
YGE    YINGLI GREE  YGE US 10/22/11 P4       -11.8  86.8   0.35  -12.5    311
CORN   TEUCRIUM CO  CORN US 10/22/11 P47     -11.7  34.0   1.65    0.0    429
OPTR   OPTIMER PHA  OPTR US 10/22/11 C12.5   -11.5  51.7   1.25   78.6    245
CLD    CLOUD PEAK   CLD US 11/19/11 P20      -11.3  44.8   1.55  -32.6    248
CORN   TEUCRIUM CO  CORN US 10/22/11 P48     -11.2  34.4   2.10    8.2    517
ROYL   ROYALE ENER  ROYL US 03/17/12 C2.5    -11.2  79.6   0.60  -22.1    200
ADTN   ADTRAN INC   ADTN US 11/19/11 P28     -11.0  51.1   1.55  -42.6    420
BBY    BEST BUY CO  BBY US 10/22/11 P20      -11.0  56.3   0.53   39.5   1036
BPAX   BIOSANTE PH  BPAX US 10/22/11 P2.5    -10.8  96.4   0.25  -10.7    292
XRA    EXETER RESO  XRA US 11/19/11 C5       -10.6  85.6   0.85    0.0    427
BBY    BEST BUY CO  BBY US 10/22/11 P19      -10.5  59.2   0.35   34.6    237
UUP    POWERSHARES  UUP US 10/22/11 C21      -10.3  12.4   0.93   -6.1    349
EWG    ISHARES-GER  EWG US 04/21/12 P17      -10.1  45.8   2.05  -10.9    260
GLD    SPDR GOLD T  GLD US 09/30/11 P177     -10.0  32.2   4.85  -20.1    209

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

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