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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
=============================================================================
SDS    PROSHARES U  SDS US 10/22/11 C19       78.5  49.5   4.25   -1.2    480
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10      34.0  82.5   9.70   -1.0    381
CLWR   CLEARWIRE -  CLWR US 10/22/11 P2       20.7 172.4   0.20    0.0    409
BEXP   BRIGHAM EXP  BEXP US 10/22/11 C22      18.1  85.3   8.30    6.4    500
HRBN   HARBIN ELEC  HRBN US 10/22/11 P18      17.4 157.7   2.90   28.9   8002
C      CITIGROUP I  C1 US 12/17/11 P4         15.5  52.6   1.23   -7.5    347
HRBN   HARBIN ELEC  HRBN US 10/22/11 P16      15.5 179.0   2.30   17.9    625
VVUS   VIVUS INC    VVUS US 10/22/11 P8       15.3  68.0   0.30  -31.8    415
HRBN   HARBIN ELEC  HRBN US 10/22/11 C20      14.7  70.7   1.65    0.0    338
VVUS   VIVUS INC    VVUS US 10/22/11 C9       14.4  56.6   0.76  123.5    301
XME    SPDR S&P ME  XME US 10/22/11 P46       13.8  61.0   0.68  -27.7  12435
TIN    TEMPLE-INLA  TIN US 02/18/12 C32       13.7   5.9   0.10  -33.3  20010
HRBN   HARBIN ELEC  HRBN US 10/22/11 P14      13.7 200.7   1.80   12.5    252
HRBN   HARBIN ELEC  HRBN US 10/22/11 P15      13.4 188.6   2.10   16.7   1202
GLD    SPDR GOLD T  GLD US 12/17/11 C130      11.7  33.2  44.20   -6.3    622
VVUS   VIVUS INC    VVUS US 10/22/11 P9       11.2  60.4   0.57  -45.7    409
RRD    RR DONNELLE  RRD US 01/19/13 P5        11.0  65.6   0.30    0.0   2137
AWK    AMERICAN WA  AWK US 03/17/12 C30       10.4  26.3   2.00   48.1    236
UAN    CVR PARTNER  UAN US 02/18/12 C20       10.3  41.0   7.70   24.2    236

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
REDF   REDIFF.COM   REDF US 01/21/12 C5      -37.4  49.2   4.00   11.1    214
CISG   CNINSURE IN  CISG US 10/22/11 P6      -28.5 137.6   0.45   80.0    281
AUY    YAMANA GOLD  AUY US 10/22/11 C13      -24.8  51.5   2.66  -22.2   1259
GDXJ   MARKET VECT  GDXJ US 10/22/11 C27     -22.6  53.0   8.80  -16.2    825
COP    CONOCOPHILL  COP US 10/22/11 C45      -21.5  60.3  21.30    0.0    201
RAH    RALCORP HLD  RAH US 10/22/11 C80      -20.8  44.6   3.70  -31.5   1116
DBA    POWERSHARES  DBA US 10/22/11 C29      -20.5  23.1   3.90    0.0   3000
CNW    CON-WAY INC  CNW US 10/22/11 P27.5    -19.6  46.9   2.20    0.0   1500
BPZ    BPZ RESOURC  BPZ US 03/17/12 C3       -16.9  48.3   0.75    0.0    200
PXD    PIONEER NAT  PXD US 10/22/11 C70      -16.2  43.9   8.24   19.4    250
GDXJ   MARKET VECT  GDXJ US 10/22/11 C30     -15.3  51.4   5.90   -9.9   2000
STP    SUNTECH POW  STP US 10/22/11 C3       -14.8  88.3   0.84  -26.3    575
EXXI   ENERGY XXI   EXXI US 10/22/11 C19     -13.6  79.2   7.20    0.0   4000
AWR    AMER STATES  AWR US 10/22/11 C35      -13.4  29.1   0.55    0.0    284
AN     AUTONATION   AN US 10/22/11 C39       -13.3  46.1   1.95  -37.1    553
XLI    SPDR-INDU S  XLI US 10/22/11 P21      -12.8  63.8   0.04  -63.6    413
UUP    POWERSHARES  UUP US 10/22/11 C21      -12.1  12.2   0.81   -9.0   2977
BAC    BANK OF AME  BAC US 10/22/11 P2       -11.9 167.7   0.01  -50.0    351
AUY    YAMANA GOLD  AUY US 10/22/11 C12      -11.8  59.4   3.86  -11.9    210
RAH    RALCORP HLD  RAH US 12/17/11 P70      -11.4  39.9   2.00   33.3    880
BAC    BANK OF AME  BAC US 10/22/11 P3       -11.4 135.9   0.02  -33.3    242
RBS    ROYAL BANK-  RBS US 02/18/12 P7.5     -11.3 107.3   2.05  -18.0    989
TBT    PROSHARES U  TBT US 12/17/11 P14      -11.0  57.2   0.20   81.8    915
STD    BANCO SANTA  STD US 10/22/11 C8       -10.9  66.8   0.75   15.4    562
ASNA   ASCENA RETA  ASNA US 12/17/11 C25     -10.3  46.1   3.70  -19.6    211
RAH    RALCORP HLD  RAH US 10/22/11 P75      -10.2  45.4   2.90  -14.7    462

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

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