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
=============================================================================
BIOD   BIODEL INC   BIOD US 10/22/11 C1       79.5 178.6   0.35    0.0    283
RT     RUBY TUESDA  RT US 01/21/12 C5         72.5  75.7   3.20   12.3    300
TYC    TYCO INTL L  TYC US 10/22/11 C47       63.5  56.6   2.45  444.4    548
TYC    TYCO INTL L  TYC US 10/22/11 C45       59.0  56.5   3.20  236.8    422
COL    ROCKWELL CO  COL US 10/22/11 C55       55.8  48.2   2.60  136.4    417
TYC    TYCO INTL L  TYC US 10/22/11 P46       55.2  57.0   3.50  -15.7    374
TYC    TYCO INTL L  TYC US 10/22/11 C46       52.4  53.8   2.75  329.7   1412
TYC    TYCO INTL L  TYC US 10/22/11 C44       52.0  54.9   3.80  216.7    269
TYC    TYCO INTL L  TYC US 10/22/11 P40       37.2  54.6   0.79  -29.5   1262
SCOR   COMSCORE IN  SCOR US 10/22/11 C17.5    36.3  61.4   0.85    0.0    950
TYC    TYCO INTL L  TYC US 10/22/11 P41       33.5  52.0   1.12  -19.4    841
TXT    TEXTRON INC  TXT US 10/22/11 C19       30.2  64.0   1.36  161.5   4019
ARLP   ALLIANCE RE  ARLP US 10/22/11 P65      30.2  57.8   1.80   44.0    209
COL    ROCKWELL CO  COL US 10/22/11 P50       29.6  48.2   0.92  -65.9    933
WCRX   WARNER CHIL  WCRX US 10/22/11 C14      29.5  77.1   2.45   40.0    502
WPZ    WILLIAMS PA  WPZ US 10/22/11 P45       28.3  59.5   0.75  150.0    787
WCRX   WARNER CHIL  WCRX US 10/22/11 C15      25.6  72.4   1.80   50.0   2086
CLMT   CALUMET SPE  CLMT US 02/18/12 C15      25.6  41.7   3.10   12.7    848
WPZ    WILLIAMS PA  WPZ US 10/22/11 P50       23.9  48.7   1.55   55.0   2896
TYC    TYCO INTL L  TYC US 01/21/12 C46       23.7  43.2   4.35  144.4    265
WCRX   WARNER CHIL  WCRX US 10/22/11 C16      22.2  68.7   1.35  350.0    330
TYC    TYCO INTL L  TYC US 01/21/12 C45       21.9  43.1   4.85  127.7    846
EPD    ENTERPRISE   EPD US 10/22/11 P40       21.8  34.2   1.25   66.7    722
WPZ    WILLIAMS PA  WPZ US 10/22/11 P55       21.7  41.2   3.20   22.6   1062
QCOM   QUALCOMM IN  QCOM US 10/22/11 C35      20.4  67.3  18.65   18.8    216
ALJ    ALON USA EN  ALJ US 10/22/11 C7.5      20.1  89.9   1.19    3.5    390
EPD    ENTERPRISE   EPD US 10/22/11 C43       19.4  25.6   0.61   -6.2    494
EPD    ENTERPRISE   EPD US 10/22/11 P39       18.9  35.0   0.92   70.4   1552
IR     INGERSOLL-R  IR US 10/22/11 P35        18.6  55.5   2.10  -43.2    530
HRBN   HARBIN ELEC  HRBN US 10/22/11 C20      18.3  76.2   1.75   -5.4    245
EXM    EXCEL MARIT  EXM US 12/17/11 C2        17.2  83.9   0.55   10.0    250
EPD    ENTERPRISE   EPD US 10/22/11 P41       16.9  31.1   1.45    7.4   1807
MWE    MARKWEST EN  MWE US 10/22/11 P43       16.8  57.4   1.76   49.1   3457
AGNC   AMERICAN CA  AGNC US 10/22/11 C29      16.7  22.0   0.90   -1.1    340
IR     INGERSOLL-R  IR US 10/22/11 C36        15.9  53.0   2.20   46.7   1170
MOLX   MOLEX INC    MOLX US 02/18/12 C20      15.7  42.8   3.00   71.4    300
TXT    TEXTRON INC  TXT US 10/22/11 P17       15.3  63.6   0.63  -37.6    568
WPZ    WILLIAMS PA  WPZ US 10/22/11 C55       15.2  37.5   2.10   -6.7    383
EPD    ENTERPRISE   EPD US 10/22/11 P42       14.7  28.0   2.00   42.9    406
GR     GOODRICH CO  GR US 10/22/11 C90        14.1  39.0   3.80   72.7    662
EWG    ISHARES-GER  EWG US 10/22/11 C18       14.0  55.4   1.95   -4.9   3290
BMTI   BIOMIMETIC   BMTI US 10/22/11 C4       13.5 202.5   0.95   35.7    489
GR     GOODRICH CO  GR US 10/22/11 P90        12.9  38.6   4.80  -33.3    855
MWE    MARKWEST EN  MWE US 10/22/11 P46       12.6  49.2   2.55   27.5   1625
HRBN   HARBIN ELEC  HRBN US 12/17/11 C20      12.3  62.8   2.50   -5.7    961
IR     INGERSOLL-R  IR US 10/22/11 P34        11.8  54.3   1.80    4.0    295
VXX    IPATH-S&P S  VXX US 10/22/11 C36       11.5  74.2   7.53   -2.8    393
FAST   FASTENAL CO  FAST US 10/22/11 P30      11.2  53.5   0.40   14.3    785
NRG    NRG ENERGY   NRG US 01/21/12 C17.5     10.8  52.8   6.77    2.9    200
MSI    MOTOROLA SO  MSI US 10/22/11 P45       10.6  33.0   2.21  -21.6    843
DB     DEUTSCHE BA  DB US 10/22/11 C30        10.6  95.2   6.50    3.2    501
HRBN   HARBIN ELEC  HRBN US 12/17/11 C16      10.2  83.3   5.95    8.2    600

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
RIMM   RESEARCH IN  RIMM US 10/22/11 P13     -35.1  97.3   0.05    0.0   1055
RIMM   RESEARCH IN  RIMM US 10/22/11 P25     -33.1  60.0   2.27   78.7   2928
RIMM   RESEARCH IN  RIMM US 10/22/11 P24     -32.7  61.1   1.74   67.3   4130
RIMM   RESEARCH IN  RIMM US 10/22/11 C22     -32.6  66.5   3.10  -62.9   2189
RIMM   RESEARCH IN  RIMM US 10/22/11 C25     -32.1  60.2   1.42  -75.7   8306
RIMM   RESEARCH IN  RIMM US 10/22/11 C24     -32.1  61.5   1.88  -70.8   3244
RIMM   RESEARCH IN  RIMM US 10/22/11 P23     -31.9  63.2   1.40   72.8   3968
RIMM   RESEARCH IN  RIMM US 10/22/11 C23     -31.8  63.2   2.46  -67.8   6657
RIMM   RESEARCH IN  RIMM US 10/22/11 P22     -30.8  65.6   1.05   64.1   3111
RIMM   RESEARCH IN  RIMM US 10/22/11 C20     -30.7  71.6   4.85  -51.7    280
RIMM   RESEARCH IN  RIMM US 10/22/11 P21     -30.3  68.8   0.75   41.5   4244
RIMM   RESEARCH IN  RIMM US 10/22/11 C21     -30.1  68.7   4.05  -55.0    267
MMI    MOTOROLA MO  MMI US 10/22/11 P38      -29.3   5.4   0.30  -14.3    200
RIMM   RESEARCH IN  RIMM US 10/22/11 P20     -27.4  71.5   0.56   40.0   8396
RIMM   RESEARCH IN  RIMM US 10/22/11 P19     -26.1  74.8   0.40   42.9   1611
MMI    MOTOROLA MO  MMI US 10/22/11 C38      -25.5   5.6   0.25  -37.5    507
C      CITIGROUP I  C1 US 01/21/12 P5        -24.3  43.8   2.14   -0.9   1652
RIMM   RESEARCH IN  RIMM US 10/22/11 P18     -23.4  78.4   0.27   17.4   2042
RIMM   RESEARCH IN  RIMM US 01/21/12 C19     -21.7  64.6   6.40  -40.4    415
DMND   DIAMOND FOO  DMND US 10/22/11 P75     -21.3  44.2   0.70  -85.7    590
C      CITIGROUP I  C1 US 12/17/11 P4.5      -21.0  43.2   1.63  -10.4    400
RIMM   RESEARCH IN  RIMM US 11/19/11 P21     -20.2  65.8   1.21   63.5    836
RIMM   RESEARCH IN  RIMM US 11/19/11 P22     -20.1  64.2   1.57   65.3    747
RIMM   RESEARCH IN  RIMM US 11/19/11 P24     -19.7  61.5   2.40   72.7   1538
RIMM   RESEARCH IN  RIMM US 11/19/11 P23     -19.6  62.9   1.97   75.9   1831
RIMM   RESEARCH IN  RIMM US 11/19/11 C25     -19.5  60.9   2.09  -65.7    263
RIMM   RESEARCH IN  RIMM US 11/19/11 P20     -19.2  67.8   0.92   58.6   1186
RIMM   RESEARCH IN  RIMM US 11/19/11 C22     -19.2  64.2   3.90  -61.0    254
RIMM   RESEARCH IN  RIMM US 11/19/11 P25     -18.8  60.6   2.97   86.8   1266
RIMM   RESEARCH IN  RIMM US 11/19/11 P19     -18.4  70.1   0.70   48.9    677
RIMM   RESEARCH IN  RIMM US 11/19/11 C24     -18.3  61.7   2.51  -64.4    720
RIMM   RESEARCH IN  RIMM US 11/19/11 C23     -17.8  63.5   3.30  -60.2    451
RIMM   RESEARCH IN  RIMM US 11/19/11 P18     -17.3  72.7   0.53   29.3    427
RIMM   RESEARCH IN  RIMM US 11/19/11 P15     -16.6  81.1   0.22   22.2    610
AMJ    JPM-ALERIAN  AMJ US 10/22/11 P34      -14.7  25.5   0.85   -5.6    685
RIMM   RESEARCH IN  RIMM US 10/22/11 P15     -14.1  91.5   0.10   11.1    411
RIMM   RESEARCH IN  RIMM US 12/17/11 C22.5   -13.9  65.8   4.05  -62.1    353
EEM    ISHARES-EMG  EEM US 03/17/12 P38      -12.8  36.8   3.15   -8.7    278
RIMM   RESEARCH IN  RIMM US 01/21/12 P15     -12.2  72.0   0.53   55.9  39862
RIMM   RESEARCH IN  RIMM US 12/17/11 C24     -11.8  64.2   3.27  -53.9    429
RIMM   RESEARCH IN  RIMM US 12/17/11 P20     -11.8  68.4   1.38   76.9    646
EEM    ISHARES-EMG  EEM US 03/17/12 P37      -11.7  37.6   2.69   -9.4    349
RIMM   RESEARCH IN  RIMM US 11/19/11 P13     -11.7  90.0   0.13   18.2    314
RIMM   RESEARCH IN  RIMM US 01/21/12 P17.5   -11.6  67.5   0.94   84.3    346
RIMM   RESEARCH IN  RIMM US 12/17/11 P22.5   -11.4  65.3   2.20   69.2   1268
RIMM   RESEARCH IN  RIMM US 01/21/12 P21     -11.2  62.8   2.07   80.0   1561
RIMM   RESEARCH IN  RIMM US 01/21/12 P19     -11.2  65.7   1.44   61.8    676
RIMM   RESEARCH IN  RIMM US 01/21/12 P20     -11.1  64.4   1.62   65.3    797
RIMM   RESEARCH IN  RIMM US 12/17/11 P25     -10.8  63.1   3.55   75.7   1088
RIMM   RESEARCH IN  RIMM US 12/17/11 P24     -10.6  64.0   3.00   76.5    422
SQNM   SEQUENOM IN  SQNM US 10/22/11 C6      -10.6  58.0   0.41  -24.1    341
RPTP   RAPTOR PHAR  RPTP US 10/22/11 P5      -10.5 100.7   0.80  -27.3    316
RIMM   RESEARCH IN  RIMM US 01/21/12 P22.5   -10.3  61.9   2.57   66.9  41116
RIMM   RESEARCH IN  RIMM US 01/21/12 C25     -10.1  59.7   3.00  -56.5    699

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

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