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
=============================================================================
GXP    GREAT PLAIN  GXP US 11/19/11 C20      104.0  48.4   0.55    0.0    300
CFR    CULLEN/FROS  CFR US 10/22/11 P45       78.1  77.0   1.73   -3.9    250
IRE    BANK IRELAN  IRE US 10/22/11 C1        67.3  96.7   0.10    0.0   1174
EK     EASTMAN KOD  EK US 01/21/12 C1         52.0 144.1   0.94  -43.0    440
NEOP   NEOPROBE CO  NEOP US 10/22/11 C2.5     49.6  86.4   0.55   22.2    200
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C14       35.7 152.0   7.10   24.6   3160
TZOO   TRAVELZOO I  TZOO US 10/22/11 C17.5    30.8 135.3   6.40  -11.1   1640
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C15       29.9 140.3   5.60   14.3   1154
EK     EASTMAN KOD  EK US 11/19/11 P1         28.8 157.3   0.05  400.0    224
C      CITIGROUP I  C1 US 01/21/12 P4.5       27.9  61.4   1.93   -3.5    203
HL     HECLA MININ  HL US 10/22/11 C4         26.9 100.5   1.70    3.0   1130
EK     EASTMAN KOD  EK US 11/19/11 C1.5       25.3 156.7   0.59    0.0    216
MOO    MKT VECT-AG  MOO US 10/22/11 C44       24.6  57.0   1.95  -20.4    202
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C20       24.5 157.2   2.55    4.1   1276
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C17       24.0 145.1   4.00   11.1   2047
GURE   GULF RESOUR  GURE US 04/21/12 C2.5     22.9 116.1   0.75  -11.8    524
EK     EASTMAN KOD  EK US 10/22/11 P1.5       22.6 141.7   0.12  500.0   8346
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C13       22.2 138.1   6.80    4.6   1632
C      CITIGROUP I  C1 US 01/21/12 P4         21.5  55.4   1.46   -3.3    530
TSLA   TESLA MOTOR  TSLA US 10/22/11 C23      21.2  78.6   3.20  -11.1    400
NLY    ANNALY CAPI  NLY US 10/22/11 C17       20.9  26.9   0.47   -7.8   1735
EK     EASTMAN KOD  EK US 11/19/11 P1.5       19.8 159.8   0.27  125.0    364
EK     EASTMAN KOD  EK US 01/21/12 P1         19.7 151.7   0.16  128.6   1302
BRCD   BROCADE COM  BRCD US 01/19/13 C3       19.6  84.9   1.72    0.6    310
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C16       19.1 139.8   5.60   33.3   1124
ZSL    PRSH-ULTSH   ZSL US 11/19/11 C13       19.1 128.5   7.10    4.4    488
GLD    SPDR GOLD T  GLD US 10/22/11 C140      18.8  44.0  17.90  -16.6    238
CRI    CARTER'S IN  CRI US 10/22/11 P27.5     18.8  64.1   0.70  -12.5    793
SINA   SINA CORP    SINA US 10/22/11 P80      17.6 127.3  11.13   61.3   1400
HRBN   HARBIN ELEC  HRBN US 10/22/11 C10      17.6 129.5   9.80   -1.0    748
SINA   SINA CORP    SINA US 10/22/11 C80      17.4 126.7  10.00  -27.5   1682
SINA   SINA CORP    SINA US 10/22/11 C75      17.1 131.7  12.40  -25.3   1450
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P21       16.6 158.2   3.57   -8.5    234
ZSL    PRSH-ULTSH   ZSL US 11/19/11 C14       15.7 128.5   7.70   26.2   1438
EK     EASTMAN KOD  EK US 01/19/13 P1         15.4 136.8   0.44   51.7   1496
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C19       15.3 143.7   3.08    6.2    404
CNO    CNO FINANCI  CNO US 11/19/11 P4        15.1 101.7   0.20    0.0    370
OPTR   OPTIMER PHA  OPTR US 11/19/11 C12.5    15.1  75.6   3.00  -33.3    220
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C18       15.0 147.4   4.00   25.0   1228
SLV    ISHARES SIL  SLV US 10/22/11 P28       14.7  82.0   1.85   27.6  12762
SWK    STANLEY BLA  SWK US 01/21/12 C50       14.7  47.3   5.60   30.2    666
GDXJ   MARKET VECT  GDXJ US 10/22/11 P30      14.6  71.3   2.94   31.2    252
SINA   SINA CORP    SINA US 10/22/11 P70      14.2 133.0   6.60   73.7   1234
WEN    WENDY'S CO/  WEN US 11/19/11 C5        14.1  41.4   0.25    0.0    200
SLV    ISHARES SIL  SLV US 10/22/11 P29       14.1  80.5   2.33   25.9   5518
SLV    ISHARES SIL  SLV US 10/22/11 P30       14.0  79.5   2.82   21.6   5664
SINA   SINA CORP    SINA US 10/22/11 P60      14.0 142.6   3.40   88.9   2340
SINA   SINA CORP    SINA US 10/22/11 P65      14.0 137.5   4.70   80.8    506
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C21       13.9 150.1   2.40   17.1    978
SLV    ISHARES SIL  SLV US 10/22/11 C28       13.7  81.9   3.15   -8.7  11859
SLV    ISHARES SIL  SLV US 10/22/11 P27       13.6  83.2   1.57   40.2  11554
SLV    ISHARES SIL  SLV US 10/22/11 C29       13.5  80.6   2.62   -7.8   5480
SINA   SINA CORP    SINA US 10/22/11 P47.5    13.4 153.5   1.25  127.3    468
ZAGG   ZAGG INC     ZAGG US 10/22/11 P10      13.4 130.3   1.65   57.1    442
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P16       13.2 145.9   1.35   17.4    392
ZSL    PRSH-ULTSH   ZSL US 11/19/11 C18       13.1 131.4   4.40    7.3    334
SLV    ISHARES SIL  SLV US 10/22/11 C27       13.1  83.3   3.60  -12.2   4325
SLV    ISHARES SIL  SLV US 10/22/11 C26       12.8  85.9   4.40   -4.3   1272
SLV    ISHARES SIL  SLV US 10/22/11 P26       12.8  85.4   1.17   36.0  12954
GLL    PRSH-ULTSH   GLL US 01/21/12 C19       12.8  69.7   3.29   29.0    628
MOO    MKT VECT-AG  MOO US 10/22/11 P40       12.7  59.5   1.20   50.0   1000
ZSL    PRSH-ULTSH   ZSL US 10/22/11 C12       12.7 124.8   7.50   -1.3    464
UTHR   UNITED THER  UTHR US 10/22/11 P30      12.6  70.4   0.30  200.0    708
C      CITIGROUP I  C1 US 01/21/12 P5         12.5  60.5   2.43   -2.8  37281
ZSL    PRSH-ULTSH   ZSL US 01/21/12 C20       12.5 114.6   4.70   11.9    260
SLV    ISHARES SIL  SLV US 10/22/11 C25       12.5  88.5   5.25   -7.1   3990
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P17       12.5 146.7   1.80    5.9    916
MET    METLIFE INC  MET US 11/19/11 C24       12.4  72.0   4.30    1.2    296
JEF    JEFFERIES G  JEF US 11/19/11 P11       12.3  91.6   0.85   13.3    282
SLV    ISHARES SIL  SLV US 10/22/11 P25       12.3  88.2   0.92   33.3  14608
EK     EASTMAN KOD  EK US 01/21/12 P1.5       12.3 157.9   0.42   75.0   2474
YOKU   YOUKU.COM I  YOKU US 11/19/11 C18      12.3 124.0   3.04   21.6    220
ZAGG   ZAGG INC     ZAGG US 10/22/11 C10      12.2  88.1   0.95  -17.4    292
IVR    INVESCO MOR  IVR US 10/22/11 C15       12.0  40.8   0.40    0.0    284
SDS    PROSHARES U  SDS US 10/22/11 C21       11.9  60.2   4.25   -9.4    371
CIGX   STAR SCIENT  CIGX US 11/19/11 P2.5     11.9 136.1   0.45   28.6   1000
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P19       11.9 151.1   2.90    7.4    390
GLD    SPDR GOLD T  GLD US 01/21/12 P60       11.9  65.4   0.04  100.0    706
JEF    JEFFERIES G  JEF US 10/22/11 C12       11.7  81.1   1.55    6.9    500
PXP    PLAINS EXPL  PXP US 10/22/11 C23       11.6  78.0   1.80    0.0   1100
SLV    ISHARES SIL  SLV US 10/22/11 P20       11.6 105.0   0.26   52.9  26764
SLV    ISHARES SIL  SLV US 10/22/11 P24       11.5  90.9   0.78   50.0   5816
SLV    ISHARES SIL  SLV US 10/22/11 P22       11.4  97.3   0.43   48.3   7562
HNR    HARVEST NAT  HNR US 03/17/12 C5        11.3  80.4   4.78  -38.2   2000
SINA   SINA CORP    SINA US 10/22/11 P50      11.3 150.0   1.45  107.1    508
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P14       11.3 143.3   0.60    0.0    346
SLV    ISHARES SIL  SLV US 10/22/11 C24       11.2  92.7   6.05   -4.7    826
SLV    ISHARES SIL  SLV US 11/19/11 P24       11.2  77.3   1.29   53.6   2482
SLV    ISHARES SIL  SLV US 10/22/11 P21       11.2 101.2   0.39   77.3   2908
SLV    ISHARES SIL  SLV US 10/22/11 P19       11.1 108.2   0.19   46.1   3708
ZAGG   ZAGG INC     ZAGG US 10/22/11 P8       11.1 127.6   0.45  125.0    238
UUP    POWERSHARES  UUP US 12/17/11 C21       11.1  14.3   1.36   -2.9    702
MRVL   MARVELL TEC  MRVL US 10/22/11 P12      10.9  65.6   0.09   28.6    639
SLV    ISHARES SIL  SLV US 11/19/11 P28       10.9  71.1   2.47   21.7   2134
SLV    ISHARES SIL  SLV US 11/19/11 P25       10.7  75.0   1.40   32.1   3338
EK     EASTMAN KOD  EK US 10/22/11 C1.5       10.7 134.7   0.45  -60.9    378
SLV    ISHARES SIL  SLV US 11/19/11 P26       10.7  73.4   1.71   28.6   9562
SLV    ISHARES SIL  SLV US 10/22/11 P23       10.6  93.7   0.59   47.5   8144
PXP    PLAINS EXPL  PXP US 10/22/11 P23       10.6  77.9   1.75   -4.9    200
GR     GOODRICH CO  GR US 10/22/11 C125       10.5   8.3   0.10  -33.3    252
SLV    ISHARES SIL  SLV US 11/19/11 C24       10.5  77.7   5.75  -15.2    238
SLV    ISHARES SIL  SLV US 11/19/11 P29       10.5  70.0   2.95   21.4   1710
AEO    AMER EAGLE   AEO US 10/22/11 C12       10.5  57.2   0.76  117.1   1036
SLV    ISHARES SIL  SLV US 10/22/11 P16       10.5 120.5   0.08  100.0   3060
UTHR   UNITED THER  UTHR US 10/22/11 C40      10.5  45.4   1.15  -37.8    292
ZSL    PRSH-ULTSH   ZSL US 01/21/12 C17       10.5 111.5   5.80    7.4    364
SLV    ISHARES SIL  SLV US 11/19/11 P27       10.5  71.8   2.10   20.0   2128
SLV    ISHARES SIL  SLV US 10/22/11 P18       10.4 112.2   0.17  112.5   1770
ZSL    PRSH-ULTSH   ZSL US 10/22/11 P18       10.3 149.4   2.30    7.0    274
HBAN   HUNTINGTON   HBAN US 10/22/11 C5       10.3  60.4   0.22   69.2   1330
ELN    ELAN CORP-A  ELN US 10/22/11 P9        10.3  70.4   0.35  -22.2    408
GET    GAYLORD ENT  GET US 01/21/12 C20       10.3  61.1   1.92    1.1    696
SLV    ISHARES SIL  SLV US 10/22/11 P17       10.2 116.3   0.12  140.0   1104
SLV    ISHARES SIL  SLV US 11/19/11 P30       10.2  69.4   3.57   20.6   3418
AAPL   APPLE INC    AAPL US 10/22/11 P300     10.2  62.3   0.90   50.0    329
AAPL   APPLE INC    AAPL US 10/22/11 C385     10.0  45.9  26.90   -9.1   1288
AAPL   APPLE INC    AAPL US 10/22/11 P390     10.0  45.0  14.50   23.9   3071
SLV    ISHARES SIL  SLV US 11/19/11 P23       10.0  78.9   1.07   62.1   1826
SLV    ISHARES SIL  SLV US 11/19/11 P20       10.0  87.1   0.57   62.9   3282
SLV    ISHARES SIL  SLV US 11/19/11 C28       10.0  71.0   3.80   -7.3   1084

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VXX    IPATH-S&P S  VXX US 01/21/12 P14      -42.9 104.2   0.04  -33.3    350
HWD    HARRY WINST  HWD US 10/22/11 P10      -29.6  52.7   0.35    0.0   8228
GDXJ   MARKET VECT  GDXJ US 10/22/11 C24     -27.4  57.1   5.00    0.0    200
TRH    TRANSATLANT  TRH US 10/22/11 C50      -21.5  29.6   1.00  100.0    434
OMEX   ODYSSEY MAR  OMEX US 10/22/11 C2.5    -21.5 122.2   0.65   44.4    589
LDK    LDK SOLAR C  LDK US 01/21/12 C2.5     -20.6  74.3   1.10   -4.3    255
VXX    IPATH-S&P S  VXX US 03/17/12 P25      -20.5  81.1   1.05   10.5    346
MELA   MELA SCIENC  MELA US 10/22/11 P5      -20.4 110.1   0.70  -60.0   1272
XME    SPDR S&P ME  XME US 10/22/11 P43      -20.0  75.1   2.20    4.3    308
VSEA   VARIAN SEMI  VSEA US 01/21/12 P60     -19.1  12.4   1.00    0.0    286
CFR    CULLEN/FROS  CFR US 10/22/11 C45      -18.4  30.7   2.27   13.5    250
XME    SPDR S&P ME  XME US 01/21/12 P33      -17.5  69.2   1.71    8.9    206
TRX    TANZANIAN R  TRX US 10/22/11 P4       -16.9  73.9   0.30  -14.3    238
XME    SPDR S&P ME  XME US 01/21/12 P30      -16.8  72.5   1.18   12.4  12028
CALL   MAGICJACK V  CALL US 03/17/12 P20     -16.3  61.4   2.40  -48.9    300
MELA   MELA SCIENC  MELA US 10/22/11 C4.5    -15.9 103.9   0.80  433.3    493
TLT    ISHARES BAR  TLT US 12/17/11 C100     -15.4  28.6  19.80  -10.0    440
SLV    ISHARES SIL  SLV US 01/19/13 C10      -13.9  49.3  18.50   -8.9    424
MELA   MELA SCIENC  MELA US 10/22/11 C4      -13.6 103.8   0.85  466.7    237
CYB    WISDOMTR CH  CYB US 01/21/12 C25      -13.4   8.1   0.50  -33.3    300
C      CITIGROUP I  C1 US 01/21/12 C5.5      -12.9  58.5   0.01    0.0   1445
UUP    POWERSHARES  UUP US 10/22/11 C21      -12.3  16.1   1.35    3.9    432
SWC    STILLWATER   SWC US 10/22/11 C7       -11.4 112.1   1.90    0.0    674
STP    SUNTECH POW  STP US 10/22/11 C2       -11.3 102.7   0.75   -2.6    280
JPM    JPMORGAN CH  JPM US 01/19/13 C23      -11.1  45.5   9.90    0.0   1050
SIRO   SIRONA DENT  SIRO US 10/22/11 P40     -10.8  50.4   1.55  244.4    200
SLT    STERLITE IN  SLT US 03/17/12 P10      -10.6  48.1   1.55   14.8    324

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

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