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
=============================================================================
WRI    WEINGARTEN   WRI US 10/22/11 P22.5     62.2  60.0   0.95    5.6    432
HMIN   HOME INNS &  HMIN US 11/19/11 P22.5    39.3 103.5   1.10    0.0    365
IOC    INTEROIL CO  IOC US 10/22/11 P37.5     32.2 149.8   5.10  240.0    510
IOC    INTEROIL CO  IOC US 10/22/11 P40       31.8 142.7   6.15  167.4    290
IOC    INTEROIL CO  IOC US 10/22/11 P35       29.5 154.6   4.10  225.4    550
IOC    INTEROIL CO  IOC US 10/22/11 P32.5     29.5 162.4   3.40  233.3    254
BKS    BARNES & NO  BKS US 10/22/11 P12       29.1  79.8   1.00  122.2    729
IOC    INTEROIL CO  IOC US 10/22/11 C40       28.9 143.7   4.84  -47.7    518
IOC    INTEROIL CO  IOC US 10/22/11 P30       28.6 169.0   2.60  333.3    719
HMIN   HOME INNS &  HMIN US 11/19/11 P20      27.5 112.2   0.55    0.0    486
NLY    ANNALY CAPI  NLY US 10/22/11 C17       27.3  21.2   0.28    3.7   2123
IOC    INTEROIL CO  IOC US 11/19/11 P32.5     22.7 140.2   4.68  103.5    372
IOC    INTEROIL CO  IOC US 11/19/11 P40       22.6 129.7   7.85   96.2    280
IOC    INTEROIL CO  IOC US 12/17/11 P40       22.6 121.6   9.70   90.2    269
DDR    DDR CORP     DDR US 10/22/11 P10       21.5  61.1   0.25  -43.2    575
IOC    INTEROIL CO  IOC US 11/19/11 P30       18.3 145.3   3.88  142.5    563
IOC    INTEROIL CO  IOC US 01/21/12 P32.5     18.1 124.1   6.20    0.0    543
IOC    INTEROIL CO  IOC US 03/17/12 P40       16.7 110.1  12.00   48.1    202
IOC    INTEROIL CO  IOC US 01/21/12 P25       16.7 135.4   3.90   77.3    219
BKS    BARNES & NO  BKS US 10/22/11 P11       15.3  84.5   0.50  150.0    604
IOC    INTEROIL CO  IOC US 01/21/12 P22.5     13.8 135.9   3.30   69.2    942
SDS    PROSHARES U  SDS US 10/22/11 C18       13.2  56.5   5.75    6.5    200
IBM    IBM          IBM US 11/19/11 P185      10.9  30.9  11.00   -6.8    893
ORLY   O'REILLY AU  ORLY US 10/22/11 P65      10.9  33.9   0.75    0.0   1999
EWG    ISHARES-GER  EWG US 10/22/11 P17       10.6  66.4   0.40   14.3    246
IVR    INVESCO MOR  IVR US 11/19/11 C15       10.5  38.1   0.75    0.0    436
EWJ    ISHARES-JAP  EWJ US 10/22/11 C10       10.2  27.6   0.12   33.3    316
IGT    INTL GAME T  IGT US 10/22/11 P15       10.1  55.5   0.85   21.4   2854

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
IFT    IMPERIAL HO  IFT US 10/22/11 C2.5     -50.4 187.4   0.50    0.0    423
TRX    TANZANIAN R  TRX US 10/22/11 P4       -38.5  55.1   0.45  -25.0   2233
SD     SANDRIDGE E  SD US 10/22/11 C4        -29.6 131.2   2.62   19.1   3000
KFT    KRAFT FOODS  KFT US 01/21/12 C20      -29.3  48.1  14.85   -2.3    240
UUP    POWERSHARES  UUP US 10/22/11 C21      -28.9  10.0   1.02   -4.7   5687
UUP    POWERSHARES  UUP US 12/17/11 C21      -26.7   9.9   1.09  -12.1   6029
UUP    POWERSHARES  UUP US 12/17/11 C19      -26.4  11.4   2.92   -4.3    200
NLY    ANNALY CAPI  NLY US 11/19/11 C16      -22.5  29.5   1.21  -13.6    802
DLR    DIGITAL REA  DLR US 11/19/11 C55      -20.9  34.8   3.30   32.0    382
FDO    FAMILY DOLL  FDO US 10/22/11 P52.5    -19.5  34.5   0.80  -55.6   1105
MDVN   MEDIVATION   MDVN US 10/22/11 P18     -19.4 163.2   2.73  -32.6    246
CMTL   COMTECH TEL  CMTL US 10/22/11 C27.5   -19.1  38.6   1.60    0.0    218
UUP    POWERSHARES  UUP US 12/17/11 C20      -18.6  12.5   2.03   -5.1    241
MJN    MEAD JOHNSO  MJN US 02/18/12 P40      -18.5  57.2   0.30  -38.8    359
HERO   HERCULES OF  HERO US 04/21/12 C2.5    -18.0  87.8   1.40    0.0    300
TBF    PROSHARES S  TBF US 10/22/11 C34      -17.9  22.3   0.50    0.0    258
WSO    WATSCO INC   WSO US 10/22/11 C55      -16.6  44.9   1.90    0.0    200
RIG    TRANSOCEAN   RIG US 10/22/11 P50      -16.2  58.6   1.97  -28.9    256
CMTL   COMTECH TEL  CMTL US 10/22/11 P27.5   -15.6  39.6   0.80  -40.7    200
C      CITIGROUP I  C1 US 12/17/11 P4        -15.3  47.5   1.33    6.4    225
LVLT   LEVEL 3 COM  LVLT US 10/22/11 C1.5    -15.1  63.4   0.15    0.0    800
PSS    COLLECTIVE   PSS US 10/22/11 P8       -14.9 117.8   0.05  -50.0   2500
RIG    TRANSOCEAN   RIG US 10/22/11 P45      -14.8  65.7   0.80  -42.5   1063
RIG    TRANSOCEAN   RIG US 10/22/11 P47.5    -14.8  61.8   1.31  -33.8    585
IFT    IMPERIAL HO  IFT US 10/22/11 P2.5     -13.8 221.6   0.60  500.0    211
ITMN   INTERMUNE I  ITMN US 11/19/11 P23     -13.7  77.6   3.00    0.0    346
ACN    ACCENTURE P  ACN US 10/22/11 C52.5    -13.5  40.7   3.46   19.3    275
MJN    MEAD JOHNSO  MJN US 10/22/11 C75      -12.9  37.6   1.83  -40.0   1174
FXY    CRYSHS-JAPA  FXY US 12/17/11 C121     -12.8  10.4   8.28   -0.2    682
SFLY   SHUTTERFLY   SFLY US 11/19/11 C45     -12.4  63.9   4.50  -13.5    683
ITMN   INTERMUNE I  ITMN US 11/19/11 C23     -12.2  81.6   2.60    0.0    366
USB    US BANCORP   USB US 01/19/13 C15      -12.2  49.0   9.93    5.6    549
XOM    EXXON MOBIL  XOM US 04/21/12 C50      -12.0  41.3  24.35   -1.2    200
MXIM   MAXIM INTEG  MXIM US 11/19/11 P19     -11.7  52.0   0.25   25.0    288
TRX    TANZANIAN R  TRX US 10/22/11 P3       -11.6  98.7   0.05  -75.0   9566
MJN    MEAD JOHNSO  MJN US 01/21/12 P40      -11.6  61.7   0.28    3.7    295
SVM    SILVERCORP   SVM US 10/22/11 C8       -11.5  68.0   0.45   12.5    322
T      AT&T INC     T US 04/21/12 C23        -11.4  30.7   5.95   22.7   1237
ECL    ECOLAB INC   ECL US 10/22/11 C50      -11.2  33.9   2.00   21.2    600
FCS    FAIRCHILD S  FCS US 11/19/11 C11      -10.9  58.3   1.30  -35.3   2624
JBL    JABIL CIRCU  JBL US 10/22/11 P16      -10.6  66.8   0.30  -53.9    485
AGNC   AMERICAN CA  AGNC US 12/17/11 C26     -10.6  27.9   2.30   -2.1    200
LINTA  LIBERTY INT  LINTA US 10/22/11 C16    -10.3  49.6   0.85   -5.6   1277
TBF    PROSHARES S  TBF US 10/22/11 C35      -10.2  24.4   0.25  -44.4    282
RIG    TRANSOCEAN   RIG US 11/19/11 C50      -10.0  56.7   5.35   -5.3    203

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

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