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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
=============================================================================
MVC    MVC CAPITAL  MVC US 10/22/11 C10      252.4  77.8   1.05   23.5    225
TZA    SMALL CAP B  TZA US 10/22/11 C34       64.0 111.5  16.30   26.4   1009
C      CITIGROUP I  C1 US 01/21/12 P4.5       27.7  54.0   1.80   -5.3   3830
SPRD   SPREADTRUM-  SPRD US 10/22/11 P15      25.4 118.5   0.95  171.4    777
SPRD   SPREADTRUM-  SPRD US 10/22/11 P16      24.3 110.5   1.30  140.7    920
SPRD   SPREADTRUM-  SPRD US 10/22/11 P17      23.4 105.9   1.35   57.0   1122
SNV    SYNOVUS FIN  SNV US 11/19/11 P1        20.5 129.6   0.15   50.0   1100
FMCN   FOCUS MEDIA  FMCN US 10/22/11 P23      19.2  86.7   2.53  181.1   1318
YONG   YONGYE INTE  YONG US 10/22/11 P4.5     19.1  91.0   0.25    0.0    200
MFA    MFA FINANCI  MFA US 10/22/11 C7        18.0  31.0   0.10  -23.1    200
SPRD   SPREADTRUM-  SPRD US 11/19/11 P16      17.9 111.2   2.20   46.7    454
FMCN   FOCUS MEDIA  FMCN US 10/22/11 P21      17.6  93.7   1.20  140.0    293
SINA   SINA CORP    SINA US 10/22/11 P70      17.1 127.1   7.90  113.5    693
SPRD   SPREADTRUM-  SPRD US 11/19/11 P15      16.8 113.6   1.65   65.0    258
GGP    GENERAL GRO  GGP US 10/22/11 P11       15.9  59.9   0.25  -40.5    500
CTRP   CTRIP.COM-A  CTRP US 10/22/11 P30      15.6  77.8   1.45   70.6   1251
CIM    CHIMERA INV  CIM US 11/19/11 C3        15.0  34.0   0.05    0.0    206
JNK    SPDR BARCLA  JNK US 11/19/11 P36       14.7  23.6   1.10   22.2   1200
FMCN   FOCUS MEDIA  FMCN US 11/19/11 P18      14.5  91.9   1.04    0.0   1050
BIDU   BAIDU INC-S  BIDU US 10/22/11 C115     14.4  83.6   8.00  -34.7   3049
LVLT   LEVEL 3 COM  LVLT US 01/21/12 C1       14.4  86.3   0.55  -11.3    300
HOGS   ZHONGPIN IN  HOGS US 10/22/11 P7.5     13.9 113.3   0.60   20.0    422
CMED   CHINA MEDIC  CMED US 03/17/12 P4       13.9 165.4   1.50    0.0    250
FMCN   FOCUS MEDIA  FMCN US 11/19/11 P22      13.3  81.8   2.45    0.0    576
HTGC   HERCULES TE  HTGC US 01/21/12 P7.5     13.2  49.3   0.40    0.0    500
SINA   SINA CORP    SINA US 10/22/11 P65      12.8 127.4   5.70  115.9    243
FMCN   FOCUS MEDIA  FMCN US 11/19/11 P20      12.7  87.0   1.70  100.0   1467
LNG    CHENIERE EN  LNG US 12/17/11 P5        12.4 130.7   1.10   -8.3   2356
FMCN   FOCUS MEDIA  FMCN US 10/22/11 P20      12.3  95.6   1.07  234.4   4019
CTRP   CTRIP.COM-A  CTRP US 01/21/12 P22.5    11.8  75.4   1.20   26.3    763
JNK    SPDR BARCLA  JNK US 12/17/11 P35       11.5  24.3   1.10   10.0    815
BIDU   BAIDU INC-S  BIDU US 10/22/11 P110     11.5  85.3   8.05   89.4   2635
CTRP   CTRIP.COM-A  CTRP US 11/19/11 P25      11.3  85.6   1.40  154.6    254
FMCN   FOCUS MEDIA  FMCN US 11/19/11 P23      11.3  77.4   2.05   24.2    272
NFLX   NETFLIX INC  NFLX US 10/22/11 P65      11.3 132.6   0.45  350.0    640
CTRP   CTRIP.COM-A  CTRP US 11/19/11 P28      11.2  80.6   1.90   72.7    301
SINA   SINA CORP    SINA US 10/22/11 C70      10.9 122.0   9.39  -36.5   1291
BIDU   BAIDU INC-S  BIDU US 10/22/11 C110     10.8  86.6  10.65  -32.8   1794
WYNN   WYNN RESORT  WYNN US 10/22/11 C120     10.3  75.8  14.44  -23.8    733
BIDU   BAIDU INC-S  BIDU US 11/19/11 C110     10.2  84.0  14.53  -26.2    461

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XME    SPDR S&P ME  XME US 10/22/11 P43      -46.2  70.3   2.03    1.5    285
THO    THOR INDUST  THO US 10/22/11 C17.5    -39.5  82.1   4.60   31.4    259
DEER   DEER CONSUM  DEER US 10/22/11 C5      -39.1  38.1   0.30  -33.3    525
EEM    ISHARES-EMG  EEM US 10/22/11 P20      -35.2  96.6   0.02  -33.3    200
IFT    IMPERIAL HO  IFT US 10/22/11 C2.5     -31.7 136.4   0.60   57.9    304
NGD    NEW GOLD IN  NGD US 10/22/11 C9       -30.5  61.9   2.25  -51.1   2000
MNKD   MANNKIND CO  MNKD US 10/22/11 C3.5    -27.4  36.5   0.37   32.1    210
EK     EASTMAN KOD  EK US 10/22/11 P1        -24.0 186.8   0.05  -50.0   1330
RRC    RANGE RESOU  RRC US 10/22/11 C55      -22.1  76.5   6.30  -40.3    500
EK     EASTMAN KOD  EK US 01/21/12 P1        -21.7 163.4   0.21  -30.0   4510
NLY    ANNALY CAPI  NLY US 01/19/13 C12.5    -21.4  27.1   4.20   -5.6    697
EK     EASTMAN KOD  EK US 11/19/11 P1        -20.3 172.3   0.09  -50.0   3116
HSNI   HSN INC      HSNI US 10/22/11 P35     -18.1  49.9   1.95   25.8   1617
GNK    GENCO SHIPP  GNK US 10/22/11 C6       -18.0  65.5   1.75  -22.2    200
GNTX   GENTEX CORP  GNTX US 11/19/11 C25     -17.2  48.2   1.70   25.9    215
CAM    CAMERON INT  CAM US 10/22/11 C43      -17.1  63.4   2.95  -34.9    350
OPEN   OPENTABLE I  OPEN US 11/19/11 C45     -17.1  74.2   5.50  -20.5    950
SOXL   DIR DAILY S  SOXL US 10/22/11 C26     -17.0 136.2   4.20  -25.0    200
DTG    DOLLAR THRI  DTG US 10/22/11 P55      -16.7  66.4   2.75  -23.6    272
DTG    DOLLAR THRI  DTG US 10/22/11 P50      -16.3  71.3   1.25  -37.5    725
MU     MICRON TECH  MU US 10/22/11 C4        -15.9 117.4   2.01  -23.6   1132
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C41      -14.9  55.2  14.26    4.3    240
UCO    PRSH-ULT CR  UCO US 10/22/11 C26      -13.4  88.6   5.15    9.6   1001
EK     EASTMAN KOD  EK US 10/22/11 P1.5      -13.3 163.4   0.17  -37.0    374
EK     EASTMAN KOD  EK US 10/22/11 C1.5      -12.9 155.4   0.32   23.1    275
KEYN   KEYNOTE SYS  KEYN US 12/17/11 C20     -12.8  55.0   2.90    0.0    511
XLI    SPDR-INDU S  XLI US 01/19/13 P24      -12.8  37.5   2.41   -3.6    331
KERX   KERYX BIOPH  KERX US 12/17/11 C3      -12.5 101.3   0.60  -20.0    200
HL     HECLA MININ  HL US 01/21/12 C2.5      -12.2  92.7   3.05    0.0    431
GDXJ   MARKET VECT  GDXJ US 01/21/12 C27     -11.7  62.7   4.70    2.2    200
TDC    TERADATA CO  TDC US 10/22/11 C55      -11.7  46.8   2.75  -21.4    923
HRBN   HARBIN ELEC  HRBN US 12/17/11 C20     -11.3  74.3   2.10    0.0   1524
IWM    ISHARES-RUS  IWM US 10/22/11 C53      -11.1  61.4  13.89   -3.5    540
OPEN   OPENTABLE I  OPEN US 10/22/11 C47.5   -11.1  65.0   2.65  -22.1   1146
SMH    SEMICONDUCT  SMH US 10/22/11 C29      -11.1  38.2   1.67    5.7    242
BAH    BOOZ ALLEN   BAH US 10/22/11 P15      -11.1  53.6   0.80  -27.3    250
OPEN   OPENTABLE I  OPEN US 11/19/11 C47.5   -10.8  70.7   4.30  -20.4   1063
EK     EASTMAN KOD  EK US 10/22/11 P0.5      -10.8 339.3   0.03  -25.0   3555
HSNI   HSN INC      HSNI US 10/22/11 C35     -10.6  50.7   1.41  -47.8   1641
TXT    TEXTRON INC  TXT US 10/22/11 C19      -10.6  59.2   0.81   -6.9   3593

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

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