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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
=============================================================================
P      PANDORA MED  P US 11/19/11 C10        100.6  55.1   3.95   31.7   2055
CIGX   STAR SCIENT  CIGX US 10/22/11 P2       46.5 112.5   0.10    0.0    437
HMIN   HOME INNS &  HMIN US 11/19/11 P20      37.0 158.1   3.20  220.0    726
HMIN   HOME INNS &  HMIN US 10/22/11 P20      33.2 181.4   1.25  108.3   1031
VRUS   PHARMASSET   VRUS US 10/22/11 C80      30.8  66.6   7.50  177.8    318
JAG    JAGUAR MINI  JAG US 11/19/11 P4        30.1  99.4   0.35    0.0    215
PLAB   PHOTRONICS   PLAB US 12/17/11 P5       27.4  79.4   0.65   85.7   2076
UA     UNDER ARMOU  UA US 10/22/11 C62.5      21.0  76.8   9.95  -36.2    200
C      CITIGROUP I  C1 US 01/21/12 P7.5       20.1 103.6   4.90    4.3    200
UA     UNDER ARMOU  UA US 11/19/11 C65        19.8  74.3  10.25    0.0    200
CXW    CORRECTIONS  CXW US 11/19/11 P22.5     18.2  54.0   1.65   32.0    502
TIN    TEMPLE-INLA  TIN US 11/19/11 P26       18.2  37.5   0.10    0.0    215
JAG    JAGUAR MINI  JAG US 12/17/11 P4        17.9  93.8   0.40   14.3    228
FSL    FREESCALE S  FSL US 03/17/12 P7.5      17.1  85.7   0.80   33.3    460
IR     INGERSOLL-R  IR US 10/22/11 C27        16.8  75.0   2.30    0.0    354
VMC    VULCAN MATE  VMC US 11/19/11 C29       16.6  79.0   2.35   -6.0    279
FMCN   FOCUS MEDIA  FMCN US 10/22/11 C20      16.5 144.8   2.75   22.2   1607
ZAGG   ZAGG INC     ZAGG US 10/22/11 C10      15.5  92.8   0.85    0.0    310
OIH    OIL SVC HLD  OIH US 04/21/12 P90       14.9  45.4   7.30  307.8    201
FMCN   FOCUS MEDIA  FMCN US 10/22/11 P20      14.7 146.9   2.75   17.5    463
FSL    FREESCALE S  FSL US 03/17/12 P10       14.5  77.1   1.50   15.4   5485
VIT    VANCEINFO T  VIT US 10/22/11 C5        14.4 162.8   1.90  -11.6   1014
SMH    SEMICONDUCT  SMH US 10/22/11 P28       14.1  50.8   1.05   23.5    825
UBS    UBS AG-REG   UBS US 10/22/11 C12       14.1  82.2   0.65  -43.5   3720
VMC    VULCAN MATE  VMC US 11/19/11 C28       13.0  79.1   2.80  -12.5    276
FMCN   FOCUS MEDIA  FMCN US 10/22/11 P18      12.7 158.1   2.17   29.2    342
LIZ    LIZ CLAIBOR  LIZ US 01/21/12 P3        12.4 109.1   0.20   33.3   1046
GTI    GRAFTECH IN  GTI US 11/19/11 C12.5     12.2  81.5   1.80  -10.0   1273
CSCO   CISCO SYSTE  CSCO US 12/17/11 C13      11.9  51.8   3.00    8.7    300
SSRI   SILVER STAN  SSRI US 01/21/12 P7.5     11.7  99.5   0.10    0.0    200
PAG    PENSKE AUTO  PAG US 10/22/11 P15       11.4  78.2   0.80    0.0    600
JNK    SPDR BARCLA  JNK US 11/19/11 P36       11.4  26.6   1.28    6.7   2500
YNDX   YANDEX NV-A  YNDX US 10/22/11 C20      10.9  86.8   2.30  -11.5    843
EWJ    ISHARES-JAP  EWJ US 10/22/11 C10       10.5  29.0   0.11   -8.3    483
SVM    SILVERCORP   SVM US 10/22/11 C8        10.5  77.7   0.65   44.4    317
EWJ    ISHARES-JAP  EWJ US 01/19/13 C8        10.4  28.7   1.85    0.0    300
WLT    WALTER ENER  WLT US 01/19/13 C60       10.3  72.7  19.00    8.8   1026
FMCN   FOCUS MEDIA  FMCN US 01/21/12 P15      10.0  99.3   1.90   23.4    541

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SIRI   SIRIUS XM R  SIRI US 11/19/11 C1      -51.6  84.2   0.53  -13.1    350
CPLP   CAPITAL PRO  CPLP US 10/22/11 C5      -47.9   0.0   1.32  175.0    250
MPEL   MELCO CROWN  MPEL US 10/22/11 C7      -37.3  82.3   1.75  -51.1    534
HRBN   HARBIN ELEC  HRBN US 10/22/11 C19     -33.3  68.7   2.70   28.6    676
HRBN   HARBIN ELEC  HRBN US 10/22/11 C20     -32.1  63.3   1.90   35.7    454
ARUN   ARUBA NETWO  ARUN US 10/22/11 C15     -29.1 103.3   6.50    6.6    219
HRBN   HARBIN ELEC  HRBN US 03/17/12 P20     -28.9  93.2   4.60  -27.0    397
HRBN   HARBIN ELEC  HRBN US 10/22/11 C21     -28.3  57.3   1.00   11.1    628
HRBN   HARBIN ELEC  HRBN US 10/22/11 P18     -26.2 134.7   1.30  -52.7  10484
HRBN   HARBIN ELEC  HRBN US 12/17/11 P20     -26.0 123.1   4.20  -31.1   1085
HRBN   HARBIN ELEC  HRBN US 01/21/12 P8      -25.1 179.3   1.20  -45.5    276
HRBN   HARBIN ELEC  HRBN US 10/22/11 P15     -24.6 168.6   0.85  -55.3    675
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15     -23.9  83.5   6.80   19.3   1581
HRBN   HARBIN ELEC  HRBN US 12/17/11 C21     -21.2  55.3   2.20   18.9    302
HRBN   HARBIN ELEC  HRBN US 12/17/11 P17.5   -21.1 144.6   3.40  -36.5   1144
HRBN   HARBIN ELEC  HRBN US 12/17/11 C20     -21.0  64.3   2.95   18.0   1373
AMR    AMR CORP     AMR US 10/22/11 C3       -20.3  80.6   0.26  -29.7  11065
HRBN   HARBIN ELEC  HRBN US 12/17/11 C17.5   -19.4  77.7   4.80   20.0    287
HRBN   HARBIN ELEC  HRBN US 03/17/12 P10     -17.9 148.7   1.95  -35.0    280
SDS    PROSHARES U  SDS US 10/22/11 C20      -16.9  51.3   4.85   -1.0   1373
AMR    AMR CORP     AMR US 10/22/11 P3       -16.8  85.6   0.22   -8.3    641
HRBN   HARBIN ELEC  HRBN US 12/17/11 P10     -16.6 204.9   1.60  -36.0   1391
HRBN   HARBIN ELEC  HRBN US 12/17/11 C12.5   -16.5 100.0   8.90   17.1    347
CPLP   CAPITAL PRO  CPLP US 10/22/11 C2.5    -16.2 176.1   3.83   28.1    250
MNKD   MANNKIND CO  MNKD US 11/19/11 C3.5    -16.1  32.3   0.30    0.0    250
ARUN   ARUBA NETWO  ARUN US 11/19/11 C15     -14.9 100.9   7.20    0.0    341
HRBN   HARBIN ELEC  HRBN US 01/21/12 P3      -14.7 220.4   0.15  -70.0    261
AMGN   AMGEN INC    AMGN US 10/22/11 C50     -14.7  40.2   6.00  -10.4    227
HRBN   HARBIN ELEC  HRBN US 10/22/11 P10     -14.6 233.9   0.30  -66.7   1323
MU     MICRON TECH  MU US 10/22/11 P5        -14.5  90.4   0.34   41.7    679
FAZ    FINANCIAL B  FAZ US 10/22/11 C45      -14.4  96.4  19.52   23.8    570
MU     MICRON TECH  MU US 10/22/11 C5        -14.1  91.4   0.56  -49.1   1910
AEM    AGNICO-EAGL  AEM US 10/22/11 C45      -12.4  73.0  14.95    0.0    250
SIRI   SIRIUS XM R  SIRI US 10/22/11 C1.5    -12.2  75.1   0.13    8.3    726
SDS    PROSHARES U  SDS US 10/22/11 C21      -12.1  58.9   3.85    4.0   1309
HRBN   HARBIN ELEC  HRBN US 11/19/11 C21     -11.4  69.0   2.10   44.8    406
HRBN   HARBIN ELEC  HRBN US 03/17/12 C20     -11.1  45.9   3.00   12.8    502
UUP    POWERSHARES  UUP US 12/17/11 C21      -10.8  10.5   1.28    4.1   1121
TXN    TEXAS INSTR  TXN US 10/22/11 C27      -10.5  35.1   0.95  -11.2   1199
TXN    TEXAS INSTR  TXN US 10/22/11 C28      -10.3  33.1   0.49  -19.7   1054

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

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