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
=============================================================================
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C39       44.0  65.8  13.39   -5.2    453
VHC    VIRNETX HOL  VHC US 10/22/11 P12       43.5 154.0   1.40    0.0    266
UUP    POWERSHARES  UUP US 10/22/11 C21       39.4  15.4   1.49   16.4    561
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C40       34.3  60.8  12.48   -0.9    465
MS     MORGAN STAN  MS US 10/22/11 P5         24.5 288.2   0.13  160.0   3704
IWM    ISHARES-RUS  IWM US 10/22/11 C52       21.6  66.5  12.04   -9.1    200
GS     GOLDMAN SAC  GS US 10/22/11 P55        21.2 137.6   0.34   54.5    729
MS     MORGAN STAN  MS US 10/22/11 P8         20.8 207.4   0.31   63.2   7486
T      AT&T INC     T US 10/22/11 C27         20.6  34.7   1.75    7.4    651
MS     MORGAN STAN  MS US 10/22/11 P9         19.1 183.9   0.36   33.3   4449
SPWRA  SUNPOWER CO  SPWRA US 01/19/13 P5      17.8  94.5   1.35  350.0   1395
GS     GOLDMAN SAC  GS US 10/22/11 P50        17.2 143.1   0.21  162.5    754
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C46       17.1  51.7   6.63   -7.8    263
MU     MICRON TECH  MU US 10/22/11 P4         17.1 111.6   0.16  100.0   9812
MS     MORGAN STAN  MS US 10/22/11 P10        16.7 166.0   0.52   26.8   3676
CETV   CENTRAL EUR  CETV US 10/22/11 P7.5     16.6 109.2   0.80  128.6   1659
MDR    MCDERMOTT I  MDR US 10/22/11 C12       16.0  84.1   0.60   50.0    560
MDR    MCDERMOTT I  MDR US 11/19/11 P10       15.9  91.5   0.80  -11.1    212
EK     EASTMAN KOD  EK US 10/22/11 P0.5       15.8 381.6   0.04  -55.6    781
MS     MORGAN STAN  MS US 10/22/11 P13        15.5 128.6   1.26    6.8   5494
MS     MORGAN STAN  MS US 10/22/11 P11        15.5 153.2   0.71   20.3   1714
VECO   VEECO INSTR  VECO US 10/22/11 P18      15.2 111.0   0.25   66.7    200
VHC    VIRNETX HOL  VHC US 11/19/11 P10       15.0 146.7   1.50  172.7    328
BZH    BEAZER HOME  BZH US 05/19/12 P1        15.0 122.8   0.25    0.0    346
GOOG   GOOGLE INC-  GOOG US 10/22/11 P520     14.4  58.5  34.66   23.8    299
MS     MORGAN STAN  MS US 10/22/11 P12        14.4 139.8   0.93    6.9   1892
GS     GOLDMAN SAC  GS US 10/22/11 P65        14.1 122.2   0.89   43.5    478
DBA    POWERSHARES  DBA US 10/22/11 P29       13.2  31.0   0.48   -4.0    742
GOOG   GOOGLE INC-  GOOG US 10/22/11 P495     13.1  60.1  22.50   33.1    229
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C47       13.0  50.6   5.93   -4.5    564
GOOG   GOOGLE INC-  GOOG US 10/22/11 P490     13.0  60.5  20.20   31.4    260
RMBS   RAMBUS INC   RMBS US 10/22/11 P11      12.9 250.2   1.32   -1.5   1660
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C43       12.8  52.0   9.97   -2.6    318
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C38       12.7  64.9  14.38   -4.8   1045
GOOG   GOOGLE INC-  GOOG US 10/22/11 P500     12.5  59.7  25.40   34.3    721
EUO    PROSH-UL/SH  EUO US 10/22/11 C18       12.4  34.2   1.70   17.2    304
GOOG   GOOGLE INC-  GOOG US 10/22/11 C530     12.2  57.8  15.70  -16.9    535
SLV    ISHARES SIL  SLV US 10/22/11 P18       12.1 119.0   0.06    0.0    744
TLT    ISHARES BAR  TLT US 12/17/11 C97       12.0  27.3  24.95    7.1   1302
QQQ    POWERSH-QQQ  QQQ US 10/22/11 C48       12.0  49.5   5.09   -1.6   1581
GOOG   GOOGLE INC-  GOOG US 10/22/11 C520     12.0  58.3  19.20  -18.3    693
SIFY   SIFY TECHNO  SIFY US 10/22/11 P2.5     12.0 237.9   0.20  150.0   1398
MS     MORGAN STAN  MS US 10/22/11 C13        11.9 127.5   1.73    0.0    377
GS     GOLDMAN SAC  GS US 10/22/11 P75        11.8 103.6   1.81   24.8   1453
PCLN   PRICELINE.C  PCLN US 10/22/11 P370     11.6  75.4   3.00  -15.7    213
DBC    POWERSHARES  DBC US 01/21/12 P20       11.3  40.5   0.30   20.0   2510
GOOG   GOOGLE INC-  GOOG US 10/22/11 C510     11.3  59.1  23.69  -16.9    367
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C44       11.2  50.9   9.20  -16.0    459
GDXJ   MARKET VECT  GDXJ US 10/22/11 C28      11.1  74.3   2.35   30.6    242
GOOG   GOOGLE INC-  GOOG US 10/22/11 C515     11.1  58.6  21.20  -18.5    457
GS     GOLDMAN SAC  GS US 10/22/11 P60        10.8 130.6   0.57   18.8   2970
TLT    ISHARES BAR  TLT US 10/22/11 C121      10.7  26.0   3.41   29.2    223
SIRI   SIRIUS XM R  SIRI US 10/22/11 C1.5     10.5  88.5   0.14   16.7    514
OCR    OMNICARE IN  OCR US 10/22/11 P25       10.4  53.2   0.90   50.0    335
XME    SPDR S&P ME  XME US 10/22/11 C44       10.4  71.3   2.63  -28.9    355
GOOG   GOOGLE INC-  GOOG US 10/22/11 P450     10.4  62.5   7.88   48.7    271
VXX    IPATH-S&P S  VXX US 10/22/11 P50       10.3  89.6   2.35  -11.3    225
GOOG   GOOGLE INC-  GOOG US 10/22/11 C495     10.2  59.9  31.00  -16.2    207
GS     GOLDMAN SAC  GS US 01/18/14 P70        10.1  54.8  16.65   16.5    356
GOOG   GOOGLE INC-  GOOG US 10/22/11 C500     10.0  59.5  28.00  -17.8    936

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PPDI   PHARM PROD   PPDI US 10/22/11 C32.5   -89.8   7.6   0.15   15.4    738
PPDI   PHARM PROD   PPDI US 11/19/11 P32.5   -79.8   9.8   0.50    0.0    383
PPDI   PHARM PROD   PPDI US 01/21/12 C32.5   -69.6  12.2   0.85   88.9    349
KCI    KINETIC CON  KCI US 11/19/11 P60      -53.5  32.5   1.05    0.0   2000
EK     EASTMAN KOD  EK US 10/22/11 C1.5      -40.2 207.2   0.24  140.0   3647
PPDI   PHARM PROD   PPDI US 01/21/12 P30     -39.6  21.9   0.60  -62.5    210
EK     EASTMAN KOD  EK US 01/21/12 C1        -39.6 150.4   0.64  100.0   1760
EK     EASTMAN KOD  EK US 10/22/11 C1        -38.2 210.9   0.48  152.6   1573
SGMO   SANGAMO BIO  SGMO US 11/19/11 C3      -37.8 118.3   0.70  -75.9   1117
VXX    IPATH-S&P S  VXX US 12/17/11 C22      -37.4  93.6  32.00    0.0    786
HYG    ISH-IBOXX H  HYG US 10/22/11 P86      -32.6  17.7   4.00   73.9   2000
EK     EASTMAN KOD  EK US 11/19/11 C1.5      -31.4 192.6   0.36  140.0    854
EK     EASTMAN KOD  EK US 01/21/12 C1.5      -29.8 158.8   0.50  127.3   1700
DAL    DELTA AIR L  DAL US 10/22/11 C6       -29.4  86.5   1.25  -32.8    302
EK     EASTMAN KOD  EK US 10/22/11 P1.5      -25.4 258.3   0.37  -53.8   2015
EK     EASTMAN KOD  EK US 04/21/12 C1        -24.0 129.4   0.68   94.3    243
VXX    IPATH-S&P S  VXX US 12/17/11 P35      -24.0  81.4   0.96   -4.0    219
EK     EASTMAN KOD  EK US 11/19/11 P1        -23.0 256.4   0.24  -52.9   2574
EK     EASTMAN KOD  EK US 01/21/12 P1.5      -22.9 224.0   0.75  -27.2    239
FAZ    FINANCIAL B  FAZ US 10/22/11 C40      -22.8  67.8  24.80   -2.8    503
CELG   CELGENE COR  CELG US 10/22/11 C45     -22.5  81.6  16.30    1.9    229
EK     EASTMAN KOD  EK US 11/19/11 P1.5      -22.4 252.6   0.52  -42.2    693
USB    US BANCORP   USB US 01/21/12 C12.5    -21.5  71.8  11.42   -2.4   1250
AMD    ADV MICRO D  AMD US 11/19/11 C4       -21.2  82.4   1.07    0.0   3683
SGMO   SANGAMO BIO  SGMO US 11/19/11 P3      -20.4 116.6   0.40  166.7    292
CETV   CENTRAL EUR  CETV US 10/22/11 C7.5    -20.4  98.0   0.50    0.0    214
EK     EASTMAN KOD  EK US 01/21/12 P1        -18.9 230.4   0.36  -43.8   2484
EK     EASTMAN KOD  EK US 10/22/11 P1        -18.6 283.3   0.14  -67.4   4169
T      AT&T INC     T US 12/17/11 C24        -16.5  37.5   4.65    0.0    576
INTC   INTEL CORP   INTC US 01/19/13 C12.5   -15.2  41.8   8.85  -10.8   5060
OMEX   ODYSSEY MAR  OMEX US 10/22/11 C2.5    -14.5 106.4   0.20    0.0    454
TMV    DIR-D 20Y+T  TMV US 10/22/11 C12      -14.3  82.0   3.10  -24.4    300
THOR   THORATEC CO  THOR US 10/22/11 C35     -13.7  51.3   0.95   -5.0   1600
OPEN   OPENTABLE I  OPEN US 11/19/11 C42.5   -13.5  68.5   5.60  -43.4    668
HYG    ISH-IBOXX H  HYG US 10/22/11 P83      -13.4  21.4   2.00   11.1   2000
TIBX   TIBCO SOFTW  TIBX US 10/22/11 C22     -13.1  68.3   1.30  -39.5    500
PSS    COLLECTIVE   PSS US 10/22/11 C11      -11.9  71.2   2.40   -4.0    200
FMCN   FOCUS MEDIA  FMCN US 10/22/11 P15     -10.4 160.7   1.10  -45.0    218
SPY    SPDR S&P 50  SPY US 10/22/11 P71      -10.1  73.2   0.02    0.0    500

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

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