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
=============================================================================
LDK    LDK SOLAR C  LDK US 12/17/11 C3        54.4  53.2   0.53  -17.2    245
MNKD   MANNKIND CO  MNKD US 01/19/13 C2.5     26.3  38.4   1.22  -14.1    300
ALGT   ALLEGIANT T  ALGT US 11/19/11 P45      20.2  62.8   2.95   90.3    797
CLWR   CLEARWIRE -  CLWR US 01/21/12 C1       18.5 199.4   0.80  -36.0   1007
UTHR   UNITED THER  UTHR US 11/19/11 P37.5    17.4  61.4   3.10   26.5    283
BSBR   BANCO SANTA  BSBR US 03/17/12 C7       17.2  55.4   1.45  -35.6    300
HRBN   HARBIN ELEC  HRBN US 11/19/11 C17      17.1 106.5   5.20   -7.1   5000
SWHC   SMITH & WES  SWHC US 11/19/11 C3       16.2  80.7   0.25  150.0    316
HUN    HUNTSMAN CO  HUN US 11/19/11 C9        15.7  96.0   1.75   29.6   2000
HUN    HUNTSMAN CO  HUN US 11/19/11 C10       13.6  90.1   1.00   25.0   1273
HRBN   HARBIN ELEC  HRBN US 11/19/11 C10      13.2 131.4  11.40   -3.0    219
CLWR   CLEARWIRE -  CLWR US 03/17/12 P1       11.7 216.3   0.40   33.3    200
CREE   CREE INC     CREE US 01/21/12 C20      11.5  94.5   9.65   39.9    451
CREE   CREE INC     CREE US 11/19/11 C27.5    11.2  89.4   3.70   64.4    290
CLWR   CLEARWIRE -  CLWR US 12/17/11 P1       11.1 245.6   0.30   50.0   1741
CREE   CREE INC     CREE US 12/17/11 C27.5    10.4  84.9   4.05   30.6   6639
ACOR   ACORDA THER  ACOR US 11/19/11 C22      10.3  59.8   1.60    0.0   2000
CREE   CREE INC     CREE US 01/21/12 C27.5    10.1  83.2   5.45   39.7    668

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CVD    COVANCE INC  CVD US 02/18/12 C45      -16.6  40.4   4.40    0.0    610
LVLT   LEVEL 3 COM  LVLT US 11/19/11 C1.5    -15.9  88.2   0.30   20.0   6650
ILMN   ILLUMINA IN  ILMN US 11/19/11 C27     -10.8  84.0   3.10    0.0    529

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

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