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
=============================================================================
VALE   VALE SA-SP   VALE US 11/19/11 C19      29.6  86.7   6.20   37.8    380
VALE   VALE SA-SP   VALE US 11/19/11 C20      29.1  77.1   5.20   38.7    560
SOL    RENESOLA LT  SOL US 11/19/11 P2        24.0 152.0   0.25    0.0   1327
WFM    WHOLE FOODS  WFM US 01/21/12 C40       20.3  71.1  28.60   -2.7    300
MAKO   MAKO SURGIC  MAKO US 11/19/11 P25      17.1 101.4   0.30   20.0    500
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1       16.5  68.9   0.79   11.3   1020
EEM    ISHARES-EMG  EEM US 06/16/12 P38       15.1  36.0   4.05   -1.2   2000
OPK    OPKO HEALTH  OPK US 12/17/11 C5        13.1  70.4   0.70   40.0    278
MAKO   MAKO SURGIC  MAKO US 11/19/11 P30      12.9  89.7   0.60    0.0    347
EEM    ISHARES-EMG  EEM US 09/22/12 P35       12.5  36.8   3.73   -5.6   1082
EEM    ISHARES-EMG  EEM US 01/19/13 P38       11.7  33.6   5.80   -3.3   4240
MAKO   MAKO SURGIC  MAKO US 11/19/11 P35      10.2  80.8   1.45  -21.6    526

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
LCAPA  LIBERTY MED  LCAPA US 11/19/11 C80    -47.4  38.6   2.10    0.0    260
DEPO   DEPOMED INC  DEPO US 12/17/11 C5      -33.1  84.6   0.51  -57.5    237
GOOG   GOOGLE INC-  GOOG US 11/19/11 C610    -31.5  27.9  13.20   23.7    388
LOCM   LOCAL.COM C  LOCM US 11/19/11 C2.5    -31.0  83.4   0.45  125.0    281
GOOG   GOOGLE INC-  GOOG US 11/19/11 P595    -30.7  28.4  22.30  -59.6    289
GOOG   GOOGLE INC-  GOOG US 11/19/11 P600    -30.5  28.0  24.46  -56.1   1074
GOOG   GOOGLE INC-  GOOG US 11/19/11 C605    -30.4  28.1  15.30   30.8    251
GOOG   GOOGLE INC-  GOOG US 11/19/11 C600    -30.1  28.5  17.18   22.7   2277
GOOG   GOOGLE INC-  GOOG US 11/19/11 C620    -30.1  27.6   9.30    9.4    507
GOOG   GOOGLE INC-  GOOG US 11/19/11 C595    -29.5  28.8  19.70   38.7    431
GOOG   GOOGLE INC-  GOOG US 11/19/11 P585    -29.2  29.0  18.29  -60.8    475
GOOG   GOOGLE INC-  GOOG US 11/19/11 P590    -29.2  28.9  20.00  -59.8    260
GOOG   GOOGLE INC-  GOOG US 11/19/11 C590    -28.8  29.1  22.70   41.0    674
GOOG   GOOGLE INC-  GOOG US 11/19/11 P575    -28.7  29.8  13.40  -67.5    295
GOOG   GOOGLE INC-  GOOG US 11/19/11 P580    -28.5  29.4  15.80  -63.6    276
GOOG   GOOGLE INC-  GOOG US 11/19/11 C565    -27.6  30.9  37.70   42.3    315
GOOG   GOOGLE INC-  GOOG US 11/19/11 P570    -27.2  30.0  12.70  -66.1    318
GOOG   GOOGLE INC-  GOOG US 11/19/11 C555    -26.6  31.6  45.10   40.5    409
GOOG   GOOGLE INC-  GOOG US 11/19/11 P550    -25.5  31.7   7.49  -71.2    685
GOOG   GOOGLE INC-  GOOG US 11/19/11 P525    -21.6  33.7   3.61  -76.4    294
GOOG   GOOGLE INC-  GOOG US 11/19/11 P530    -21.5  33.2   4.00  -77.4    434
GOOG   GOOGLE INC-  GOOG US 12/17/11 P600    -20.6  28.9  31.90  -47.7    200
GOOG   GOOGLE INC-  GOOG US 12/17/11 C600    -20.3  29.2  25.08   32.0    916
GOOG   GOOGLE INC-  GOOG US 11/19/11 P520    -20.1  34.2   3.10  -77.5    445
GOOG   GOOGLE INC-  GOOG US 12/17/11 C605    -19.8  28.9  22.60   35.3    366
MAT    MATTEL INC   MAT US 11/19/11 C28      -19.6  28.1   0.60  -41.2    355
GOOG   GOOGLE INC-  GOOG US 12/17/11 C585    -19.3  30.0  32.70   40.3    501
GOOG   GOOGLE INC-  GOOG US 11/19/11 C525    -18.7  34.7  69.70   45.2    219
GOOG   GOOGLE INC-  GOOG US 12/17/11 C595    -18.5  29.6  27.40   39.1    201
GOOG   GOOGLE INC-  GOOG US 12/17/11 C570    -17.6  30.9  41.80   35.3    282
GOOG   GOOGLE INC-  GOOG US 12/17/11 P550    -17.1  31.7  13.10  -58.1    362
WLT    WALTER ENER  WLT US 01/19/13 P70      -16.5  46.3  11.97  -14.5    601
LVLT   LEVEL 3 COM  LVLT US 11/19/11 P1.5    -13.7  70.5   0.05  -28.6   1200
MOTR   MOTRICITY I  MOTR US 04/21/12 C2      -13.6 110.5   0.55    0.0   2050
GOOG   GOOGLE INC-  GOOG US 12/17/11 P500    -13.2  35.2   4.90  -65.7    208
GOOG   GOOGLE INC-  GOOG US 01/21/12 C600    -12.1  31.4  34.90   34.2    466
INCY   INCYTE CORP  INCY US 01/21/12 C12.5   -10.9  77.5   3.50   12.9    240
YGE    YINGLI GREE  YGE US 01/21/12 C2.5     -10.5  84.7   1.50    7.1    200

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

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