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
=============================================================================
KMI    KINDER MORG  KMI US 03/17/12 P30       75.7  48.5   4.00   -4.8    222
XME    SPDR S&P ME  XME US 11/19/11 P46       48.6  60.3   1.91   41.5    797
KMI    KINDER MORG  KMI US 03/17/12 P25       47.4  44.6   1.30    4.0   2345
WFM    WHOLE FOODS  WFM US 01/21/12 C40       35.2  62.9  29.00    1.4   1200
AFFY   AFFYMAX INC  AFFY US 01/21/12 C5       23.8 136.2   1.30   15.0    410
FTE    FRANCE TELE  FTE US 02/18/12 P15       23.1  40.6   0.30  -25.0    274
ANDS   ANADYS PHAR  ANDS US 12/17/11 C1       22.0 186.5   2.65 1225.0    311
MF     MF GLOBAL H  MF US 03/17/12 P2         21.9 147.2   0.35   40.0    535
IO     ION GEOPHYS  IO US 11/19/11 P6         20.3  87.0   0.40   60.0    760
WMB    WILLIAMS CO  WMB US 11/19/11 C28       17.7  50.0   1.71   59.8    414
WMB    WILLIAMS CO  WMB US 11/19/11 C29       17.3  48.7   1.24   77.1    230
KMP    KINDER MORG  KMP US 11/19/11 C75       17.1  20.4   0.88  225.9    275
NVDA   NVIDIA CORP  NVDA US 11/19/11 C9       16.0 104.4   6.25   -6.7    250
EPB    EL PASO PIP  EPB US 11/19/11 C35       15.2  36.3   0.80  -63.6    415
KMI    KINDER MORG  KMI US 11/19/11 P25       15.1  41.7   0.25  -58.3   1151
VMW    VMWARE INC-  VMW US 11/19/11 C95       14.3  59.1   4.97   -2.5    240
AAPL   APPLE INC    AAPL US 11/19/11 P440     13.8  41.6  29.45   -5.6    222
AAPL   APPLE INC    AAPL US 11/19/11 C435     13.5  42.0  16.90   22.2   2962
AAPL   APPLE INC    AAPL US 11/19/11 P435     13.4  41.7  26.40   -2.0    309
AAPL   APPLE INC    AAPL US 11/19/11 C425     13.2  42.5  21.40   17.3   2816
GE     GENERAL ELE  GE US 11/19/11 P5         13.2 178.0   0.01    0.0    496
IO     ION GEOPHYS  IO US 11/19/11 P7         13.1  81.6   0.80   23.1    515
VMW    VMWARE INC-  VMW US 11/19/11 P90       13.1  62.0   5.90   20.4    664
AAPL   APPLE INC    AAPL US 11/19/11 C415     13.0  42.9  26.80   14.8    890
AAPL   APPLE INC    AAPL US 11/19/11 C440     13.0  41.9  14.90   24.2   4039
KMP    KINDER MORG  KMP US 11/19/11 P67.5     13.0  32.7   0.81  -39.5    885
AAPL   APPLE INC    AAPL US 11/19/11 P430     13.0  41.7  23.50   -0.8    946
AAPL   APPLE INC    AAPL US 11/19/11 C445     12.9  41.8  13.05   26.1    842
AAPL   APPLE INC    AAPL US 11/19/11 C430     12.8  42.1  19.12   20.8   5423
FSC    FIFTH STREE  FSC US 02/18/12 P10       12.8  36.5   1.30    4.0   1000
CSCO   CISCO SYSTE  CSCO US 11/19/11 C13      12.7  59.3   4.40   -2.2    269
KMB    KIMBERLY-CL  KMB US 11/19/11 C75       12.6  17.1   0.40   14.3   1500
AAPL   APPLE INC    AAPL US 11/19/11 C420     12.5  42.6  24.05   16.2   2688
WMB    WILLIAMS CO  WMB US 11/19/11 P22       12.3  68.5   0.25  -34.2    212
AMR    AMR CORP     AMR US 11/19/11 P2        12.2 163.9   0.17   30.8    249
AAPL   APPLE INC    AAPL US 11/19/11 C405     12.2  43.1  32.80   12.3    632
AAPL   APPLE INC    AAPL US 11/19/11 P420     12.2  41.9  18.50    0.5    807
XLE    SPDR-ENERGY  XLE US 01/19/13 C40       12.1  43.1  27.10   -0.6    650
AAPL   APPLE INC    AAPL US 11/19/11 C410     12.0  42.9  29.65   12.9   1119
AAPL   APPLE INC    AAPL US 11/19/11 C380     12.0  44.2  51.25    8.3    546
AVY    AVERY DENNI  AVY US 11/19/11 P25       11.9  54.8   1.05   54.4    896
AAPL   APPLE INC    AAPL US 11/19/11 P405     11.8  42.5  12.25    0.4    847
AAPL   APPLE INC    AAPL US 11/19/11 C400     11.7  43.4  36.05   10.6   1496
AAPL   APPLE INC    AAPL US 11/19/11 P410     11.7  42.3  13.99   -1.5    888
CRUS   CIRRUS LOGI  CRUS US 11/19/11 P18      11.6  69.8   1.60   -8.6    236
AAPL   APPLE INC    AAPL US 11/19/11 P400     11.6  42.8  10.65    2.9    974
AAPL   APPLE INC    AAPL US 11/19/11 C390     11.6  43.6  43.50   10.0    421
UNG    US NAT GAS   UNG US 11/19/11 C8        11.4  37.4   1.03   -6.4   3277
AAPL   APPLE INC    AAPL US 11/19/11 C370     11.3  44.7  59.45    6.9    269
RLD    REALD INC    RLD US 11/19/11 C10       11.1  85.0   1.00  -25.9    620
AAPL   APPLE INC    AAPL US 11/19/11 C395     11.0  43.4  39.65   10.0    237
AMR    AMR CORP     AMR US 01/19/13 P2        11.0 114.2   0.63   -7.3    200
AAPL   APPLE INC    AAPL US 11/19/11 P385     11.0  43.3   6.50    0.8    429
AAPL   APPLE INC    AAPL US 11/19/11 C385     10.8  43.9  46.95    8.2    322
EWY    ISHARES-S K  EWY US 11/19/11 P52       10.7  44.8   2.65   16.2    390
VRTX   VERTEX PHAR  VRTX US 11/19/11 P41      10.6  68.1   3.60   50.0    415
AAPL   APPLE INC    AAPL US 11/19/11 P390     10.5  43.1   7.70    2.0    890
EP     EL PASO COR  EP US 11/19/11 C20        10.5  43.7   4.40  486.7    602
WAG    WALGREEN CO  WAG US 11/19/11 C33       10.5  31.2   2.03   91.5    394
EPD    ENTERPRISE   EPD US 11/19/11 C44       10.4  21.3   0.50    0.0    219
AAPL   APPLE INC    AAPL US 11/19/11 P380     10.4  43.7   5.50    1.9    879
EWY    ISHARES-S K  EWY US 11/19/11 P49       10.2  49.3   1.46    8.2    340
WAG    WALGREEN CO  WAG US 11/19/11 C34       10.2  30.2   1.39  131.7    614
AAPL   APPLE INC    AAPL US 11/19/11 P375     10.1  43.9   4.50    0.5    624

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BEXP   BRIGHAM EXP  BEXP US 01/19/13 C35     -92.4   4.1   1.80  -69.5    238
BEXP   BRIGHAM EXP  BEXP US 11/19/11 P36     -90.6   6.3   0.15    0.0    546
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C37     -88.1   6.2   0.20  -75.0   5574
BEXP   BRIGHAM EXP  BEXP US 01/21/12 P36     -87.6   6.4   0.25  -97.2    287
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C38     -83.8   8.2   0.12  -81.5    859
BEXP   BRIGHAM EXP  BEXP US 11/19/11 C37     -82.7   8.2   0.15    0.0  19897
BEXP   BRIGHAM EXP  BEXP US 11/19/11 C36     -81.9   8.6   0.60    0.0    212
BEXP   BRIGHAM EXP  BEXP US 01/19/13 P30     -78.0  13.4   0.25  -97.0    350
BEXP   BRIGHAM EXP  BEXP US 11/19/11 C38     -73.8  12.3   0.10    0.0   4973
EP     EL PASO COR  EP US 11/19/11 C25       -68.5  18.7   0.26    0.0    295
EP     EL PASO COR  EP US 11/19/11 P23       -63.0  26.7   0.24  -93.8   2800
EP     EL PASO COR  EP US 11/19/11 P24       -61.6  23.2   0.50  -89.6    331
BEXP   BRIGHAM EXP  BEXP US 01/19/13 C20     -61.3  22.7  16.40   46.4    252
BEXP   BRIGHAM EXP  BEXP US 01/21/12 P30     -54.1  26.4   0.25  -95.3    230
EP     EL PASO COR  EP US 01/18/14 P15       -46.5  21.9   0.20  -93.1    250
EP     EL PASO COR  EP US 01/21/12 P24       -46.3  21.5   0.90  -82.2   3553
EP     EL PASO COR  EP US 01/21/12 C25       -43.3  19.1   0.62  416.7    608
EP     EL PASO COR  EP US 01/19/13 C25       -42.0  21.6   1.40   -3.5   4017
EP     EL PASO COR  EP US 01/21/12 P22.5     -38.7  24.8   0.61    0.0   1285
EP     EL PASO COR  EP US 01/21/12 C24       -38.3  21.0   1.20  566.7   1325
EP     EL PASO COR  EP US 01/19/13 C20       -38.2  22.7   4.20   52.7   1120
EP     EL PASO COR  EP US 01/21/12 C22.5     -32.3  24.0   2.30  434.9    827
EP     EL PASO COR  EP US 01/21/12 C21       -26.6  27.6   3.40  250.5    203
FIG    FORTRESS IN  FIG US 01/21/12 C2.5     -22.0  60.5   0.95   58.3   3125
DPTR   DELTA PETRO  DPTR US 11/19/11 P2      -16.9  95.3   0.10    0.0    400
IDIX   IDENIX PHAR  IDIX US 11/19/11 P5      -14.9  83.4   0.30  -40.0   8235
KMI    KINDER MORG  KMI US 11/19/11 C30      -12.4  26.4   0.40  300.0   2620
WFC    WELLS FARGO  WFC US 11/19/11 C24      -11.6  45.9   1.90  -35.1   2706
CLWR   CLEARWIRE -  CLWR US 12/17/11 P1      -11.1 255.9   0.30    0.0    200
WFC    WELLS FARGO  WFC US 11/19/11 C25      -10.1  42.8   1.25  -43.4    600

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

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