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
=============================================================================
PPDI   PHARM PROD   PPDI US 11/19/11 C32.5    69.8  18.1   1.00   25.0   1401
PPDI   PHARM PROD   PPDI US 01/21/12 C32.5    52.3  16.2   1.35   35.0   2608
HGSI   HUMAN GENOM  HGSI US 11/19/11 C13      46.5 126.5   1.45  163.6    314
HGSI   HUMAN GENOM  HGSI US 11/19/11 C12      42.0 123.5   1.95  137.8    353
HGSI   HUMAN GENOM  HGSI US 11/19/11 P11      40.7 124.1   0.99   -4.8    295
HGSI   HUMAN GENOM  HGSI US 11/19/11 C11      39.0 124.6   2.41  100.8    622
HGSI   HUMAN GENOM  HGSI US 11/19/11 P10      32.3 123.4   0.65   -7.1    300
MOO    MKT VECT-AG  MOO US 05/19/12 P38       25.4  54.6   2.60    0.0  11393
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C30      21.2  28.1   6.70   -1.5    251
HGSI   HUMAN GENOM  HGSI US 01/21/12 C10      18.5  95.8   3.60   53.2    488
ACH    ALUMINUM CO  ACH US 05/19/12 C12       16.7  60.4   2.15   19.4    443
SHFL   SHUFFLE MAS  SHFL US 11/19/11 C10      15.7  54.5   0.85   41.7    435
EK     EASTMAN KOD  EK US 01/21/12 C1         15.2 177.2   0.54    5.9   6512
DYN    DYNEGY INC   DYN US 11/19/11 P3        13.8 169.4   0.40   14.3    378
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1       12.0  74.7   0.79    2.6    376
EWH    ISHARES-HON  EWH US 11/19/11 C16       11.0  33.3   0.30  -45.5    526
ETE    ENERGY TRAN  ETE US 11/19/11 C35       10.9  34.9   2.00    0.0    361
SHFL   SHUFFLE MAS  SHFL US 11/19/11 P9       10.5  59.8   0.20  -77.8    261
PLCM   POLYCOM INC  PLCM US 01/21/12 P16.25   10.0  79.6   0.95   35.7    250

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MELA   MELA SCIENC  MELA US 04/21/12 C4      -28.8  58.5   2.60   -7.1    585
MELA   MELA SCIENC  MELA US 01/21/12 C5      -28.3  61.3   1.85    5.7    688
HSP    HOSPIRA INC  HSP US 11/19/11 C30      -27.8  54.3   2.05    0.0    403
MELA   MELA SCIENC  MELA US 01/21/12 C4.5    -26.8  63.0   2.05  -14.6    500
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C28     -25.1  26.7   8.70    0.0    472
SDS    PROSHARES U  SDS US 11/19/11 C18      -24.9  31.2   4.45    6.0    305
CROX   CROCS INC    CROX US 11/19/11 C17     -22.5  87.3   1.45    0.0    416
IBM    IBM          IBM US 11/19/11 P180     -21.5  25.0   6.80   56.3   1802
ATPG   ATP OIL & G  ATPG US 01/21/12 C7.5    -21.4  51.8   3.00  -17.8    200
IBM    IBM          IBM US 11/19/11 P185     -21.0  24.1   9.95   61.8   1173
FTR    FRONTIER CO  FTR US 11/19/11 C5       -20.9  35.0   0.95    0.0    217
IBM    IBM          IBM US 11/19/11 C185     -20.4  24.0   2.09  -71.0   2501
IBM    IBM          IBM US 11/19/11 P175     -19.5  26.9   4.43   47.2   1452
IBM    IBM          IBM US 11/19/11 C180     -19.4  25.2   4.05  -61.1   2452
IBM    IBM          IBM US 11/19/11 P170     -18.8  28.7   2.90   52.6   2439
OVTI   OMNIVISION   OVTI US 12/17/11 P7      -18.8 105.8   0.05    0.0    205
VMW    VMWARE INC-  VMW US 11/19/11 C95      -18.2  46.7   4.70   20.5    239
SMH    SEMICONDUCT  SMH US 11/19/11 C31.5    -17.1  29.0   0.47  -33.8    304
VMW    VMWARE INC-  VMW US 11/19/11 P90      -17.1  49.2   3.50  -45.3    593
VMW    VMWARE INC-  VMW US 11/19/11 P87.5    -17.1  50.9   2.70  -48.1    302
BAC    BANK OF AME  BAC US 11/19/11 P2       -17.0 167.1   0.01  -50.0   2536
IBM    IBM          IBM US 11/19/11 C175     -16.9  27.0   6.85  -51.6    741
CROX   CROCS INC    CROX US 12/17/11 C17     -16.8  79.1   1.82    0.0    272
VMW    VMWARE INC-  VMW US 11/19/11 C92.5    -16.8  48.3   5.90   22.9    289
HRBN   HARBIN ELEC  HRBN US 12/17/11 C22.5   -16.3  30.3   1.27    1.6    696
VMW    VMWARE INC-  VMW US 11/19/11 C90      -15.9  49.7   6.80    9.7    467
VMW    VMWARE INC-  VMW US 11/19/11 P82.5    -14.7  53.3   1.65  -54.4    605
HRBN   HARBIN ELEC  HRBN US 11/19/11 C23     -14.6  33.1   0.65  -13.3   1528
HRBN   HARBIN ELEC  HRBN US 03/17/12 P20     -14.6  52.8   1.80  -20.0    506
EMC    EMC CORP/MA  EMC US 11/19/11 P24      -14.2  32.7   1.09  -40.1    325
IBM    IBM          IBM US 11/19/11 P160     -14.0  33.4   1.27   49.4    828
EMC    EMC CORP/MA  EMC US 11/19/11 C24      -13.8  33.4   0.75   41.5   1877
PII    POLARIS IND  PII US 11/19/11 P50      -13.3  54.2   1.75   66.7    204
EMC    EMC CORP/MA  EMC US 11/19/11 C22      -13.0  37.5   2.22   47.0    246
GS     GOLDMAN SAC  GS US 11/19/11 C95       -12.9  48.2   7.25   -2.7    845
EMC    EMC CORP/MA  EMC US 11/19/11 C23      -12.9  35.5   1.38   45.3   1439
VMW    VMWARE INC-  VMW US 11/19/11 P80      -12.8  54.8   1.15  -57.4    290
GS     GOLDMAN SAC  GS US 11/19/11 P100      -12.7  45.4   5.85  -23.5    451
IBM    IBM          IBM US 01/21/12 P185     -12.4  24.8  13.32   33.2    682
IBM    IBM          IBM US 11/19/11 P155     -12.3  36.0   0.86   45.8    632
GS     GOLDMAN SAC  GS US 11/19/11 C90       -12.1  52.2  10.80    0.5    361
GS     GOLDMAN SAC  GS US 11/19/11 C100      -11.9  45.8   4.57   -1.7   1605
IBM    IBM          IBM US 01/21/12 P175     -11.8  26.8   8.46   33.0    322
CROX   CROCS INC    CROX US 11/19/11 P15     -11.8  91.8   1.00    0.0    551
PII    POLARIS IND  PII US 11/19/11 C55      -11.8  48.5   2.50  -57.3    374
EMC    EMC CORP/MA  EMC US 11/19/11 P23      -11.6  35.4   0.66  -47.2    905
IBM    IBM          IBM US 01/21/12 P180     -11.5  25.7  10.70   30.5    363
IBM    IBM          IBM US 01/21/12 C185     -11.5  24.8   5.75  -47.7    495
IBM    IBM          IBM US 01/21/12 C175     -11.1  26.8  10.93  -38.4    653
IBM    IBM          IBM US 01/21/12 C180     -11.0  25.8   8.00  -43.5    744
GS     GOLDMAN SAC  GS US 11/19/11 P90       -11.0  52.2   2.53  -29.7    722
APH    AMPHENOL CO  APH US 11/19/11 C40      -10.9  39.1   3.40   -8.1    620
DMD    DEMAND MEDI  DMD US 05/19/12 P5       -10.7 103.4   1.05  -19.2    310
UNH    UNITEDHEALT  UNH US 11/19/11 P41      -10.7  41.0   0.90   95.7    358
EMC    EMC CORP/MA  EMC US 11/19/11 P22      -10.6  38.0   0.35  -57.3    628
CIM    CHIMERA INV  CIM US 12/17/11 P3       -10.6  33.5   0.25    0.0    210
IBM    IBM          IBM US 01/21/12 P170     -10.6  28.1   6.78   41.2    527
IBM    IBM          IBM US 01/21/12 C170     -10.4  28.1  14.15  -33.6    232
IBM    IBM          IBM US 01/21/12 P165     -10.3  29.5   5.20   26.8   1054
UNH    UNITEDHEALT  UNH US 11/19/11 P43      -10.3  37.7   1.24   40.9    766
HRBN   HARBIN ELEC  HRBN US 03/17/12 P19     -10.2  59.0   1.65  -23.3    512
EMC    EMC CORP/MA  EMC US 11/19/11 P21      -10.2  39.9   0.20  -58.3    374
GS     GOLDMAN SAC  GS US 11/19/11 P85       -10.2  56.9   1.45  -39.8    506
AONE   A123 SYSTEM  AONE US 12/17/11 C3      -10.0  86.0   0.60  -50.0   2840
UNH    UNITEDHEALT  UNH US 11/19/11 C45      -10.0  34.8   1.61  -49.7   1481

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

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