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
=============================================================================
PGF    POWERSHARES  PGF US 12/17/11 P16       42.0  29.0   0.65   44.4    372
CHOP   CHINA GERUI  CHOP US 11/19/11 C2.5     25.0 119.3   0.55  -21.4    350
XME    SPDR S&P ME  XME US 11/19/11 P46       23.8  65.8   2.19   -6.0    391
KMI    KINDER MORG  KMI US 12/17/11 C22.5     22.1  42.3   6.10    0.0    252
WLT    WALTER ENER  WLT US 11/19/11 P50       20.5 116.7   1.20  114.3    651
UUP    POWERSHARES  UUP US 12/17/11 C17       19.5  34.2   4.85   -1.0    240
WLT    WALTER ENER  WLT US 11/19/11 P55       19.4 114.3   2.01   67.5    625
DUK    DUKE ENERGY  DUK US 11/19/11 C20       17.9  19.6   0.46    2.2   1017
HRBN   HARBIN ELEC  HRBN US 11/19/11 C24      17.8  18.1   0.10  100.0    749
FXP    PROSHARES U  FXP US 11/19/11 C32       16.9  80.2   8.85    0.0    286
BEXP   BRIGHAM EXP  BEXP US 11/19/11 C37      16.7   9.3   0.15    0.0   1326
WLT    WALTER ENER  WLT US 11/19/11 P60       16.4 111.2   3.30   44.1    634
MNTA   MOMENTA PHA  MNTA US 11/19/11 P12      14.6  95.7   0.91   15.2    272
HRBN   HARBIN ELEC  HRBN US 12/17/11 C24      13.4  12.5   0.10    0.0    639
JKS    JINKOSOLAR-  JKS US 12/17/11 P7        13.3 149.0   1.25   19.1    436
MNTA   MOMENTA PHA  MNTA US 12/17/11 P13      13.0  71.1   1.55   19.2    200
IRE    BANK IRELAN  IRE US 04/21/12 C5        12.5  80.7   1.40    0.0    211
QEP    QEP RESOURC  QEP US 11/19/11 P30       11.6  77.6   2.00   66.7    280
VZ     VERIZON COM  VZ US 11/19/11 P23        11.6  73.6   0.02    0.0    359
GMCR   GREEN MOUNT  GMCR US 01/21/12 P15      11.6 176.3   0.50  127.3    319
OSK    OSHKOSH COR  OSK US 11/19/11 P16       11.4  86.3   0.75  -34.8   1176
GMCR   GREEN MOUNT  GMCR US 01/21/12 P40      11.2 125.5   4.00   56.9   1096
GMCR   GREEN MOUNT  GMCR US 01/21/12 P35      11.0 134.7   2.93  106.3   1546
GMCR   GREEN MOUNT  GMCR US 01/21/12 P38.33   10.7 127.7   3.30  214.3    500
GMCR   GREEN MOUNT  GMCR US 01/21/12 P45      10.6 118.2   4.75   43.9   1743
GMCR   GREEN MOUNT  GMCR US 01/21/12 P30      10.6 143.4   1.97   50.4    411
DUK    DUKE ENERGY  DUK US 01/21/12 C20       10.5  18.6   0.71    4.4    544
WLT    WALTER ENER  WLT US 11/19/11 P70       10.2 107.0   7.05   16.5    345
YHOO   YAHOO! INC   YHOO US 01/18/14 C15      10.1  32.2   3.70   -7.5   1000

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PLCM   POLYCOM INC  PLCM US 11/19/11 P12.5   -50.3  91.7   0.50    0.0    298
EP     EL PASO COR  EP US 01/21/12 P22.5     -24.7  17.7   0.16  -64.4    807
RVBD   RIVERBED TE  RVBD US 11/19/11 P25     -22.8  62.0   1.97  -43.7    343
RVBD   RIVERBED TE  RVBD US 11/19/11 C25     -22.4  61.6   1.52   32.2    773
RVBD   RIVERBED TE  RVBD US 11/19/11 C24     -22.0  64.0   2.00   30.7    328
RVBD   RIVERBED TE  RVBD US 11/19/11 P24     -21.6  64.5   1.48  -45.6    241
RVBD   RIVERBED TE  RVBD US 11/19/11 C23     -21.4  66.1   2.75   39.6   1091
HRBN   HARBIN ELEC  HRBN US 03/17/12 C21     -21.1  26.8   2.75   -5.2    273
HRBN   HARBIN ELEC  HRBN US 03/17/12 C22     -18.4  21.7   1.80    0.0   1567
CAKE   CHEESECAKE   CAKE US 11/19/11 P20     -18.3  71.1   0.20  -50.0    230
LDK    LDK SOLAR C  LDK US 01/21/12 C2.5     -18.0  31.9   0.50  -18.0    282
EP     EL PASO COR  EP US 01/21/12 C25       -17.6  15.3   0.79   36.2    397
CAKE   CHEESECAKE   CAKE US 11/19/11 C26     -17.3  50.2   1.50  -18.9    384
BWLD   BUFFALO WIL  BWLD US 11/19/11 C60     -16.8  41.4   3.20   28.0    307
ERIC   ERICSSON LM  ERIC US 11/19/11 C10     -15.8  53.8   0.90   50.0   1391
CRUS   CIRRUS LOGI  CRUS US 11/19/11 C14     -15.6  66.9   1.10  -67.7   1302
BWLD   BUFFALO WIL  BWLD US 11/19/11 P55     -15.4  47.2   0.95  -59.9    264
HRBN   HARBIN ELEC  HRBN US 03/17/12 C20     -14.7  31.7   3.70    0.8    424
NEOP   NEOPROBE CO  NEOP US 01/19/13 C3      -13.2  72.8   1.00   17.6    220
HRBN   HARBIN ELEC  HRBN US 01/21/12 C16     -12.7  61.3   7.20   -1.4    200
EP     EL PASO COR  EP US 01/21/12 P24       -12.3  17.8   0.56  -36.4    606
EBAY   EBAY INC     EBAY US 11/19/11 P31     -12.1  46.4   1.59   51.4   1628
EBAY   EBAY INC     EBAY US 11/19/11 P30     -12.0  48.7   1.25   60.3   1623
EBAY   EBAY INC     EBAY US 11/19/11 C31     -11.9  45.9   1.76  -46.7   1209
EBAY   EBAY INC     EBAY US 11/19/11 C32     -11.9  44.1   1.21  -51.6   3013
NTAP   NETAPP INC   NTAP US 11/19/11 C37     -11.6  46.4   2.02  -42.3   3325
NTAP   NETAPP INC   NTAP US 11/19/11 C38     -11.6  46.0   1.53  -37.8    453
CRUS   CIRRUS LOGI  CRUS US 11/19/11 P14     -11.2  68.4   1.15  283.3    298
EBAY   EBAY INC     EBAY US 11/19/11 P32     -11.1  44.6   2.00   49.2    437
EBAY   EBAY INC     EBAY US 11/19/11 C30     -10.9  48.8   2.37  -37.6   2145
LRCX   LAM RESEARC  LRCX US 11/19/11 P37     -10.9  47.9   1.50  172.7    469
XME    SPDR S&P ME  XME US 11/19/11 P50      -10.8  59.8   3.98   20.6    451
EW     EDWARDS LIF  EW US 11/19/11 P55       -10.8  57.0   0.25  -60.3    655
EBAY   EBAY INC     EBAY US 11/19/11 P29     -10.7  51.4   0.91   51.7   1052
NTAP   NETAPP INC   NTAP US 11/19/11 C36     -10.6  47.8   2.56  -23.6   2976
NTAP   NETAPP INC   NTAP US 11/19/11 C35     -10.5  48.6   3.15  -31.5   2899
EBAY   EBAY INC     EBAY US 11/19/11 P28     -10.1  54.5   0.67   48.9    902
UTX    UNITED TECH  UTX US 11/19/11 P37.5    -10.0  89.6   0.03    0.0    619

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

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