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
=============================================================================
XLF    SPDR-FINL S  XLF US 12/17/11 P11       47.5  50.9   0.29  -17.1    439
EP     EL PASO COR  EP US 11/19/11 P19        34.6  74.3   0.01  -91.7    320
UUP    POWERSHARES  UUP US 11/19/11 C20       24.7  18.0   1.60   -9.6    331
BJRI   BJ'S RESTAU  BJRI US 01/21/12 C35      22.3  50.5  14.10   65.9    200
DNDN   DENDREON CO  DNDN US 11/19/11 C10      21.0 113.8   1.47   38.7    909
CNP    CENTERPOINT  CNP US 11/19/11 P17.5     20.5  50.2   0.10    0.0    300
LCRY   LECROY CORP  LCRY US 01/21/12 C5       18.2  70.4   3.68   47.2    300
C      CITIGROUP I  C1 US 01/21/12 P5         17.6  52.1   1.95   -3.5   2101
UUP    POWERSHARES  UUP US 12/17/11 C21       17.0  13.1   0.77  -14.4    746
CRUS   CIRRUS LOGI  CRUS US 11/19/11 C10      16.0  86.1   4.50    7.1    201
CRL    CHARLES RIV  CRL US 11/19/11 C30       15.8  44.5   1.30   30.0    384
UUP    POWERSHARES  UUP US 11/19/11 C22       14.9  15.5   0.18  -14.3   2944
UUP    POWERSHARES  UUP US 11/19/11 C21       14.6  14.5   0.69  -15.8   1259
NVTL   NOVATEL WIR  NVTL US 11/19/11 C3       13.9 103.4   0.60   20.0    500
JASO   JA SOLAR HO  JASO US 11/19/11 C2       13.5 105.1   0.35    0.0    205
CJES   C&J ENERGY   CJES US 11/19/11 P15      12.3 106.1   1.20   41.2   1500
UUP    POWERSHARES  UUP US 12/17/11 C22       12.1  14.9   0.32   -8.6   2821
DKS    DICK'S SPOR  DKS US 11/19/11 C33       12.1  59.0   6.70  240.1    300
CAST   CHINACAST E  CAST US 12/17/11 C2.5     11.8 124.1   1.50   11.1    250
CIGX   STAR SCIENT  CIGX US 11/19/11 C2.5     11.4 102.8   0.55   10.0   1004
KBR    KBR INC      KBR US 12/17/11 C27       11.2  58.7   3.10    0.0    450
TIE    TITANIUM ME  TIE US 12/17/11 C16       10.7  53.8   1.15   21.1    740

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EEM    ISHARES-EMG  EEM US 09/22/12 P28      -37.8  41.9   1.75  -12.5    210
STX    SEAGATE TEC  STX US 11/19/11 P15      -35.2  56.1   1.18    0.0    311
DAKT   DAKTRONICS   DAKT US 11/19/11 P10     -26.0  40.5   0.72  -15.3    465
INFA   INFORMATICA  INFA US 11/19/11 C42.5   -22.0  43.9   2.30  -42.5   1118
CL     COLGATE-PAL  CL US 01/21/12 C60       -20.6  43.0  32.28    2.3    659
SNDK   SANDISK COR  SNDK US 11/19/11 P35     -20.5  57.3   0.05  -84.4    432
SNDK   SANDISK COR  SNDK US 11/19/11 P34     -20.3  59.2   0.04  -85.7    374
DEPO   DEPOMED INC  DEPO US 11/19/11 P4      -19.8  81.1   0.15  -55.9   4231
STX    SEAGATE TEC  STX US 11/19/11 C12      -19.3  59.8   2.93  199.0   7450
MRVL   MARVELL TEC  MRVL US 01/21/12 C6      -19.2  91.6   7.60    0.0    410
SNDK   SANDISK COR  SNDK US 11/19/11 P38     -17.3  53.0   0.11  -81.4    258
MSFT   MICROSOFT C  MSFT US 11/19/11 C28     -17.3  23.1   0.30  -33.3   2816
SNDK   SANDISK COR  SNDK US 11/19/11 P41     -17.0  49.1   0.29  -74.6    540
SNDK   SANDISK COR  SNDK US 11/19/11 P40     -17.0  50.2   0.23  -75.5    407
APKT   ACME PACKET  APKT US 11/19/11 P30     -16.9  75.1   1.75  133.3    246
MSFT   MICROSOFT C  MSFT US 11/19/11 P28     -16.9  23.2   1.40   -8.5    495
APKT   ACME PACKET  APKT US 11/19/11 C32.5   -16.5  74.8   2.40  -64.1    411
APKT   ACME PACKET  APKT US 11/19/11 P32.5   -16.5  73.0   2.75  103.7   1272
MSFT   MICROSOFT C  MSFT US 11/19/11 C27     -16.4  24.8   0.75  -16.7   4433
APKT   ACME PACKET  APKT US 11/19/11 C30     -16.3  76.2   3.70  -65.7    271
CIM    CHIMERA INV  CIM US 12/17/11 C3       -16.2  27.3   0.10  -33.3    274
MSFT   MICROSOFT C  MSFT US 11/19/11 C26     -16.1  27.1   1.44   -7.7    839
MSFT   MICROSOFT C  MSFT US 11/19/11 P26     -16.1  27.0   0.44  -22.8   2501
SNDK   SANDISK COR  SNDK US 11/19/11 C45     -15.9  45.8   4.95   65.0    693
MSFT   MICROSOFT C  MSFT US 11/19/11 P27     -15.8  24.7   0.80  -19.2   1917
DRN    DIREXION-R   DRN US 11/19/11 P28      -15.7 148.4   0.65    0.0    201
VZ     VERIZON COM  VZ US 11/19/11 C38       -15.7  15.5   0.29  -30.9   1906
SNDK   SANDISK COR  SNDK US 11/19/11 P45     -15.2  46.3   0.93  -63.7    362
CPWR   COMPUWARE C  CPWR US 11/19/11 C7.5    -15.1  49.2   1.00  -34.6    311
SNDK   SANDISK COR  SNDK US 11/19/11 C46     -14.9  45.7   4.15   62.8    519
SNDK   SANDISK COR  SNDK US 11/19/11 C47     -14.9  44.9   3.54   70.2    433
CMG    CHIPOTLE ME  CMG US 11/19/11 C340     -14.9  36.8   9.10  106.8    304
SNDK   SANDISK COR  SNDK US 11/19/11 P50     -14.8  43.0   2.88  -47.6    546
STX    SEAGATE TEC  STX US 11/19/11 P14      -14.8  60.4   0.71  -70.5   1183
SNDK   SANDISK COR  SNDK US 11/19/11 P47     -14.7  45.0   1.49  -56.7    225
GE     GENERAL ELE  GE US 06/16/12 C11       -14.7  49.2   5.60    0.0    263
SNDK   SANDISK COR  SNDK US 11/19/11 C48     -14.6  44.3   2.91   75.3   1934
MSFT   MICROSOFT C  MSFT US 11/19/11 C25     -14.4  30.2   2.27   -3.8    365
SNDK   SANDISK COR  SNDK US 11/19/11 P48     -14.4  44.3   1.88  -52.3    569
SNDK   SANDISK COR  SNDK US 11/19/11 C49     -14.3  43.7   2.36   81.5    795
CFX    COLFAX CORP  CFX US 11/19/11 C20      -14.1  41.7   0.90  -25.0    245
DIA    SPDR DJIA T  DIA US 11/19/11 P118     -13.8  24.1   3.74  -23.7    268
SNDK   SANDISK COR  SNDK US 11/19/11 C50     -13.8  42.8   1.88   88.0   2042
CMG    CHIPOTLE ME  CMG US 11/19/11 C325     -13.6  38.8  16.00   83.9    230
SYNA   SYNAPTICS I  SYNA US 11/19/11 C34     -13.5  39.9   0.85    0.0    541
GE     GENERAL ELE  GE US 11/19/11 C17       -13.4  30.8   0.32  -36.0   4077
DUK    DUKE ENERGY  DUK US 11/19/11 P20      -13.3  16.7   0.35  -22.2    220
STX    SEAGATE TEC  STX US 11/19/11 C13      -13.2  61.9   2.00  263.6    437
MSFT   MICROSOFT C  MSFT US 11/19/11 P25     -13.2  30.4   0.24  -29.4   2237
STX    SEAGATE TEC  STX US 11/19/11 C14      -13.1  60.3   1.36  353.3   1707
ATLS   ATLAS ENERG  ATLS US 11/19/11 C20     -12.8  69.5   3.70   18.6    261
VZ     VERIZON COM  VZ US 11/19/11 P37       -12.8  17.9   0.70  -11.4    766
MTG    MGIC INVT C  MTG US 11/19/11 P2       -12.7 138.5   0.22   -4.3    260
STX    SEAGATE TEC  STX US 11/19/11 C15      -12.2  59.3   0.76  442.9   1715
GE     GENERAL ELE  GE US 11/19/11 C15       -12.1  40.1   1.58  -16.8   1032
GE     GENERAL ELE  GE US 11/19/11 C16       -11.9  34.6   0.85  -22.0   3830
CMG    CHIPOTLE ME  CMG US 11/19/11 P300     -11.7  43.6   4.80  -64.2    373
STX    SEAGATE TEC  STX US 11/19/11 P12      -11.3  66.0   0.17  -83.7    597
BJRI   BJ'S RESTAU  BJRI US 01/21/12 C40     -10.9  43.5   9.76   -5.2    200
MSFT   MICROSOFT C  MSFT US 12/17/11 P27     -10.8  25.0   1.09  -13.5    211
MSFT   MICROSOFT C  MSFT US 12/17/11 C28     -10.6  23.1   0.55  -16.7   1134
VZ     VERIZON COM  VZ US 11/19/11 C36       -10.6  20.3   1.45   -8.8    430
CMG    CHIPOTLE ME  CMG US 11/19/11 P280     -10.6  47.7   2.29  -68.2    373
F      FORD MOTOR   F US 11/19/11 C10        -10.6  48.9   2.25   22.9    278
GCI    GANNETT CO   GCI US 11/19/11 C11      -10.6  49.6   0.60   33.3    254
MWE    MARKWEST EN  MWE US 11/19/11 C48      -10.5  27.3   0.95  -12.0   1055
COF    CAPITAL ONE  COF US 11/19/11 C45      -10.5  40.4   1.10   93.0    300
DIA    SPDR DJIA T  DIA US 11/19/11 P115     -10.5  26.8   2.55  -32.0    880
CMG    CHIPOTLE ME  CMG US 11/19/11 P290     -10.4  45.6   3.34  -64.8    344
MSFT   MICROSOFT C  MSFT US 12/17/11 C27     -10.4  24.9   1.00  -11.5    834
STX    SEAGATE TEC  STX US 11/19/11 P13      -10.4  62.6   0.39  -78.0    798
ARIA   ARIAD PHARM  ARIA US 11/19/11 C11     -10.3  56.0   0.66   -5.7   1131
STX    SEAGATE TEC  STX US 03/17/12 C13      -10.3  56.0   2.76  107.5    228
MSFT   MICROSOFT C  MSFT US 12/17/11 C24     -10.2  31.6   3.31   12.2    461
VZ     VERIZON COM  VZ US 11/19/11 P36       -10.2  20.4   0.40  -20.0    674
CIM    CHIMERA INV  CIM US 03/17/12 C2.5     -10.0  34.8   0.44  -20.0    300

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

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