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
=============================================================================
MXIM   MAXIM INTEG  MXIM US 11/19/11 C22     200.9  51.6   4.10  110.3   1921
SXCI   SXC HEALTH   SXCI US 11/19/11 C42.5    67.5  73.2   3.40    0.0    325
SRI    STONERIDGE   SRI US 11/19/11 C5        56.1 127.1   2.35    0.0    200
BCRX   BIOCRYST PH  BCRX US 11/19/11 C3       38.6  78.4   0.21   40.0    279
XL     XL GROUP PL  XL US 01/21/12 C15        29.2  60.1   7.50   78.6    250
EXM    EXCEL MARIT  EXM US 11/19/11 C3        25.0  98.8   0.45   12.5    250
AEO    AMER EAGLE   AEO US 11/19/11 P14       24.8  52.6   1.00  -23.1   1097
SFSF   SUCCESSFACT  SFSF US 11/19/11 C27      24.1  68.9   1.15  109.1    328
MXIM   MAXIM INTEG  MXIM US 11/19/11 C23      22.9  48.1   3.30   28.4   4377
AEO    AMER EAGLE   AEO US 11/19/11 C14       22.8  51.5   0.50  150.0   3847
ODP    OFFICE DEPO  ODP US 11/19/11 C2.5      21.6 102.3   0.20   81.8   1423
SFSF   SUCCESSFACT  SFSF US 11/19/11 C26      21.5  70.7   1.90  137.5   6091
SFSF   SUCCESSFACT  SFSF US 11/19/11 C25      21.1  70.5   2.40  128.6    796
AEO    AMER EAGLE   AEO US 11/19/11 C13       18.5  51.5   0.90   63.6    255
HTS    HATTERAS FI  HTS US 01/21/12 C21       18.0  32.3   4.60   70.4    375
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C29      17.6  25.4   7.50   -0.9    300
SFSF   SUCCESSFACT  SFSF US 11/19/11 P21      17.5  78.8   0.35  -34.0    420
STX    SEAGATE TEC  STX US 11/19/11 C11       17.5  84.8   4.75   26.7    364
BPAX   BIOSANTE PH  BPAX US 12/17/11 C2.5     17.2 163.2   0.55   22.2    685
CVI    CVR ENERGY   CVI US 01/21/12 C20       16.5  76.5   7.70    4.0    336
LUV    SOUTHWEST A  LUV US 11/19/11 C9        16.0  38.8   0.40   60.0    223
AEO    AMER EAGLE   AEO US 11/19/11 P12       16.0  51.1   0.25    0.0    261
SRI    STONERIDGE   SRI US 11/19/11 C7.5      15.1  74.7   0.55    0.0    200
MXIM   MAXIM INTEG  MXIM US 11/19/11 P22      14.8  50.2   0.15    0.0    537
CBG    CBRE GROUP   CBG US 11/19/11 P15       14.6  66.4   0.40  -55.6    292
WPP    WAUSAU PAPE  WPP US 01/21/12 C7.5      14.6  53.9   1.00   66.7    835
BKD    BROOKDALE S  BKD US 11/19/11 P12.5     13.6  85.9   0.25  -50.0    200
C      CITIGROUP I  C US 11/19/11 P15         13.3 129.3   0.04    0.0    399
STX    SEAGATE TEC  STX US 11/19/11 C10       13.2  95.9   5.65   37.8    267
ACI    ARCH COAL I  ACI US 11/19/11 P8        12.7 131.1   0.01  -66.7    200
FIO    FUSION-IO I  FIO US 11/19/11 C30       12.4  79.8   2.50  194.1    569
NUVA   NUVASIVE IN  NUVA US 11/19/11 P15      12.1  91.1   0.55   -8.3    916
MET    METLIFE INC  MET US 11/19/11 P17       12.0 124.4   0.04  -33.3    310
CRM    SALESFORCE.  CRM US 11/19/11 P110      11.8  70.2   1.86   -7.0    502
CRM    SALESFORCE.  CRM US 11/19/11 P115      11.3  66.8   2.60  -10.3    286
AEO    AMER EAGLE   AEO US 01/21/12 P11       11.3  49.8   0.35  -22.2    292
QSII   QUALITY SYS  QSII US 11/19/11 C90      11.2  48.9   5.90   28.3    224
TSM    TAIWAN SEMI  TSM US 11/19/11 C12.5     11.0  31.6   0.35   25.0    917
SLM    SLM CORP     SLM US 11/19/11 P11       10.8  70.9   0.09  -40.0    852
SLG    SL GREEN RE  SLG US 11/19/11 P45       10.5  89.6   0.25  -13.8    400
FNSR   FINISAR COR  FNSR US 11/19/11 P17      10.2  78.3   0.90  -29.1   1550
AMD    ADV MICRO D  AMD US 11/19/11 P4        10.1  91.5   0.10  -23.1   4474

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
HS     HEALTHSPRIN  HS US 03/17/12 C55       -91.6   3.7   0.11  -90.4   2781
HS     HEALTHSPRIN  HS US 12/17/11 C55       -88.9   5.8   0.10  -60.0   3477
HS     HEALTHSPRIN  HS US 11/19/11 P50       -68.6  16.4   0.10    0.0    211
RNOW   RIGHTNOW TE  RNOW US 03/17/12 P35     -68.1  18.7   0.10  -98.3    590
HS     HEALTHSPRIN  HS US 12/17/11 P50       -67.7  15.4   0.20    0.0    259
HS     HEALTHSPRIN  HS US 03/17/12 P50       -67.4  15.7   0.63    0.0    318
HS     HEALTHSPRIN  HS US 03/17/12 C50       -64.8  16.0   4.50  157.1   2818
HS     HEALTHSPRIN  HS US 12/17/11 C45       -47.7  24.3   8.70  625.0   1588
ADLR   ADOLOR CORP  ADLR US 01/21/12 C2.5    -43.6  63.3   1.90  442.9    318
EXEL   EXELIXIS IN  EXEL US 11/19/11 P6      -34.9  81.0   0.20  -75.0   1584
EXEL   EXELIXIS IN  EXEL US 11/19/11 C7      -31.1  83.4   0.75   66.7    313
SXCI   SXC HEALTH   SXCI US 11/19/11 P40     -27.8  70.2   1.70    0.0    320
EK     EASTMAN KOD  EK US 11/19/11 C1        -22.3 190.6   0.40  -14.9    282
EEM    ISHARES-EMG  EEM US 12/17/11 C34      -21.9  45.3   6.58   24.1   3400
HA     HAWAIIAN HO  HA US 01/21/12 C5        -21.8  43.8   0.63  -10.0    230
EXM    EXCEL MARIT  EXM US 11/19/11 C1       -20.7 199.9   2.10    0.0    250
KMB    KIMBERLY-CL  KMB US 11/19/11 P67.5    -20.2  19.7   0.64  113.3    673
KMB    KIMBERLY-CL  KMB US 11/19/11 C70      -20.2  17.2   1.00  -71.1    382
EEM    ISHARES-EMG  EEM US 11/19/11 P25      -20.1  78.8   0.02  -60.0   2182
KERX   KERYX BIOPH  KERX US 11/19/11 C3      -20.1  70.1   0.25   66.7    230
XLY    SPDR-CONS D  XLY US 11/19/11 P36      -19.9  37.0   0.31  -42.6  11358
ABH    ABITIBIBOWA  ABH US 11/19/11 C15      -19.9  46.9   1.10    0.0   1474
KMB    KIMBERLY-CL  KMB US 11/19/11 P70      -19.9  17.5   1.70  157.6    578
MMI    MOTOROLA MO  MMI US 11/19/11 C40      -19.6   8.6   0.05    0.0    200
TEN    TENNECO INC  TEN US 11/19/11 P35      -19.5  60.5   2.30    0.0    500
LDK    LDK SOLAR C  LDK US 11/19/11 C3       -19.4  50.4   0.35   59.1   1138
BKS    BARNES & NO  BKS US 11/19/11 C11      -18.6  61.7   0.75   25.0   1449
HRBN   HARBIN ELEC  HRBN US 03/17/12 C24     -18.4   6.3   0.10    0.0   1945
HRBN   HARBIN ELEC  HRBN US 01/21/12 C20     -18.1  36.0   3.70    0.0    897
CMED   CHINA MEDIC  CMED US 11/19/11 C5      -18.0  68.5   0.35  -12.5    238
SVM    SILVERCORP   SVM US 11/19/11 C10      -17.7  60.5   0.45  125.0   1862
KMB    KIMBERLY-CL  KMB US 11/19/11 C67.5    -17.5  19.4   2.55  -54.0    486
SVM    SILVERCORP   SVM US 12/17/11 C10      -17.3  63.8   0.80   77.8   1060
JKS    JINKOSOLAR-  JKS US 03/17/12 C8       -17.2  59.2   1.40   16.7    500
KMB    KIMBERLY-CL  KMB US 11/19/11 P65      -16.6  22.2   0.24   60.0    895
AMRN   AMARIN CORP  AMRN US 11/19/11 C9      -16.3  91.1   0.80  -23.8   2862
SVM    SILVERCORP   SVM US 12/17/11 C9       -16.3  66.4   1.30  103.1   1020
BMTI   BIOMIMETIC   BMTI US 11/19/11 P3      -16.0 146.9   0.30  -40.0    292
SVM    SILVERCORP   SVM US 01/21/12 P9       -16.0  72.0   1.15  -39.5    257
PETS   PETMED EXPR  PETS US 11/19/11 C10     -15.9  40.3   0.40   60.0    271
NLY    ANNALY CAPI  NLY US 11/19/11 C17      -15.7  20.1   0.09  -10.0   3461
SDRL   SEADRILL LT  SDRL US 11/19/11 C35     -15.3  29.1   0.60    9.1    309
MOBI   SKY-MOBI LT  MOBI US 11/19/11 C5      -15.0  91.3   0.69  245.0    333
EK     EASTMAN KOD  EK US 11/19/11 P1        -14.8 239.5   0.17  -22.7    840
CIGX   STAR SCIENT  CIGX US 11/19/11 P2.5    -14.3 108.9   0.20    0.0    805
HRBN   HARBIN ELEC  HRBN US 12/17/11 C20     -14.0  48.8   3.70   -2.6    833
BPI    BRIDGEPOINT  BPI US 11/19/11 C22.5    -13.9  55.8   1.00   17.6    267
MWJ    DIREXION-MC  MWJ US 11/19/11 C35      -13.8  74.9   3.50   27.3    313
KMB    KIMBERLY-CL  KMB US 11/19/11 C72.5    -13.8  16.3   0.30  -83.2    427
KMB    KIMBERLY-CL  KMB US 01/21/12 C72.5    -13.7  15.7   0.80  -69.2   1198
XLF    SPDR-FINL S  XLF US 12/17/11 C10      -13.6  52.4   3.40    6.2    500
EWI    ISHARES-ITA  EWI US 11/19/11 C14      -13.5  39.5   0.45    0.0    500
MMR    MCMORAN EXP  MMR US 05/19/12 C4       -13.5  86.3   8.93    0.0    500
AGNC   AMERICAN CA  AGNC US 11/19/11 C29     -13.2  19.4   0.25    0.0    918
STP    SUNTECH POW  STP US 11/19/11 C2.5     -13.2 106.2   0.25  108.3    429
IYT    ISHARES-DJ   IYT US 11/19/11 P88      -13.2  30.2   3.20    0.0    510
TZOO   TRAVELZOO I  TZOO US 12/17/11 C32.5   -13.1  65.4   2.90    7.4    332
SVM    SILVERCORP   SVM US 01/21/12 C10      -13.1  65.1   1.10   69.2   1276
SVM    SILVERCORP   SVM US 11/19/11 C9       -12.9  68.3   1.00  185.7   1439
SWC    STILLWATER   SWC US 11/19/11 C10      -12.9  70.5   0.55   22.2   1485
MDVN   MEDIVATION   MDVN US 11/19/11 P12     -12.8 224.7   1.25  -21.9    256
HRBN   HARBIN ELEC  HRBN US 03/17/12 P20     -12.7  39.4   0.95  -20.8    422
MOO    MKT VECT-AG  MOO US 05/19/12 P38      -12.4  37.4   1.20  -38.5   2099
WLT    WALTER ENER  WLT US 11/19/11 C75      -12.4  79.0   7.70    6.2   1311
HRBN   HARBIN ELEC  HRBN US 12/17/11 C22.5   -12.3  27.6   1.35   -3.6   2178
KMB    KIMBERLY-CL  KMB US 01/21/12 C70      -12.3  17.0   1.85  -54.9    743
ETN    EATON CORP   ETN US 11/19/11 C45      -12.2  37.0   0.95   18.8    524
GE     GENERAL ELE  GE US 11/19/11 P17       -12.2  26.9   0.69  -25.8   1194
SVM    SILVERCORP   SVM US 12/17/11 C8       -12.2  71.8   2.00   66.7    436
FITB   FIFTH THIRD  FITB US 11/19/11 C12     -12.1  46.4   0.60   17.6    771
OPK    OPKO HEALTH  OPK US 11/19/11 C5       -11.9  53.0   0.50  -16.7    200
AH     ACCRETIVE H  AH US 11/19/11 C20       -11.8  75.4   3.40   54.5    275
KMB    KIMBERLY-CL  KMB US 01/21/12 C67.5    -11.8  18.4   3.20  -47.5    649
WLT    WALTER ENER  WLT US 11/19/11 C70      -11.7  79.5  10.45    5.2    213
XLY    SPDR-CONS D  XLY US 03/17/12 P38      -11.7  29.5   2.15  -18.9    300
SCSS   SELECT COMF  SCSS US 11/19/11 P20     -11.5  57.2   0.65  -31.6    251
KMB    KIMBERLY-CL  KMB US 01/21/12 P72.5    -11.5  16.4   4.70   59.3    398
KMB    KIMBERLY-CL  KMB US 01/21/12 P67.5    -11.5  18.9   2.05   70.8    219
ETFC   E*TRADE FIN  ETFC US 11/19/11 C11     -11.5  77.2   0.76   31.0   1374
HRBN   HARBIN ELEC  HRBN US 03/17/12 P21     -11.4  33.9   1.00  -23.1    244
IAU    ISHARES GOL  IAU US 11/19/11 C16      -11.4  23.7   0.45    0.0    228
HRBN   HARBIN ELEC  HRBN US 03/17/12 C15     -11.2  50.0   8.20   -1.0    352
ZAGG   ZAGG INC     ZAGG US 11/19/11 C13     -11.2  59.3   1.00   17.6    470
KMB    KIMBERLY-CL  KMB US 01/21/12 P65      -11.2  20.6   1.30   52.9    255
QLD    PROSHARES U  QLD US 11/19/11 C92      -11.2  45.1   3.25   19.5   1066
SVM    SILVERCORP   SVM US 03/17/12 P10      -11.1  76.3   2.30  -32.4    400
NGD    NEW GOLD IN  NGD US 11/19/11 C12      -11.1  66.6   0.80   33.3    743
LO     LORILLARD I  LO US 12/17/11 P97.5     -11.1  44.5   2.22   -9.4    467
EEM    ISHARES-EMG  EEM US 11/19/11 C42      -11.1  29.1   0.55   41.0  15754
UUP    POWERSHARES  UUP US 11/19/11 C21      -11.0  12.7   0.58  -12.1    609
T      AT&T INC     T US 11/19/11 P29        -11.0  16.1   0.52   -1.9    598
EEM    ISHARES-EMG  EEM US 11/19/11 C41      -11.0  30.9   0.97   49.2  10592
MMR    MCMORAN EXP  MMR US 05/19/12 C7       -10.9  82.9   6.17   46.9    627
RIMM   RESEARCH IN  RIMM US 11/19/11 C25     -10.9  62.8   1.05   11.7   2739
LO     LORILLARD I  LO US 12/17/11 P95       -10.9  46.4   2.21    3.8    228
PEP    PEPSICO INC  PEP US 11/19/11 C62.5    -10.8  16.2   0.78  -29.7    990
MPEL   MELCO CROWN  MPEL US 11/19/11 C11     -10.8  74.0   0.80   33.3    413
SD     SANDRIDGE E  SD US 11/19/11 C5        -10.7  97.2   2.42   12.6   1510
BPAX   BIOSANTE PH  BPAX US 11/19/11 C2.5    -10.7  98.2   0.20    0.0   1157
WLT    WALTER ENER  WLT US 11/19/11 C80      -10.7  80.3   5.50    3.8    295
AWAY   HOMEAWAY IN  AWAY US 04/21/12 C35     -10.7  46.5   5.00  -35.1    425
RIMM   RESEARCH IN  RIMM US 11/19/11 C24     -10.7  63.6   1.47   14.8   1129
HRBN   HARBIN ELEC  HRBN US 11/19/11 C20     -10.6  64.9   3.60   -2.7    449
MMR    MCMORAN EXP  MMR US 02/18/12 C5       -10.5  96.5   7.75    0.0    662
NGD    NEW GOLD IN  NGD US 11/19/11 C10      -10.5  75.2   1.90    9.2    220
WLT    WALTER ENER  WLT US 11/19/11 P65      -10.5  79.7   1.60  -45.2    238
NM     NAVIOS MARI  NM US 12/17/11 C2.5      -10.5  76.4   1.30    4.0    374
XLF    SPDR-FINL S  XLF US 11/19/11 C13      -10.5  37.9   0.74   10.4   3348
HBAN   HUNTINGTON   HBAN US 11/19/11 C5      -10.5  47.8   0.29   16.0   1417
GPOR   GULFPORT EN  GPOR US 11/19/11 C25     -10.4  67.6   7.85   30.8   1250
RAH    RALCORP HLD  RAH US 11/19/11 C80      -10.3  23.6   2.60   18.2    215
AXU    ALEXCO RESO  AXU US 11/19/11 C7.5     -10.3  61.9   0.40    0.0    910
BKS    BARNES & NO  BKS US 11/19/11 C10      -10.3  68.4   1.30   13.0   1015
RIMM   RESEARCH IN  RIMM US 11/19/11 P25     -10.3  62.1   2.26  -30.2    233
T      AT&T INC     T US 11/19/11 C30        -10.3  12.9   0.08  -52.9   2068
TZOO   TRAVELZOO I  TZOO US 11/19/11 P22.5   -10.3 109.1   0.40  -57.9    355
GDXJ   MARKET VECT  GDXJ US 11/19/11 C31     -10.3  49.7   1.15   21.1    479
PWER   POWER-ONE I  PWER US 11/19/11 C5      -10.1  77.0   0.40  -11.1    235
UUP    POWERSHARES  UUP US 12/17/11 P21      -10.1  11.5   0.18   -5.3    420
BRK/B  BERKSHIRE H  BRKB US 11/19/11 C80     -10.0  23.0   0.81  -29.6    386
C      CITIGROUP I  C1 US 01/21/12 P4        -10.0  42.3   0.90  -12.6    310

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

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