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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
=============================================================================
HSTM   HEALTHSTREA  HSTM US 12/17/11 C12.5    97.9  74.2   1.60  -28.9    200
XRX    XEROX CORP   XRX US 01/21/12 C5        77.3  68.6   3.20   17.2    800
PXD    PIONEER NAT  PXD US 11/19/11 C70       71.9  75.2  13.90  -10.3    250
STJ    ST JUDE MED  STJ US 11/19/11 C35       53.3  44.3   6.30   65.8    513
JNK    SPDR BARCLA  JNK US 11/19/11 C39       42.6  11.5   0.45  -25.0    317
XLF    SPDR-FINL S  XLF US 11/19/11 C10       42.0  65.6   3.15   -7.3    254
IWM    ISHARES-RUS  IWM US 11/19/11 C58       41.5  54.3  14.80   13.9    203
MF     MF GLOBAL H  MF US 11/19/11 P2         36.4 298.8   0.50    0.0   3872
EP     EL PASO COR  EP US 11/19/11 C25        31.4  13.2   0.49   -3.9    522
ARIA   ARIAD PHARM  ARIA US 11/19/11 C11      28.1  65.3   1.05   31.2    807
MDY    SPDR S&P MI  MDY US 11/19/11 C150      24.8  40.1  11.20  -11.8   2179
XLF    SPDR-FINL S  XLF US 11/19/11 C11       24.6  54.6   2.25   -7.4    581
MF     MF GLOBAL H  MF US 11/19/11 C2         24.1 273.9   0.65  -61.8    771
MFN    MINEFINDERS  MFN US 11/19/11 C12       24.0  67.4   2.10    5.0   1000
MF     MF GLOBAL H  MF US 12/17/11 P2         22.7 231.0   0.65  225.0   1729
IWM    ISHARES-RUS  IWM US 11/19/11 C60       21.5  52.9  12.53   -7.2    543
NWBI   NORTHWEST B  NWBI US 02/18/12 C12.5    21.0  28.6   0.60  -25.0    300
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C52       21.0  37.2   6.14   -8.8    618
MF     MF GLOBAL H  MF US 03/17/12 C2         20.6 188.2   0.95    0.0   1977
HRBN   HARBIN ELEC  HRBN US 12/17/11 C19      19.6  67.1   4.50   -2.2    419
GPOR   GULFPORT EN  GPOR US 11/19/11 C25      19.3  88.8   7.20  -12.2   1003
INFY   INFOSYS LTD  INFY US 11/19/11 P60      19.3  30.0   3.10  -50.0    209
JNPR   JUNIPER NET  JNPR US 11/19/11 P17      18.9  72.6   0.08   33.3   8102
BC     BRUNSWICK C  BC US 03/17/12 C19        16.8  67.8   3.50  165.2    200
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C53       16.7  35.2   5.25   -9.0   1319
ENTR   ENTROPIC CO  ENTR US 11/19/11 C4       16.4  89.0   1.50  -16.7    200
WPI    WATSON PHAR  WPI US 11/19/11 C70       16.2  31.1   1.80  -10.0    331
ONNN   ON SEMICOND  ONNN US 11/19/11 C7       16.0  68.8   0.50    4.2    567
MDY    SPDR S&P MI  MDY US 11/19/11 C161      15.4  31.2   4.10  -16.3    398
WPI    WATSON PHAR  WPI US 11/19/11 P65       15.1  36.1   0.90   50.0    215
TIVO   TIVO INC     TIVO US 01/21/12 C7.5     15.1  71.7   2.72   -7.8    216
USO    UNITED STAT  USO US 11/19/11 C33       15.0  50.5   3.70   19.4    380
DB     DEUTSCHE BA  DB US 11/19/11 P22.5      14.5 131.4   0.10  -33.3    222
KMI    KINDER MORG  KMI US 11/19/11 C30       14.3  26.6   0.65   18.2    222
HRBN   HARBIN ELEC  HRBN US 12/17/11 C20      14.1  59.4   3.60    0.0    372
SPY    SPDR S&P 50  SPY US 11/19/11 C107      14.0  42.4  17.32   -7.2    227
SKS    SAKS INC     SKS US 11/19/11 C11       13.7  53.2   0.40  -11.1   1767
WPI    WATSON PHAR  WPI US 11/19/11 P70       13.7  31.8   2.65    6.0    422
USO    UNITED STAT  USO US 11/19/11 P34       13.7  49.1   0.89   -9.2   7026
XLF    SPDR-FINL S  XLF US 12/17/11 C11       13.6  50.1   2.33   -7.9    206
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C54       13.4  33.4   4.44   -8.4   1764
XME    SPDR S&P ME  XME US 11/19/11 P49       13.2  61.5   1.85   37.0   1070
VLO    VALERO ENER  VLO US 11/19/11 P22       13.2  61.2   1.82  127.5    395
USO    UNITED STAT  USO US 11/19/11 C34       13.1  48.2   2.95   32.3  13665
USO    UNITED STAT  USO US 11/19/11 P35       13.1  46.8   1.20   -9.8   4916
XLF    SPDR-FINL S  XLF US 11/19/11 C12       13.0  46.2   1.37  -10.5   2264
USO    UNITED STAT  USO US 11/19/11 C35       12.9  46.0   2.33   40.4   5093
USO    UNITED STAT  USO US 11/19/11 P36       12.9  44.7   1.64  -10.9   1641
USO    UNITED STAT  USO US 11/19/11 P33       12.8  51.1   0.64   -8.6   2941
VPRT   VISTAPRINT   VPRT US 11/19/11 P27.5    12.8  82.9   1.00   53.9    891
EPV    PROSHARES U  EPV US 11/19/11 C48       12.8  82.7   3.50    0.0    205
SPY    SPDR S&P 50  SPY US 11/19/11 C109      12.7  40.5  15.41   -7.3    605
WFR    MEMC ELEC M  WFR US 11/19/11 C6        12.7  70.5   0.43  -17.3   2538
USO    UNITED STAT  USO US 11/19/11 C36       12.6  44.0   1.70   47.8   2192
VLO    VALERO ENER  VLO US 11/19/11 C22       12.6  60.7   1.01  -47.9   1128
USO    UNITED STAT  USO US 11/19/11 P32       12.5  53.5   0.47   -9.6   1309
EEM    ISHARES-EMG  EEM US 11/19/11 C40       12.4  37.5   1.42  -12.3   4602
USO    UNITED STAT  USO US 11/19/11 P37       12.2  43.4   2.08  -16.1    562
USO    UNITED STAT  USO US 11/19/11 C37       12.0  42.6   1.20   57.9   5073
EEM    ISHARES-EMG  EEM US 11/19/11 C38       12.0  42.6   2.72  -10.8    304
CIEN   CIENA CORP   CIEN US 11/19/11 C12      11.9  71.5   1.01  -49.0    923
GLD    SPDR GOLD T  GLD US 11/19/11 C147      11.8  31.8  14.85   10.0    500
CIEN   CIENA CORP   CIEN US 11/19/11 P12      11.8  70.9   0.76  204.0    379
BP     BP PLC-ADR   BP US 12/17/11 C43        11.8  32.2   2.15   58.1    600
JNPR   JUNIPER NET  JNPR US 11/19/11 P19      11.8  60.9   0.15  -21.1   1115
BBD    BRADESCO-AD  BBD US 12/17/11 P18       11.8  39.3   1.68  -26.3    222
SPY    SPDR S&P 50  SPY US 11/19/11 C110      11.7  39.6  14.48   -8.6    371
IWM    ISHARES-RUS  IWM US 11/19/11 C64       11.6  47.7   8.92   -9.0    307
JNPR   JUNIPER NET  JNPR US 11/19/11 P20      11.5  57.4   0.27  -12.9    642
USO    UNITED STAT  USO US 11/19/11 P30       11.5  58.5   0.26    0.0    337
AMR    AMR CORP     AMR US 11/19/11 C2        11.4 153.8   0.80   -3.6    260
FAZ    FINANCIAL B  FAZ1 US 01/21/12 C35      11.3 151.9   0.11    0.0    354
USO    UNITED STAT  USO US 11/19/11 P31       11.3  55.8   0.35   -5.4  10175
MOO    MKT VECT-AG  MOO US 11/19/11 C51       11.3  30.5   0.75  -11.8    201
ESI    ITT EDUCATI  ESI US 11/19/11 C70       11.2  61.8   3.26   37.5    428
QQQ    POWERSH-QQQ  QQQ US 11/19/11 C55       11.1  31.7   3.55  -11.7   1486
BP     BP PLC-ADR   BP US 12/17/11 C44        11.1  31.3   1.69   77.9    684
MMR    MCMORAN EXP  MMR US 02/18/12 C4        10.9 141.9   8.45   -1.4    500
SGEN   SEATTLE GEN  SGEN US 11/19/11 P20      10.9  67.3   0.85  -14.1    238
USO    UNITED STAT  USO US 11/19/11 P29       10.9  61.4   0.19    0.0    631
EEM    ISHARES-EMG  EEM US 11/19/11 C39       10.9  39.9   2.02  -11.8    517
ETN    EATON CORP   ETN US 01/21/12 C32.5     10.8  53.7  11.80   15.7    400
JNPR   JUNIPER NET  JNPR US 11/19/11 C22      10.8  52.0   1.84   31.4    759
MF     MF GLOBAL H  MF US 03/17/12 P2         10.8 172.7   0.80  100.0   1823
JNPR   JUNIPER NET  JNPR US 11/19/11 C21      10.7  54.4   2.72   37.4    283
GPOR   GULFPORT EN  GPOR US 11/19/11 C30      10.7  69.0   3.40  -19.1   1017
GDX    MKT VECT-GO  GDX US 11/19/11 C50       10.6  49.5   7.39   13.7   1557
UUP    POWERSHARES  UUP US 01/21/12 C20       10.5  10.6   1.63    8.0    403
ARIA   ARIAD PHARM  ARIA US 11/19/11 C12      10.4  56.6   0.50   42.9    634
KNX    KNIGHT TRAN  KNX US 11/19/11 C15       10.4  44.1   0.60    9.1    661
HRBN   HARBIN ELEC  HRBN US 12/17/11 C22.5    10.3  33.7   1.35    3.9   1770
WFR    MEMC ELEC M  WFR US 01/21/12 C6        10.3  63.3   0.73  -11.0   1467
JNPR   JUNIPER NET  JNPR US 11/19/11 P21      10.3  54.0   0.40  -23.1    516
SPY    SPDR S&P 50  SPY US 11/19/11 C114      10.2  36.0  10.86  -11.7    201
IWM    ISHARES-RUS  IWM US 11/19/11 C66       10.2  45.8   7.35  -10.2    682
MMR    MCMORAN EXP  MMR US 05/19/12 C4        10.1 122.2   8.50   -4.8    500
VLO    VALERO ENER  VLO US 11/19/11 P21       10.1  63.4   1.31  162.0   1063
WLT    WALTER ENER  WLT US 01/19/13 C70       10.0  57.5  20.45   -6.1    221
WSH    WILLIS GRP   WSH US 01/21/12 C35       10.0  32.2   3.40   30.8    250

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
WSO    WATSCO INC   WSO US 11/19/11 C55      -56.6  16.2   6.30   61.5    200
GNC    GNC HOLDING  GNC US 11/19/11 C20      -34.2  37.8   5.40   10.2    270
NUS    NU SKIN ENT  NUS US 11/19/11 C40      -31.3  46.8   8.10   15.7    325
LXK    LEXMARK INT  LXK US 11/19/11 P30      -28.6  45.9   1.75   20.7   1113
EP     EL PASO COR  EP US 11/19/11 P24       -26.1  15.8   0.09    0.0    475
FTNT   FORTINET IN  FTNT US 11/19/11 C19     -25.6  66.2   2.75   47.9    341
NFLX   NETFLIX INC  NFLX US 11/19/11 C55     -24.9 110.2  24.10  -61.9    434
LXK    LEXMARK INT  LXK US 11/19/11 P28      -24.9  50.3   0.85    6.2   1141
COP    CONOCOPHILL  COP US 11/19/11 C60      -24.6  35.3  10.90  -11.0    299
NFLX   NETFLIX INC  NFLX US 11/19/11 P60     -21.7 107.0   1.77  378.4   4104
NFLX   NETFLIX INC  NFLX US 11/19/11 P55     -21.5 111.4   1.01  405.0   4954
NFLX   NETFLIX INC  NFLX US 11/19/11 C80     -21.3  92.7   6.35  -84.1   4422
NFLX   NETFLIX INC  NFLX US 11/19/11 P65     -20.9 103.2   2.78  504.4   5908
NFLX   NETFLIX INC  NFLX US 11/19/11 P80     -20.3  92.8   8.60  518.7   6581
NFLX   NETFLIX INC  NFLX US 11/19/11 P75     -20.3  95.9   6.25  501.0   3642
OCR    OMNICARE IN  OCR US 11/19/11 P26      -20.2  41.6   0.65  -35.0    670
NFLX   NETFLIX INC  NFLX US 11/19/11 P70     -17.8  99.5   4.28  707.5   4254
FNF    FIDELITY NA  FNF US 11/19/11 P15      -15.1  32.7   0.35  -46.1   2517
VECO   VEECO INSTR  VECO US 11/19/11 P27     -14.7  58.9   2.00    2.0    207
MNTA   MOMENTA PHA  MNTA US 11/19/11 P10     -14.4  89.3   0.25  -41.9    903
ILMN   ILLUMINA IN  ILMN US 11/19/11 C28     -14.0  61.6   3.80   46.1    324
UPS    UNITED PARC  UPS US 11/19/11 P70      -13.7  21.9   2.24   29.5   1460
ILMN   ILLUMINA IN  ILMN US 11/19/11 P28     -13.5  60.9   0.80  -46.0    469
MAS    MASCO CORP   MAS US 11/19/11 C9       -13.3  51.6   0.85   21.4    276
ARMH   ARM HOLDING  ARMH US 11/19/11 P27     -12.9  51.3   1.00  -28.6    595
HXL    HEXCEL CORP  HXL US 11/19/11 C25      -12.9  40.5   0.95  -26.9    370
MMM    3M CO        MMM US 11/19/11 P72.5    -12.6  35.7   0.99   83.3    790
WFT    WEATHERFORD  WFT US 11/19/11 C14      -12.5  57.1   1.38  -15.3   4507
NFLX   NETFLIX INC  NFLX US 12/17/11 C75     -12.2  88.2  11.41  -69.8    641
ASNA   ASCENA RETA  ASNA US 12/17/11 P26     -12.2  46.9   0.70  -62.2    300
MMM    3M CO        MMM US 11/19/11 P70      -12.1  38.7   0.61   64.9    462
CIT    CIT GROUP I  CIT US 11/19/11 P35      -12.1  42.5   1.44   13.4    556
XRX    XEROX CORP   XRX US 11/19/11 P8       -11.9  42.2   0.31  -24.4    461
MMM    3M CO        MMM US 11/19/11 P77.5    -11.9  30.6   2.50   89.4    545
WFT    WEATHERFORD  WFT US 11/19/11 C15      -11.8  56.3   0.83  -20.9   7352
NFLX   NETFLIX INC  NFLX US 12/17/11 P80     -11.8  85.4  11.34  334.5    823
ARMH   ARM HOLDING  ARMH US 11/19/11 C29     -11.8  47.3   1.00   -4.8    305
MMM    3M CO        MMM US 11/19/11 C77.5    -11.8  30.5   2.72  -52.6    785
ARMH   ARM HOLDING  ARMH US 11/19/11 C28     -11.7  49.7   1.50    3.5    204
ATPG   ATP OIL & G  ATPG US 01/21/12 P10     -11.6  94.9   1.60   -8.6    981
UPS    UNITED PARC  UPS US 11/19/11 P67.5    -11.3  25.3   1.24   30.5   1581
WFT    WEATHERFORD  WFT US 11/19/11 P14      -11.3  57.1   0.45  -13.5   1475
QID    PROSHARES Q  QID US 01/21/12 P39      -11.3  43.6   1.87   -3.6    200
MPEL   MELCO CROWN  MPEL US 11/19/11 P9      -11.2  89.1   0.30  -14.3    650
WFT    WEATHERFORD  WFT US 11/19/11 P15      -11.1  55.9   0.90   -5.3    774
MMM    3M CO        MMM US 11/19/11 C80      -11.1  28.2   1.32  -65.7    376
WFT    WEATHERFORD  WFT US 11/19/11 P13      -11.0  60.1   0.20  -31.0    608
COH    COACH INC    COH US 11/19/11 C65      -10.9  41.1   1.65  -19.5    272
MMM    3M CO        MMM US 11/19/11 P67.5    -10.8  42.1   0.39   50.0    550
UPS    UNITED PARC  UPS US 11/19/11 C67.5    -10.7  25.8   2.98  -27.3    573
CMI    CUMMINS INC  CMI US 11/19/11 P90      -10.7  47.1   3.20   63.3    663
NFLX   NETFLIX INC  NFLX US 12/17/11 P75     -10.6  87.7   8.85  365.8    895
SHW    SHERWIN-WIL  SHW US 11/19/11 P85      -10.6  26.4   2.85  -42.1    930
NFLX   NETFLIX INC  NFLX US 12/17/11 P65     -10.5  93.1   4.78  364.1    831
ALB    ALBEMARLE C  ALB US 11/19/11 P45      -10.5  47.5   0.70  -46.1    668
RF     REGIONS FIN  RF US 11/19/11 C3.5      -10.5  75.3   0.35  -25.5    413
VECO   VEECO INSTR  VECO US 11/19/11 C27     -10.4  60.5   1.55  -22.5    265
UIS    UNISYS CORP  UIS US 11/19/11 C26      -10.4  64.1   1.75    0.0    337
AMGN   AMGEN INC    AMGN US 11/19/11 P52.5   -10.3  32.1   0.45   50.0    519
CMI    CUMMINS INC  CMI US 11/19/11 C95      -10.2  43.8   3.50  -50.0    426
NFLX   NETFLIX INC  NFLX US 11/19/11 C75     -10.2  95.7   8.95  -79.8   3226
NFX    NEWFIELD EX  NFX US 12/17/11 P35      -10.2  54.8   2.15   -8.5    400
EPD    ENTERPRISE   EPD US 01/21/12 C44      -10.1  17.6   1.35   -6.9    361
XRX    XEROX CORP   XRX US 11/19/11 C8       -10.0  43.6   0.42    2.4    848

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

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