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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 3:00 p.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 500 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
=============================================================================
MJN    MEAD JOHNSO  MJN US 01/21/12 C60       61.6  32.2  11.30   -1.3   1165
ESV    ENSCO PLC-A  ESV US 06/16/12 C39       30.7  47.4  14.50    0.0   1873
SE     SPECTRA ENE  SE US 12/17/11 C30        22.1  26.4   0.60  100.0    540
KCG    KNIGHT CAPI  KCG US 01/21/12 P7.5      20.9 104.2   0.35   40.0   2786
TOO    TEEKAY OFFS  TOO US 12/17/11 P22.5     20.2  57.2   0.45    0.0   1984
ESV    ENSCO PLC-A  ESV US 03/17/12 C35       19.1  52.0  17.35   12.7   1873
KCG    KNIGHT CAPI  KCG US 04/21/12 P7.5      18.6  88.6   0.65  160.0    665
MELA   MELA SCIENC  MELA US 01/21/12 C3       17.2  71.3   1.85  -21.3   2978
KOG    KODIAK OIL   KOG US 12/17/11 C5        17.1  95.1   2.20   -6.4   2598
CADX   CADENCE PHA  CADX US 05/19/12 C5       17.0  37.2   0.55  -42.1   5421
HIG    HARTFORD FI  HIG US 06/16/12 C15       16.1  58.5   4.50    0.0    565
KCG    KNIGHT CAPI  KCG US 12/17/11 P7.5      15.2 123.4   0.25    0.0   1238
VECO   VEECO INSTR  VECO US 12/17/11 C28      15.1  69.3   3.20  113.3    614
IVN    IVANHOE MIN  IVN US 06/16/12 P20       14.7  79.8   4.25   -7.6   1051
ARMH   ARM HOLDING  ARMH US 01/21/12 C31      14.6  49.3   3.10   93.8    763
AUO    AU OPTR-SPO  AUO US 12/17/11 C5        14.5  62.0   0.40  100.0   1025
FNSR   FINISAR COR  FNSR US 01/21/12 C22      12.0  80.0   2.95    9.3   1110
TRH    TRANSATLANT  TRH US 12/17/11 C52.5     11.0  22.7   2.60   30.0   1205
ETE    ENERGY TRAN  ETE US 01/21/12 C35       10.7  34.2   3.80    5.6    500
FNSR   FINISAR COR  FNSR US 12/17/11 C22      10.5  89.8   2.15    2.4   4210
MHS    MEDCO HEALT  MHS US 01/21/12 P52.5     10.3  36.5   2.60  -10.3   2084

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
JEF    JEFFERIES G  JEF US 12/17/11 C6       -58.3 139.1   6.80    0.0    648
JEF    JEFFERIES G  JEF US 12/17/11 C11      -38.7 107.5   2.25   -2.2    551
RMD    RESMED INC   RMD US 12/17/11 C30      -30.9  34.8   0.95   72.7    946
ARO    AEROPOSTALE  ARO US 12/17/11 C14      -26.1  41.0   3.30    0.0   1014
MHP    MCGRAW-HILL  MHP US 05/19/12 C33      -24.7  31.5   9.88    0.0    500
JEF    JEFFERIES G  JEF US 12/17/11 C13      -21.2  82.1   1.25    0.0  12760
AMAG   AMAG PHARMA  AMAG US 12/17/11 C16     -20.2  49.7   1.15  155.6   1100
XLF    SPDR-FINL S  XLF US 01/19/13 P13      -19.8  36.5   2.16    7.5    503
SWKS   SKYWORKS SO  SWKS US 12/17/11 C22     -18.1  58.9   1.70   17.2    654
SWKS   SKYWORKS SO  SWKS US 12/17/11 C21     -17.9  60.4   2.10   10.5    528
MET    METLIFE INC  MET US 01/21/12 C18      -17.9 103.1  16.60   30.2    840
SWKS   SKYWORKS SO  SWKS US 12/17/11 C19     -17.4  64.8   3.60   22.4   2045
SWKS   SKYWORKS SO  SWKS US 12/17/11 C20     -17.3  62.9   2.90   22.4   2397
MNKD   MANNKIND CO  MNKD US 01/19/13 C3      -16.9  35.8   0.41  -36.9   4900
OPTR   OPTIMER PHA  OPTR US 12/17/11 P12.5   -16.8  54.5   0.70   55.6   6457
JEF    JEFFERIES G  JEF US 12/17/11 C12      -16.1  93.4   1.80   -4.8    546
LNKD   LINKEDIN CO  LNKD US 12/17/11 P75     -16.0  88.9   5.80  -10.8    707
EPI    WISDOMTREE   EPI US 12/17/11 P19      -15.8  31.3   0.45  -35.7    503
JEF    JEFFERIES G  JEF US 12/17/11 P12      -15.4  94.9   1.43  -20.6   1081
LNKD   LINKEDIN CO  LNKD US 12/17/11 P70     -15.2  92.8   4.20  -12.5    556
AEP    AMERICAN EL  AEP US 01/19/13 C35      -15.0  20.9   5.20    7.9   1118
JEF    JEFFERIES G  JEF US 12/17/11 P10      -15.0 113.9   0.75  -34.8  13147
JEF    JEFFERIES G  JEF US 12/17/11 P11      -14.5 103.3   0.95  -36.7  18260
FHN    FIRST HORIZ  FHN US 12/17/11 P7       -12.8  54.7   0.50    0.0    500
SWKS   SKYWORKS SO  SWKS US 01/21/12 P21     -12.2  62.1   2.20  -26.7    584
SWKS   SKYWORKS SO  SWKS US 01/21/12 C21     -11.8  61.6   2.90   16.9    690
SWKS   SKYWORKS SO  SWKS US 01/21/12 P19     -11.6  64.5   1.25  -37.5    753
HST    HOST HOTELS  HST US 01/21/12 P14      -11.2  45.6   1.10  -18.5    923
AMCC   APPLIED MIC  AMCC US 12/17/11 C7.5    -11.0  57.3   0.50  900.0   1868
OPTR   OPTIMER PHA  OPTR US 12/17/11 C12.5   -10.9  54.2   1.15  -55.8   6077
SGEN   SEATTLE GEN  SGEN US 03/17/12 P15     -10.9  60.7   0.95  -13.6   5284
JEF    JEFFERIES G  JEF US 01/21/12 C11      -10.6  95.3   3.00   12.8   7222
CEDC   CENTRAL EUR  CEDC US 12/17/11 P2.5    -10.4 166.4   0.35   94.4  16464
JEF    JEFFERIES G  JEF US 12/17/11 P5       -10.2 185.6   0.13  -56.7   7766
MET    METLIFE INC  MET US 01/21/12 C20      -10.1  88.7  14.60   12.7    540

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

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