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
=============================================================================
NOK    NOKIA CORP-  NOK US 04/21/12 C3        67.5  78.8   3.50   -7.9    300
ATPG   ATP OIL & G  ATPG US 12/17/11 C10      45.1  98.4   0.95  -21.5    258
ATPG   ATP OIL & G  ATPG US 12/17/11 P9       38.7 141.3   1.32   76.0    577
FOE    FERRO CORP   FOE US 12/17/11 C5        34.8 112.2   1.95  -13.3    690
AMSC   AMER SUPERC  AMSC US 12/17/11 P4       29.7 108.5   0.30  -25.0    568
ARNA   ARENA PHARM  ARNA US 01/21/12 C1       27.7 127.3   0.44  -12.0    200
ALSK   ALASKA COMM  ALSK US 04/21/12 P5       20.0  69.8   1.05  162.5    363
AMSC   AMER SUPERC  AMSC US 04/21/12 C4       19.8  93.1   1.30   44.4    468
EXC    EXELON CORP  EXC US 12/17/11 P45       15.1  18.5   1.20   20.0    933
TIVO   TIVO INC     TIVO US 12/17/11 C11      14.2  54.8   0.69  -16.9    444
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1.5     13.5  57.6   0.27  -10.0    310
GOLD   RANDGOLD RE  GOLD US 12/17/11 P90      12.5  55.8   0.40   60.0   2073
FRPT   FORCE PROTE  FRPT US 12/17/11 C4       12.2  63.7   1.50    0.0    396
KMX    CARMAX INC   KMX US 01/21/12 C25       12.0  49.2   4.90   -7.5    200
RAX    RACKSPACE H  RAX US 12/17/11 P41       11.8  52.5   1.70   50.4   2631
C      CITIGROUP I  C1 US 01/21/12 P4         11.8  47.7   1.05   10.5   3101
PKT    PROCERA NET  PKT US 12/17/11 C15       11.7  60.2   0.90   50.0    261
MSFT   MICROSOFT C  MSFT US 12/17/11 C25      11.3  28.0   1.84  -17.5    531
VIA/B  VIACOM INC-  VIAB US 12/17/11 C43      11.0  41.9   1.20  -17.2    339
CDE    COEUR D'ALE  CDE US 12/17/11 P20       10.9  74.7   0.15   50.0   2048
CDE    COEUR D'ALE  CDE US 12/17/11 P22       10.9  70.2   0.30   30.4   2084
EXM    EXCEL MARIT  EXM US 06/16/12 P2        10.5 109.9   0.60   20.0   3643
VXX    IPATH-S&P S  VXX US 12/17/11 P33       10.3  84.9   0.78  -29.1    585
OPTR   OPTIMER PHA  OPTR US 12/17/11 C10      10.2  68.7   1.45   26.1    450
MRK    MERCK & CO   MRK US 12/17/11 C35       10.1  21.5   0.57    1.8    546
UUP    POWERSHARES  UUP US 12/17/11 C21       10.1  11.4   0.96   39.1    263

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
WTW    WEIGHT WATC  WTW US 12/17/11 P60      -26.9  61.0   2.05  -26.8    239
AH     ACCRETIVE H  AH US 12/17/11 P22.5     -24.2  71.3   0.95   11.8   5582
ROVI   ROVI CORP    ROVI US 12/17/11 C30     -24.0  72.4   3.00    0.0    447
ROVI   ROVI CORP    ROVI US 12/17/11 P25     -23.1  80.1   0.90    0.0   1081
STEC   STEC INC     STEC US 12/17/11 P10     -20.1  58.3   0.74  105.6    389
TKLC   TEKELEC      TKLC US 05/19/12 P11     -19.1   5.7   0.18   20.0    203
CSC    COMPUTER SC  CSC US 12/17/11 P25      -17.4  52.9   0.50   11.1    281
PANL   UNIVERSAL D  PANL US 12/17/11 C50     -17.4  81.9   7.40   23.3    386
STEC   STEC INC     STEC US 12/17/11 P9      -16.4  65.1   0.34   25.9    564
TKLC   TEKELEC      TKLC US 12/17/11 C11     -12.9   9.5   0.15  -40.0    460
STEC   STEC INC     STEC US 01/21/12 P9      -12.8  60.3   0.61   96.8   1409
USO    UNITED STAT  USO US 04/21/12 P17      -11.3  60.4   0.11   10.0   1270
MDR    MCDERMOTT I  MDR US 12/17/11 C10      -10.8  73.2   2.00  -18.4    414
PAA    PLAINS ALL   PAA US 12/17/11 P62.5    -10.4  20.5   1.00   81.8    998
SGI    SILICON GRA  SGI US 12/17/11 P13      -10.4  66.9   0.50  -23.1    631

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

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