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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
=============================================================================
LXP    LEXINGTON R  LXP US 05/19/12 P7.5     116.4  45.0   1.00    0.0    225
TRX    TANZANIAN R  TRX US 12/17/11 P2        59.5 275.0   0.70    0.0    608
TRX    TANZANIAN R  TRX US 01/21/12 P2        55.5 205.9   0.75 1400.0   4574
PICO   PICO HOLDIN  PICO US 12/17/11 P20      27.5  43.1   0.30    0.0    212
CSC    COMPUTER SC  CSC US 12/17/11 P25       27.1  73.6   1.90  137.5    887
CSC    COMPUTER SC  CSC US 12/17/11 P22.5     25.1  79.5   1.05  250.0   1938
DGIT   DIGITAL GEN  DGIT US 06/16/12 C10      23.9  82.9   7.60    0.0    200
TRAK   DEALERTRACK  TRAK US 12/17/11 C20      22.5  58.5   6.40    0.0    290
ATPG   ATP OIL & G  ATPG US 01/21/12 P2.5     22.0 231.8   0.33 1000.0    550
CSC    COMPUTER SC  CSC US 01/21/12 P25       21.7  60.0   2.20   94.7    621
ATPG   ATP OIL & G  ATPG US 01/19/13 P7.5     21.6 129.7   3.80   65.2    605
C      CITIGROUP I  C1 US 01/21/12 P5         21.5  63.1   2.13   12.1    400
SAVE   SPIRIT AIRL  SAVE US 03/17/12 C12.5    18.7  60.0   3.80   15.2    518
PWER   POWER-ONE I  PWER US 12/17/11 P5       18.3  95.9   0.20  -50.0   2750
ATPG   ATP OIL & G  ATPG US 01/21/12 P7.5     17.9 148.5   2.07   47.9    264
ATPG   ATP OIL & G  ATPG US 01/21/12 P5       16.9 176.2   0.88   76.0    577
CSC    COMPUTER SC  CSC US 12/17/11 P20       16.0  83.5   0.45  -10.0   5001
ATPG   ATP OIL & G  ATPG US 12/17/11 P4       15.1 210.2   0.33   57.1    315
CSC    COMPUTER SC  CSC US 01/21/12 P20       14.8  69.4   0.80  142.4    260
CIM    CHIMERA INV  CIM US 06/16/12 C2.5      13.7  38.7   0.30  -25.0    307
IBN    ICICI BANK-  IBN US 01/19/13 P33       13.2  45.1   5.75    0.0   2000
RIMM   RESEARCH IN  RIMM US 03/17/12 P6       13.2  93.0   0.06  200.0    877
ATPG   ATP OIL & G  ATPG US 03/17/12 P5       12.8 155.4   1.17   48.1    280
CIM    CHIMERA INV  CIM US 03/17/12 P2.5      12.2  44.5   0.25   66.7    342
SWFT   SWIFT TRANS  SWFT US 05/19/12 P7.5     12.1  89.5   1.65   37.5    281
EEM    ISHARES-EMG  EEM US 09/22/12 P35       11.4  38.0   3.50   19.1    339
TGP    TEEKAY LNG   TGP US 12/17/11 C30       11.3  39.0   2.95   18.0    388
ATPG   ATP OIL & G  ATPG US 12/17/11 P6       11.2 173.2   1.00  100.0    242

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NOG    NORTHERN OI  NOG US 12/17/11 C11      -36.7 102.3  11.00    0.0    280
GMCR   GREEN MOUNT  GMCR US 12/17/11 C30     -35.3 108.0  13.50  -67.5    237
AUO    AU OPTR-SPO  AUO US 01/21/12 C2.5     -31.8  93.9   2.00   14.3    200
MERC   MERCER INTE  MERC US 05/19/12 P2.5    -31.1  96.6   0.20    0.0    200
GMCR   GREEN MOUNT  GMCR US 12/17/11 P40     -29.4  92.8   3.80  236.3   1723
GMCR   GREEN MOUNT  GMCR US 12/17/11 P43     -29.2  89.2   5.25  275.0   2718
GMCR   GREEN MOUNT  GMCR US 12/17/11 C40     -28.7  92.0   5.95  -81.0    430
GMCR   GREEN MOUNT  GMCR US 12/17/11 C43     -28.6  89.0   4.30    0.0    533
GMCR   GREEN MOUNT  GMCR US 12/17/11 P38     -28.3  95.1   3.13  247.8   1133
XME    SPDR S&P ME  XME US 12/17/11 P40      -28.3  73.0   0.61   56.4    511
GMCR   GREEN MOUNT  GMCR US 01/21/12 P20     -27.0 120.2   0.56  180.0    382
GMCR   GREEN MOUNT  GMCR US 12/17/11 P30     -26.8 108.9   1.09  275.9   1024
TRX    TANZANIAN R  TRX US 12/17/11 P1       -26.3 303.0   0.20    0.0    406
CSCO   CISCO SYSTE  CSCO US 12/17/11 C19     -26.2  30.6   0.58   31.8  15542
RDNT   RADNET INC   RDNT US 12/17/11 C2.5    -25.6  60.6   0.10  -33.3    200
CSCO   CISCO SYSTE  CSCO US 12/17/11 P18     -25.5  32.4   0.46  -61.0   8404
CSCO   CISCO SYSTE  CSCO US 12/17/11 P19     -24.9  30.2   0.91  -49.4   2064
CSCO   CISCO SYSTE  CSCO US 12/17/11 C17     -23.9  34.8   1.83   34.6   2449
CSCO   CISCO SYSTE  CSCO US 12/17/11 C18     -23.8  33.4   1.17   41.0  10434
GMCR   GREEN MOUNT  GMCR US 01/21/12 P35     -22.9  91.6   3.24  155.1   1487
CSCO   CISCO SYSTE  CSCO US 12/17/11 P17     -22.8  35.1   0.22  -69.9   3877
GMCR   GREEN MOUNT  GMCR US 01/21/12 P33.33  -22.3  94.0   2.94  157.9    224
GMCR   GREEN MOUNT  GMCR US 01/21/12 P40     -21.6  85.7   5.20  181.1    748
CSCO   CISCO SYSTE  CSCO US 12/17/11 C16     -21.3  38.4   2.81   38.4    214
GMCR   GREEN MOUNT  GMCR US 01/21/12 P30     -20.9  99.3   2.04  148.8   1430
CIM    CHIMERA INV  CIM US 12/17/11 C2.5     -20.5  50.7   0.25  -28.6    269
GMCR   GREEN MOUNT  GMCR US 01/21/12 P25     -20.2 108.2   1.04  116.7    319
SSRI   SILVER STAN  SSRI US 01/19/13 P5      -20.0  78.6   0.40    0.0    200
CSCO   CISCO SYSTE  CSCO US 12/17/11 P16     -19.6  37.8   0.10  -74.4    570
GMCR   GREEN MOUNT  GMCR US 01/21/12 P26.67  -19.5 104.1   1.33  232.5    250
AAP    ADVANCE AUT  AAP US 12/17/11 C70      -17.9  29.7   2.55   50.9    937
CSCO   CISCO SYSTE  CSCO US 12/17/11 P15     -17.3  41.4   0.04  -80.0    357
GMCR   GREEN MOUNT  GMCR US 03/17/12 P30     -17.0  93.9   3.22  106.4    479
GMCR   GREEN MOUNT  GMCR US 03/17/12 P35     -16.6  89.8   5.00  127.3    398
CSCO   CISCO SYSTE  CSCO US 12/17/11 P14     -15.9  44.1   0.02  -81.8   1707
SPRD   SPREADTRUM-  SPRD US 12/17/11 C26     -15.5  69.9   2.30  -17.9    202
EEP    ENBRIDGE EN  EEP US 12/17/11 C30      -15.2  20.0   0.50    0.0    310
GMCR   GREEN MOUNT  GMCR US 03/17/12 C40     -14.9  83.6   9.25    0.0    299
CSCO   CISCO SYSTE  CSCO US 01/21/12 C19     -14.8  30.3   0.84   44.8  16067
AAP    ADVANCE AUT  AAP US 12/17/11 P60      -14.0  36.9   0.35  -68.2    312
GMCR   GREEN MOUNT  GMCR US 06/16/12 P30     -13.9  87.2   4.60   84.7   1456
OMEX   ODYSSEY MAR  OMEX US 03/17/12 C2.5    -13.7  93.2   0.65  -12.2    255
VIA/B  VIACOM INC-  VIAB US 12/17/11 P40     -13.2  42.4   1.55  -32.6    532
GMCR   GREEN MOUNT  GMCR US 06/16/12 P35     -13.1  84.5   6.60   59.0   1590
CSCO   CISCO SYSTE  CSCO US 01/21/12 C17.5   -12.8  33.4   1.76   41.9   5878
GMCR   GREEN MOUNT  GMCR US 01/19/13 P25     -12.7  81.8   4.70   34.3    434
VIA/B  VIACOM INC-  VIAB US 12/17/11 C40     -12.4  42.7   2.20  -15.4    250
JOYG   JOY GLOBAL   JOYG US 01/21/12 C55     -11.8  77.0  28.38  -17.7   1059
GMCR   GREEN MOUNT  GMCR US 01/19/13 P17.5   -11.7  85.9   2.03   23.0    202
EWM    ISHARES-MAL  EWM US 12/17/11 C14      -11.1  25.5   0.30    0.0  12500
CSCO   CISCO SYSTE  CSCO US 01/21/12 P17.5   -11.1  33.7   0.60  -48.3   6626
SAP    SAP AG-SPON  SAP US 12/17/11 C55      -10.6  40.3   5.30   10.4    465

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

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