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
=============================================================================
FAS    FINL BULL 3  FAS1 US 04/21/12 P11     126.7 259.8   2.82   11.5    400
QQQ    POWERSH-QQQ  QQQ US 12/30/11 C47       81.2  40.6  10.06   -2.8    246
QQQ    POWERSH-QQQ  QQQ US 01/21/12 C44       59.2  42.8  12.90   -3.5    269
BZF    WISDOMTR BR  BZF US 03/17/12 C26       51.2  31.4   2.00    0.0    268
SDS    PROSHARES U  SDS US 12/17/11 C16       34.8  49.8   4.60    5.8    205
QQQ    POWERSH-QQQ  QQQ US 12/30/11 C49       34.2  38.4   8.24   -8.8    272
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C51       28.1  36.5   5.96  -13.0    528
DCIX   DIANA CONTA  DCIX US 12/17/11 C5       27.7  56.9   0.15  -50.0    210
JEF    JEFFERIES G  JEF US 12/17/11 P7        25.1 164.6   0.50  100.0   2111
JEF    JEFFERIES G  JEF US 12/17/11 P10       24.7 118.8   1.45   61.1   5696
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C52       23.4  35.7   5.10   -7.6    739
QQQ    POWERSH-QQQ  QQQ US 12/30/11 C50       23.1  37.1   7.34   -9.6    234
JEF    JEFFERIES G  JEF US 12/17/11 C10       21.2 117.1   1.20   -7.7    281
JEF    JEFFERIES G  JEF US 12/17/11 P9        20.7 131.8   1.05   61.5   5333
JEF    JEFFERIES G  JEF US 12/17/11 P6        20.7 176.7   0.35  133.3   1518
JEF    JEFFERIES G  JEF US 12/17/11 P8        20.0 146.0   0.74   94.7   1406
SIRI   SIRIUS XM R  SIRI US 12/17/11 P1.5     19.4  64.3   0.04   33.3    800
BPL    BUCKEYE PAR  BPL US 12/17/11 P60       19.3  32.1   0.80    0.0    392
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C53       18.6  34.1   4.28   -8.0    379
JEF    JEFFERIES G  JEF US 01/21/12 P5        18.3 164.8   0.40   60.0   1171
SDS    PROSHARES U  SDS US 12/17/11 C17       17.1  47.7   3.55    0.0    664
CAST   CHINACAST E  CAST US 12/17/11 P5       15.6 172.3   0.95   35.7    882
CAST   CHINACAST E  CAST US 12/17/11 C5       15.5 162.3   0.85  -10.5   1023
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C54       15.2  32.6   3.50   -9.3    591
JEF    JEFFERIES G  JEF US 01/21/12 P10       14.6 105.7   1.80   20.0    654
XLF    SPDR-FINL S  XLF US 12/17/11 C10       14.2  62.8   2.73   -1.8    599
VXX    IPATH-S&P S  VXX US 01/21/12 P31       14.1  81.4   0.70  -31.4    201
QQQ    POWERSH-QQQ  QQQ US 01/21/12 C50       13.8  36.4   7.25   -6.0    289
CAST   CHINACAST E  CAST US 12/17/11 P2.5     13.6 247.0   0.20   33.3    472
JEF    JEFFERIES G  JEF US 01/21/12 P9        12.8 115.1   1.45   31.8    457
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C55       12.8  31.1   2.75  -12.4   1418
WPZ    WILLIAMS PA  WPZ US 12/17/11 P50       12.6  42.6   0.40   33.3   1146
DNDN   DENDREON CO  DNDN US 12/17/11 P7       12.1  97.7   0.39  -27.8    417
TIVO   TIVO INC     TIVO US 12/17/11 P10      11.9  60.8   0.57   35.7   1033
GNK    GENCO SHIPP  GNK US 12/17/11 P7        11.9 123.9   0.35   40.0   1193
RRC    RANGE RESOU  RRC US 12/17/11 C65       11.8  64.0   8.35   11.3   1000
D      DOMINION RE  D US 12/17/11 P45         11.8  35.1   0.25    0.0    293
QQQ    POWERSH-QQQ  QQQ US 12/17/11 C56       11.7  29.6   2.13  -10.5   6250
RKT    ROCK-TENN C  RKT US 12/17/11 P60       10.9  46.4   3.75   -8.5    600
JEF    JEFFERIES G  JEF US 01/21/12 P8        10.8 123.0   1.11   44.2   1113
GMCR   GREEN MOUNT  GMCR US 12/17/11 C55      10.8  86.9   4.36   19.4    798
TIVO   TIVO INC     TIVO US 12/17/11 P9       10.6  69.6   0.32   77.8   5025
RRC    RANGE RESOU  RRC US 12/17/11 C72.5     10.6  62.5   4.90   13.9    560
GMCR   GREEN MOUNT  GMCR US 12/17/11 P48      10.6  93.0   3.10    3.7    422
GMCR   GREEN MOUNT  GMCR US 12/17/11 P55      10.5  88.6   6.75    3.9    406
GMCR   GREEN MOUNT  GMCR US 12/17/11 P50      10.4  92.1   3.97    4.5   3048
IBM    IBM          IBM US 12/17/11 P185      10.2  26.6   4.40    2.3   1113
GMCR   GREEN MOUNT  GMCR US 12/17/11 C52.5    10.0  88.3   5.65   21.5    525
ARIA   ARIAD PHARM  ARIA US 12/17/11 P10      10.0  81.2   0.74   34.5    433

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MNKD   MANNKIND CO  MNKD US 12/17/11 C3      -30.7  20.4   0.20   53.9    433
UUP    POWERSHARES  UUP US 01/21/12 C20      -29.0   9.2   2.01   -1.9    276
MNKD   MANNKIND CO  MNKD US 05/19/12 C3      -26.9  18.6   0.30   30.4    204
WAG    WALGREEN CO  WAG US 01/18/14 C25      -26.3  30.0   9.00   -2.2    200
QIHU   QIHOO 360 T  QIHU US 12/17/11 P20     -23.3  90.8   2.50  -21.9    848
NTAP   NETAPP INC   NTAP US 12/17/11 P38     -22.6  41.9   2.82  113.6    678
NTAP   NETAPP INC   NTAP US 12/17/11 C37     -22.4  42.5   1.42  -73.5   1025
NTAP   NETAPP INC   NTAP US 12/17/11 C38     -22.2  42.0   0.85  -79.4    498
MNKD   MANNKIND CO  MNKD US 01/19/13 C3      -22.1  19.6   0.37    0.0   5244
NTAP   NETAPP INC   NTAP US 12/17/11 P37     -21.9  42.6   2.20  120.0    698
BEXP   BRIGHAM EXP  BEXP US 01/21/12 P35     -21.9   8.9   0.05  -50.0    249
QIHU   QIHOO 360 T  QIHU US 12/17/11 C20     -21.4  75.4   1.55  -11.4    298
QIHU   QIHOO 360 T  QIHU US 12/17/11 P15     -21.0  99.7   0.55  -42.1    709
NTAP   NETAPP INC   NTAP US 12/17/11 P36     -20.9  43.7   1.64  118.7    621
NTAP   NETAPP INC   NTAP US 12/17/11 C36     -20.7  43.7   1.90  -77.6    322
WM     WASTE MANAG  WM US 01/18/14 C25       -20.6  30.6   7.02   -6.4    210
USO    UNITED STAT  USO US 01/18/14 C25      -20.6  31.9  15.75   -5.7    200
NTAP   NETAPP INC   NTAP US 12/17/11 C35     -20.5  44.4   2.40  -61.9    215
COOL   MAJESCO ENT  COOL US 12/17/11 C2.5    -20.4  92.1   0.60  -25.0    707
NTAP   NETAPP INC   NTAP US 12/17/11 P35     -20.0  44.4   1.30  154.9    256
GME    GAMESTOP CO  GME US 12/17/11 C23      -18.8  46.1   0.85  -19.8    229
NTAP   NETAPP INC   NTAP US 12/17/11 P34     -18.6  45.5   1.04  285.2    785
GME    GAMESTOP CO  GME US 12/17/11 C22      -18.5  47.2   1.36  -15.0    481
MU     MICRON TECH  MU US 01/19/13 P2.5      -18.5  79.2   0.22    0.0    387
DUK    DUKE ENERGY  DUK US 12/17/11 C21      -18.4  13.8   0.10    0.0    370
GME    GAMESTOP CO  GME US 12/17/11 P22      -18.4  47.2   1.01  -15.1    704
QIHU   QIHOO 360 T  QIHU US 12/17/11 P17.5   -18.2  93.5   1.25  -30.6    603
XME    SPDR S&P ME  XME US 12/17/11 P52      -17.1  55.3   2.87   41.4   1266
YOKU   YOUKU.COM I  YOKU US 12/17/11 P15     -15.7 107.7   1.15   76.9    592
EP     EL PASO COR  EP US 04/21/12 C26       -15.3  16.9   0.45  -59.1   2000
SKUL   SKULLCANDY   SKUL US 12/17/11 C17.5   -15.3  51.3   0.70  -31.4    200
EK     EASTMAN KOD  EK US 01/21/12 P0.5      -15.0 190.4   0.04  -33.3    339
S      SPRINT NEXT  S US 12/17/11 P2         -14.7  79.4   0.02    0.0    200
RMBS   RAMBUS INC   RMBS US 12/17/11 C8      -14.5 108.7   1.16   54.7   1032
XME    SPDR S&P ME  XME US 12/17/11 C55      -14.3  51.4   2.46  -19.6    255
YOKU   YOUKU.COM I  YOKU US 12/17/11 C17     -13.5 103.2   1.85  -72.0    511
ZSL    PRSH-ULTSH   ZSL US 12/17/11 C12      -13.4  81.1   1.55   39.6   3606
YOKU   YOUKU.COM I  YOKU US 12/17/11 P10     -12.9 127.0   0.15    0.0    225
PLCE   CHILDRENS P  PLCE US 12/17/11 P40     -12.3  51.8   0.15  -81.2    341
SHLD   SEARS HOLDI  SHLD US 12/17/11 P62.5   -12.2  65.6   3.50    7.7   1668
IBKR   INTERACTIVE  IBKR US 01/21/12 C12     -12.2  43.8   2.60   -5.5    800
QIHU   QIHOO 360 T  QIHU US 03/17/12 P12.5   -12.2 102.9   1.25  -10.7    206
GM     GENERAL MOT  GM US 01/18/14 C18       -12.0  44.5   8.05    0.0    750
SHLD   SEARS HOLDI  SHLD US 12/17/11 P60     -11.4  67.1   2.48    5.1    326
QIHU   QIHOO 360 T  QIHU US 03/17/12 P15     -11.3  99.6   2.10  -16.0    669
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P59      -11.0  25.4   3.31    8.9    894
ROST   ROSS STORES  ROST US 12/17/11 C90     -11.0  31.2   1.50  -37.5    220
MU     MICRON TECH  MU US 12/17/11 C5        -10.9  78.3   1.61  -12.0   1803
NTAP   NETAPP INC   NTAP US 01/21/12 P37     -10.7  41.6   2.87   86.4    235
SHLD   SEARS HOLDI  SHLD US 12/17/11 P57.5   -10.7  69.4   2.15   14.4    768
SHLD   SEARS HOLDI  SHLD US 12/17/11 P65     -10.3  66.0   4.75   18.8    244
WNR    WESTERN REF  WNR US 12/17/11 P8       -10.2 107.4   0.10  100.0   1530

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

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