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
=============================================================================
NETL   NETLOGIC MI  NETL US 04/21/12 C46      61.0  20.2   3.70    0.0   6500
OZM    OCH-ZIFF CA  OZM US 12/17/11 C7.5      43.1  68.4   0.40  -84.0   2041
SVNT   SAVIENT PHA  SVNT US 12/17/11 P1       22.5 242.4   0.04   33.3    311
MNKD   MANNKIND CO  MNKD US 01/19/13 C3       20.7  22.1   0.37    0.0    983
HW     HEADWATERS   HW US 02/18/12 C2         17.3  97.3   0.80    0.0    230
NLC    NALCO HLDG   NLC US 12/17/11 P35       17.1  33.6   0.30    0.0    206
KRA    KRATON PERF  KRA US 12/17/11 P17.5     16.4  68.3   0.50    0.0    250
FTR    FRONTIER CO  FTR US 12/17/11 C5        16.4  48.2   0.35  -22.2    508
FXE    CRYSHS-EURO  FXE US 12/17/11 P110      15.1  34.8   0.03    0.0    500
NETL   NETLOGIC MI  NETL US 04/21/12 C50      14.2   2.0   0.10    0.0   6500
APL    ATLAS PIPEL  APL US 01/19/13 P35       13.8  38.2   6.40   -8.6    200
ANV    ALLIED NEVA  ANV US 12/17/11 P30       11.4  60.8   0.55   10.0    250
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1       11.0  76.1   0.85   16.4   1138
BMC    BMC SOFTWAR  BMC US 12/17/11 C36       10.9  35.0   1.25    8.7    313
SVNT   SAVIENT PHA  SVNT US 01/21/12 P1       10.6 161.5   0.04    0.0    255
CJES   C&J ENERGY   CJES US 12/17/11 P20      10.4  84.1   1.10   10.0    505
BPAX   BIOSANTE PH  BPAX US 12/17/11 P2       10.4 200.1   0.30   20.0    240
ACOR   ACORDA THER  ACOR US 12/17/11 P21      10.3  58.4   0.90    0.0    400
MU     MICRON TECH  MU US 12/17/11 P4         10.2  96.1   0.02    0.0    590
MWE    MARKWEST EN  MWE US 12/17/11 P49       10.2  36.2   0.85    6.2    517
JEF    JEFFERIES G  JEF US 12/17/11 P9        10.2 153.3   1.15    9.5   1591

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
DLB    DOLBY LABOR  DLB US 12/17/11 P30      -43.7  43.0   1.20  -68.4    493
CRM    SALESFORCE.  CRM US 12/17/11 C120     -42.0  49.2   4.15  -71.6    588
CRM    SALESFORCE.  CRM US 12/17/11 C115     -41.7  51.3   6.46  -63.9    955
CRM    SALESFORCE.  CRM US 12/17/11 C110     -41.2  54.0   9.45  -55.8    311
CRM    SALESFORCE.  CRM US 12/17/11 C105     -40.9  57.3  12.95  -47.2    273
CRM    SALESFORCE.  CRM US 12/17/11 P115     -39.8  51.3   6.55   -5.8    803
CRM    SALESFORCE.  CRM US 12/17/11 P120     -39.4  49.0   9.30   14.8   1585
CRM    SALESFORCE.  CRM US 12/17/11 P105     -39.0  56.8   3.05  -26.5    626
CRM    SALESFORCE.  CRM US 12/17/11 P90      -38.5  68.6   0.91  -54.0   1013
CRM    SALESFORCE.  CRM US 12/17/11 P110     -38.1  53.8   4.55  -14.9   1691
CRM    SALESFORCE.  CRM US 12/17/11 P100     -36.6  60.5   2.06  -33.5   1116
CRM    SALESFORCE.  CRM US 12/17/11 P95      -35.0  64.6   1.40  -45.1    463
CRM    SALESFORCE.  CRM US 01/21/12 P80      -31.2  71.0   1.50  -26.5    255
CRM    SALESFORCE.  CRM US 01/21/12 P115     -29.7  51.9   9.90   12.9   1466
CRM    SALESFORCE.  CRM US 01/21/12 C115     -28.9  51.9   9.90  -49.2   1587
MRVL   MARVELL TEC  MRVL US 12/17/11 C15     -27.5  38.9   0.54   38.5    965
MRVL   MARVELL TEC  MRVL US 12/17/11 P15     -26.7  38.9   0.73  -55.2    385
ARUN   ARUBA NETWO  ARUN US 12/17/11 C23     -25.8  64.1   1.65   -4.6    320
CRM    SALESFORCE.  CRM US 01/21/12 P120     -24.6  50.2  12.40   12.7    216
CRM    SALESFORCE.  CRM US 01/21/12 P110     -24.6  53.7   7.80    5.4    520
MRVL   MARVELL TEC  MRVL US 12/17/11 C14     -24.4  40.9   1.11   52.0    752
CRM    SALESFORCE.  CRM US 01/21/12 P100     -23.4  58.4   4.55   -3.2    545
GPS    GAP INC/THE  GPS US 12/17/11 P19      -22.8  40.5   1.16   10.5    495
GPS    GAP INC/THE  GPS US 12/17/11 P18      -22.6  44.5   0.67   -1.5   1651
UUP    POWERSHARES  UUP US 01/21/12 C20      -22.3   9.6   1.96   -5.3    462
BBBY   BED BATH &B  BBBY US 01/21/12 C43     -22.0  52.5  17.50   57.7    500
GPS    GAP INC/THE  GPS US 12/17/11 C19      -21.4  40.2   0.61  -51.2    721
MRVL   MARVELL TEC  MRVL US 12/17/11 P14     -21.3  41.8   0.35  -63.2   1332
SPWR   SUNPOWER CO  SPWRB US 12/17/11 C7     -21.0  88.5   0.75  -34.8    400
BBBY   BED BATH &B  BBBY US 01/21/12 C45     -20.9  49.0  15.40   -3.8    485
XME    SPDR S&P ME  XME US 12/17/11 C52      -20.5  54.1   2.98   -4.8    427
SIRI   SIRIUS XM R  SIRI US 01/21/12 P1.5    -20.4  49.7   0.04  -33.3    550
GPS    GAP INC/THE  GPS US 12/17/11 P17      -20.1  49.2   0.41   -8.9    793
XME    SPDR S&P ME  XME US 12/17/11 C53      -20.1  52.8   2.53   -4.2    665
THRX   THERAVANCE   THRX US 12/17/11 P17.5   -19.7  70.8   0.20  -91.3    320
INTU   INTUIT INC   INTU US 12/17/11 P55     -19.0  29.0   3.10  -23.8    312
CRM    SALESFORCE.  CRM US 01/21/12 P70      -18.6  79.0   0.85  -22.7    253
IDIX   IDENIX PHAR  IDIX US 01/21/12 C5      -18.5  93.3   2.85   50.0    250
GPS    GAP INC/THE  GPS US 12/17/11 P15      -18.0  60.8   0.15  -25.0   1578
MTOR   MERITOR INC  MTOR US 12/17/11 P4      -17.4 117.5   0.15    0.0    529
SPXU   PROSHARES U  SPXU US 12/17/11 C11     -16.2  65.3   4.10    2.5    200
CRM    SALESFORCE.  CRM US 01/21/12 P50      -16.2  97.7   0.20  -51.2    213
MRVL   MARVELL TEC  MRVL US 12/17/11 P13     -15.7  45.4   0.15  -68.1   1281
LDK    LDK SOLAR C  LDK US 01/21/12 C2.5     -15.6  63.8   0.64  -20.0    200
MTOR   MERITOR INC  MTOR US 12/17/11 P5      -14.0 102.1   0.40   33.3    520
ARUN   ARUBA NETWO  ARUN US 01/21/12 P17.5   -13.6  72.0   0.55  -45.0    897
GPS    GAP INC/THE  GPS US 01/21/12 P19      -13.1  40.6   1.54    6.2    300
SOL    RENESOLA LT  SOL US 01/21/12 P1       -13.1 149.0   0.10  -23.1    200
ARUN   ARUBA NETWO  ARUN US 01/21/12 P20     -13.0  67.9   1.10  -42.4    229
BAC    BANK OF AME  BAC US 12/17/11 C5       -12.8  69.9   0.93   -6.1   8032
XME    SPDR S&P ME  XME US 12/17/11 C50      -12.8  56.8   4.20   -5.6   1525
ARUN   ARUBA NETWO  ARUN US 01/21/12 P15     -12.7  76.5   0.20  -63.6   1397
GOOG   GOOGLE INC-  GOOG US 12/17/11 C625    -12.6  23.6   6.80  -23.6    330
EEM    ISHARES-EMG  EEM US 12/17/11 C34      -12.6  49.4   5.15    1.0    400
GOOG   GOOGLE INC-  GOOG US 12/17/11 P605    -12.6  24.8  19.10  -10.3    308
ARUN   ARUBA NETWO  ARUN US 01/21/12 P19     -12.6  69.7   0.90  -37.9    624
GOOG   GOOGLE INC-  GOOG US 12/17/11 C630    -12.5  23.1   5.30  -27.4    647
GOOG   GOOGLE INC-  GOOG US 12/17/11 C615    -12.3  24.6  10.30  -18.9    263
LYB    LYONDELLBAS  LYB US 12/17/11 C28      -12.3  62.4   6.86   -2.0    641
BAC    BANK OF AME  BAC US 12/17/11 P6       -12.1  59.9   0.50  -10.7  12169
GOOG   GOOGLE INC-  GOOG US 12/17/11 C620    -12.1  24.1   8.60  -21.8    561
RPTP   RAPTOR PHAR  RPTP US 02/18/12 C2.5    -11.9  54.6   2.30    0.0    900
LL     LUMBER LIQU  LL US 12/17/11 C17.5     -11.9  42.0   0.55    0.0    221
GOOG   GOOGLE INC-  GOOG US 12/17/11 C610    -11.8  25.0  12.50  -17.8    303
TSS    TOTAL SYS S  TSS US 05/19/12 C17.5    -11.8  32.8   2.80    6.5    220
ATW    ATWOOD OCEA  ATW US 12/17/11 P40      -11.7  51.1   1.85   27.6    292
AIG    AMERICAN IN  AIG US 12/17/11 P22      -11.7  49.4   1.37   -8.7   1167
GOOG   GOOGLE INC-  GOOG US 12/17/11 C605    -11.7  25.5  15.00  -13.3    269
CRM    SALESFORCE.  CRM US 05/19/12 P110     -11.6  55.7  15.20   14.3    286
GOOG   GOOGLE INC-  GOOG US 12/17/11 P600    -11.6  25.5  16.70  -12.6    320
MRVL   MARVELL TEC  MRVL US 01/21/12 C14     -11.4  41.4   1.42   42.0   5959
KFT    KRAFT FOODS  KFT US 12/17/11 P21      -11.4  80.5   0.02  -60.0    200
KO     COCA-COLA C  KO US 12/17/11 P70       -11.2  17.6   3.20  -28.6    454
GOOG   GOOGLE INC-  GOOG US 12/17/11 P590    -11.2  26.7  12.80  -16.9    492
GOOG   GOOGLE INC-  GOOG US 12/17/11 P595    -11.0  26.1  14.40  -18.6    729
BAC    BANK OF AME  BAC US 12/17/11 P5       -10.8  69.2   0.13  -23.5  17508
OZM    OCH-ZIFF CA  OZM US 12/17/11 P7.5     -10.4  62.8   0.35   75.0   2065
KO     COCA-COLA C  KO US 01/21/12 P32.5     -10.3  68.1   0.03    0.0    200
EEM    ISHARES-EMG  EEM US 12/17/11 C38      -10.1  41.6   2.12    0.9  11884
MRVL   MARVELL TEC  MRVL US 01/21/12 P14     -10.1  41.4   0.65  -47.6    847
BBBY   BED BATH &B  BBBY US 01/19/13 C45     -10.0  38.3  18.00   14.1    475

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

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