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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
=============================================================================
PGF    POWERSHARES  PGF US 12/17/11 P17       75.5  17.4   0.80   33.3    250
GILD   GILEAD SCIE  GILD US 01/21/12 C30      49.1  46.5   5.95  -54.0   1238
ALXA   ALEXZA PHAR  ALXA US 12/17/11 P1       39.5 313.5   0.30   20.0    500
TOO    TEEKAY OFFS  TOO US 12/17/11 P22.5     33.1  80.6   0.65   85.7    984
SNV    SYNOVUS FIN  SNV US 12/17/11 P1.5      27.1  95.1   0.10    0.0    350
P      PANDORA MED  P US 12/17/11 P11         26.4 155.1   1.35   50.0    680
SAI    SAIC INC     SAI US 12/17/11 P12       25.4  39.3   0.85    0.0    250
YONG   YONGYE INTE  YONG US 12/17/11 C4.5     23.1  86.7   0.30  -57.1    200
FIO    FUSION-IO I  FIO US 12/17/11 C35       22.4  77.6   3.20  -39.6    473
EUO    PROSH-UL/SH  EUO US 12/17/11 C18       21.2  35.3   0.95   -5.0    263
MHS    MEDCO HEALT  MHS US 01/21/12 P42.5     20.8  60.6   0.95   72.7    260
BKS    BARNES & NO  BKS US 12/17/11 P11       20.4 110.0   0.10  -47.4    303
FOE    FERRO CORP   FOE US 12/17/11 C5        19.9 106.8   0.90  -21.7   1485
P      PANDORA MED  P US 12/17/11 P12         18.9 144.8   1.70   36.0    464
GILD   GILEAD SCIE  GILD US 12/17/11 C37      18.6  39.1   0.80    0.0    239
GILD   GILEAD SCIE  GILD US 01/21/12 C37      18.1  37.0   1.45  -62.3    319
SPRD   SPREADTRUM-  SPRD US 12/17/11 C25      17.7  90.8   2.20  -49.8   1942
GILD   GILEAD SCIE  GILD US 12/17/11 P36      17.4  41.1   1.83  381.6    590
MWE    MARKWEST EN  MWE US 12/17/11 P50       17.0  39.8   1.20   14.3    686
PAA    PLAINS ALL   PAA US 12/17/11 C65       16.9  18.3   0.45  -40.0    258
PWRD   PERFECT WOR  PWRD US 12/17/11 P11      16.8  92.0   0.85   70.0    276
CRL    CHARLES RIV  CRL US 12/17/11 P25       15.9  48.8   0.50  100.0    300
YONG   YONGYE INTE  YONG US 01/21/12 P4.5     15.2  95.7   0.75   50.0    500
PWRD   PERFECT WOR  PWRD US 03/17/12 P9       15.2  88.2   0.95    0.0    470
TIVO   TIVO INC     TIVO US 12/17/11 C10      15.1  65.5   0.48  -25.0    229
PWRD   PERFECT WOR  PWRD US 03/17/12 P10      15.1  85.7   1.45   52.6    338
GILD   GILEAD SCIE  GILD US 12/17/11 C36      14.9  40.5   1.17  -75.7    818
AGNC   AMERICAN CA  AGNC US 12/17/11 P28      14.8  21.2   0.70   27.3    413
YONG   YONGYE INTE  YONG US 12/17/11 P4.5     14.6  96.0   0.40   33.3    320
X      US STEEL CO  X US 12/17/11 P25         14.3  83.0   2.70   55.2    229
MMI    MOTOROLA MO  MMI US 01/21/12 P35       14.3  26.0   0.35   16.7    696
TIVO   TIVO INC     TIVO US 12/17/11 P10      14.2  64.7   0.79   23.4    555
HPQ    HEWLETT-PAC  HPQ US 12/17/11 P27       14.1  60.1   2.02   65.6   1407
HPQ    HEWLETT-PAC  HPQ US 12/17/11 C27       14.1  60.5   1.46  -31.8   2039
PWRD   PERFECT WOR  PWRD US 03/17/12 P8       13.7  93.7   0.65   62.5    387
PWRD   PERFECT WOR  PWRD US 03/17/12 P11      13.6  82.2   1.90   35.7    300
XLV    SPDR-HEALTH  XLV US 12/17/11 P31       13.5  31.5   0.62   40.9  10365
XLU    SPDR-UTIL S  XLU US 12/17/11 C35       13.4  17.4   0.26  -40.9    272
AGNC   AMERICAN CA  AGNC US 12/17/11 C28      13.4  21.1   0.50   -9.1    337
LINE   LINN ENERGY  LINE US 12/17/11 P34      13.3  40.6   0.75   66.7   3368
HPQ    HEWLETT-PAC  HPQ US 12/17/11 C26       13.2  61.9   1.93  -31.1    658
CLX    CLOROX CO    CLX US 12/17/11 P57.5     13.1  31.2   0.28  180.0    809
PCS    METROPCS CO  PCS US 12/17/11 P8        13.0  61.6   0.55   22.2    200
HPQ    HEWLETT-PAC  HPQ US 12/17/11 P26       13.0  61.6   1.48   72.1   1385
ACH    ALUMINUM CO  ACH US 12/17/11 P10       12.9  90.9   0.50  100.0    307
IVN    IVANHOE MIN  IVN US 12/17/11 P17       12.9 113.9   1.55   46.2   1005
IVN    IVANHOE MIN  IVN US 12/17/11 P18       12.8 113.7   1.95   25.0    881
GS     GOLDMAN SAC  GS US 12/17/11 C90        12.7  58.8   5.05  -16.2   4208
TIVO   TIVO INC     TIVO US 12/17/11 P8       12.7  83.2   0.21   75.0    539
DNDN   DENDREON CO  DNDN US 12/17/11 C8       12.6  96.9   1.13   18.9    518
ITUB   ITAU UNIBAN  ITUB US 12/17/11 C17      12.5  49.5   0.65  -38.1    201
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P22      12.5 120.2   3.00  122.2   1785
X      US STEEL CO  X US 12/17/11 P24         12.5  83.7   2.09   63.3    634
GILD   GILEAD SCIE  GILD US 12/17/11 P35      12.5  42.3   1.43  652.6   1682
CYTX   CYTORI THER  CYTX US 12/17/11 P2.5     12.4 137.9   0.30   20.0    502
UUP    POWERSHARES  UUP US 12/17/11 P23       12.3  18.0   1.02   -7.3    280
INHX   INHIBITEX I  INHX US 12/17/11 C10      12.3  93.6   1.35  200.0    225
WLT    WALTER ENER  WLT US 12/17/11 P60       12.2  76.7   2.02   85.3    232
SPRD   SPREADTRUM-  SPRD US 01/21/12 C19      12.2  93.0   7.10  -28.6    220
SPRD   SPREADTRUM-  SPRD US 01/21/12 P20      12.2  90.2   1.35  200.0    366
CCI    CROWN CASTL  CCI US 12/17/11 P38       12.2  38.3   0.90   63.6   1000
OPK    OPKO HEALTH  OPK US 12/17/11 P5        12.1  53.5   0.25    0.0    503
EUO    PROSH-UL/SH  EUO US 12/17/11 C19       12.1  35.7   0.55    0.0    746
RAI    REYNOLDS AM  RAI US 12/17/11 P39       12.0  28.8   0.80  -14.9   1006
WPZ    WILLIAMS PA  WPZ US 12/17/11 P55       11.8  33.3   1.25   19.1   1255
ITUB   ITAU UNIBAN  ITUB US 12/17/11 P17      11.8  50.6   1.20   31.9    420
LO     LORILLARD I  LO US 12/17/11 C110       11.7  47.3   3.90   -9.3    427
XLV    SPDR-HEALTH  XLV US 12/17/11 P30       11.7  34.4   0.34   36.0    525
IR     INGERSOLL-R  IR US 12/17/11 C32        11.7  48.8   1.25    8.7    348
HPQ    HEWLETT-PAC  HPQ US 12/17/11 P25       11.6  63.2   1.10   83.3   2946
STD    BANCO SANTA  STD US 01/19/13 P5        11.5  71.7   1.25   21.4   1987
GORO   GOLD RESOUR  GORO US 12/17/11 P15      11.4 108.3   0.70   40.0    410
X      US STEEL CO  X US 12/17/11 C24         11.4  83.5   2.07  -31.2    595
DBA    POWERSHARES  DBA US 12/17/11 C29       11.2  23.0   0.75  -11.8    238
X      US STEEL CO  X US 12/17/11 P23         11.2  84.2   1.61   66.0   1100
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P21      11.2 123.3   2.65  138.7    848
MDY    SPDR S&P MI  MDY US 12/17/11 P152      11.1  37.7   6.10   41.9    407
GS     GOLDMAN SAC  GS US 12/17/11 C85        11.1  62.7   8.20  -11.8   2161
PG     PROCTER & G  PG US 12/17/11 C65        11.0  17.6   0.23  -51.1   1600
WIN    WINDSTREAM   WIN US 12/17/11 C11       11.0  28.7   0.64  -12.3    300
GILD   GILEAD SCIE  GILD US 01/21/12 P34      11.0  40.5   1.70  203.6    253
WLT    WALTER ENER  WLT US 12/17/11 P55       10.8  78.0   0.90  150.0    392
NFLX   NETFLIX INC  NFLX US 12/17/11 P60      10.7  88.5   1.40   57.3    223
FAS    FINL BULL 3  FAS1 US 12/17/11 C15      10.7 100.9   0.15  -57.1    383
FAS    FINL BULL 3  FAS1 US 01/21/12 C27      10.7 137.5   0.01    0.0    500
NFLX   NETFLIX INC  NFLX US 12/17/11 P65      10.7  80.7   2.13   45.9    927
LVS    LAS VEGAS S  LVS US 12/17/11 C45       10.6  50.2   1.75  -28.3   1810
HPQ    HEWLETT-PAC  HPQ US 12/17/11 P24       10.6  65.3   0.78   90.2    666
KSU    KANSAS CITY  KSU US 12/17/11 P65       10.6  47.9   3.30   73.7    254
XOM    EXXON MOBIL  XOM US 12/17/11 C80       10.6  26.5   0.80  -35.0   2277
WLT    WALTER ENER  WLT US 12/17/11 P65       10.5  76.4   3.87   64.7    506
BRCD   BROCADE COM  BRCD US 12/17/11 C4       10.5 100.8   0.68  -19.1    261
GDX    MKT VECT-GO  GDX US 12/17/11 C58       10.4  41.2   1.39  -28.7    754
SPRD   SPREADTRUM-  SPRD US 01/21/12 C26      10.4  77.2   2.27  -51.7   1581
TNA    SMALL CAP B  TNA US 04/21/12 C20       10.4 131.2  22.50   -9.6    200
AIG    AMERICAN IN  AIG US 12/17/11 P21       10.3  56.0   1.28   33.3    696
GS     GOLDMAN SAC  GS US 12/17/11 P75        10.3  73.7   1.60   48.1    913
IVR    INVESCO MOR  IVR US 12/17/11 C15       10.2  24.5   0.30  -40.0    227
HMY    HARMONY GOL  HMY US 12/17/11 P13       10.2  49.6   0.85   51.8    300
GS     GOLDMAN SAC  GS US 12/17/11 P80        10.2  67.3   2.50   40.5    810
FAS    FINL BULL 3  FAS US 12/17/11 C55       10.0 123.6   6.30  -32.6    202
TLAB   TELLABS INC  TLAB US 12/17/11 P4       10.0  56.1   0.28   40.0    383

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VRUS   PHARMASSET   VRUS US 02/18/12 P110    -45.9  32.9   0.78    0.0    362
VRUS   PHARMASSET   VRUS US 12/17/11 P105    -45.3  46.8   0.15    0.0    444
REGN   REGENERON P  REGN US 12/17/11 C55     -43.0  64.4   3.50    6.1    364
VRUS   PHARMASSET   VRUS US 02/18/12 P105    -39.6  36.5   0.75    0.0    383
VRUS   PHARMASSET   VRUS US 02/18/12 C105    -26.5  39.1  30.00 3650.0    405
FIG    FORTRESS IN  FIG US 01/21/12 C2.5     -21.2  62.9   0.80  -27.3    218
FSIN   FUSHI COPPE  FSIN US 12/17/11 C7.5    -21.1  64.4   0.55  -35.3    739
CMED   CHINA MEDIC  CMED US 03/17/12 P4      -21.0  87.6   0.80    0.0   1379
CLWR   CLEARWIRE -  CLWR US 12/17/11 P1.5    -20.6 230.4   0.30  -33.3    265
LDK    LDK SOLAR C  LDK US 12/17/11 C2       -20.4  84.5   0.92    0.0    857
CMED   CHINA MEDIC  CMED US 01/21/12 P4      -18.7  89.9   0.55    0.0   1067
TSN    TYSON FOODS  TSN US 12/17/11 P19      -17.3  33.4   0.60   -4.8   1272
FSIN   FUSHI COPPE  FSIN US 06/16/12 P7.5    -17.1  47.5   1.05  -12.5    263
TSN    TYSON FOODS  TSN US 12/17/11 P20      -16.7  30.7   1.15    4.5    588
TRH    TRANSATLANT  TRH US 12/17/11 C55      -16.6  18.6   1.20   33.3    210
SPPI   SPECTRUM PH  SPPI US 12/17/11 P12     -14.8  62.7   0.60  -33.3    344
CLWR   CLEARWIRE -  CLWR US 12/17/11 C1.5    -14.8 237.3   0.45   12.5    537
BSDM   BSD MEDICAL  BSDM US 05/19/12 C2.5    -14.6  63.2   0.70   27.3    273
SPPI   SPECTRUM PH  SPPI US 12/17/11 P13     -13.4  62.6   1.10  -21.4    200
VRUS   PHARMASSET   VRUS US 02/18/12 P80     -13.2  53.6   0.30  -98.0    599
FSIN   FUSHI COPPE  FSIN US 06/16/12 C7.5    -13.2  50.3   1.20  -16.1    320
CENX   CENTURY ALU  CENX US 01/21/12 C7.5    -13.2  84.4   1.82  -41.3    200
DUST   DIR GLD MNR  DUST US 06/16/12 C38     -13.1  73.1   7.35   -3.3    349
XLK    SPDR-TECH S  XLK US 01/21/12 C20      -12.4  43.2   4.75  -20.2    210
DUST   DIR GLD MNR  DUST US 06/16/12 C36     -12.1  72.1   8.00    0.0    349
JEF    JEFFERIES G  JEF US 12/17/11 P10      -11.8 119.7   1.20  -14.3    915
AMR    AMR CORP     AMR US 01/19/13 P0.5     -11.6 161.2   0.19  -24.0    394
JEF    JEFFERIES G  JEF US 12/17/11 C9       -11.2 133.5   2.20    7.3    801
SIRI   SIRIUS XM R  SIRI US 12/17/11 C1.5    -11.2  62.4   0.31    3.3   1190
LDK    LDK SOLAR C  LDK US 01/21/12 C2.5     -11.1  59.3   0.52   -5.5    385
REXX   REX ENERGY   REXX US 12/17/11 C15     -10.5  63.3   1.15  -39.5    272
EEM    ISHARES-EMG  EEM US 03/17/12 C25      -10.5  60.8  12.28  -21.8    421
ETP    ENERGY TRAN  ETP US 12/17/11 C45      -10.5  15.4   0.40  -11.1    338
ILMN   ILLUMINA IN  ILMN US 12/17/11 P28     -10.4  61.3   1.95   24.2   1622
UTHR   UNITED THER  UTHR US 12/17/11 C42.5   -10.2  36.1   0.74  -40.8    287
JEF    JEFFERIES G  JEF US 12/17/11 P9       -10.2 135.7   0.85  -22.7   1449
LDK    LDK SOLAR C  LDK US 12/17/11 C3       -10.1  94.7   0.27  -12.9   1829
IBB    ISHARES-NDQ  IBB US 12/17/11 C99      -10.1  20.0   1.10  214.3   1544

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

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