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
=============================================================================
UUP    POWERSHARES  UUP US 03/17/12 C14       43.3  37.6   8.40    0.0    200
SDS    PROSHARES U  SDS US 03/17/12 C16       42.4  41.3   6.90   -1.6    522
FSIN   FUSHI COPPE  FSIN US 12/17/11 C5       37.1 123.1   2.60    0.0    265
UUP    POWERSHARES  UUP US 03/17/12 C15       18.6  32.1   7.40    0.0    400
BAC    BANK OF AME  BAC US 12/17/11 P3        17.0 138.8   0.03   50.0   6569
SDS    PROSHARES U  SDS US 12/17/11 C20       16.0  52.1   2.95   -9.2    399
S      SPRINT NEXT  S US 12/17/11 C2          13.7  93.1   0.57    5.6    200
LDK    LDK SOLAR C  LDK US 12/17/11 C2        11.2 114.0   1.13   -4.2    531
AGNC   AMERICAN CA  AGNC US 12/17/11 P28      10.5  22.1   0.65   -7.1    206

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SMH    SEMICONDUCT  SMH US 01/19/13 P18.5    -64.0  29.4   0.40    0.0    673
FIO    FUSION-IO I  FIO US 03/17/12 C5       -50.6 101.7  25.40  103.2   1000
ZAGG   ZAGG INC     ZAGG US 12/17/11 C9      -31.4  57.0   2.24   -8.6    225
FIO    FUSION-IO I  FIO US 12/17/11 C7.5     -29.4 235.7  23.10    6.9    660
FIO    FUSION-IO I  FIO US 12/17/11 C10      -22.2 188.4  20.60    7.3    666
LDK    LDK SOLAR C  LDK US 12/17/11 C3       -21.9  72.1   0.28  -22.2    767
XME    SPDR S&P ME  XME US 12/17/11 P39      -20.5  65.4   0.36   -5.3    501
C      CITIGROUP I  C1 US 01/21/12 P4        -17.8  54.3   1.60   -1.8   1120
STR    QUESTAR COR  STR US 12/17/11 C19      -16.3  22.8   0.25  -72.2    400
AONE   A123 SYSTEM  AONE US 12/17/11 C2      -15.7 108.9   0.30   20.0    200
MTL    MECHEL-SPON  MTL US 01/18/14 C5       -15.0  81.0   5.00   -9.1    250
EDMC   EDUCATION M  EDMC US 12/17/11 C2.5    -15.0 351.4  19.60    7.1    300
MBT    MOBILE TELE  MBT US 12/17/11 C16      -14.9  40.7   0.40  100.0    200
QPSA   QUEPASA COR  QPSA US 12/17/11 C3      -14.8  87.7   0.60  -29.4    569
MNKD   MANNKIND CO  MNKD US 01/19/13 P1      -14.3 127.4   0.25  -24.2    291
UUP    POWERSHARES  UUP US 12/17/11 C20      -13.2  19.2   2.36    4.0    206
KMI    KINDER MORG  KMI US 06/16/12 C30      -12.0  18.6   0.86    1.2   1291
SIRI   SIRIUS XM R  SIRI US 12/17/11 C1.5    -11.4  59.3   0.30   15.4    326
JNJ    JOHNSON&JOH  JNJ US 01/21/12 C50      -11.4  36.1  11.80   -4.1    218
LDK    LDK SOLAR C  LDK US 12/17/11 P3       -10.9 179.5   0.50   -9.1    324
AMRN   AMARIN CORP  AMRN US 12/17/11 P7      -10.7 110.4   0.65  -38.1    503
CLWR   CLEARWIRE -  CLWR US 12/17/11 C1.5    -10.5 219.4   0.35    0.0    240
VXX    IPATH-S&P S  VXX US 01/21/12 P23      -10.4  77.4   0.03    0.0    210
CYTX   CYTORI THER  CYTX US 01/21/12 C2.5    -10.2 101.2   0.40   -4.8    200

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

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