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
=============================================================================
SNDA   SHANDA INTE  SNDA US 03/17/12 P41      84.8   5.9   0.93   -7.0    260
ALU    ALCATEL-LUC  ALU US 01/21/12 C1.5      35.5 113.2   0.30   50.0    805
SINA   SINA CORP    SINA US 12/17/11 P42.5    30.5 143.2   0.95   72.7    906
SINA   SINA CORP    SINA US 12/17/11 P37.5    29.5 155.9   0.70  180.0    515
SINA   SINA CORP    SINA US 12/17/11 P40      28.5 149.4   0.85  112.5   5786
SINA   SINA CORP    SINA US 12/17/11 P45      23.7 132.7   1.30  132.1   1009
SINA   SINA CORP    SINA US 12/17/11 P50      23.3 124.2   2.10   75.0   2141
SINA   SINA CORP    SINA US 12/17/11 P47.5    23.2 127.7   1.65   83.3   1226
BPAX   BIOSANTE PH  BPAX US 12/17/11 P1.5     21.9 314.5   0.20   33.3   1260
ABX    BARRICK GOL  ABX US 12/17/11 P37       21.9  62.5   0.03  -25.0    276
XLU    SPDR-UTIL S  XLU US 01/21/12 P33       21.3  20.7   0.78  -24.3    226
SINA   SINA CORP    SINA US 12/17/11 P55      20.0 112.8   3.32   47.6   2732
SINA   SINA CORP    SINA US 12/17/11 P57.5    19.5 108.6   3.50   12.9   1963
PHG    PHILIPS ELE  PHG US 12/17/11 P17.5     19.1  55.3   0.45  -25.0    520
XLV    SPDR-HEALTH  XLV US 12/17/11 P32       18.9  25.5   0.70  -33.3   2002
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P16      18.5 149.0   2.05   51.9    430
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P15      18.4 159.6   1.55   40.9   3186
MAPP   MAP PHARMAC  MAPP US 06/16/12 C12.5    18.3 118.3   4.50    0.0    317
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P12      17.3 186.7   0.80   45.5    406
ABX    BARRICK GOL  ABX US 12/17/11 P38       16.7  58.7   0.04  -20.0    376
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P10      16.5 204.2   0.40  100.0    830
VZ     VERIZON COM  VZ US 12/17/11 P21        16.4 104.2   0.01    0.0    657
TPLM   TRIANGLE PE  TPLM US 12/17/11 C5       16.4 103.1   0.50   11.1    201
SINA   SINA CORP    SINA US 12/17/11 C60      16.3 102.7   5.80  -15.9    776
VIT    VANCEINFO T  VIT US 02/18/12 P10       16.2  98.4   1.70  -17.1    266
EP     EL PASO COR  EP US 12/17/11 C25        16.1   9.8   0.22   -4.3    504
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P14      16.1 166.0   1.20   71.4   2258
SINA   SINA CORP    SINA US 12/17/11 P60      16.0 104.0   5.40   42.1   1204
GD     GENERAL DYN  GD US 12/17/11 P55        14.8  53.4   0.30  -57.1    366
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P13      14.7 173.7   1.00   42.9   1044
SPY    SPDR S&P 50  SPY US 12/17/11 P75       14.2  73.4   0.01    0.0    300
SINA   SINA CORP    SINA US 12/17/11 P62.5    13.9  97.7   5.20    8.3    354
QIHU   QIHOO 360 T  QIHU US 12/17/11 P15      13.8 105.0   0.95  -13.6    560
TROW   T ROWE PRIC  TROW US 12/17/11 P45      13.6  59.5   0.40  -42.9    412
MAPP   MAP PHARMAC  MAPP US 06/16/12 P10      13.6 125.8   2.75   14.6    250
SINA   SINA CORP    SINA US 12/17/11 C62.5    13.2  96.9   4.57  -15.4    779
SPY    SPDR S&P 50  SPY US 12/17/11 P80       12.9  66.7   0.02  -33.3    910
DBA    POWERSHARES  DBA US 01/21/12 C26       12.9  23.8   3.20   10.3   2002
JPM    JPMORGAN CH  JPM US 12/17/11 P17       12.7 121.6   0.03  -40.0    300
TSPT   TRANSCEPT P  TSPT US 12/17/11 P5       12.7 131.7   0.15   50.0    479
NLY    ANNALY CAPI  NLY US 12/17/11 C15       12.5  28.0   1.00    1.0    236
RIMM   RESEARCH IN  RIMM US 12/17/11 P10      12.3 124.0   0.05  -28.6    634
BBT    BB&T CORP    BBT US 12/17/11 P18       12.2  64.7   0.12  -20.0    500
SPY    SPDR S&P 50  SPY US 12/17/11 C110      12.2  35.6  10.50   40.0    789
GOLD   RANDGOLD RE  GOLD US 12/17/11 P95      12.0  52.3   3.60  200.0   1633
T      AT&T INC     T US 12/17/11 P18         11.9  85.2   0.01  -50.0   3030
BPAX   BIOSANTE PH  BPAX US 12/17/11 P2       11.8 252.7   0.30  -14.3    370
PUK    PRUDENTIAL-  PUK US 05/19/12 P17.5     11.6  51.8   2.30   -4.2    530
SVU    SUPERVALU I  SVU US 12/17/11 C7        11.4  58.7   0.50   56.2    201
DVAX   DYNAVAX TEC  DVAX US 01/21/12 C2.5     11.2  99.8   0.70    7.7    624
LO     LORILLARD I  LO US 12/17/11 P97.5      11.2  64.5   2.00    1.0    237
LO     LORILLARD I  LO US 12/17/11 P105       11.0  56.6   3.75   -5.1    300
ABX    BARRICK GOL  ABX US 12/17/11 P41       10.9  50.9   0.09  -59.1    273
FXA    CRYSHS-AUS   FXA US 12/17/11 P100      10.9  19.2   2.05  -37.9    211
GOLD   RANDGOLD RE  GOLD US 12/17/11 P100     10.9  49.7   6.00  135.3   1203
SINA   SINA CORP    SINA US 01/21/12 P30      10.7 120.6   0.85  142.9    326
GRPN   GROUPON INC  GRPN US 12/17/11 P17      10.6 116.3   1.90    2.7    906
SPY    SPDR S&P 50  SPY US 12/17/11 P83       10.5  60.9   0.02  -33.3    348
BUD    ANHEUSER-SP  BUD US 12/17/11 P50       10.4  44.8   0.15  -25.0    537
MBT    MOBILE TELE  MBT US 01/21/12 C16       10.3  45.6   1.05   47.9    200
OIH    OIL SVC HLD  OIH US 12/17/11 P100      10.3  63.3   0.83  -42.8    247
SPY    SPDR S&P 50  SPY US 12/17/11 C112      10.1  34.4   8.81   47.1    355

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLU    SPDR-UTIL S  XLU US 12/17/11 P34      -63.0  17.8   0.74  -31.5    238
CLSN   CELSION COR  CLSN US 12/17/11 P2.5    -46.7  87.8   0.25  -16.7   2967
LDK    LDK SOLAR C  LDK US 12/17/11 C3       -46.2  34.1   0.43   53.6    421
CLSN   CELSION COR  CLSN US 01/21/12 P2.5    -42.3  91.9   0.43   -6.5    729
XLV    SPDR-HEALTH  XLV US 12/17/11 P30      -40.2  32.3   0.18  -50.0   2601
CLSN   CELSION COR  CLSN US 01/21/12 P2      -38.0 105.3   0.16  -44.8    265
STP    SUNTECH POW  STP US 01/21/12 C2       -27.4  72.9   0.55  -21.4   1658
UUP    POWERSHARES  UUP US 01/21/12 C21      -27.1   8.5   1.32   -9.0    212
VXX    IPATH-S&P S  VXX US 12/17/11 C40      -24.9  82.7   7.03  -26.9    584
UUP    POWERSHARES  UUP US 12/17/11 C21      -22.8  11.8   1.25  -13.2    918
JOE    ST JOE CO    JOE US 12/17/11 C15      -22.1  45.7   0.40  166.7    231
PSS    COLLECTIVE   PSS US 12/17/11 C13      -20.3  54.9   0.60    0.0    650
SPY    SPDR S&P 50  SPY US 12/17/11 P125     -18.9  25.9   6.58  -34.9   5541
RMBS   RAMBUS INC   RMBS US 12/17/11 C8      -18.1  61.9   0.38    8.6    594
HOGS   ZHONGPIN IN  HOGS US 12/17/11 C10     -17.6  46.8   0.25    0.0    376
SPY    SPDR S&P 50  SPY US 12/17/11 P124     -16.9  26.3   5.91  -34.3    980
VNET   21VIANET-AD  VNET US 12/17/11 C10     -16.9  63.4   0.50   66.7    245
XLE    SPDR-ENERGY  XLE US 12/17/11 P67      -15.8  38.0   2.68  -36.9    203
RPRX   REPROS THER  RPRX US 12/17/11 C5      -15.2  75.4   0.30  -14.3    200
PG     PROCTER & G  PG US 12/17/11 C65       -15.0  16.0   0.12    0.0    615
DANG   E-COMMERCE   DANG US 12/17/11 C5      -14.0  83.9   0.25   25.0    874
SKX    SKECHERS US  SKX US 12/17/11 C13      -14.0  47.9   0.55   83.3    756
LINE   LINN ENERGY  LINE US 12/17/11 C37     -13.4  21.8   0.30    0.0    318
SPY    SPDR S&P 50  SPY US 12/30/11 P125     -13.1  25.5   7.27  -21.7    645
SPY    SPDR S&P 50  SPY US 12/17/11 P123     -13.1  27.2   5.16  -39.8   1592
FOE    FERRO CORP   FOE US 12/17/11 C5       -13.1  90.5   0.55   37.5    205
XLY    SPDR-CONS D  XLY US 12/17/11 C38      -12.3  28.4   0.75   53.1    284
HYG    ISH-IBOXX H  HYG US 12/17/11 C86      -12.3  14.9   0.40  100.0    213
IFF    INTL FLVR &  IFF US 12/17/11 C55      -11.9  21.9   0.40    0.0    510
SPY    SPDR S&P 50  SPY US 12/30/11 P124     -11.7  26.1   6.53  -30.8   2825
SPY    SPDR S&P 50  SPY US 12/17/11 P122     -11.5  27.9   4.56  -40.0  14492
UUP    POWERSHARES  UUP US 01/21/12 C20      -11.2  12.7   2.24   -6.7    220
HYG    ISH-IBOXX H  HYG US 12/17/11 C85      -11.2  16.1   0.80   77.8    442
AGNC   AMERICAN CA  AGNC US 12/17/11 C28     -11.1  19.3   0.55   14.6    375
FIO    FUSION-IO I  FIO US 12/17/11 C20      -10.8  77.7  10.75    5.4    210
VXX    IPATH-S&P S  VXX US 12/17/11 P36      -10.7  77.9   0.23   21.1    236
MCP    MOLYCORP IN  MCP US 12/17/11 C30      -10.4  70.9   1.41   41.0    634
AGNC   AMERICAN CA  AGNC US 12/17/11 C29     -10.4  17.3   0.15   15.4    281
SPY    SPDR S&P 50  SPY US 03/30/12 P123     -10.2  28.0  10.19  -17.3    241
LVS    LAS VEGAS S  LVS US 12/17/11 C47      -10.1  43.7   0.97   70.2   1004
ARNA   ARENA PHARM  ARNA US 01/21/12 P1      -10.1 145.8   0.10    0.0    250
STP    SUNTECH POW  STP US 01/21/12 P2.5     -10.0 124.8   0.49  -10.9    248

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

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