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
=============================================================================
UTIW   UTI WORLDWI  UTIW US 02/18/12 C10      30.9  66.7   5.70   39.0    500
IWO    ISHARES-RS   IWO US 12/17/11 P87       30.4  32.4   4.60   -6.1    226
ITB    ISHARES-DJ   ITB US 01/21/12 C10       29.5  51.0   1.79   70.5    427
UYG    PROSHARES U  UYG1 US 01/21/12 P6       26.3  89.0   2.36   15.1   1850
GTY    GETTY REALT  GTY US 03/17/12 P15       26.2  52.9   1.40    7.7    217
GG     GOLDCORP IN  GG US 12/17/11 C43        22.3  56.4   9.55   42.5    250
HL     HECLA MININ  HL US 12/17/11 P5         20.1  79.1   0.07  -41.7    261
CLWR   CLEARWIRE -  CLWR US 12/17/11 C1.5     20.1 276.4   0.35    0.0    501
VRUS   PHARMASSET   VRUS US 02/18/12 P70      20.1  92.7   1.15  109.1    240
OI     OWENS-ILLIN  OI US 12/17/11 P20        19.9  48.1   1.10  -25.2   2002
SVNT   SAVIENT PHA  SVNT US 12/17/11 C2       19.6 126.3   0.48  -26.1    650
EFA    ISHARES-MSC  EFA US 12/17/11 P36       19.3  76.8   0.03  -40.0    400
ERY    ENERGY BEAR  ERY US 12/17/11 C12       16.1  99.3   0.90  -50.0    456
BAC    BANK OF AME  BAC US 12/17/11 C1        15.6 430.3   4.30    3.6    206
MDT    MEDTRONIC I  MDT US 12/17/11 P35       15.3  31.6   0.34  -55.3    355
INCY   INCYTE CORP  INCY US 12/17/11 C10      15.2 101.2   3.40   38.8    360
UNG    US NAT GAS   UNG US 12/17/11 C7        15.2  35.7   0.88  -12.0    337
SHLD   SEARS HOLDI  SHLD US 12/17/11 C37.5    15.1  70.7  23.05   11.6    560
GE     GENERAL ELE  GE US 12/17/11 P14        15.0  44.4   0.08  -46.7    308
VRX    VALEANT PHA  VRX US 12/17/11 P37       15.0  68.2   0.25  -28.6   1906
IACI   IAC/INTERAC  IACI US 01/21/12 P25      14.1  78.8   0.10    0.0    582
MSFT   MICROSOFT C  MSFT US 12/17/11 C22      13.8  40.5   3.50   17.4    843
RF     REGIONS FIN  RF US 12/17/11 C2         13.5 179.1   1.89    6.2    210
S      SPRINT NEXT  S US 01/21/12 C2          13.4 107.7   0.67   15.5    535
GDX    MKT VECT-GO  GDX US 12/17/11 P50       13.3  50.6   0.16  -30.4    650
JCI    JOHNSON CON  JCI US 12/17/11 P26       13.0  57.4   0.10  -60.0    296
URI    UNITED RENT  URI US 12/17/11 C25       13.0  62.2   3.20   96.3    281
BAC    BANK OF AME  BAC US 01/21/12 C2.5      12.9 134.7   2.88   10.3    259
LO     LORILLARD I  LO US 12/17/11 P90        12.9  81.6   0.94   10.6   2618
MS     MORGAN STAN  MS US 12/17/11 P8         12.8 156.3   0.05  -16.7   1735
STX    SEAGATE TEC  STX US 12/17/11 P11       12.7 108.2   0.03  -25.0    324
GDX    MKT VECT-GO  GDX US 12/17/11 P48       12.7  53.7   0.07  -36.4    305
GDX    MKT VECT-GO  GDX US 12/17/11 P46       12.6  56.3   0.04  -42.9    523
GTY    GETTY REALT  GTY US 03/17/12 P12.5     12.3  51.0   0.70   40.0    308
KOG    KODIAK OIL   KOG US 12/17/11 C7.5      12.2  81.4   1.45   20.8    268
YONG   YONGYE INTE  YONG US 12/17/11 C4.5     12.1  92.9   0.45   50.0    200
GDX    MKT VECT-GO  GDX US 12/17/11 P44       12.1  61.0   0.02  -50.0    389
CSCO   CISCO SYSTE  CSCO US 12/17/11 P16      11.9  44.1   0.03  -62.5   4434
INTC   INTEL CORP   INTC US 12/17/11 P19      11.9  56.2   0.01  -50.0    532
GDX    MKT VECT-GO  GDX US 01/21/12 P46       11.7  45.2   0.31   -6.1    942
BMY    BRISTOL-MYE  BMY US 12/17/11 C31       11.7  22.7   1.53   80.0    337
GDX    MKT VECT-GO  GDX US 01/21/12 P47       11.5  44.7   0.39  -17.0    733
EWZ    ISHARES-BRA  EWZ US 12/17/11 P45       11.2  63.5   0.06  -50.0    435
LO     LORILLARD I  LO US 12/17/11 P100       11.1  68.0   2.29   -0.4    318
GDX    MKT VECT-GO  GDX US 12/17/11 P51       11.1  48.6   0.19  -44.1    393
LULU   LULULEMON A  LULU US 12/17/11 P40      11.0  96.3   0.65  -13.3   5265
XLE    SPDR-ENERGY  XLE US 12/17/11 P70       11.0  34.7   2.10  -46.1    838
LO     LORILLARD I  LO US 12/17/11 P92.5      11.0  77.8   1.15    9.5    262
XLE    SPDR-ENERGY  XLE US 12/17/11 P69       10.9  36.3   1.69  -42.9    637
XLE    SPDR-ENERGY  XLE US 12/17/11 P72       10.9  31.9   3.15  -40.5    206
MDT    MEDTRONIC I  MDT US 12/17/11 P36       10.9  28.4   0.62  -54.4    891
KMI    KINDER MORG  KMI US 12/17/11 C30       10.9  19.6   0.42   40.0    627
AA     ALCOA INC    AA US 12/17/11 P8         10.8  71.3   0.05  -44.4   2263
VXX    IPATH-S&P S  VXX US 12/17/11 C40       10.8  79.9   4.10  -38.8    218
ERY    ENERGY BEAR  ERY US 12/17/11 C11       10.7  89.8   1.17  -58.2    457
MS     MORGAN STAN  MS US 12/17/11 P9         10.7 134.8   0.06  -25.0    200
INTC   INTEL CORP   INTC US 12/17/11 P21      10.6  43.2   0.02  -71.4    454
SPY    SPDR S&P 50  SPY US 12/17/11 P98       10.6  48.4   0.05  -28.6    652
GDX    MKT VECT-GO  GDX US 12/17/11 P45       10.6  58.4   0.04    0.0    476
ANR    ALPHA NATUR  ANR US 12/17/11 P18       10.5 100.7   0.22  -56.9    276
BP     BP PLC-ADR   BP US 12/17/11 C40        10.5  40.5   3.70   92.7    245
XLE    SPDR-ENERGY  XLE US 12/17/11 P64       10.5  43.1   0.52  -52.7    395
EWG    ISHARES-GER  EWG US 12/17/11 P18       10.3  61.1   0.20  -50.0    625
GDX    MKT VECT-GO  GDX US 12/17/11 P47       10.3  54.5   0.05  -37.5   1120
EEM    ISHARES-EMG  EEM US 12/17/11 P41       10.2  34.2   1.85  -46.4    216
JNK    SPDR BARCLA  JNK US 12/17/11 P36       10.2  21.6   0.20  -33.3   3021

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
GNC    GNC HOLDING  GNC US 01/21/12 C20      -42.5  40.0   8.00    0.0    322
VXX    IPATH-S&P S  VXX US 12/17/11 P29      -34.1  75.4   0.02  100.0    605
OVTI   OMNIVISION   OVTI US 12/17/11 P9      -32.1  80.0   0.20  -33.3   1030
OVTI   OMNIVISION   OVTI US 12/17/11 P10     -31.5  74.0   0.45  -10.0    588
AEO    AMER EAGLE   AEO US 12/17/11 C14      -29.5  42.2   0.40   -4.8    510
AEO    AMER EAGLE   AEO US 12/17/11 P13      -28.3  41.0   0.15  -70.0    688
GSK    GLAXOSMITHK  GSK US 12/17/11 C46      -28.1  17.9   0.15  200.0    250
FIG    FORTRESS IN  FIG US 01/21/12 C2.5     -25.2  53.0   0.93   16.2   1810
EWM    ISHARES-MAL  EWM US 12/17/11 C14      -24.2  25.4   0.25  150.0  10045
RKT    ROCK-TENN C  RKT US 12/17/11 P60      -23.9  36.3   3.10  -17.3    300
FOE    FERRO CORP   FOE US 12/17/11 C5       -22.7 110.6   0.90   28.6    839
EUO    PROSH-UL/SH  EUO US 01/21/12 C17      -22.3  23.5   1.95  -17.0    551
AEO    AMER EAGLE   AEO US 12/17/11 C12      -22.1  50.5   2.00   25.0    758
FIO    FUSION-IO I  FIO US 12/17/11 C30      -20.9  77.6   6.00   15.4   2340
NDN    99 CENTS ON  NDN US 06/16/12 P21      -18.1   5.8   0.10    0.0    221
SVM    SILVERCORP   SVM US 12/17/11 C8       -17.8  62.2   0.25   25.0   1144
HUN    HUNTSMAN CO  HUN US 12/17/11 C11      -17.7  50.5   0.30  100.0    296
XLV    SPDR-HEALTH  XLV US 12/17/11 P34      -17.5  19.0   0.90  -54.1    500
AEO    AMER EAGLE   AEO US 12/17/11 C13      -17.3  49.8   1.10   29.4   1896
DCI    DONALDSON C  DCI US 12/17/11 C70      -17.2  29.7   1.00   42.9    337
JEF    JEFFERIES G  JEF US 01/21/12 C11      -17.1  70.5   1.31    4.8   4077
INTC   INTEL CORP   INTC US 12/17/11 C26     -17.1  26.7   0.18  200.0   2141
ITUB   ITAU UNIBAN  ITUB US 12/17/11 C18     -17.0  36.6   0.45  200.0    260
DBA    POWERSHARES  DBA US 12/17/11 C27      -16.5  19.4   2.25   18.4   4000
QIHU   QIHOO 360 T  QIHU US 12/17/11 P15     -16.4  75.7   0.40  -50.0   1734
OCZ    OCZ TECHNOL  OCZ US 12/17/11 C5       -16.0  73.9   1.85   68.2    800
ACHN   ACHILLION P  ACHN US 12/17/11 P5      -15.9 122.7   0.10  -60.0   1012
VXX    IPATH-S&P S  VXX US 01/21/12 P25      -15.7  70.5   0.08   60.0    507
NGD    NEW GOLD IN  NGD US 12/17/11 C10      -15.6  57.4   1.05   28.1   1677
MWE    MARKWEST EN  MWE US 12/17/11 C52.5    -15.3  32.5   2.31   -2.1    300
FIO    FUSION-IO I  FIO US 12/17/11 C35      -15.3  77.4   2.75   27.9   1501
SPXU   PROSHARES U  SPXU US 12/17/11 P13     -15.1  67.1   0.31  106.7    234
WM     WASTE MANAG  WM US 12/17/11 C32       -14.8  24.2   0.35   75.0    231
CAST   CHINACAST E  CAST US 01/21/12 P5      -14.7 104.5   0.80  -20.0    780
TER    TERADYNE IN  TER US 12/17/11 C13      -14.5  42.7   0.35  133.3    327
YHOO   YAHOO! INC   YHOO US 12/17/11 P15     -14.2  49.4   0.28  -39.1   2028
ATHN   ATHENAHEALT  ATHN US 12/17/11 C60     -14.2  43.9   1.85   85.0    232
GIS    GENERAL MIL  GIS US 01/21/12 C32.5    -14.1  27.8   7.28   13.4    656
GRPN   GROUPON INC  GRPN US 01/21/12 C17     -13.8  69.0   1.75   12.9    377
TD     TORONTO-DOM  TD US 12/17/11 C72.5     -13.7  27.8   0.75   66.7    945
DAN    DANA HOLDIN  DAN US 12/17/11 C12      -13.6  54.9   0.75   15.4   1029
AMGN   AMGEN INC    AMGN US 12/17/11 P57.5   -13.6  21.7   1.21  -36.3   1748
BVN    BUENAVENTUR  BVN US 12/17/11 C39      -13.6  45.7   1.20  -55.6    450
QIHU   QIHOO 360 T  QIHU US 01/21/12 P12.5   -13.6  85.7   0.50  -41.2    520
RBCN   RUBICON TEC  RBCN US 12/17/11 C10     -13.6  66.7   0.45  221.4    201
EUO    PROSH-UL/SH  EUO US 12/17/11 C17      -13.5  30.6   1.80  -18.2    212
SHLD   SEARS HOLDI  SHLD US 12/17/11 C35     -13.4  81.3  25.65   10.8    558
SIRI   SIRIUS XM R  SIRI US 12/17/11 C1.5    -13.2  56.7   0.32   23.1   1177
EXXI   ENERGY XXI   EXXI US 12/17/11 P32     -13.2  60.9   1.90  -40.6    576
YHOO   YAHOO! INC   YHOO US 12/17/11 C16     -13.1  51.0   0.65    0.0   2042
ETFC   E*TRADE FIN  ETFC US 12/17/11 C9      -13.1  51.6   0.35   12.9    635
FXE    CRYSHS-EURO  FXE US 12/17/11 P140     -13.1  13.6   6.10  -17.0   1270
IAG    IAMGOLD COR  IAG US 12/17/11 P20      -13.0  45.6   1.20  -31.4   3000
T      AT&T INC     T US 12/17/11 C30        -12.9  15.0   0.04  100.0   2359
NGD    NEW GOLD IN  NGD US 01/21/12 C11      -12.9  55.0   0.87   11.5    729
AMGN   AMGEN INC    AMGN US 12/17/11 C57.5   -12.7  19.6   0.78   36.8    702
JDSU   JDS UNIPHAS  JDSU US 12/17/11 C11     -12.7  66.6   0.48   33.3   2606
ARCC   ARES CAPITA  ARCC US 01/21/12 C15     -12.6  26.5   0.55   37.5    241
DLTR   DOLLAR TREE  DLTR US 12/17/11 C85     -12.6  23.1   0.38   35.7    287
OVTI   OMNIVISION   OVTI US 01/21/12 P9      -12.5  76.5   0.55   14.6    220
RIG    TRANSOCEAN   RIG US 12/17/11 C45      -12.4  46.5   0.95   23.4   2185
OIH    OIL SVC HLD  OIH US 12/17/11 C130     -12.4  35.9   1.36   97.1    245
DTG    DOLLAR THRI  DTG US 12/17/11 P70      -12.4  28.7   3.40  -33.3    200
GPOR   GULFPORT EN  GPOR US 12/17/11 C25     -12.3  73.1   5.90   15.7    250
YHOO   YAHOO! INC   YHOO US 12/17/11 P16     -12.3  51.4   0.73  -24.0    430
SDS    PROSHARES U  SDS US 12/17/11 P17      -12.3  45.1   0.03   50.0    203
RMBS   RAMBUS INC   RMBS US 12/17/11 C8      -12.1  49.8   0.29   31.8    461
KGC    KINROSS GOL  KGC US 12/17/11 C14      -12.0  45.1   0.38   81.0    595
IAG    IAMGOLD COR  IAG US 12/17/11 P19      -11.8  46.8   0.65  -38.1    242
WY     WEYERHAEUSE  WY US 12/17/11 C17       -11.8  30.0   0.20  300.0    262
BID    SOTHEBY'S    BID US 01/21/12 C25      -11.7  61.4   5.50   61.8    202
VZ     VERIZON COM  VZ US 12/17/11 C38       -11.6  15.0   0.26  116.7   1992
C      CITIGROUP I  C US 12/17/11 C28        -11.5  56.6   0.81   68.8   4915
TEN    TENNECO INC  TEN US 12/17/11 P28      -11.4  54.6   1.40  -46.1   2516
OVTI   OMNIVISION   OVTI US 01/21/12 P7.5    -11.4  82.2   0.20  100.0    208
NGD    NEW GOLD IN  NGD US 01/21/12 C10      -11.3  56.6   1.32   10.0   6444
QQQ    POWERSH-QQQ  QQQ US 12/17/11 P59      -11.1  21.2   3.09  -34.0    208
CVS    CVS CAREMAR  CVS US 12/17/11 C41      -11.1  24.3   0.21  200.0    284
RIG    TRANSOCEAN   RIG US 12/17/11 C40      -11.1  48.5   3.75   34.9    883
SDS    PROSHARES U  SDS US 03/17/12 C15      -11.0  35.0   5.30  -20.9    243
RF     REGIONS FIN  RF US 12/17/11 C4        -10.9  65.8   0.15   87.5    583
NSC    NORFOLK SOU  NSC US 12/17/11 C77.5    -10.9  24.2   0.80  220.0    304
V      VISA INC-CL  V US 12/17/11 P100       -10.9  25.8   5.00  -28.5    280
BEXP   BRIGHAM EXP  BEXP US 01/21/12 C35     -10.8   8.0   1.53    2.0    368
MTG    MGIC INVT C  MTG US 03/17/12 C2.5     -10.7 110.0   0.72    5.9    745
SPY    SPDR S&P 50  SPY US 12/30/11 C90      -10.7  53.7  34.28   25.3    363
NLY    ANNALY CAPI  NLY US 01/21/12 C16      -10.6  17.6   0.25   -7.4    465
IAG    IAMGOLD COR  IAG US 12/17/11 C20      -10.6  46.5   0.40   14.3    369
AAPL   APPLE INC    AAPL US 12/17/11 C365    -10.5  28.9  19.00   27.9    694
GE     GENERAL ELE  GE US 12/17/11 C16       -10.5  28.4   0.24  200.0   9683
V      VISA INC-CL  V US 12/17/11 C100       -10.4  25.8   0.65   85.7    231
AAPL   APPLE INC    AAPL US 12/17/11 C360    -10.4  29.8  22.90   24.8    457
RIG    TRANSOCEAN   RIG US 12/17/11 P45      -10.4  46.8   2.70  -34.9   1109
JEF    JEFFERIES G  JEF US 04/21/12 C11      -10.3  73.7   2.25   -2.2    641
AAPL   APPLE INC    AAPL US 12/17/11 C395    -10.3  24.0   2.70   40.6   1762
MGM    MGM RESORTS  MGM US 12/17/11 P10      -10.3  49.3   0.38  -41.5    244
AEO    AMER EAGLE   AEO US 02/18/12 C14      -10.3  40.5   0.95    0.0    200
KGC    KINROSS GOL  KGC US 12/17/11 P13      -10.2  43.2   0.23  -56.6    457
KSU    KANSAS CITY  KSU US 12/17/11 P70      -10.2  34.5   2.60  -43.5    541
LDK    LDK SOLAR C  LDK US 12/17/11 C3.5     -10.2  61.1   0.20   33.3    364
GDX    MKT VECT-GO  GDX US 12/17/11 C62      -10.2  34.3   0.65  116.7   4149
TZA    SMALL CAP B  TZA US 12/17/11 P23      -10.2  93.4   0.24  166.7    211
FAZ    FINANCIAL B  FAZ US 12/17/11 P40      -10.1  99.7   1.76   58.6    221
KO     COCA-COLA C  KO US 12/17/11 C70       -10.1  16.2   0.15   50.0    809
SHLD   SEARS HOLDI  SHLD US 12/17/11 C32.5   -10.1  92.8  28.00    9.2    305
KGC    KINROSS GOL  KGC US 01/21/12 C14      -10.1  44.2   0.75   33.9    351
VZ     VERIZON COM  VZ US 12/17/11 P38       -10.1  14.9   0.77  -48.0    356
INTC   INTEL CORP   INTC US 12/17/11 P26     -10.1  27.1   1.33  -44.8    280
RIG    TRANSOCEAN   RIG US 12/17/11 P42.5    -10.1  47.3   1.42  -41.1    670
JEF    JEFFERIES G  JEF US 12/17/11 C11      -10.1  82.6   0.95   18.8    384
RIG    TRANSOCEAN   RIG US 12/17/11 C42.5    -10.0  47.4   2.10   40.9   2518
RSX    MKT VECT-RU  RSX US 12/17/11 C32      -10.0  42.7   0.70   84.2    325

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

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