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
=============================================================================
APC    ANADARKO PE  APC US 02/18/12 C55       43.7  59.9  27.00    1.3   1329
STON   STONEMOR PA  STON US 04/21/12 P20      40.1  51.1   2.50  400.0    284
EXXI   ENERGY XXI   EXXI US 12/17/11 C23      38.7  99.9   8.12    9.7    250
LTD    LIMITED BRA  LTD US 01/21/12 C44       34.9  45.3   1.50   11.1    215
LTD    LIMITED BRA  LTD US 12/17/11 C38       31.5  55.0   4.60    2.2    311
AEO    AMER EAGLE   AEO US 12/17/11 C12       28.3  53.5   2.10   13.5    204
ATPG   ATP OIL & G  ATPG US 12/17/11 C7       27.5  93.8   0.82   26.1    538
LTD    LIMITED BRA  LTD US 12/17/11 C43       26.8  44.7   1.10   29.4    276
LTD    LIMITED BRA  LTD US 12/17/11 C44       24.5  42.7   0.70   40.0   1142
BGS    B&G FOODS I  BGS US 12/17/11 C22.5     22.3  33.7   0.65   85.7    211
SWHC   SMITH & WES  SWHC US 12/17/11 P3       21.9  59.5   0.20   42.9    200
AG     FIRST MAJES  AG US 12/17/11 C12.5      21.6  84.5   3.80    2.7   1031
AMED   AMEDISYS IN  AMED US 12/17/11 C12      20.9  88.9   0.78   20.0    737
INHX   INHIBITEX I  INHX US 12/17/11 P10      19.8 155.3   0.10    0.0   2127
EDMC   EDUCATION M  EDMC US 12/17/11 P15      19.7 141.7   0.10  100.0    270
ARG    AIRGAS INC   ARG US 01/18/14 C70       18.6  25.1  14.10   43.9    274
AGO    ASSURED GUA  AGO US 12/17/11 P9        18.3  86.0   0.07  -75.0    496
BPAX   BIOSANTE PH  BPAX US 12/17/11 P1.5     17.8 374.7   0.20    0.0   1703
OIH    OIL SVC HLD  OIH US 12/17/11 C114      17.3  53.8  12.40   15.9    505
T      AT&T INC     T US 12/17/11 C30         17.1  15.9   0.04  -20.0    290
MTL    MECHEL-SPON  MTL US 01/18/14 C10       16.4  79.4   4.00   -2.7    400
STP    SUNTECH POW  STP US 01/21/12 C2.5      16.4  83.1   0.30   20.0    365
VZ     VERIZON COM  VZ US 01/19/13 C25        16.0  32.6  12.75    0.4    300
SGEN   SEATTLE GEN  SGEN US 12/17/11 P15      16.0  83.7   0.70   55.6    570
TEVA   TEVA PHARM-  TEVA US 12/17/11 C37.5    16.0  37.9   3.10   26.5    698
UAL    UNITED CONT  UAL US 12/17/11 P16       15.0  66.4   0.14  -44.0    313
VRUS   PHARMASSET   VRUS US 12/17/11 P70      14.8 137.4   0.10  100.0    303
ATPG   ATP OIL & G  ATPG US 12/17/11 P7       14.6 110.6   0.45    9.8    200
YHOO   YAHOO! INC   YHOO US 12/17/11 C14      14.5  55.3   2.16   20.7    307
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P14      14.3 137.3   0.15  -40.0    635
BA     BOEING CO/T  BA US 12/17/11 C70        14.3  30.1   1.87   94.8   1836
KND    KINDRED HEA  KND US 12/17/11 C12.5     13.8  70.4   0.70   40.0    453
BA     BOEING CO/T  BA US 12/17/11 P70        13.8  30.0   1.52  -32.4    302
BA     BOEING CO/T  BA US 12/17/11 C72.5      13.7  27.0   0.75  200.0    519
RIMM   RESEARCH IN  RIMM US 12/17/11 C19      13.7  98.7   1.10   27.9   3910
BA     BOEING CO/T  BA US 12/17/11 P67.5      13.7  34.1   0.79  -33.6    605
MO     ALTRIA GROU  MO US 12/17/11 P29        13.6  17.0   0.40  -27.3    319
ABC    AMERISOURCE  ABC US 12/17/11 C37       13.5  30.0   1.10   22.2   1573
RIMM   RESEARCH IN  RIMM US 12/17/11 P19      13.2  98.4   1.92   -5.0   1208
BA     BOEING CO/T  BA US 12/17/11 C65        13.1  38.7   5.80   36.5    253
JOSB   JOS A BANK   JOSB US 12/17/11 P50      13.0  47.0   2.30  -23.3    344
MMI    MOTOROLA MO  MMI US 01/21/12 C39       13.0   8.0   0.55   37.5    210
BA     BOEING CO/T  BA US 12/17/11 P65        13.0  38.8   0.43  -28.3   1519
UAL    UNITED CONT  UAL US 12/17/11 C17       12.8  60.1   2.00   50.4    271
BA     BOEING CO/T  BA US 12/17/11 C67.5      12.7  34.2   3.70   56.1    366
ALXA   ALEXZA PHAR  ALXA US 01/21/12 P1       12.5 387.6   0.50    0.0    220
FIO    FUSION-IO I  FIO US 12/17/11 C10       12.4 261.2  22.87    0.7    335
KRE    SPDR S&P RE  KRE US 12/17/11 C23       12.3  40.8   0.80   -9.1    495
FFIV   F5 NETWORKS  FFIV US 12/17/11 C110     11.9  52.8   4.40  -27.3    435
KND    KINDRED HEA  KND US 02/18/12 C12.5     11.8  71.4   1.60   23.1    222
LDK    LDK SOLAR C  LDK US 12/17/11 C1        11.8 305.5   2.61    1.9    988
AMGN   AMGEN INC    AMGN US 12/17/11 C60      11.6  24.1   0.30   -9.1   2074
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P15      11.6 121.3   0.30  -25.0    602
EDMC   EDUCATION M  EDMC US 12/17/11 C22.5    11.5  32.8   0.50  -23.1    630
ZIP    ZIPCAR INC   ZIP US 12/17/11 P15       11.5  60.2   1.00  400.0    527
SPPI   SPECTRUM PH  SPPI US 12/17/11 C13      11.3  66.8   1.30    8.3    349
FFIV   F5 NETWORKS  FFIV US 12/17/11 C115     11.1  50.2   2.20  -34.3    491
BA     BOEING CO/T  BA US 12/17/11 P62.5      10.8  43.5   0.25  -26.5    252
GOOG   GOOGLE INC-  GOOG US 12/17/11 P560     10.7  32.4   1.80  -29.4    277
JOSB   JOS A BANK   JOSB US 12/17/11 C45      10.6  50.1   4.40    2.8    202
RRC    RANGE RESOU  RRC US 12/17/11 C70       10.5  59.8   4.10    5.1    770
HUM    HUMANA INC   HUM US 12/17/11 C90       10.4  29.8   1.55   32.5    568
RIMM   RESEARCH IN  RIMM US 12/17/11 P17.5    10.3  98.8   1.10   -3.5   2976
UAL    UNITED CONT  UAL US 12/17/11 P17       10.3  59.2   0.24  -36.8    410
PVX    PROVIDENT E  PVX US 03/17/12 C10       10.3  25.7   0.30   36.4    215
AFFY   AFFYMAX INC  AFFY US 12/17/11 C5       10.3 387.5   1.60    3.2    205
MO     ALTRIA GROU  MO US 12/17/11 P28        10.3  20.4   0.13  -27.8    249
LDK    LDK SOLAR C  LDK US 12/17/11 C2        10.1 144.3   1.60    1.9    983
HRB    H&R BLOCK I  HRB US 12/17/11 C15       10.1  45.3   1.15   21.1    250
GRPN   GROUPON INC  GRPN US 12/17/11 C18      10.0  83.5   1.25   38.9    564

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
LTD    LIMITED BRA  LTD US 12/17/11 P41      -78.3   8.3   0.50  -37.5    385
NLC    NALCO HLDG   NLC US 06/16/12 P38      -56.5  10.2   0.55  -71.0    700
CLWR   CLEARWIRE -  CLWR US 12/17/11 C1.5    -55.2 121.0   0.75   66.7   2615
NLC    NALCO HLDG   NLC US 06/16/12 C39      -51.9   7.1   0.85  -52.8    425
NLC    NALCO HLDG   NLC US 06/16/12 C40      -47.4   9.0   0.40  -79.0   1452
FNSR   FINISAR COR  FNSR US 12/17/11 P16     -45.5  65.6   0.60  -25.0   1162
FNSR   FINISAR COR  FNSR US 12/17/11 P15     -44.9  67.9   0.20  -63.6    394
FNSR   FINISAR COR  FNSR US 12/17/11 P17     -44.7  64.7   1.11   -5.9    303
FNSR   FINISAR COR  FNSR US 12/17/11 C17     -44.3  64.4   0.80  -69.0    756
LAVA   MAGMA DESIG  LAVA US 07/21/12 P5      -42.5  34.7   0.05    0.0   4849
VIA/B  VIACOM INC-  VIAB US 01/21/12 C44     -36.6  22.8   1.75    2.9    221
LAVA   MAGMA DESIG  LAVA US 04/21/12 P5      -36.2  39.9   0.05    0.0    500
EXPR   EXPRESS INC  EXPR US 12/17/11 C20     -33.9  47.4   1.70  -32.0    500
LULU   LULULEMON A  LULU US 12/17/11 P35     -33.5  72.3   0.15  -40.0    307
LULU   LULULEMON A  LULU US 12/17/11 P41.25  -33.1  59.6   1.05   50.0   1671
ZIP    ZIPCAR INC   ZIP US 12/17/11 P12.5    -33.1  69.3   0.20   33.3   1055
LULU   LULULEMON A  LULU US 12/17/11 P37.5   -32.4  66.4   0.30  -14.3    207
LULU   LULULEMON A  LULU US 12/17/11 C42.5   -32.3  56.9   2.90  -64.7    635
LULU   LULULEMON A  LULU US 12/17/11 P43.75  -32.0  56.2   1.90   65.2    791
LULU   LULULEMON A  LULU US 12/17/11 P45     -31.9  55.6   2.60   94.0   2153
CLWR   CLEARWIRE -  CLWR US 12/17/11 P2      -31.6 161.9   0.15  -70.0    697
CLWR   CLEARWIRE -  CLWR US 12/17/11 C2      -31.4 146.0   0.35   40.0   1854
LULU   LULULEMON A  LULU US 12/17/11 P40     -31.4  62.2   0.70   37.2   3863
LULU   LULULEMON A  LULU US 12/17/11 P38.75  -31.2  64.5   0.46   -8.0    548
LULU   LULULEMON A  LULU US 12/17/11 P42.5   -30.9  58.4   1.40   68.7   4492
ARO    AEROPOSTALE  ARO US 12/17/11 C15      -30.5  55.2   1.35   12.5    205
GES    GUESS? INC   GES US 12/17/11 C29      -30.1  54.7   1.30   -7.1   1167
LAVA   MAGMA DESIG  LAVA US 12/17/11 C5      -29.4  78.4   2.10  110.0    244
ARO    AEROPOSTALE  ARO US 12/17/11 P15      -28.8  55.1   0.35  -54.5    922
GES    GUESS? INC   GES US 12/17/11 C30      -28.8  53.5   1.00    5.3    275
LULU   LULULEMON A  LULU US 12/17/11 C45     -28.4  55.2   1.42  -76.3   1538
GES    GUESS? INC   GES US 12/17/11 P30      -27.7  56.3   1.85  -40.3    301
ARO    AEROPOSTALE  ARO US 12/17/11 C16      -26.6  51.8   0.60  -20.0    998
LULU   LULULEMON A  LULU US 12/17/11 C35     -25.5  67.3   9.20  -35.7    231
GES    GUESS? INC   GES US 12/17/11 P27      -25.4  59.8   0.50  -64.3    893
TLEO   TALEO CORP-  TLEO US 12/17/11 C30     -25.4  43.1   2.45  226.7    510
GES    GUESS? INC   GES US 12/17/11 P28      -25.1  57.8   0.80  -57.9    489
LULU   LULULEMON A  LULU US 12/17/11 C40     -24.9  62.7   4.60  -54.5    608
ARO    AEROPOSTALE  ARO US 12/17/11 P16      -24.5  53.4   0.73  -39.2    291
BKS    BARNES & NO  BKS US 12/17/11 P14      -24.4  85.6   0.95  137.5    298
TSPT   TRANSCEPT P  TSPT US 07/21/12 C7.5    -24.2  58.4   1.65   13.8    770
KR     KROGER CO    KR US 12/17/11 C23       -23.8  21.8   0.60    0.0    242
LAVA   MAGMA DESIG  LAVA US 04/21/12 C5      -23.6  46.8   2.26  276.7    220
BKS    BARNES & NO  BKS US 12/17/11 C14      -22.6  83.5   0.97  -70.6    362
BKS    BARNES & NO  BKS US 01/21/12 P12.5    -22.0  82.8   0.95   55.7   2781
GIL    GILDAN ACTI  GIL US 03/17/12 C17.5    -22.0  51.9   1.66    0.0    228
VRUS   PHARMASSET   VRUS US 12/17/11 C135    -21.8  13.2   0.10  -50.0    256
TLT    ISHARES BAR  TLT US 01/21/12 C100     -21.7  24.3  17.20   -5.5    505
ITUB   ITAU UNIBAN  ITUB US 12/17/11 P19     -21.6  39.2   0.85    6.2    285
TSPT   TRANSCEPT P  TSPT US 12/17/11 P7.5    -21.4  95.0   0.35  -65.0    557
LULU   LULULEMON A  LULU US 01/21/12 P38.75  -20.4  57.6   1.45   31.8    484
KGC    KINROSS GOL  KGC US 12/17/11 C11      -20.3  59.9   3.10    5.1   2000
LULU   LULULEMON A  LULU US 01/21/12 P42.5   -20.2  53.3   2.70   42.1    656
SLV    ISHARES SIL  SLV US 01/21/12 C16      -19.9  63.7  16.30   10.1    222
LULU   LULULEMON A  LULU US 01/21/12 P41.25  -19.8  55.2   2.30   48.4    324
LULU   LULULEMON A  LULU US 01/21/12 P43.75  -19.5  52.3   3.40   51.1    265
BKS    BARNES & NO  BKS US 01/21/12 P14      -19.2  78.7   1.75   84.2    566
LULU   LULULEMON A  LULU US 01/21/12 P35     -19.0  64.0   0.80    6.7    506
LULU   LULULEMON A  LULU US 01/21/12 P40     -19.0  57.0   1.85   38.1   1358
LULU   LULULEMON A  LULU US 01/21/12 P45     -18.9  52.2   3.60   41.2    308
LULU   LULULEMON A  LULU US 01/21/12 C42.5   -18.6  53.9   4.20  -53.3    414
TBT    PROSHARES U  TBT US 12/17/11 C17      -18.4  39.9   2.76    4.5    250
ZOLT   ZOLTEK COS   ZOLT US 12/17/11 C7.5    -18.2  68.5   1.35   50.0    413
BKS    BARNES & NO  BKS US 01/21/12 P11      -18.1  88.8   0.60  328.6    210
BKS    BARNES & NO  BKS US 01/21/12 C10      -18.0  83.1   3.70  -51.8    513
LULU   LULULEMON A  LULU US 01/21/12 C45     -17.9  51.5   2.85  -59.3    600
LULU   LULULEMON A  LULU US 01/21/12 P32.5   -17.7  68.8   0.54  -10.0    607
LULU   LULULEMON A  LULU US 01/21/12 P30     -17.2  74.5   0.35  -12.5    523
VHC    VIRNETX HOL  VHC US 01/21/12 C10      -16.6  92.5  10.00    2.0    371
TSPT   TRANSCEPT P  TSPT US 01/21/12 P7.5    -16.6  86.9   0.75  -46.4    480
CLWR   CLEARWIRE -  CLWR US 12/17/11 P1.5    -16.5 212.3   0.05  -75.0   1187
CLWR   CLEARWIRE -  CLWR US 01/21/12 P1.5    -16.3 166.6   0.15  -50.0    440
CLWR   CLEARWIRE -  CLWR US 01/21/12 C2      -16.0 135.0   0.50   42.9    389
OCZ    OCZ TECHNOL  OCZ US 12/17/11 C6       -15.6  66.2   1.55   55.0   1005
PVX    PROVIDENT E  PVX US 12/17/11 C8       -14.1  44.0   1.75   20.7    200
VHC    VIRNETX HOL  VHC US 03/17/12 P10      -13.9 124.8   0.75  -77.3    400
DIA    SPDR DJIA T  DIA US 12/17/11 C106.75  -13.7  31.9  13.45   38.7    300
GDXJ   MARKET VECT  GDXJ US 01/21/12 C24     -13.3  50.5   6.90   13.1    500
FOE    FERRO CORP   FOE US 12/17/11 C5       -12.5  91.5   0.95   -5.0    318
CLSN   CELSION COR  CLSN US 07/21/12 C2      -12.4 112.6   0.90  -26.2   1350
TGT    TARGET CORP  TGT US 12/17/11 C50      -12.2  25.5   3.20    6.7    620
KSS    KOHLS CORP   KSS US 12/17/11 P45      -11.8  43.9   0.30   66.7    360
FXE    CRYSHS-EURO  FXE US 12/17/11 P140     -11.8  15.2   5.70   -5.9   1250
ECL    ECOLAB INC   ECL US 12/17/11 C55      -11.7  26.4   1.75  -37.5    212
KR     KROGER CO    KR US 01/21/12 P22.5     -11.7  21.3   0.50  -16.7    466
ETE    ENERGY TRAN  ETE US 01/21/12 C35      -10.7  27.4   2.00   33.3    252
EUO    PROSH-UL/SH  EUO US 12/17/11 C19      -10.6  29.5   0.35  -22.2    447
BKS    BARNES & NO  BKS US 04/21/12 C12      -10.3  80.4   3.60  -43.8   5000
JEF    JEFFERIES G  JEF US 12/17/11 P9       -10.2 112.5   0.25    0.0    385
LULU   LULULEMON A  LULU US 03/17/12 C45     -10.1  56.4   4.90  -44.4    208

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

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