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
=============================================================================
FAS    DIR FIN BUL  FAS1 US 01/21/12 P20     408.4 468.5   6.85   -9.3    204
LNCR   LINCARE HOL  LNCR US 01/21/12 C20      52.7  38.1   4.50    9.8    393
ILMN   ILLUMINA IN  ILMN US 01/21/12 C30      45.0  72.5   2.80   93.1   1273
RAD    RITE AID CO  RAD US 01/21/12 C1        34.1  86.6   0.20    0.0    200
LTD    LIMITED BRA  LTD US 02/18/12 P39       29.2  38.1   1.25  -51.0   1154
ILMN   ILLUMINA IN  ILMN US 01/21/12 C29      26.8  64.4   3.30   83.3   1057
FSIN   FUSHI COPPE  FSIN US 06/16/12 C7.5     23.1  56.0   1.20   26.3   3592
LTD    LIMITED BRA  LTD US 05/19/12 P40       22.3  38.0   2.80  -34.9    202
SFSF   SUCCESSFACT  SFSF US 01/21/12 C23      19.3  73.0  16.60  374.3    700
HRB    H&R BLOCK I  HRB US 01/18/14 P10       17.8  51.2   1.85    5.7  15273
MON    MONSANTO CO  MON US 01/21/12 C47.5     14.7  69.1  23.92  -14.3    573
F      FORD MOTOR   F US 01/21/12 C7.5        14.4  62.5   3.90   13.0    305
COOL   MAJESCO ENT  COOL US 01/21/12 P2.5     13.6 103.8   0.25    0.0    800
LDK    LDK SOLAR C  LDK US 01/21/12 C4        12.5  64.7   0.34   61.9    502
HRB    H&R BLOCK I  HRB US 04/21/12 P8        12.3  76.0   0.20  -33.3    448
VRSK   VERISK ANAL  VRSK US 01/21/12 C40      11.6  24.9   1.00   11.1    466
BP     BP PLC-ADR   BP US 01/21/12 P20        11.5  92.0   0.02    0.0    300
AGO    ASSURED GUA  AGO US 01/21/12 P11       11.2  69.0   0.58  -34.1    453
ETR    ENTERGY COR  ETR US 01/21/12 C72.5     10.9  17.0   1.50  105.5    363
GCI    GANNETT CO   GCI US 04/21/12 P8        10.8  66.0   0.20  -50.0   1623
OPTR   OPTIMER PHA  OPTR US 01/21/12 C10      10.7  64.1   2.40   73.9    400
BPFH   BOSTON PRIV  BPFH US 07/21/12 C7.5     10.7  52.3   1.40    7.7    227
HRB    H&R BLOCK I  HRB US 04/21/12 P7        10.2  81.0   0.15    0.0    604
FRO    FRONTLINE L  FRO US 02/18/12 P2        10.2 165.7   0.25  -16.7   1696

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SFSF   SUCCESSFACT  SFSF US 06/16/12 C40     -97.9   1.2   0.10  -90.9   5962
SFSF   SUCCESSFACT  SFSF US 03/17/12 C40     -96.5   2.0   0.10  -77.8  10378
SFSF   SUCCESSFACT  SFSF US 06/16/12 P40     -95.7   2.5   0.35    0.0    511
SFSF   SUCCESSFACT  SFSF US 06/16/12 P39     -92.0   4.7   0.25    0.0   2160
SFSF   SUCCESSFACT  SFSF US 03/17/12 P39     -89.4   6.2   0.25    0.0    460
SFSF   SUCCESSFACT  SFSF US 06/16/12 P38     -87.2   7.2   0.15    0.0    810
SFSF   SUCCESSFACT  SFSF US 03/17/12 C37     -78.6  12.5   2.96  492.0   4022
SFSF   SUCCESSFACT  SFSF US 03/17/12 P35     -64.2  18.7   0.15    0.0    230
SFSF   SUCCESSFACT  SFSF US 03/17/12 P30     -51.7  29.4   0.10    0.0    320
SFSF   SUCCESSFACT  SFSF US 03/17/12 C30     -47.3  31.8   9.80  415.8   1551
SFSF   SUCCESSFACT  SFSF US 01/21/12 C34     -43.1  31.0   5.80    0.0    310
LNCR   LINCARE HOL  LNCR1 US 01/21/12 C20    -40.7  42.4   4.50  -53.1    393
LTD    LIMITED BRA  LTD US 02/18/12 C39      -33.4  37.8   5.40    0.4   1050
SFSF   SUCCESSFACT  SFSF US 03/17/12 P26     -29.3  44.0   0.05  -98.8   1750
ANGI   ANGIE'S LIS  ANGI US 02/18/12 C7.5    -28.3  84.6   6.80    0.0    800
LTD    LIMITED BRA  LTD US 05/19/12 C45      -18.4  34.5   3.20   11.5    386
AGNC   AMERICAN CA  AGNC US 01/21/12 C29     -14.2  14.8   0.27    8.0    295
IVN    IVANHOE MIN  IVN US 03/17/12 C10      -12.8 115.5  12.05    0.0   1065
SO     SOUTHERN CO  SO US 01/21/12 C39       -10.3  22.5   5.25   -2.6    378

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

-- Bloomberg News

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