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
=============================================================================
SSW    SEASPAN COR  SSW US 01/21/12 P12.5     75.8  75.7   1.30  -30.9    270
SSW    SEASPAN COR  SSW US 01/21/12 P10       61.4  69.2   0.20  -50.0   1104
SKUL   SKULLCANDY   SKUL US 01/21/12 P12.5    33.0  87.0   1.60   45.5    800
CROX   CROCS INC    CROX US 01/21/12 C10      26.6  83.5   5.70   -6.6    303
GR     GOODRICH CO  GR US 01/21/12 P120       21.6  10.9   0.60  -40.0    780
EP     EL PASO COR  EP US 07/21/12 P26        19.4  23.7   2.25   14.8    251
GRMN   GARMIN LTD   GRMN US 01/21/12 P34      17.4  33.9   0.29    3.6    517
GRMN   GARMIN LTD   GRMN US 01/21/12 P35      15.5  31.4   0.41   13.9  25296
JOE    ST JOE CO    JOE US 06/16/12 C16       14.9  46.8   2.05   86.4    501
GRMN   GARMIN LTD   GRMN US 01/21/12 P37      13.7  27.9   0.88   -1.1    285
PKT    PROCERA NET  PKT US 02/18/12 C12.5     12.4  71.1   5.40    0.0    400
AMR    AMR CORP     AMR US 05/19/12 C0.5      11.7  97.7   0.17    6.2    327
URBN   URBAN OUTFI  URBN US 01/21/12 P26      10.9  41.0   0.60  -42.9    691
EUO    PROSH-UL/SH  EUO US 01/21/12 C18       10.8  25.0   2.00   17.0    302

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
COWN   COWEN GROUP  COWN US 01/21/12 C2.5    -79.0  38.8   0.20    0.0    200
SYNO   SYNOVIS LIF  SYNO US 07/21/12 P25     -70.9  11.8   0.10    0.0   1005
AGNC   AMERICAN CA  AGNC US 01/21/12 C29     -36.8  11.3   0.25    4.2    260
AGNC   AMERICAN CA  AGNC US 01/21/12 C28     -35.6  12.1   1.00   17.6   1125
BBY    BEST BUY CO  BBY US 01/21/12 C22.5    -27.0  41.8   2.76  -50.6    758
BBY    BEST BUY CO  BBY US 01/21/12 C26      -24.6  38.0   0.71  -75.9    568
BBY    BEST BUY CO  BBY US 01/21/12 P24      -24.5  39.5   0.94  108.9   3685
BBY    BEST BUY CO  BBY US 01/21/12 C25      -24.3  38.4   1.08  -69.6    650
YONG   YONGYE INTE  YONG US 01/21/12 C3      -24.3 100.4   1.00  -44.4    210
MRK    MERCK & CO   MRK US 01/21/12 C30      -24.2  33.1   5.30   -1.9   1760
IVN    IVANHOE MIN  IVN US 01/21/12 P16      -24.1  81.3   1.15   35.3   1064
IVN    IVANHOE MIN  IVN US 01/21/12 P17.5    -24.0  78.7   1.90   46.1   1674
BBY    BEST BUY CO  BBY US 01/21/12 P26      -23.8  37.9   1.92  106.5    543
BBY    BEST BUY CO  BBY US 01/21/12 P25      -23.3  38.6   1.40  118.8   1110
IVN    IVANHOE MIN  IVN US 01/21/12 C17.5    -23.0  79.0   1.80  -59.4    923
BBY    BEST BUY CO  BBY US 01/21/12 P22.5    -22.8  41.9   0.48   92.0   6717
AGNC   AMERICAN CA  AGNC US 03/17/12 C28     -22.4  16.9   1.20   15.4    505
BBY    BEST BUY CO  BBY US 01/21/12 P21      -21.4  45.7   0.25   78.6    409
HA     HAWAIIAN HO  HA US 01/21/12 C5        -18.5  43.4   1.05    5.0    500
SSW    SEASPAN COR  SSW US 02/18/12 C12.5    -18.4  34.7   0.80  433.3    896
MRK    MERCK & CO   MRK US 01/21/12 C31      -17.4  30.7   4.35   -1.1    439
EK     EASTMAN KOD  EK US 04/21/12 P0.5      -17.4 157.3   0.02  -86.7    300
IVN    IVANHOE MIN  IVN US 01/21/12 C16      -17.2  84.2   2.55  -59.5    202
SSW    SEASPAN COR  SSW US 01/21/12 C12.5    -17.1  38.3   0.65  333.3    609
EQY    EQUITY ONE   EQY US 06/16/12 P15      -17.0  32.4   1.02  -18.4    250
AMR    AMR CORP     AMR US 01/21/12 C0.5     -16.8 137.1   0.15    7.1   1010
GDX    MKT VECT-GO  GDX US 01/21/12 P43      -15.8  40.6   0.12  -36.8    369
GDX    MKT VECT-GO  GDX US 01/21/12 P44      -14.5  40.4   0.15  -37.5    417
BBY    BEST BUY CO  BBY US 03/17/12 C26      -14.1  37.1   1.30  -58.1    391
YONG   YONGYE INTE  YONG US 04/21/12 C3.5    -13.6  72.2   0.85  -39.3    850
GDX    MKT VECT-GO  GDX US 01/21/12 P45      -13.1  40.2   0.14  -54.8    484
BBY    BEST BUY CO  BBY US 03/17/12 C25      -12.9  38.2   1.88  -54.7    395
KRO    KRONOS WORL  KRO US 01/21/12 C17.5    -12.1  48.9   1.30  -23.5    279
BBY    BEST BUY CO  BBY US 03/17/12 P26      -11.8  37.5   2.71   79.5    252
AMR    AMR CORP     AMR US 01/19/13 C0.5     -11.1  63.9   0.19    0.0    261
GDX    MKT VECT-GO  GDX US 01/21/12 P47      -11.0  38.9   0.30  -34.8    293
PVX    PROVIDENT E  PVX US 03/17/12 P8       -10.8  35.5   0.15  -25.0    200
MJN    MEAD JOHNSO  MJN US 01/21/12 P70      -10.6  23.7   0.78  -20.4   1380
C      CITIGROUP I  C US 01/19/13 P3         -10.3 101.6   0.06   20.0    770
ALL    ALLSTATE CO  ALL US 01/21/12 C27      -10.3  25.6   0.65   -5.8    496
AXP    AMERICAN EX  AXP US 01/21/12 P22.5    -10.2  87.4   0.02  -75.0    389
GDX    MKT VECT-GO  GDX US 01/21/12 P48      -10.2  38.3   0.38  -36.7    460
YONG   YONGYE INTE  YONG US 07/21/12 C3      -10.2  67.4   1.30  -18.8    367
C      CITIGROUP I  C US 09/22/12 C15        -10.1  73.4  13.84    0.0   2500

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

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