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
=============================================================================
IAG    IAMGOLD COR  IAG US 01/21/12 C12.5     43.2  83.2   4.40   83.3    897
KGC    KINROSS GOL  KGC US 01/21/12 C10       37.4  57.1   2.22    0.5   1500
CSCO   CISCO SYSTE  CSCO US 01/21/12 C15      32.4  60.7   3.60   -4.0   1071
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1.5     29.6 102.2   0.38    5.6    456
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1       28.0 192.5   0.91    8.3    387
GIS    GENERAL MIL  GIS US 01/21/12 C39       27.4  16.5   1.50   30.4    649
ATPG   ATP OIL & G  ATPG US 01/21/12 C7.5     27.4  96.9   0.64    8.5    401
ITMN   INTERMUNE I  ITMN US 01/21/12 C12.5    26.2 111.3   1.43   68.2    434
IAG    IAMGOLD COR  IAG US 02/18/12 C16       26.1  56.9   1.55   24.0    491
AUY    YAMANA GOLD  AUY US 01/21/12 C10       25.6  98.2   5.25   -1.9    602
TZOO   TRAVELZOO I  TZOO US 01/21/12 C12.5    24.5 195.3  13.10    3.1    500
ATPG   ATP OIL & G  ATPG US 02/18/12 C7       24.4 105.9   1.39   15.8   2627
SODA   SODASTREAM   SODA US 01/21/12 C37.5    23.9  64.8   2.05  192.9    806
IAG    IAMGOLD COR  IAG US 02/18/12 C17       23.4  55.4   1.10   37.5  45553
PPC    PILGRIM'S P  PPC US 01/21/12 P5        22.9  86.7   0.25  -28.6    287
F      FORD MOTOR   F US 01/21/12 C9          21.3  59.9   2.41   11.6    776
ITMN   INTERMUNE I  ITMN US 01/21/12 P12.5    21.1 112.1   0.90    0.0    220
LOW    LOWE'S COS   LOW US 01/21/12 C20       21.0  67.8   6.05    7.3    258
ARO    AEROPOSTALE  ARO US 01/21/12 P14       20.4  60.6   0.25  -28.6    378
AZO    AUTOZONE IN  AZO US 01/21/12 P300      20.2  27.3   0.65   -1.5    608
GRPN   GROUPON INC  GRPN US 01/21/12 C5       20.1 342.9  13.70   -5.8   1846
ENTR   ENTROPIC CO  ENTR US 01/21/12 C5       20.0  68.9   0.40  -27.3    200
SPY    SPDR S&P 50  SPY US 01/21/12 P132      19.6  16.0   5.44   12.6    274
T      AT&T INC     T US 01/21/12 C27.5       19.5  41.4   2.98    1.7   2880
ZUMZ   ZUMIEZ INC   ZUMZ US 01/21/12 P25      19.5  62.2   0.65    8.3    675
LDK    LDK SOLAR C  LDK US 01/21/12 C3.5      19.4  62.0   0.76  -10.6    205
SODA   SODASTREAM   SODA US 01/21/12 P35      19.2  73.4   1.05  -47.5    217
FTK    FLOTEK INDS  FTK US 01/21/12 C10       18.7  63.7   1.95  143.8    204
IAG    IAMGOLD COR  IAG US 02/18/12 P17       18.1  52.1   1.45    3.6    611
IAG    IAMGOLD COR  IAG US 01/21/12 P16       18.0  54.2   0.50   25.0    262
TRV    TRAVELERS C  TRV US 01/21/12 C50       17.8  47.8   8.50   -6.7    205
WM     WASTE MANAG  WM US 01/21/12 C34        17.7  22.4   0.13  -13.3   1346
SODA   SODASTREAM   SODA US 01/21/12 C35      16.9  65.6   3.60  125.0    254
HDY    HYPERDYNAMI  HDY US 01/21/12 C3        14.9 206.8   0.46   43.8    246
T      AT&T INC     T US 01/21/12 C29         14.7  25.9   1.48    6.5    405
CSCO   CISCO SYSTE  CSCO US 01/21/12 C16      14.2  49.0   2.66   -4.7    276
MSFT   MICROSOFT C  MSFT US 01/21/12 C25      13.9  27.2   2.24   12.6    796
GPS    GAP INC/THE  GPS US 01/21/12 P17.5     13.8  43.8   0.18  -14.3   1498
HCA    HCA HOLDING  HCA US 01/21/12 C20       13.7  57.9   1.50  -38.8   2520
ARO    AEROPOSTALE  ARO US 01/21/12 P15       13.3  53.1   0.50  -23.1   5530
NTRI   NUTRISYSTEM  NTRI US 01/21/12 C14      13.3  45.8   0.90  100.0    524
ILMN   ILLUMINA IN  ILMN US 01/21/12 C27      13.2  81.5   5.70   26.7    804
MCD    MCDONALDS C  MCD US 01/21/12 C97.5     12.9  19.5   3.27   45.3    218
F      FORD MOTOR   F US 01/21/12 C10         12.7  44.5   1.47   19.5   3120
JNJ    JOHNSON&JOH  JNJ US 01/21/12 C62.5     12.4  18.1   2.81  -22.4    287
ATPG   ATP OIL & G  ATPG US 02/18/12 P4       12.2 173.4   0.24   20.0    262
KSS    KOHLS CORP   KSS US 01/21/12 P45       12.2  35.8   0.40   33.3    572
THRX   THERAVANCE   THRX US 01/21/12 C20      11.8 180.3   3.01   -0.7    245
BBBY   BED BATH &B  BBBY US 01/21/12 P57.5    11.8  25.0   0.37  -47.1    429
NTRI   NUTRISYSTEM  NTRI US 03/17/12 C12      11.7  59.6   2.95   50.5   4000
PQ     PETROQUEST   PQ US 04/21/12 C7         11.7  73.1   1.20   33.3   3890
IAG    IAMGOLD COR  IAG US 03/17/12 C17       11.7  51.6   1.30   18.2    382
VRX    VALEANT PHA  VRX US 01/21/12 P47       11.5  63.3   2.25   25.0    568
AZO    AUTOZONE IN  AZO US 01/21/12 P320      11.5  20.8   3.40  -40.4    232
CHKP   CHECK POINT  CHKP US 01/21/12 C52.5    11.0  38.0   1.65  -31.2    376
BMY    BRISTOL-MYE  BMY US 01/21/12 C34       11.0  18.9   0.65  -36.9    316
SHLD   SEARS HOLDI  SHLD US 01/21/12 C27.5    11.0  70.2   4.50    0.0    398
F      FORD MOTOR   F US 01/21/12 P10         10.9  44.8   0.04  -20.0    319
HGG    HHGREGG INC  HGG US 01/21/12 C14       10.8  58.2   0.55   10.0    607
BKS    BARNES & NO  BKS US 01/21/12 C14       10.8  99.2   1.00  -16.7    542
SBUX   STARBUCKS C  SBUX US 01/21/12 P41      10.8  38.9   0.10  -23.1    442
COG    CABOT OIL &  COG US 02/18/12 C65       10.2  53.6  14.50    6.6    250
VRUS   PHARMASSET   VRUS US 01/21/12 P130     10.1  55.2   6.10    2.0    200
KSS    KOHLS CORP   KSS US 01/21/12 C50       10.0  33.6   0.55   -8.3   1970

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
OIHYL  OIL SERVICE  OIHYL US 01/21/12 C104.1 -48.8  23.7  12.90    4.9   1000
APKT   ACME PACKET  APKT US 01/21/12 P20     -44.1  74.1   0.11   10.0    344
TIVO   TIVO INC     TIVO US 01/21/12 C10     -39.9  57.1   0.36    2.9   1047
TIVO   TIVO INC     TIVO US 01/21/12 P10     -38.7  59.1   0.74  -49.7    336
TIVO   TIVO INC     TIVO US 01/21/12 C9      -34.2  59.3   0.92   48.4   1790
TIVO   TIVO INC     TIVO US 02/18/12 C10     -32.3  57.9   0.69    1.5    627
TIVO   TIVO INC     TIVO US 02/18/12 P10     -30.9  59.0   1.08  -17.6    218
HS     HEALTHSPRIN  HS US 06/16/12 P55       -30.4   1.8   0.55   10.0    610
TIVO   TIVO INC     TIVO US 02/18/12 P9      -29.6  59.5   0.62  -43.1    420
PPC    PILGRIM'S P  PPC US 01/21/12 C5       -28.9  64.3   0.35  -70.8    454
APKT   ACME PACKET  APKT US 01/21/12 P22.5   -26.9  70.2   0.40  300.0   1246
MHR    MAGNUM HUNT  MHR US 01/21/12 C5       -23.7  45.2   0.50  -20.6    357
TIVO   TIVO INC     TIVO US 01/21/12 P7.5    -20.9  70.1   0.02  -85.7    233
TZOO   TRAVELZOO I  TZOO US 01/21/12 C20     -20.8  50.7   5.30   -8.6    280
MSFT   MICROSOFT C  MSFT US 01/21/12 C22.5   -20.4  34.3   4.70    9.3    227
AAPL   APPLE INC    AAPL US 01/21/12 P430    -20.4  22.3  19.30  -14.2    423
MCD    MCDONALDS C  MCD US 01/21/12 P105     -19.7  16.4   5.00  -20.5    263
AAPL   APPLE INC    AAPL US 01/21/12 C430    -19.6  22.6   2.16  -35.7   6554
AAPL   APPLE INC    AAPL US 01/21/12 P425    -19.4  22.6  15.40  -17.9    350
APKT   ACME PACKET  APKT US 01/21/12 C25     -19.3  66.0   1.70  -73.4    724
AAPL   APPLE INC    AAPL US 01/21/12 C425    -19.2  22.8   3.35  -27.3   3970
RNOW   RIGHTNOW TE  RNOW US 03/17/12 P40     -19.2  12.4   0.10  -33.3    200
TSM    TAIWAN SEMI  TSM US 01/21/12 C10      -19.0  60.2   3.10   -6.1    561
AAPL   APPLE INC    AAPL US 01/21/12 C420    -18.3  23.3   5.00  -20.0   6502
AAPL   APPLE INC    AAPL US 01/21/12 P420    -18.0  23.0  11.92  -22.6    881
CMC    COMMERCIAL   CMC US 01/21/12 C14      -17.8  35.9   0.35  -22.2    605
AAPL   APPLE INC    AAPL US 01/21/12 P415    -17.7  23.5   9.35  -24.6   2256
MMR    MCMORAN EXP  MMR US 01/21/12 C11      -17.6 100.6   3.25  -19.8   2000
AAPL   APPLE INC    AAPL US 01/21/12 P410    -17.6  23.9   6.90  -29.9   4593
KOG    KODIAK OIL   KOG US 01/21/12 P7.5     -17.4  78.4   0.05    0.0    308
BCSI   BLUE COAT S  BCSI US 04/21/12 P23     -17.3  20.0   0.25  -16.7    212
AAPL   APPLE INC    AAPL US 01/21/12 P405    -17.1  24.4   5.10  -33.6   4225
AAPL   APPLE INC    AAPL US 01/21/12 C415    -16.9  23.7   7.20  -13.2   3915
AAPL   APPLE INC    AAPL US 01/21/12 P400    -16.8  25.0   3.65  -38.7   3287
AAPL   APPLE INC    AAPL US 01/21/12 P395    -16.5  25.6   2.52  -43.4   2504
AAPL   APPLE INC    AAPL US 01/21/12 P390    -16.4  26.3   1.78  -49.1   2155
AAPL   APPLE INC    AAPL US 01/21/12 C405    -16.1  24.9  12.95   -5.1   3332
AAPL   APPLE INC    AAPL US 01/21/12 C400    -16.0  25.2  16.50   -2.1   4291
AAPL   APPLE INC    AAPL US 01/21/12 C410    -16.0  24.2   9.85   -8.8   6642
AAPL   APPLE INC    AAPL US 01/21/12 C395    -15.8  25.8  20.35   -1.2   1382
AGO    ASSURED GUA  AGO US 01/21/12 C14      -15.7  51.4   0.52    6.1   2129
AAPL   APPLE INC    AAPL US 01/21/12 P385    -15.6  27.4   1.25  -52.8   1680
AGO    ASSURED GUA  AGO US 01/21/12 P14      -15.5  51.5   0.60  -43.4   2397
TZOO   TRAVELZOO I  TZOO US 01/21/12 C15     -15.3 101.7  10.28    1.0    712
AAPL   APPLE INC    AAPL US 01/21/12 C385    -15.3  27.7  29.15    1.6    583
ARIA   ARIAD PHARM  ARIA US 02/18/12 C11     -15.2  54.7   2.20   22.2    376
AAPL   APPLE INC    AAPL US 01/21/12 C370    -15.1  31.5  43.51    2.6   1125
AAPL   APPLE INC    AAPL US 01/21/12 P380    -15.1  28.4   0.92  -54.9   1412
TIVO   TIVO INC     TIVO US 05/19/12 P8      -14.5  59.7   0.63  -33.7    510
AAPL   APPLE INC    AAPL US 01/21/12 C390    -14.3  26.5  24.60    0.4   1506
DNR    DENBURY RES  DNR US 02/18/12 P17      -14.3  41.6   1.35    0.0    356
AAPL   APPLE INC    AAPL US 01/21/12 P375    -14.2  29.7   0.66  -58.8   1050
APKT   ACME PACKET  APKT US 01/21/12 P25     -14.1  65.7   1.21  505.0   2936
AAPL   APPLE INC    AAPL US 01/21/12 C375    -13.9  30.1  38.82    3.5    275
IWM    ISHARES-RUS  IWM US 01/21/12 C64      -13.5  38.2  10.25   -1.4    489
APKT   ACME PACKET  APKT US 02/18/12 P17.5   -13.3  87.0   0.35  133.3    511
AAPL   APPLE INC    AAPL US 01/21/12 C380    -13.2  28.9  33.75    2.2   1326
AGO    ASSURED GUA  AGO US 02/18/12 C14      -12.9  50.8   0.92   16.5    211
EXPR   EXPRESS INC  EXPR US 01/21/12 C20     -12.8  35.8   0.30  -40.0    501
AAPL   APPLE INC    AAPL US 01/21/12 P370    -12.6  31.3   0.49  -60.5   1464
PGR    PROGRESSIVE  PGR US 02/18/12 C20      -12.5  21.7   0.20  -55.6    571
MNKD   MANNKIND CO  MNKD US 01/21/12 C2      -12.3  67.6   0.41  -25.4    584
ZAGG   ZAGG INC     ZAGG US 01/21/12 C8      -12.3  64.8   0.35   40.0    354
VRSN   VERISIGN IN  VRSN US 01/21/12 C36     -12.2  23.1   0.55  -20.3    986
AAPL   APPLE INC    AAPL US 01/21/12 P365    -11.8  32.9   0.42  -57.6    866
IWM    ISHARES-RUS  IWM US 01/21/12 C65      -11.6  37.5   9.64   -5.6    414
APKT   ACME PACKET  APKT US 02/18/12 P20     -11.4  83.4   0.75   87.5    635
FRO    FRONTLINE L  FRO US 01/21/12 C4       -11.3  83.4   0.55  -15.4    289
NYX    NYSE EURONE  NYX US 01/21/12 P27      -11.1  24.9   0.54   10.2    369
TRV    TRAVELERS C  TRV US 01/19/13 C50      -11.1  27.9  10.60   -7.6    205
MMR    MCMORAN EXP  MMR US 01/21/12 C15      -10.8  84.9   0.76  -35.6   5684
C      CITIGROUP I  C1 US 01/21/12 C2.5      -10.7  57.3   0.31  -13.9    568
YHOO   YAHOO! INC   YHOO US 01/21/12 P12.5   -10.6  54.4   0.01    0.0   1137
AAPL   APPLE INC    AAPL US 01/21/12 P360    -10.5  34.7   0.33  -58.8   1937
APKT   ACME PACKET  APKT US 02/18/12 C25     -10.4  76.8   2.85  -64.4    370
RSX    MKT VECT-RU  RSX US 01/21/12 P22      -10.4  61.4   0.05  -50.0    271
MMR    MCMORAN EXP  MMR US 01/21/12 P14      -10.3  86.4   0.87    6.1    505
APKT   ACME PACKET  APKT US 02/18/12 P25     -10.2  77.7   2.45  160.6  14836
PFE    PFIZER INC   PFE US 01/21/12 C20      -10.2  28.0   1.85   -9.3    405
CTL    CENTURYLINK  CTL US 01/21/12 C34      -10.1  26.1   3.19  -13.1    330

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

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