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
=============================================================================
DNDN   DENDREON CO  DNDN US 01/21/12 P6       69.8 140.5   0.02  -60.0    510
DNDN   DENDREON CO  DNDN US 01/21/12 P7.5     63.5 118.5   0.05  -87.5   4234
DNDN   DENDREON CO  DNDN US 01/21/12 C7.5     59.3 122.1   3.50  536.4   5819
DNDN   DENDREON CO  DNDN US 01/21/12 C6       56.1 144.0   4.80  182.3    313
CORT   CORCEPT THE  CORT US 02/18/12 P2.5     47.5 174.7   0.35  -22.2   2535
EPD    ENTERPRISE   EPD US 01/21/12 C44       41.9  20.6   3.50   11.5    200
DNDN   DENDREON CO  DNDN US 02/18/12 C7       38.7 116.3   4.05  243.2    376
DNDN   DENDREON CO  DNDN US 02/18/12 P7       38.6 112.0   0.21  -62.5    358
DNDN   DENDREON CO  DNDN US 02/18/12 C8       37.7 109.8   3.35  378.6    508
DNDN   DENDREON CO  DNDN US 02/18/12 P8       36.5 108.5   0.43  -58.6    712
DNDN   DENDREON CO  DNDN US 02/18/12 P9       36.5 108.6   0.69  -65.2    496
DNDN   DENDREON CO  DNDN US 02/18/12 C9       35.7 107.7   2.65  562.5    666
CFX    COLFAX CORP  CFX US 01/21/12 C17.5     35.7 121.5  10.60    0.9    700
DNDN   DENDREON CO  DNDN US 01/21/12 P9       33.4 107.4   0.25  -84.5   4822
DNDN   DENDREON CO  DNDN US 02/18/12 P10      31.1 107.2   1.15  -57.4    668
WTW    WEIGHT WATC  WTW US 01/21/12 P60       30.2  51.1   1.15  -79.3    505
XLU    SPDR-UTIL S  XLU US 01/21/12 P36       28.3  13.4   1.10   17.0    401
DNDN   DENDREON CO  DNDN US 01/21/12 C9       28.0 108.3   2.30 1669.2   4365
DNDN   DENDREON CO  DNDN US 02/18/12 C10      27.8 106.4   2.01  737.5    616
DNDN   DENDREON CO  DNDN US 02/18/12 P11      27.7 107.0   1.68  -55.2    316
DNDN   DENDREON CO  DNDN US 02/18/12 C11      24.7 106.7   1.56  940.0   1061
DSW    DSW INC-CL   DSW US 04/21/12 P38       23.9  49.1   2.63   19.6    417
ACOR   ACORDA THER  ACOR US 01/21/12 P22.5    23.9  67.0   0.35  -78.1   5520
GRPN   GROUPON INC  GRPN US 01/21/12 C5       23.4 309.6  12.85   -6.2    833
OCZ    OCZ TECHNOL  OCZ US 01/21/12 C7        23.4 100.8   1.00  100.0   1064
ACOR   ACORDA THER  ACOR US 01/21/12 P25      22.1  54.6   0.75  -62.5    214
WTW    WEIGHT WATC  WTW US 01/21/12 C65       21.7  48.8   2.10 2525.0   1117
HS     HEALTHSPRIN  HS US 06/16/12 C55        20.1   1.0   0.10    0.0    475
DNDN   DENDREON CO  DNDN US 01/21/12 P11      20.0 112.3   1.10  -68.6   2887
ACOR   ACORDA THER  ACOR US 01/21/12 P21      18.7  81.4   0.15    0.0    265
HAS    HASBRO INC   HAS US 01/21/12 P30       18.5  43.1   0.20    0.0   3686
OCZ    OCZ TECHNOL  OCZ US 01/21/12 P7        17.4 104.2   0.36  -28.0    200
DNDN   DENDREON CO  DNDN US 01/21/12 P10      16.7 108.6   0.58  -76.6   5059
VZ     VERIZON COM  VZ US 01/21/12 C36        16.6  38.0   2.79  -12.8    255
SODA   SODASTREAM   SODA US 01/21/12 C32.5    15.9  77.4   7.40   32.1    251
QQQ    POWERSH-QQQ  QQQ US 01/21/12 P59       15.9  16.5   1.97   -2.5    416
HYG    ISH-IBOXX H  HYG US 01/21/12 P88       15.9  10.9   0.40  100.0   3100
MRK    MERCK & CO   MRK US 01/21/12 P38       15.8  20.1   0.31  -38.0   1743
HCA    HCA HOLDING  HCA US 01/21/12 C20       15.7  62.8   1.75   16.7   1500
BKS    BARNES & NO  BKS US 02/18/12 C10       15.6  97.3   1.45    0.0    579
MRK    MERCK & CO   MRK US 01/21/12 P37       15.5  23.0   0.13  -35.0    433
DNDN   DENDREON CO  DNDN US 01/21/12 C10      15.4 112.2   1.40 1650.0   5659
MRK    MERCK & CO   MRK US 01/21/12 P35       14.9  32.5   0.06  -14.3    238
MRVL   MARVELL TEC  MRVL US 01/21/12 P14      14.7  43.2   0.19  -53.7   2232
ACOR   ACORDA THER  ACOR US 01/21/12 P24      13.8  52.7   0.50  -50.0    500
MRVL   MARVELL TEC  MRVL US 01/21/12 C12.5    13.6  53.8   2.50   42.0    304
EUO    PROSH-UL/SH  EUO US 01/21/12 C18       13.4  37.8   2.76   20.0    412
UUP    POWERSHARES  UUP US 03/17/12 P21       12.8  13.1   0.05  -16.7    627
MRK    MERCK & CO   MRK US 01/21/12 C35       12.4  33.0   3.85   14.9    274
MRK    MERCK & CO   MRK US 01/21/12 P39       12.2  17.8   0.64  -48.4    931
MRK    MERCK & CO   MRK US 02/18/12 P38       12.2  22.0   0.79  -13.2    690
GRPN   GROUPON INC  GRPN US 02/18/12 C17      12.1  55.9   1.65  -28.3    230
MRK    MERCK & CO   MRK US 01/21/12 C39       12.1  17.9   0.51  142.9   1147
WTW    WEIGHT WATC  WTW US 02/18/12 C50       12.1  73.3  15.00   74.4    347
PSS    COLLECTIVE   PSS US 01/21/12 P14       11.9  39.6   0.45   28.6    550
MRK    MERCK & CO   MRK US 02/18/12 C39       11.8  20.2   0.99   50.0    693
MRVL   MARVELL TEC  MRVL US 01/21/12 C14      11.8  43.0   1.08   92.9    787
MRK    MERCK & CO   MRK US 02/18/12 C38       11.7  21.9   1.65   38.7   2480
BAC    BANK OF AME  BAC US 01/21/12 P4.5      11.7  81.5   0.01  -50.0    917
STEC   STEC INC     STEC US 01/21/12 C9       11.6  60.5   0.52   62.5   1113
CMC    COMMERCIAL   CMC US 01/21/12 C15       11.5  41.7   0.20    0.0    375
EPD    ENTERPRISE   EPD US 01/21/12 C45       11.4  17.9   2.55    8.5    241
OCR    OMNICARE IN  OCR US 01/21/12 P30       11.4  56.9   0.25  150.0    429
KWK    QUICKSILVER  KWK US 02/18/12 C7        11.2  65.1   0.60   20.0    760
MRK    MERCK & CO   MRK US 01/21/12 P36       11.0  26.0   0.06  -33.3   2638
MRK    MERCK & CO   MRK US 02/18/12 C37       10.9  23.5   2.44   44.4    839
TRGT   TARGACEPT I  TRGT US 05/19/12 C5       10.7  90.7   1.60   10.3   1005
DNDN   DENDREON CO  DNDN US 05/19/12 P8       10.7  90.6   0.86  -50.6    448
SGEN   SEATTLE GEN  SGEN US 01/21/12 C17.5    10.6  49.1   0.65  160.0    510
FLEX   FLEXTRONICS  FLEX US 01/21/12 P6       10.6  51.8   0.33  -13.2   1355
CELG   CELGENE COR  CELG US 01/21/12 P62.5    10.5  34.5   0.19   -9.5   1123
MRK    MERCK & CO   MRK US 02/18/12 C40       10.3  18.9   0.59  110.7    703
DNDN   DENDREON CO  DNDN US 01/21/12 C11      10.3 113.0   0.94 1780.0   7075
MRK    MERCK & CO   MRK US 02/18/12 P39       10.2  20.2   1.14  -18.6   1461
GME    GAMESTOP CO  GME US 01/21/12 P21       10.1  48.5   0.06  -14.3    487

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CTL    CENTURYLINK  CTL US 02/18/12 P38      -45.9   7.9   2.35   30.6    883
AEO    AMER EAGLE   AEO US 01/21/12 P12      -44.1  39.8   0.05    0.0    775
AEO    AMER EAGLE   AEO US 01/21/12 P13      -44.0  34.1   0.20  300.0  12502
FAZ    DIR FIN BEA  FAZ US 04/21/12 C21      -37.5  52.1  14.00   -5.1    205
AEO    AMER EAGLE   AEO US 01/21/12 C13      -32.7  34.0   0.60  -72.7    807
ROST   ROSS STORES  ROST US 01/21/12 C48.75  -32.5  25.2   1.37   37.0   1036
ROST   ROSS STORES  ROST US 01/21/12 C50     -32.1  24.5   0.80   45.5   2369
CL     COLGATE-PAL  CL US 01/21/12 C60       -31.7  66.9  29.70   -0.2    600
ROST   ROSS STORES  ROST US 01/21/12 P48.75  -30.9  24.4   0.75  -59.5   3737
BKS    BARNES & NO  BKS US 01/21/12 P7.5     -30.5 111.4   0.10  100.0   1459
ROST   ROSS STORES  ROST US 01/21/12 C47.5   -29.8  25.9   2.46   58.7   1153
EUO    PROSH-UL/SH  EUO US 01/21/12 C19      -29.4  19.6   1.85   37.0    576
ROST   ROSS STORES  ROST US 01/21/12 C46.25  -28.5  27.2   3.50   52.2    381
TGT    TARGET CORP  TGT US 01/21/12 P47      -27.4  20.5   0.24    9.1   6845
BKS    BARNES & NO  BKS US 01/21/12 P9       -26.8  99.5   0.34  580.0   1215
BKS    BARNES & NO  BKS US 02/18/12 P8       -26.7  98.6   0.45    0.0    540
TGT    TARGET CORP  TGT US 01/21/12 P46      -26.6  22.1   0.13   18.2    968
PLCE   CHILDRENS P  PLCE US 01/21/12 P40     -26.2  59.8   0.10    0.0    793
TGT    TARGET CORP  TGT US 01/21/12 P48      -26.2  19.7   0.52   33.3   2570
ROST   ROSS STORES  ROST US 01/21/12 P47.5   -25.6  26.5   0.45  -66.7    515
ULTA   ULTA SALON   ULTA US 01/21/12 C70     -25.5  40.8   2.45   50.3   1276
TGT    TARGET CORP  TGT US 01/21/12 P49      -25.4  19.1   0.93   50.0    842
TGT    TARGET CORP  TGT US 01/21/12 P45      -25.1  24.9   0.14   40.0    261
UNG    US NAT GAS   UNG US 01/21/12 C6       -24.7  39.5   0.58  -23.7    408
LDK    LDK SOLAR C  LDK US 01/21/12 C2.5     -24.6 123.2   1.68   -3.5    200
TGT    TARGET CORP  TGT US 01/21/12 C48      -24.6  19.8   1.11  -52.8   1033
JCP    J.C. PENNEY  JCP US 01/21/12 P30      -24.6  39.2   0.17   21.4    927
TZOO   TRAVELZOO I  TZOO US 01/21/12 C15     -24.4 108.4  11.01    7.1    400
JCP    J.C. PENNEY  JCP US 01/21/12 P31      -24.2  36.7   0.38   81.0   5828
TGT    TARGET CORP  TGT US 01/21/12 C49      -23.6  19.4   0.59  -64.2   1413
AEO    AMER EAGLE   AEO US 02/18/12 P11      -23.3  42.7   0.10  150.0    783
ULTA   ULTA SALON   ULTA US 01/21/12 P65     -23.3  43.9   0.60  -75.0    767
MON    MONSANTO CO  MON US 01/21/12 P80      -23.1  25.8   3.85  -53.0    314
CL     COLGATE-PAL  CL US 01/21/12 P90       -23.0  15.8   1.63   37.0    640
JCP    J.C. PENNEY  JCP US 01/21/12 P32      -22.9  35.3   0.68  100.0   5668
MON    MONSANTO CO  MON US 01/21/12 C80      -22.5  26.2   0.46  100.0   4192
TGT    TARGET CORP  TGT US 01/21/12 P50      -22.4  19.2   1.76   66.0   2791
AXP    AMERICAN EX  AXP US 02/18/12 P27      -22.4  71.1   0.03    0.0    390
GPS    GAP INC/THE  GPS US 01/21/12 P17.5    -22.3  33.6   0.29   81.2    495
TGT    TARGET CORP  TGT US 01/21/12 C50      -21.8  19.5   0.27  -74.0   1241
QIHU   QIHOO 360 T  QIHU US 01/21/12 C15     -21.0  62.0   0.40  -20.0   1671
GRPN   GROUPON INC  GRPN US 01/21/12 C14     -21.0  66.1   3.80  -50.8    407
TJX    TJX COS INC  TJX US 01/21/12 C67.5    -20.9  19.7   0.30  -14.3    278
PCS    METROPCS CO  PCS US 01/21/12 P7.5     -20.8  73.1   0.25   66.7    314
MON    MONSANTO CO  MON US 01/21/12 P77.5    -20.6  25.7   2.22  -62.4    557
VMED   VIRGIN MEDI  VMED US 01/21/12 P17.5   -20.4  71.8   0.10   -9.1    500
JCP    J.C. PENNEY  JCP US 01/21/12 C33      -20.1  34.9   0.77  -59.9    487
JCP    J.C. PENNEY  JCP US 01/21/12 P33      -20.0  34.9   1.18  118.5   1291
M      MACY'S INC   M US 01/21/12 C34        -19.9  27.2   0.31  -26.2   1257
MON    MONSANTO CO  MON US 01/21/12 C77.5    -19.9  25.9   1.10  129.2   2536
BCSI   BLUE COAT S  BCSI US 01/21/12 C15     -19.7 115.4  10.50    1.9    500
EXAS   EXACT SCIEN  EXAS US 01/21/12 C8      -19.3  29.9   0.25   25.0    201
GPS    GAP INC/THE  GPS US 01/21/12 C17.5    -19.1  34.2   0.78  -51.5    206
ROST   ROSS STORES  ROST US 02/18/12 C50     -18.8  25.6   1.60   39.1    457
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1      -18.8  46.8   0.97    4.3    375
C      CITIGROUP I  C1 US 01/21/12 P5        -18.7  86.8   2.20    1.4    210
LLY    ELI LILLY &  LLY US 01/21/12 P36      -18.5  29.7   0.08   14.3    714
KSS    KOHLS CORP   KSS US 01/21/12 P45      -18.4  30.1   0.50   -9.1   4148
EUO    PROSH-UL/SH  EUO US 02/18/12 C18      -18.2  24.3   2.80   16.7    263
TJX    TJX COS INC  TJX US 01/21/12 C65      -18.2  20.7   1.35   22.7    768
M      MACY'S INC   M US 01/21/12 C33        -18.0  28.8   0.73   -6.4   2096
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2      -17.5  42.4   0.12   33.3   5791
MMR    MCMORAN EXP  MMR US 01/21/12 P14      -17.4  73.6   0.77  -14.4   1838
M      MACY'S INC   M US 01/21/12 P33        -17.2  29.1   0.78  -31.0   2074
M      MACY'S INC   M US 01/21/12 P34        -17.2  28.1   1.42  -26.4    418
ROST   ROSS STORES  ROST US 02/18/12 C48.75  -17.1  25.7   2.25   38.9    365
EUO    PROSH-UL/SH  EUO US 01/21/12 C21      -17.0  24.0   0.30   50.0    261
ITMN   INTERMUNE I  ITMN US 01/21/12 C14     -16.8  89.9   0.84   12.0    421
EDMC   EDUCATION M  EDMC US 01/21/12 C12.5   -16.8 180.0  11.30   -2.6    650
NEM    NEWMONT MIN  NEM US 01/21/12 C30      -16.7 172.5  31.20   -2.6    683
KSS    KOHLS CORP   KSS US 01/21/12 P46      -16.4  30.3   0.90   12.5   1086
MMR    MCMORAN EXP  MMR US 01/21/12 C12.5    -16.4  77.6   1.85  -19.6    768
JCP    J.C. PENNEY  JCP US 01/21/12 C34      -16.3  35.0   0.51  -67.7   2259
MMR    MCMORAN EXP  MMR US 01/21/12 P12.5    -16.2  78.2   0.27  -25.0    429
HLIT   HARMONIC IN  HLIT US 01/21/12 P5      -15.7  48.7   0.30   50.0    200
EUO    PROSH-UL/SH  EUO US 01/21/12 C17      -15.7  44.7   3.70   12.1    224
KSS    KOHLS CORP   KSS US 01/21/12 C47      -15.6  29.6   0.95  -36.7    565
MMR    MCMORAN EXP  MMR US 01/21/12 C14      -15.5  75.2   0.89  -28.8    676
MON    MONSANTO CO  MON US 01/21/12 C75      -15.4  27.1   2.45  137.9   2214
MOS    MOSAIC CO/T  MOS US 01/21/12 C55      -15.4  37.9   1.35   39.2   1924
GE     GENERAL ELE  GE US 01/21/12 C12.5     -14.5  73.6   5.85   -2.5    316
COST   COSTCO WHOL  COST US 01/21/12 C82.5   -14.4  17.9   1.30  -44.2   1100
QQQ    POWERSH-QQQ  QQQ US 01/21/12 C51      -14.4  28.7   6.07   -2.1    205
MOS    MOSAIC CO/T  MOS US 01/21/12 P55      -14.3  37.9   2.08  -42.2    412
LLY    ELI LILLY &  LLY US 01/21/12 P37      -14.3  27.2   0.12   50.0   1015
UUP    POWERSHARES  UUP US 03/17/12 C21      -14.1   9.1   1.63   14.0  10024
EUO    PROSH-UL/SH  EUO US 01/21/12 C20      -13.9  22.1   0.95   69.6   1464
LLY    ELI LILLY &  LLY US 01/21/12 P38      -13.8  23.7   0.17   41.7    650
LLY    ELI LILLY &  LLY US 01/21/12 P40      -13.5  19.0   0.64   42.2   3475
JWN    NORDSTROM I  JWN US 01/21/12 C50      -13.3  27.9   1.15  -17.3    773
LLY    ELI LILLY &  LLY US 01/21/12 C38      -13.2  23.8   2.08  -30.7    238
AAPL   APPLE INC    AAPL US 01/21/12 C220    -13.0 104.7 194.20    2.2    517
MOS    MOSAIC CO/T  MOS US 01/21/12 P52.5    -12.9  40.0   1.03  -51.0   1619
TGT    TARGET CORP  TGT US 02/18/12 P50      -12.9  19.9   2.33   33.9    515
MMR    MCMORAN EXP  MMR US 01/21/12 P11      -12.7  91.1   0.10  -28.6    530
TGT    TARGET CORP  TGT US 02/18/12 P45      -12.6  24.1   0.42   20.0   5598
LLY    ELI LILLY &  LLY US 01/21/12 C41      -12.5  18.0   0.23  -60.3   1665
T      AT&T INC     T US 01/21/12 C29        -12.3  24.7   1.30  -11.0   1166
COST   COSTCO WHOL  COST US 01/21/12 P80     -12.3  20.5   0.42   61.5    546
COST   COSTCO WHOL  COST US 01/21/12 C85     -12.2  16.5   0.32  -66.0    552
LTD    LIMITED BRA  LTD US 01/21/12 P37      -12.2  31.5   0.25  -28.6   1033
STX    SEAGATE TEC  STX US 01/21/12 P17.5    -12.2  42.4   0.47  -58.4    628
TGT    TARGET CORP  TGT US 02/18/12 C50      -12.2  20.0   0.74  -52.3   5480
JCP    J.C. PENNEY  JCP US 02/18/12 P32      -12.1  37.8   1.37   59.3    225
QIHU   QIHOO 360 T  QIHU US 01/21/12 P15     -12.1  83.0   1.46  -16.6    230
MON    MONSANTO CO  MON US 01/21/12 P72.5    -12.0  29.0   0.44  -76.8   2181
JCP    J.C. PENNEY  JCP US 02/18/12 P30      -12.0  40.0   0.72   60.0    404
M      MACY'S INC   M US 01/21/12 P31        -11.8  33.6   0.26  -35.0    202
VZ     VERIZON COM  VZ US 01/21/12 C38       -11.8  17.4   0.82  -32.2    462
MON    MONSANTO CO  MON US 01/21/12 C72.5    -11.7  29.3   4.40  106.6   1620
AEO    AMER EAGLE   AEO US 02/18/12 P13      -11.7  34.8   0.55  450.0    394
LEAP   LEAP WIRELE  LEAP US 01/21/12 P7.5    -11.7 101.5   0.32   77.8    337
JCP    J.C. PENNEY  JCP US 02/18/12 C33      -11.7  37.0   1.50  -43.2    582
BKS    BARNES & NO  BKS US 01/21/12 P10      -11.6 100.7   0.70  600.0   3604
JCP    J.C. PENNEY  JCP US 02/18/12 C34      -11.5  36.5   1.10  -48.1    358
LAVA   MAGMA DESIG  LAVA US 04/21/12 P5      -11.5  63.2   0.05    0.0    420
M      MACY'S INC   M US 01/21/12 C31        -11.5  33.4   1.99   -2.5    392
P      PANDORA MED  P US 06/16/12 C10        -11.4  46.4   1.45   -3.3   1152
JRCC   JAMES RIVER  JRCC US 01/21/12 C8      -11.0  71.4   0.35  -30.0    203
ISIL   INTERSIL CO  ISIL US 01/21/12 P10     -10.8  33.6   0.15    0.0   1300
MOS    MOSAIC CO/T  MOS US 01/21/12 P50      -10.8  42.9   0.45  -59.1   1897
TJX    TJX COS INC  TJX US 01/21/12 P62.5    -10.8  24.3   0.35  -46.1    537
JWN    NORDSTROM I  JWN US 01/21/12 P48      -10.8  30.7   0.55    1.9    344
JAH    JARDEN CORP  JAH US 01/21/12 P30      -10.6  24.8   0.65  -23.5    500
CHS    CHICO'S FAS  CHS US 01/21/12 C11      -10.5  36.9   0.25  -44.4   4223
C      CITIGROUP I  C US 01/21/12 P20        -10.4  69.9   0.02  -33.3    966
HGSI   HUMAN GENOM  HGSI US 01/21/12 P8      -10.2  66.1   0.58  -46.8   3333
LNG    CHENIERE EN  LNG US 01/21/12 C8       -10.2  68.8   0.90    0.0    580
BKS    BARNES & NO  BKS US 01/21/12 C10      -10.1  99.8   1.00  -73.7    363
LTD    LIMITED BRA  LTD US 01/21/12 P40      -10.1  29.9   1.25   -5.3    253
STX    SEAGATE TEC  STX US 01/21/12 C16      -10.0  45.4   1.79   62.7    449

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

-- Bloomberg News

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