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
=============================================================================
T      AT&T INC     T US 02/18/12 C29        193.4  18.5   1.27   -8.6    598
T      AT&T INC     T US 02/18/12 C28         98.0  20.6   2.09  -12.9    421
T      AT&T INC     T US 03/17/12 C29         96.6  17.9   1.42   -3.4    205
T      AT&T INC     T US 02/18/12 C30         63.6  16.8   0.63   -4.5   1921
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1.5     54.8  58.3   0.53    3.9   1372
T      AT&T INC     T US 03/17/12 C30         44.1  16.5   0.81   -1.2    673
CTL    CENTURYLINK  CTL US 02/18/12 P38       42.7  11.9   1.80  -10.0    358
T      AT&T INC     T US 02/18/12 C31         36.7  15.5   0.23    0.0   1252
T      AT&T INC     T US 04/21/12 C30         34.8  16.4   0.95   -1.0    440
SNTA   SYNTA PHARM  SNTA US 08/18/12 C2.5     32.2 111.0   2.35  -17.5   1652
T      AT&T INC     T US 03/17/12 C31         31.0  15.4   0.38    0.0    280
IVR    INVESCO MOR  IVR US 07/21/12 P14       27.3  24.4   1.75   12.9    367
T      AT&T INC     T US 04/21/12 C31         25.8  15.6   0.50   -2.0   3547
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C50       24.8  28.2   7.62   -0.5    500
CSC    COMPUTER SC  CSC US 03/17/12 P25       20.0  69.9   3.40   21.4   1881
CSC    COMPUTER SC  CSC US 03/17/12 P22.5     19.2  72.2   2.35   30.6   2880
T      AT&T INC     T US 07/21/12 C31         17.8  15.9   0.76   -1.3    246
XLI    SPDR-INDU S  XLI US 03/17/12 C25       17.3  38.7   9.75    0.0    309
SPY    SPDR S&P 50  SPY US 02/18/12 C110      16.4  29.7  18.28   -1.1    299
REE    RARE ELEMEN  REE US 02/18/12 P5        16.4  95.4   0.45  -18.2   3312
XL     XL GROUP PL  XL US 01/18/14 C15        14.5  46.5   6.93    2.7   1000
HGSI   HUMAN GENOM  HGSI US 02/18/12 C7       14.3  83.4   1.25   26.3   1243
HGSI   HUMAN GENOM  HGSI US 02/18/12 C8       14.0  83.8   0.80   33.3    329
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P9       14.0  69.3   0.95   18.8   1197
CSC    COMPUTER SC  CSC US 02/18/12 P22.5     13.8  78.4   1.75   25.0    314
CSC    COMPUTER SC  CSC US 02/18/12 P25       13.7  73.1   3.10   21.6    209
CSC    COMPUTER SC  CSC US 06/16/12 P20       13.3  65.0   2.20   25.7   5083
BZH    BEAZER HOME  BZH US 08/18/12 P3        12.9 101.6   0.90   -5.3    345
HGG    HHGREGG INC  HGG US 02/18/12 C15       12.9  79.2   1.25  127.3    579
BZH    BEAZER HOME  BZH US 05/19/12 P2.5      12.4 100.8   0.45    0.0   2016
XLF    SPDR-FINL S  XLF US 02/18/12 C12       12.2  35.0   1.50   -6.2    276
REE    RARE ELEMEN  REE US 02/18/12 C5        12.1  68.1   0.80  128.6    411
WPI    WATSON PHAR  WPI US 02/18/12 P60       11.0  35.6   1.50   -3.2    284
CSC    COMPUTER SC  CSC US 06/16/12 P22.5     10.7  60.4   3.20   23.1    552

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
T      AT&T INC     T US 02/18/12 C25        -37.5  30.6   4.85  -10.2    638
KBR    KBR INC      KBR US 02/18/12 C24      -34.6  49.5   4.90    0.0    508
T      AT&T INC     T US 02/18/12 C27        -30.6  23.6   2.99  -12.1    832
T      AT&T INC     T US 02/18/12 P31        -29.8  15.8   1.35    3.9    201
COOL   MAJESCO ENT  COOL US 02/18/12 C2.5    -28.9  63.6   0.65  116.7    300
PXP    PLAINS EXPL  PXP US 01/19/13 P17.5    -27.9  62.0   0.79  -52.1    301
APOL   APOLLO GROU  APOL US 02/18/12 P55     -26.3  32.2   1.59  -59.2    319
APOL   APOLLO GROU  APOL US 02/18/12 C55     -26.2  31.7   3.50   34.6    399
VRX    VALEANT PHA  VRX US 02/18/12 C48      -25.3  38.3   1.70  -43.0    372
VRX    VALEANT PHA  VRX US 02/18/12 P47      -24.9  39.0   3.00  -23.1    324
VRX    VALEANT PHA  VRX US 02/18/12 C47      -24.6  39.4   2.10  -34.4    573
BCSI   BLUE COAT S  BCSI US 02/18/12 P20     -24.4  44.7   0.05  -50.0    200
VRX    VALEANT PHA  VRX US 02/18/12 P42      -24.2  43.4   1.00  -25.9    376
VRX    VALEANT PHA  VRX US 02/18/12 P46      -23.5  40.2   2.25  -19.6    769
VRX    VALEANT PHA  VRX US 02/18/12 C46      -22.6  40.5   2.60  -25.7    306
VRX    VALEANT PHA  VRX US 02/18/12 P41      -22.6  45.6   0.65  -38.1    290
VRX    VALEANT PHA  VRX US 02/18/12 C38      -21.8  48.5   8.30   -8.5    366
APOL   APOLLO GROU  APOL US 02/18/12 P50     -20.9  38.4   0.60  -68.4    288
T      AT&T INC     T US 02/18/12 P30        -19.6  17.1   0.74    5.7   1005
VRX    VALEANT PHA  VRX US 04/21/12 C41      -17.6  46.9   7.30   -2.7   1000
GIS    GENERAL MIL  GIS US 01/19/13 C30      -16.6  21.0  10.50   -1.9    280
HOGS   ZHONGPIN IN  HOGS US 03/17/12 C10     -16.6  41.6   0.85   41.7   1029
BBY    BEST BUY CO  BBY US 02/18/12 C24      -16.4  32.7   1.07    5.9   1095
BBY    BEST BUY CO  BBY US 02/18/12 C25      -16.3  31.9   0.66    3.1    493
BBY    BEST BUY CO  BBY US 02/18/12 P24      -15.9  32.6   1.06  -31.2    271
BZH    BEAZER HOME  BZH US 02/18/12 C3       -14.8  84.1   0.35   29.6    286
VZ     VERIZON COM  VZ US 02/18/12 C36       -14.3  20.7   2.68   -5.0    309
BBY    BEST BUY CO  BBY US 02/18/12 P22      -13.9  35.9   0.38  -45.7    609
UUP    POWERSHARES  UUP US 03/17/12 P21      -13.0  11.3   0.03  -40.0   1723
BBY    BEST BUY CO  BBY US 03/17/12 P25      -12.5  32.4   1.92  -19.7    232
BBY    BEST BUY CO  BBY US 03/17/12 C25      -12.4  32.6   0.96    1.1    365
BBY    BEST BUY CO  BBY US 03/17/12 P24      -12.1  33.5   1.40  -24.7    258
BBY    BEST BUY CO  BBY US 03/17/12 P23      -11.7  34.9   1.00  -28.1    366
XLF    SPDR-FINL S  XLF US 02/18/12 P14      -10.9  27.2   0.80   -1.2    399

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

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