Ticker	Volume	Price	Price Delta
DJIA	15,303.10	+8.60	0.06%
S&P 500	1,649.60	-0.91	-0.06%
Nasdaq	3,459.14	-0.27	-0.01%

Ticker	Volume	Price	Price Delta
STOXX 50	2,764.29	-12.49	-0.45%
FTSE 100	6,654.34	-42.45	-0.63%
DAX	8,305.32	-46.66	-0.56%

Ticker	Volume	Price	Price Delta
Nikkei	14,612.50	+128.47	0.89%
Hang Seng	22,618.70	-51.01	-0.23%
S&P/ASX 200	4,983.50	-78.95	-1.56%

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2012-01-06T16:30:04Z

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.

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

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