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
=============================================================================
UAN    CVR PARTNER  UAN US 02/18/12 C20      107.7  70.6   7.70    1.3    205
PWRD   PERFECT WOR  PWRD US 02/18/12 P9       43.2  98.2   1.15    0.0    474
ARIA   ARIAD PHARM  ARIA US 02/18/12 C9       38.1  71.4   4.70    4.4    241
BPAX   BIOSANTE PH  BPAX US 02/18/12 C0.5     28.3 115.3   0.10  100.0    320
INHX   INHIBITEX I  INHX US 02/18/12 P7.5     26.9 211.3   0.15  -84.2   3001
MMI    MOTOROLA MO  MMI US 02/18/12 C39       26.9  12.6   0.30    0.0   1545
BAC    BANK OF AME  BAC US 02/18/12 C3        26.3 113.0   3.30    3.1    500
SFSF   SUCCESSFACT  SFSF US 06/16/12 C40      26.2   0.9   0.05    0.0    800
WEN    WENDY'S CO/  WEN US 02/18/12 C5        21.0  35.8   0.45  -18.2    921
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C8       20.4  66.8   0.80  -20.0   1021
MHS    MEDCO HEALT  MHS US 06/16/12 C50       20.2  48.2  13.80   17.6    500
MDVN   MEDIVATION   MDVN US 03/17/12 P48      19.6  71.4   4.60   -3.2    267
HCBK   HUDSON CITY  HCBK US 02/18/12 C7       18.7  40.5   0.30   20.0    392
AGP    AMERIGROUP   AGP US 03/17/12 P42       18.1  59.6   0.15  -50.0    304
OCZ    OCZ TECHNOL  OCZ US 02/18/12 C8        17.6  99.1   1.00   25.0    441
INHX   INHIBITEX I  INHX US 02/18/12 P10      17.5 193.9   0.35  -84.1   3771
MHS    MEDCO HEALT  MHS US 04/21/12 C50       16.5  47.4  11.90   -2.5    764
MBT    MOBILE TELE  MBT US 02/18/12 C16       15.3  36.3   0.55    0.0    260
SPRD   SPREADTRUM-  SPRD US 01/19/13 P7.5     15.1  95.5   1.30    0.0    200
FSS    FED SIGNAL   FSS US 08/18/12 C2.5      14.0  78.8   1.70    0.0    258
VVUS   VIVUS INC    VVUS US 02/18/12 P8       13.8 120.6   0.38  -20.8   1084
REE    RARE ELEMEN  REE US 02/18/12 P5        13.7 114.4   0.35  -12.5   1365
REE    RARE ELEMEN  REE US 02/18/12 C6        13.1  78.1   0.85   70.0    390
S      SPRINT NEXT  S US 02/18/12 P1.5        13.0  98.3   0.03   50.0    388
INHX   INHIBITEX I  INHX US 02/18/12 C10      12.5 195.2  14.20  531.1    417
F      FORD MOTOR   F US 02/18/12 C9          12.4  52.0   2.92    5.8    204
LNG    CHENIERE EN  LNG US 02/18/12 P8        12.2  83.9   0.55   22.2   1031
MMI    MOTOROLA MO  MMI US 02/18/12 P35       12.2  34.4   0.55   10.0    246
VIP    VIMPELCOM L  VIP US 02/18/12 C10       12.0  40.1   0.65   44.4    453
NCTY   THE9 LTD-AD  NCTY US 03/17/12 C5       12.0  98.3   2.30  -34.3    255
ATPG   ATP OIL & G  ATPG US 02/18/12 C7       11.9 112.7   1.04   -1.9    347
VVUS   VIVUS INC    VVUS US 02/18/12 P10      11.8  96.8   0.69  -36.1    368
SSW    SEASPAN COR  SSW US 02/18/12 C12.5     11.6  22.9   1.10   -4.3    200
GM     GENERAL MOT  GM US 02/18/12 C17        11.1  51.2   6.15    5.3   1000
CQB    CHIQUITA BR  CQB US 02/18/12 P8        10.6  37.8   0.35  -12.5    300
AA     ALCOA INC    AA US 02/18/12 C8         10.1  50.7   1.49   16.4    324

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CIG    CEMIG SA-AD  CIG US 02/18/12 C17.5    -81.9  37.0   1.00    0.0    500
INHX   INHIBITEX I  INHX US 08/18/12 C22.5   -64.1  35.7   3.36  320.0    344
INHX   INHIBITEX I  INHX US 05/19/12 C22.5   -60.5  45.3   3.10  416.7   1220
INHX   INHIBITEX I  INHX US 08/18/12 P22.5   -60.1  38.2   1.85    0.0    390
EP     EL PASO COR  EP US 04/21/12 P27       -59.7  14.9   1.25    0.0    500
INHX   INHIBITEX I  INHX US 05/19/12 P22.5   -57.0  49.0   2.10  -84.2    740
VRUS   PHARMASSET   VRUS US 05/19/12 C135    -54.3   4.7   2.00    2.6    547
FNFG   FIRST NIAGA  FNFG US 04/21/12 C7.5    -50.8  43.1   1.70    0.0    248
VRUS   PHARMASSET   VRUS US 02/18/12 C135    -49.6   9.2   2.00    8.1   1166
INHX   INHIBITEX I  INHX US 05/19/12 P20     -48.0  64.9   1.70  -84.7    294
INHX   INHIBITEX I  INHX US 02/18/12 C22.5   -47.2  68.1   2.80 2700.0    270
INHX   INHIBITEX I  INHX US 08/18/12 P17.5   -42.3  62.4   1.40    0.0    541
VRUS   PHARMASSET   VRUS US 02/18/12 C140    -41.4   5.7   0.05    0.0    241
VRUS   PHARMASSET   VRUS US 02/18/12 C130    -40.8  18.9   6.83    5.1   2179
INHX   INHIBITEX I  INHX US 05/19/12 P17.5   -39.3  80.2   1.50  -83.3   1130
INHX   INHIBITEX I  INHX US 02/18/12 P22.5   -36.9  71.8   1.55  -81.5   3679
INHX   INHIBITEX I  INHX US 05/19/12 C15     -36.4  91.1  10.00  376.2   5023
ARR    ARMOUR RESI  ARR US 07/21/12 P7.5     -35.3  19.0   1.15  -11.5    401
INHX   INHIBITEX I  INHX US 02/18/12 C20     -33.2  98.2   5.10 1861.5    665
INHX   INHIBITEX I  INHX US 02/18/12 P20     -29.2  95.3   1.20  -82.1   1257
SHLD   SEARS HOLDI  SHLD US 02/18/12 C17.5   -25.8  57.5  11.95    3.0    608
INHX   INHIBITEX I  INHX US 05/19/12 C10     -19.9 119.2  14.20  330.3    584
ARR    ARMOUR RESI  ARR US 07/21/12 C7.5     -18.9  16.2   0.10   -9.1    200
INHX   INHIBITEX I  INHX US 02/18/12 P17.5   -17.0 119.0   1.00  -87.2   3752
GME    GAMESTOP CO  GME US 02/18/12 P21      -15.4  37.1   0.23   -8.0    735
GME    GAMESTOP CO  GME US 02/18/12 P22      -14.7  35.6   0.42   23.5   3888
HLS    HEALTHSOUTH  HLS US 02/18/12 P17.5    -13.3  44.3   1.05    0.0    349
CSC    COMPUTER SC  CSC US 06/16/12 C20      -13.1  61.5   5.20  -17.5    736
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5    -11.5  87.9   0.10  100.0   1433
IVN    IVANHOE MIN  IVN US 02/18/12 C19      -11.5  69.1   1.50  -26.8    320
GME    GAMESTOP CO  GME US 02/18/12 P24      -11.1  35.0   1.23   33.7    425
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5    -10.2  76.4   0.10    0.0   2261

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

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