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
=============================================================================
HALO   HALOZYME TH  HALO US 03/17/12 C10      58.6  86.7   1.35   92.9   1787
SOL    RENESOLA LT  SOL US 02/18/12 C2        35.1 119.6   0.30  200.0   6358
SHLD   SEARS HOLDI  SHLD US 02/18/12 C15      31.0 104.7  17.60   12.8    500
SAVE   SPIRIT AIRL  SAVE US 03/17/12 C12.5    28.3  57.7   3.20  -30.4    250
AMT    AMERICAN TO  AMT US 01/18/14 P34.65    24.6  42.6   2.30    0.0    201
FTK    FLOTEK INDS  FTK US 02/18/12 P12.5     23.9  77.4   1.05   31.2   5110
FTK    FLOTEK INDS  FTK US 02/18/12 P10       23.8  89.9   0.30   20.0   5015
FTK    FLOTEK INDS  FTK US 03/17/12 C12.5     22.0  80.7   1.95   22.6    267
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C44       21.6  38.4  14.20    0.3    281
KMI    KINDER MORG  KMI US 06/16/12 C32.5     20.6  15.8   1.75   34.6   7090
TXT    TEXTRON INC  TXT US 02/18/12 C22       20.4  43.4   0.83  277.3   1828
FTK    FLOTEK INDS  FTK US 02/18/12 C12.5     20.2  75.5   1.45   16.0   5904
FTK    FLOTEK INDS  FTK US 03/17/12 P12.5     19.8  80.9   1.45   -3.3   5000
TSL    TRINA SOLAR  TSL US 02/18/12 C8        19.6  81.1   1.04  166.7    891
BBEP   BREITBURN E  BBEP US 06/16/12 P17.5    18.8  32.5   1.10   22.2   1062
TSL    TRINA SOLAR  TSL US 02/18/12 C7        18.8  86.4   1.73  113.6    446
AMT    AMERICAN TO  AMT US 01/18/14 P39.65    18.7  39.7   3.30    0.0    200
TXT    TEXTRON INC  TXT US 03/17/12 C22       18.5  40.6   1.10  120.0    237
MAS    MASCO CORP   MAS US 02/18/12 P12       18.3  51.1   0.60  -36.8    719
MAS    MASCO CORP   MAS US 02/18/12 P11       17.7  57.7   0.35  -30.0   2015
KBH    KB HOME      KBH US 02/18/12 P7        16.9  69.6   0.23  -23.3    419
SOL    RENESOLA LT  SOL US 07/21/12 C2        16.8  93.2   0.40   14.3    303
KBH    KB HOME      KBH US 02/18/12 P8        16.0  64.0   0.45  -38.4   1684
TXT    TEXTRON INC  TXT US 03/17/12 P20       15.9  42.7   0.79  -41.5    271
TSL    TRINA SOLAR  TSL US 03/17/12 C8        15.4  84.1   1.35  101.5    415
MAS    MASCO CORP   MAS US 02/18/12 C12       14.9  50.8   0.90  100.0    211
USG    USG CORP     USG US 02/18/12 P12       14.8  77.2   0.80  -20.0    235
TXT    TEXTRON INC  TXT US 02/18/12 P22       14.8  43.7   1.35    0.0   2405
YUM    YUM! BRANDS  YUM US 02/18/12 P55       14.7  30.0   0.40  -13.0    238
TSL    TRINA SOLAR  TSL US 03/17/12 P8        14.4  96.5   1.17  -14.0    731
TXT    TEXTRON INC  TXT US 03/17/12 C20       14.1  43.0   2.46   85.0    519
YUM    YUM! BRANDS  YUM US 02/18/12 P60       14.0  24.2   1.48  -24.9   1174
KBH    KB HOME      KBH US 02/18/12 C8        13.7  63.8   0.85  112.5   1293
HGSI   HUMAN GENOM  HGSI US 02/18/12 C9       13.5  99.5   1.18  122.6    576
ERF    ENERPLUS CO  ERF US 02/18/12 C26       13.5  24.0   0.30  -40.0   1000
GTY    GETTY REALT  GTY US 02/18/12 C15       13.5  51.1   0.90    5.9    312
USG    USG CORP     USG US 02/18/12 P10       12.1  80.9   0.24  -31.4    250
MIL    MFC INDUSTR  MIL US 04/21/12 P7.5      12.0  37.6   0.60   -7.7    225
USG    USG CORP     USG US 02/18/12 P11       11.9  77.5   0.45  -21.1   1783
CSCO   CISCO SYSTE  CSCO US 02/18/12 C15      11.4  46.0   4.10    0.0   1000
JNK    SPDR BARCLA  JNK US 02/18/12 P37.74    11.3  11.8   0.32   30.0   1003
SLX    MKT VECT-ST  SLX US 02/18/12 C51       11.3  39.5   2.90   13.7    431
SWN    SOUTHWESTRN  SWN US 02/18/12 C31       10.9  44.4   1.37  -43.9    436
STP    SUNTECH POW  STP US 03/17/12 P2        10.4 125.8   0.15  -28.6    200
NUAN   NUANCE COMM  NUAN US 02/18/12 C30      10.4  44.7   1.15   43.8    539
HTZ    HERTZ GLOBA  HTZ US 03/17/12 C10       10.4  60.0   2.95   13.5    825
BAC    BANK OF AME  BAC US 02/18/12 C4        10.1  89.3   2.78    5.3    207
CROX   CROCS INC    CROX US 02/18/12 C17      10.1  51.2   1.55  181.8    642

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SVU    SUPERVALU I  SVU US 02/18/12 P7       -29.8  40.4   0.20  100.0    380
URBN   URBAN OUTFI  URBN US 02/18/12 P22     -19.6  44.8   0.60  328.6    649
SHLD   SEARS HOLDI  SHLD US 01/19/13 C22.5   -19.5  21.9   9.95   13.7    250
KMI    KINDER MORG  KMI US 03/17/12 C30      -18.7  17.5   3.70   15.6    351
HL     HECLA MININ  HL US 03/17/12 C3        -17.8  79.8   1.58  -43.6    253
VRUS   PHARMASSET   VRUS US 08/18/12 P135    -17.6   3.3   0.60  -53.9    934
TWO    TWO HARBORS  TWO US 06/16/12 P9       -17.4  17.5   0.50   25.0    219
SFE    SAFEGUARD S  SFE US 02/18/12 P15      -15.6  45.8   0.60  -40.0    200
VRUS   PHARMASSET   VRUS US 03/17/12 P125    -13.9  16.2   0.30  -96.2    700
URBN   URBAN OUTFI  URBN US 03/17/12 P16     -13.4  61.1   0.18   20.0   4515
LEN    LENNAR CORP  LEN US 02/18/12 P22      -12.6  36.3   1.36  -28.4    239
C      CITIGROUP I  C US 01/18/14 P25        -12.4  46.8   5.50   -0.9    201
LEN    LENNAR CORP  LEN US 02/18/12 C22      -12.4  36.3   0.75   21.0    813
JPM    JPMORGAN CH  JPM US 01/18/14 C20      -12.1  48.5  16.95    2.1    450
HBAN   HUNTINGTON   HBAN US 04/21/12 C4      -11.0  50.1   1.85   -5.6    415
TXI    TEXAS INDUS  TXI US 04/21/12 C25      -11.0  55.1   5.22  -20.9    375
VRUS   PHARMASSET   VRUS US 02/18/12 C135    -10.9   6.4   2.00    0.5   1450
HTZ    HERTZ GLOBA  HTZ US 03/17/12 C7       -10.5  66.4   5.75    8.5   9553

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

-- Bloomberg News

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