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
=============================================================================
BZH    BEAZER HOME  BZH US 02/18/12 C2        52.0 124.0   1.15   -8.0    500
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1.5     50.0  59.6   0.61    8.9    520
STX    SEAGATE TEC  STX US 01/18/14 C20       47.6  46.1   3.35   21.4    209
ALNY   ALNYLAM PHA  ALNY US 03/17/12 C7.5     36.2  55.4   2.20   10.0    310
HOV    HOVNANIAN E  HOV US 05/19/12 C1.5      28.5  88.4   1.15   15.0    310
HOV    HOVNANIAN E  HOV US 05/19/12 C2.5      26.3  87.0   0.45   28.6    210
LNG    CHENIERE EN  LNG US 02/18/12 C9        25.2  88.9   1.31   54.1    361
NAT    NORDIC AMER  NAT US 02/18/12 C14       23.4  37.0   0.85   70.0   1515
LNG    CHENIERE EN  LNG US 03/17/12 C9        22.9  86.5   1.55   34.8   2405
ETM    ENTERCOM CO  ETM US 06/16/12 P7.5      22.6  54.0   1.30    0.0    500
LNG    CHENIERE EN  LNG US 03/17/12 P9        21.6  87.0   1.05  -19.2    273
DKS    DICK'S SPOR  DKS US 02/18/12 C41       21.0  32.4   1.30    0.0    204
TSCO   TRACTOR SUP  TSCO US 02/18/12 P70      18.4  39.7   0.90  -50.0    221
GTIV   GENTIVA HEA  GTIV US 02/18/12 C7.5     16.9 101.6   0.85    0.0    303
LNG    CHENIERE EN  LNG US 02/18/12 P8        16.3  89.0   0.40    0.0   1175
MPEL   MELCO CROWN  MPEL US 02/18/12 C10      15.6  56.1   0.90    5.9   3204
NWL    NEWELL RUBB  NWL US 02/18/12 C17       15.2  37.3   0.90   20.0    550
PLD    PROLOGIS IN  PLD US 02/18/12 P30       14.8  31.5   1.70    0.0    200
RIMM   RESEARCH IN  RIMM US 02/18/12 C12      14.7  75.8   4.25   14.9    210
S      SPRINT NEXT  S US 02/18/12 C0.5        14.1 261.4   1.85    7.6    218
ASIA   ASIAINFO-LI  ASIA US 02/18/12 C8       13.8  75.4   0.75    7.1    300
QLGC   QLOGIC CORP  QLGC US 02/18/12 C15      13.5  47.0   1.40   12.9   1065
INHX   INHIBITEX I  INHX US 02/18/12 P5       13.4 267.4   0.05    0.0    300
CE     CELANESE CO  CE US 02/18/12 C47.5      13.3  42.0   2.10   50.0   3052
RIMM   RESEARCH IN  RIMM US 02/18/12 P11      13.0  74.8   0.07   16.7   6686
WWW    WOLVERINE W  WWW US 06/16/12 C35       13.0  37.2   2.25  -29.7    200
EP     EL PASO COR  EP US 02/18/12 P26        12.8  18.1   0.34   13.3    741
RIMM   RESEARCH IN  RIMM US 02/18/12 P12      12.6  74.5   0.16    6.7   1192
RENN   RENREN INC-  RENN US 02/18/12 C3       12.5  89.8   0.90   -5.3    207
TSCO   TRACTOR SUP  TSCO US 04/21/12 P70      11.7  36.5   2.45  -30.0    303
RIMM   RESEARCH IN  RIMM US 02/18/12 P17      11.5  69.3   1.92   -9.4    747
EFA    ISHARES-MSC  EFA US 02/18/12 P36       11.2  47.2   0.03   50.0    337
SHLD   SEARS HOLDI  SHLD US 03/17/12 P17.5    11.2 140.8   1.19   58.7    657
NWL    NEWELL RUBB  NWL US 03/17/12 C18       10.9  32.9   0.60   71.4  10165
EFA    ISHARES-MSC  EFA US 02/18/12 P37       10.7  46.4   0.05  -28.6    505
S      SPRINT NEXT  S US 02/18/12 C1.5        10.6  98.4   0.88    7.3   1035
BAC    BANK OF AME  BAC US 02/18/12 C7        10.5  52.8   0.33   -8.3  17882
DANG   E-COMMERCE   DANG US 02/18/12 C6       10.4  76.9   0.59    7.3   1290
SHLD   SEARS HOLDI  SHLD US 06/16/12 P15      10.4 133.2   1.93    0.0    406
RIMM   RESEARCH IN  RIMM US 02/18/12 P14      10.4  69.6   0.52  -10.3    358
RIMM   RESEARCH IN  RIMM US 02/18/12 P16      10.3  68.4   1.33   -8.3    375
RIMM   RESEARCH IN  RIMM US 02/18/12 C16      10.3  68.9   1.45   33.0    863
LINE   LINN ENERGY  LINE US 02/18/12 C36      10.3  22.7   1.17  -35.0   1048
SHLD   SEARS HOLDI  SHLD US 06/16/12 P20      10.1 124.1   3.58   32.6   1028

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EIG    EMPLOYERS H  EIG US 02/18/12 C17.5    -88.7  23.8   0.80    0.0    550
ENER   ENERGY CONV  ENER US 03/17/12 C0.5    -65.7  61.8   0.10    0.0    296
VRUS   PHARMASSET   VRUS US 08/18/12 P135    -51.0   1.6   0.05  -90.9   6865
VRUS   PHARMASSET   VRUS US 02/18/12 C135    -50.6   2.9   2.00    0.0   1103
VRUS   PHARMASSET   VRUS US 02/18/12 C130    -49.7   7.1   6.98    0.3   2268
MNKD   MANNKIND CO  MNKD US 02/18/12 C2.5    -43.1  28.2   0.25   19.1    320
ENER   ENERGY CONV  ENER US 06/16/12 C0.5    -42.9  58.9   0.15  114.3    263
MNKD   MANNKIND CO  MNKD US 01/19/13 C2.5    -38.3  18.0   0.32  -20.0   1100
LDK    LDK SOLAR C  LDK US 03/17/12 C3       -29.4  62.8   2.20  -14.1    369
WSM    WILLIAMS-SO  WSM US 02/18/12 P33      -26.0  33.1   0.95  137.5   3800
WSM    WILLIAMS-SO  WSM US 02/18/12 P31      -26.0  36.6   0.55  -15.4    211
WSM    WILLIAMS-SO  WSM US 02/18/12 P32      -25.9  34.7   0.65   44.4   2178
INFY   INFOSYS LTD  INFY US 02/18/12 P47.5   -21.2  36.2   0.80  100.0    679
UUP    POWERSHARES  UUP US 02/18/12 C22      -16.1   9.3   0.68  -16.1   1083
INHX   INHIBITEX I  INHX US 05/19/12 P25     -14.6  24.5   1.65  -19.5    286
YHOO   YAHOO! INC   YHOO US 01/19/13 P7.5    -14.5  51.3   0.22  175.0    572
NLY    ANNALY CAPI  NLY US 02/18/12 C11      -13.9  59.9   5.35    4.5    289
TEF    TELEFONICA-  TEF US 02/18/12 C15      -12.9  31.1   2.20    7.3    229
INHX   INHIBITEX I  INHX US 05/19/12 C25     -11.5  23.4   1.15    0.0   1248
EBIX   EBIX INC     EBIX US 02/18/12 C23     -11.5  34.0   1.10   15.8   1485
OCR    OMNICARE IN  OCR US 02/18/12 P28      -11.3  55.7   0.35    0.0    500
CYTX   CYTORI THER  CYTX US 02/18/12 P2.5    -11.2  84.9   0.30  -16.7    234
JASO   JA SOLAR HO  JASO US 03/17/12 P1.5    -10.3 101.6   0.10  -68.8    200
SOL    RENESOLA LT  SOL US 02/18/12 C2       -10.1 108.4   0.40  -20.0   2565

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

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