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
=============================================================================
ENER   ENERGY CONV  ENER US 03/17/12 C0.5     49.9 147.7   0.51  466.7    696
OLN    OLIN CORP    OLN US 02/18/12 C22.5     25.6  35.6   0.55  266.7    969
SWHC   SMITH & WES  SWHC US 06/16/12 C3       24.4  71.6   1.80    0.0    377
NFP    NATIONAL FI  NFP US 04/21/12 C12.5     24.2  43.6   2.90   56.8    200
ENER   ENERGY CONV  ENER US 06/16/12 P0.5     22.8 164.9   0.11  -35.3    287
QSII   QUALITY SYS  QSII US 02/18/12 P35      22.7  57.0   2.00  110.5   1526
ENER   ENERGY CONV  ENER US 06/16/12 C0.5     21.5  76.3   0.54  285.7    452
HDY    HYPERDYNAMI  HDY US 02/18/12 C2        19.6 221.0   0.95  -17.4    230
CTL    CENTURYLINK  CTL US 02/18/12 P37       19.4  13.4   1.40    7.7   3071
EK     EASTMAN KOD  EK US 02/18/12 C0.5       17.9 288.9   0.19  -26.9    347
HCA    HCA HOLDING  HCA US 02/18/12 C22.5     16.8  60.8   2.30   -2.1  13832
HDY    HYPERDYNAMI  HDY US 06/16/12 C2        15.7 204.0   1.60    3.2    985
THC    TENET HEALT  THC US 02/18/12 C4        15.5  72.5   1.20    9.1    500
HCA    HCA HOLDING  HCA US 02/18/12 P22.5     15.5  61.4   1.13    2.7    628
ASIA   ASIAINFO-LI  ASIA US 02/18/12 C8       13.7  76.6   0.80   14.3    395
INHX   INHIBITEX I  INHX US 02/18/12 P5       13.5 272.5   0.05    0.0    250
BAC    BANK OF AME  BAC US 02/18/12 C5        13.4  70.6   1.67   -7.2    958
SLX    MKT VECT-ST  SLX US 02/18/12 C51       13.2  42.7   2.80  -18.6    383
NOK    NOKIA CORP-  NOK US 01/18/14 C4        13.2  91.3   2.15   -2.3    281
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2       12.1  47.0   0.23    9.5   1902
IVN    IVANHOE MIN  IVN US 02/18/12 C19       12.0  76.9   1.80   20.0    202
T      AT&T INC     T US 02/18/12 C31         11.9  15.2   0.18  -14.3   5230
ANF    ABERCROMBIE  ANF US 02/18/12 P47       11.7  55.1   3.85   -3.8    400
SHLD   SEARS HOLDI  SHLD US 01/19/13 C25      11.5  35.3  10.40   12.4   1009
SRCL   STERICYCLE   SRCL US 02/18/12 P75      11.1  30.7   0.40  -20.0    398
KMI    KINDER MORG  KMI US 02/18/12 C32.5     10.5  15.8   0.55  -31.2   1373
KNL    KNOLL INC    KNL US 02/18/12 C15       10.4  54.9   0.95    5.6    250
ANF    ABERCROMBIE  ANF US 02/18/12 C47       10.3  54.8   2.56   33.3    272

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
GGC    GEORGIA GUL  GGC US 02/18/12 P30      -30.2  38.6   0.50    0.0    540
GGC    GEORGIA GUL  GGC US 02/18/12 C30      -29.4  39.9   3.50    0.0    834
TSYS   TELE SYSTEM  TSYS US 02/18/12 P2.5    -28.5  48.6   0.15  -25.0    540
GGC    GEORGIA GUL  GGC US 05/19/12 P30      -25.2  39.1   1.40    0.0    200
TIP    ISHARES US   TIP US 02/18/12 C118     -21.2   4.3   0.50   25.0    216
LINE   LINN ENERGY  LINE US 02/18/12 P35     -14.7  18.9   0.70  -12.5    201
PCYC   PHARMACYCLI  PCYC US 02/18/12 C17     -14.6  52.5   1.00   17.6   1030
DCTH   DELCATH SYS  DCTH US 03/17/12 C2      -13.6 100.9   2.30  187.5    250
JPM    JPMORGAN CH  JPM US 01/18/14 C20      -12.9  48.9  16.70   -4.0    250
T      AT&T INC     T US 03/17/12 P16        -12.5  64.8   0.02    0.0    300
ZAGG   ZAGG INC     ZAGG US 02/18/12 C8      -12.2  70.7   0.75  114.3    221
WFR    MEMC ELEC M  WFR US 02/18/12 C3       -11.4  90.7   1.65  -13.6    475
DDD    3D SYSTEMS   DDD US 02/18/12 C17.5    -11.3  52.9   1.00    0.0    244
KMI    KINDER MORG  KMI US 03/17/12 C32.5    -11.3  16.1   0.85  -22.7    232

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

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