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 C1       48.9 105.1   0.40    0.0    200
BPI    BRIDGEPOINT  BPI US 02/18/12 P22.5     39.6  72.9   0.85  142.9    609
BPI    BRIDGEPOINT  BPI US 02/18/12 P20       31.9  84.7   0.50  233.3    502
ENER   ENERGY CONV  ENER US 02/18/12 P1       28.9 242.5   0.14   16.7    475
RDC    ROWAN COMPA  RDC US 02/18/12 C36       27.5  39.3   0.85  240.0    818
BPI    BRIDGEPOINT  BPI US 02/18/12 C25       26.0  48.0   1.50  -12.3    353
TSPT   TRANSCEPT P  TSPT US 02/18/12 C7.5     24.8  60.2   0.80  -11.1    777
ISTA   ISTA PHARMA  ISTA US 02/18/12 P7.5     24.6  60.9   0.30  100.0    218
SJT    SAN JUAN BA  SJT US 04/21/12 P20       23.5  28.7   1.10    4.8    414
CMC    COMMERCIAL   CMC US 02/18/12 C13       21.9  55.4   0.85   13.3    396
PMCS   PMC-SIERRA   PMCS US 02/18/12 C6       21.6  50.4   0.45  104.5    225
EWH    ISHARES-HON  EWH US 03/17/12 P14       18.9  33.4   0.02  -92.0   2500
AMSC   AMER SUPERC  AMSC US 02/18/12 P5       18.7 100.8   0.50    0.0   1021
JPM    JPMORGAN CH  JPM US 02/18/12 P19       18.0  96.1   0.02    0.0    300
EP     EL PASO COR  EP US 04/21/12 C25        17.8  20.8   2.25    0.0    300
TXN    TEXAS INSTR  TXN US 02/18/12 P31       17.8  32.1   0.43  -56.6    896
TXI    TEXAS INDUS  TXI US 02/18/12 P30       17.6  55.7   1.25  -60.9    313
TXN    TEXAS INSTR  TXN US 02/18/12 P33       17.2  28.6   1.14  -56.1   1949
STP    SUNTECH POW  STP US 02/18/12 C3        16.2 104.6   0.56    1.8   1543
TXN    TEXAS INSTR  TXN US 02/18/12 C33       16.1  28.3   1.01  304.0   1706
DV     DEVRY INC    DV US 05/19/12 P40        15.7  47.7   4.00   17.6    290
LEN    LENNAR CORP  LEN US 02/18/12 P16       15.1  75.1   0.08  -20.0   2064
TXN    TEXAS INSTR  TXN US 02/18/12 C32       14.9  29.6   1.66  238.8    593
TXN    TEXAS INSTR  TXN US 02/18/12 C34       14.6  26.7   0.58  625.0    276
TXN    TEXAS INSTR  TXN US 02/18/12 P29       14.3  36.4   0.20  -51.2    220
DV     DEVRY INC    DV US 02/18/12 C40        14.0  51.7   1.90  -46.0    299
AMSC   AMER SUPERC  AMSC US 02/18/12 C5       13.9  94.3   0.70  250.0   1316
EGLE   EAGLE BULK   EGLE US 03/17/12 P1       13.7 108.7   0.10    0.0   1344
WM     WASTE MANAG  WM US 02/18/12 P34        13.5  21.0   1.10    4.8    201
JKS    JINKOSOLAR-  JKS US 02/18/12 C3        13.3 146.1   3.90    4.8    237
APOL   APOLLO GROU  APOL US 02/18/12 P55      13.1  35.2   2.40  144.9   1662
TXI    TEXAS INDUS  TXI US 02/18/12 P25       12.9  70.4   0.31  -31.1    563
AVGO   AVAGO TECHN  AVGO US 04/21/12 P35      12.8  39.9   3.50  -46.1    230
LEN    LENNAR CORP  LEN US 02/18/12 P18       12.7  60.6   0.14  -26.3    500
TXN    TEXAS INSTR  TXN US 04/21/12 P31       12.6  30.6   1.12  -35.3    211
S      SPRINT NEXT  S US 02/18/12 P2          12.6  72.9   0.07    0.0    243
TXN    TEXAS INSTR  TXN US 04/21/12 P33       12.2  28.2   1.90  -31.6    654
DV     DEVRY INC    DV US 02/18/12 P35        12.2  61.4   1.05  133.3    983
APOL   APOLLO GROU  APOL US 02/18/12 C55      12.1  34.5   1.95  -46.6    860
TXN    TEXAS INSTR  TXN US 04/21/12 C33       12.1  27.6   1.82  124.7   1111
TXN    TEXAS INSTR  TXN US 04/21/12 P30       11.4  31.8   0.84  -34.9    564
TXN    TEXAS INSTR  TXN US 04/21/12 C32       11.4  28.6   2.34   95.0    312
WM     WASTE MANAG  WM US 02/18/12 P33        10.7  23.0   0.65   -3.0    885
CROX   CROCS INC    CROX US 02/18/12 C18      10.6  60.0   1.80   56.5    622
MMI    MOTOROLA MO  MMI US 02/18/12 P38       10.6  15.4   0.44   -2.2    370
APEI   AMERICAN PU  APEI US 02/18/12 P45      10.5  53.6   2.90   11.5    236
SCCO   SOUTHERN CO  SCCO US 06/16/12 P36      10.1  38.5   4.40  -21.4    671

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLU    SPDR-UTIL S  XLU US 03/17/12 C24      -34.4  38.3  10.80   -5.3    211
CFX    COLFAX CORP  CFX US 02/18/12 C30      -32.2  19.7   2.85    0.0    708
CREE   CREE INC     CREE US 02/18/12 C23     -30.0  46.8   2.04    1.5    446
CREE   CREE INC     CREE US 02/18/12 C25     -29.9  45.0   0.96  -12.7    485
CREE   CREE INC     CREE US 02/18/12 C24     -29.3  46.1   1.41   -7.2   1304
CREE   CREE INC     CREE US 02/18/12 P23     -28.2  47.4   0.76  -51.6    310
CREE   CREE INC     CREE US 02/18/12 P22     -28.2  48.7   0.45  -62.8   7006
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5    -26.9  62.3   0.20   33.3   1022
FCG    FIRST TR IS  FCG US 02/18/12 C17      -23.2  31.8   0.81    0.0   1323
CREE   CREE INC     CREE US 03/17/12 C25     -21.8  45.9   1.42   -9.6   5870
FAST   FASTENAL CO  FAST US 02/18/12 C45     -19.2  26.5   1.25  -53.7    234
CREE   CREE INC     CREE US 03/17/12 P22.5   -19.1  49.1   1.38  -21.1    256
STT    STATE ST CO  STT US 02/18/12 P39      -18.8  31.0   1.27  115.2    238
GS     GOLDMAN SAC  GS US 02/18/12 P105      -18.6  31.8   5.00  -46.0    865
BK     BANK NY MEL  BK US 02/18/12 C18       -18.4  42.8   2.49  -26.8   1700
FAST   FASTENAL CO  FAST US 02/18/12 P45     -17.5  27.6   1.50   30.4    500
SFSF   SUCCESSFACT  SFSF US 02/18/12 P39     -17.3   7.2   0.05  -50.0    232
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5    -16.4  36.8   0.25   25.0    997
GS     GOLDMAN SAC  GS US 02/18/12 C105      -15.9  32.5   2.90   62.9   4347
DSX    DIANA SHIPP  DSX US 03/17/12 C6       -15.6  52.2   2.00  -28.6    400
SIRI   SIRIUS XM R  SIRI US 02/18/12 C2      -15.5  38.1   0.18   -5.3    389
BK     BANK NY MEL  BK US 02/18/12 P19       -15.2  37.4   0.35    9.4    207
GS     GOLDMAN SAC  GS US 02/18/12 P100      -15.2  33.6   2.65  -54.9   1371
BK     BANK NY MEL  BK US 02/18/12 P20       -15.0  33.1   0.66   34.7    849
NKTR   NEKTAR THER  NKTR US 02/18/12 C5      -14.9  59.7   1.30   -9.7    500
SMH    MARKET VECT  SMH US 02/18/12 C30      -14.1  25.4   2.87   33.5    689
GS     GOLDMAN SAC  GS US 02/18/12 C100      -13.7  34.3   5.65   63.8   2005
GS     GOLDMAN SAC  GS US 02/18/12 P95       -13.5  35.9   1.28  -62.7   2061
ANW    AEGEAN MARI  ANW US 06/16/12 P2.5     -13.4 102.7   0.20   17.6   1000
CSH    CASH AMER I  CSH US 02/18/12 P40      -13.1  37.6   1.40    0.0    624
EEM    ISHARES-EMG  EEM US 02/18/12 P31      -12.8  43.4   0.03    0.0   1171
BK     BANK NY MEL  BK US 02/18/12 C21       -12.8  31.2   0.41  -56.4    296
LNG    CHENIERE EN  LNG US 02/18/12 C9       -12.7  88.9   1.75   20.7    421
PNC    PNC FINANCI  PNC US 02/18/12 P57.5    -12.6  29.4   1.37   57.5    247
BK     BANK NY MEL  BK US 02/18/12 P18       -12.5  42.9   0.20   11.1    646
BK     BANK NY MEL  BK US 02/18/12 P17       -12.4  49.3   0.13   -7.1    400
XLE    SPDR-ENERGY  XLE US 02/18/12 C62      -12.3  32.1   8.60    2.4    594
EP     EL PASO COR  EP US 04/21/12 P27       -12.3  13.6   0.77  -38.4    890
ENTG   ENTEGRIS IN  ENTG US 08/18/12 C10     -12.1  44.9   1.05    0.0    350
PEGA   PEGASYSTEMS  PEGA US 02/18/12 P25     -12.0  47.3   0.95    5.6    370
UTEK   ULTRATECH I  UTEK US 02/18/12 C22.5   -10.6  58.5   4.90   11.4    200
SIRI   SIRIUS XM R  SIRI US 06/16/12 C1.5    -10.4  51.3   0.68   -2.9    225

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

-- Bloomberg News

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