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
=============================================================================
XLI    SPDR-INDU S  XLI US 02/18/12 C32       88.3  30.5   4.36   22.5   6556
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5     69.3  53.0   0.15  -25.0    852
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5     62.6  86.6   0.14  -30.0    468
LUK    LEUCADIA NA  LUK US 03/17/12 C20       51.0  48.2   7.30  121.2    300
SHLD   SEARS HOLDI  SHLD US 02/18/12 C15      34.9 163.2  27.30   17.0    235
CTL    CENTURYLINK  CTL US 02/18/12 P38       30.1  12.1   1.50   11.1    901
MMI    MOTOROLA MO  MMI US 02/18/12 C38       29.6  19.9   1.30   30.0   4645
NBG    NATL BANK G  NBG US 08/18/12 C1        29.4 175.5   1.40   16.7    355
ASNA   ASCENA RETA  ASNA US 03/17/12 C25      28.9  53.6  10.25  156.2   3190
NLY    ANNALY CAPI  NLY US 04/21/12 P17       22.4  12.5   1.22   -7.6    248
NTAP   NETAPP INC   NTAP US 02/18/12 P33      21.9  58.0   0.85  -24.1    479
ASIA   ASIAINFO-LI  ASIA US 02/18/12 P6       21.7 162.6   0.30   50.0    500
MMI    MOTOROLA MO  MMI US 02/18/12 P38       21.6  19.4   0.45   12.5   4267
NTAP   NETAPP INC   NTAP US 02/18/12 P34      20.8  57.1   1.20  -21.1    209
NTAP   NETAPP INC   NTAP US 02/18/12 C35      19.6  56.5   3.30   95.3    202
ALU    ALCATEL-LUC  ALU US 02/18/12 C1.5      19.5 121.4   0.55   22.2    445
NTAP   NETAPP INC   NTAP US 02/18/12 C36      19.4  56.1   2.71  105.3    678
NTAP   NETAPP INC   NTAP US 02/18/12 P35      19.1  55.8   1.56  -23.9    643
NTAP   NETAPP INC   NTAP US 03/17/12 P30      18.4  53.0   0.67    1.5  26449
NTAP   NETAPP INC   NTAP US 02/18/12 C37      18.2  55.6   2.25  134.4   4566
WAG    WALGREEN CO  WAG US 07/21/12 C26       18.2  35.3   8.05   -8.5    230
NTAP   NETAPP INC   NTAP US 02/18/12 P36      17.9  55.3   1.90  -30.7    313
NTAP   NETAPP INC   NTAP US 02/18/12 C38      17.6  55.0   1.70  161.5   1485
VXX    IPATH-S&P S  VXX US 06/16/12 P20       17.4  61.7   0.80   11.1    219
NTAP   NETAPP INC   NTAP US 06/16/12 C38      17.3  44.3   3.70  103.3   8450
NTAP   NETAPP INC   NTAP US 06/16/12 C37      16.6  44.6   4.05   64.6    440
ATLS   ATLAS ENERG  ATLS US 02/18/12 C26      16.2  39.7   1.05   10.5    371
RENN   RENREN INC-  RENN US 02/18/12 C4       16.2  86.8   0.58   45.0    327
AMX    AMERICA MO-  AMX US 02/18/12 P21.5     16.1  33.6   0.15  -40.0    340
NBIX   NEUROCRINE   NBIX US 05/19/12 C7       16.0  54.1   1.55  -16.2    210
SHLD   SEARS HOLDI  SHLD US 02/18/12 P22.5    15.3 154.8   0.41   -4.7    276
ALU    ALCATEL-LUC  ALU US 02/18/12 C2        15.0  97.4   0.20   66.7   5329
MMI    MOTOROLA MO  MMI US 02/18/12 P35       14.7  37.8   0.30   20.0    219
NTAP   NETAPP INC   NTAP US 03/17/12 C35      14.3  47.6   3.55   65.9    244
RENN   RENREN INC-  RENN US 02/18/12 P4       13.9  84.4   0.25  -16.7    520
NTAP   NETAPP INC   NTAP US 03/17/12 C36      13.6  46.9   3.10  115.3    445
NTAP   NETAPP INC   NTAP US 03/17/12 C37      13.5  46.5   2.34   70.8    837
NTAP   NETAPP INC   NTAP US 03/17/12 P35      13.3  47.0   1.83  -23.8   1265
RSX    MKT VECT-RU  RSX US 02/18/12 P24       13.2  48.1   0.10    0.0    603
NTAP   NETAPP INC   NTAP US 03/17/12 C38      13.2  45.8   2.15  141.6   2239
IVR    INVESCO MOR  IVR US 02/18/12 C15       12.8  18.4   0.20  100.0    251
UBS    UBS AG-REG   UBS US 02/18/12 C14       12.5  39.2   0.35  250.0   1438
SHLD   SEARS HOLDI  SHLD US 06/16/12 P30      12.5 140.0   7.20    6.7   2861
STM    STMICROELEC  STM US 04/21/12 C7.5      12.4  47.9   0.50   11.1   1101
SHLD   SEARS HOLDI  SHLD US 06/16/12 P27.5    12.1 141.4   5.95    7.2    482
NTAP   NETAPP INC   NTAP US 03/17/12 P36      12.1  46.4   2.35  -33.8    707
CIM    CHIMERA INV  CIM US 06/16/12 C2.5      12.0  34.3   0.35   16.7    221
SHLD   SEARS HOLDI  SHLD US 02/18/12 P30      11.8 135.5   1.31   -9.7    736
SHLD   SEARS HOLDI  SHLD US 02/18/12 P35      11.8 129.8   2.54  -18.1    750
CTL    CENTURYLINK  CTL US 02/18/12 C38       11.7  25.4   0.75    7.1    221
CTL    CENTURYLINK  CTL US 02/18/12 C37       11.6  27.9   1.25    0.0   1260
ADSK   AUTODESK IN  ADSK US 02/18/12 P32      11.5  44.6   0.42  -38.2    219
CTL    CENTURYLINK  CTL US 02/18/12 P37       11.4  19.1   1.05   23.5   4191
AMRN   AMARIN CORP  AMRN US 02/18/12 C9       11.3 102.2   0.85   30.8    713
SHLD   SEARS HOLDI  SHLD US 02/18/12 P25      11.3 148.7   0.71    2.9    635
ADSK   AUTODESK IN  ADSK US 02/18/12 P31      11.2  46.1   0.36  -28.0    223
UBS    UBS AG-REG   UBS US 02/18/12 C13       10.9  41.8   0.80  110.5    355
SHLD   SEARS HOLDI  SHLD US 02/18/12 P32.5    10.9 133.2   1.87  -14.6    210
ADSK   AUTODESK IN  ADSK US 02/18/12 C34      10.8  42.5   2.71   54.0    216
SPY    SPDR S&P 50  SPY US 02/18/12 C110      10.8  34.8  21.43    2.5    239
SHLD   SEARS HOLDI  SHLD US 06/16/12 P32.5    10.6 136.4   8.15   -1.8    603
HDY    HYPERDYNAMI  HDY US 02/18/12 C2        10.2 201.7   1.15   13.9    950
DLR    DIGITAL REA  DLR US 04/21/12 C70       10.2  23.1   1.85   23.3    695
UUP    POWERSHARES  UUP US 02/18/12 C22       10.2  10.7   0.55   -5.2    427

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EEM    ISHARES-EMG  EEM US 12/22/12 P25      -51.2  42.2   0.80  -38.5   5500
STP    SUNTECH POW  STP US 01/18/14 P3       -47.3 105.8   1.30    0.0    250
ENER   ENERGY CONV  ENER US 06/16/12 C0.5    -36.1  61.8   0.46  -43.9    215
PSEC   PROSPECT CA  PSEC US 02/18/12 C10     -32.0  10.9   0.35   20.7    348
KERX   KERYX BIOPH  KERX US 02/18/12 P3      -30.4  90.8   0.30  -14.3   1003
LYG    LLOYDS BANK  LYG US 02/18/12 C2       -30.4  60.0   0.10    0.0    300
TZOO   TRAVELZOO I  TZOO US 02/18/12 C15     -29.1  89.0  14.40    1.7    240
NCT    NEWCASTLE I  NCT US 02/18/12 C5       -26.6  36.0   0.25   25.0    376
SHLD   SEARS HOLDI  SHLD US 02/18/12 C30     -26.4  53.4  12.60   29.9    307
ENER   ENERGY CONV  ENER US 03/17/12 C0.5    -26.1 106.4   0.52  -36.6    266
FFIV   F5 NETWORKS  FFIV US 02/18/12 C120    -22.6  44.0   6.95  127.9    611
FFIV   F5 NETWORKS  FFIV US 02/18/12 C115    -21.9  45.5  10.10  121.5    405
FFIV   F5 NETWORKS  FFIV US 02/18/12 C110    -21.8  47.1  13.60  106.1    505
FFIV   F5 NETWORKS  FFIV US 02/18/12 C125    -21.7  43.1   4.60  150.0   1643
FFIV   F5 NETWORKS  FFIV US 02/18/12 P110    -21.0  46.9   1.99  -75.7    320
PGR    PROGRESSIVE  PGR US 02/18/12 C21      -20.4  19.4   0.15  -46.4   1558
FFIV   F5 NETWORKS  FFIV US 02/18/12 P120    -20.3  44.0   5.25  -64.8    254
FFIV   F5 NETWORKS  FFIV US 02/18/12 P105    -19.9  48.6   1.13  -80.5    961
EBAY   EBAY INC     EBAY US 02/18/12 C31     -19.1  30.9   1.37   33.0    947
EBAY   EBAY INC     EBAY US 02/18/12 C32     -19.0  29.5   0.84   31.2   2972
EBAY   EBAY INC     EBAY US 02/18/12 C33     -18.6  28.3   0.54   50.0    342
EBAY   EBAY INC     EBAY US 02/18/12 C30     -18.4  32.8   2.08   33.3   1240
FFIV   F5 NETWORKS  FFIV US 02/18/12 P100    -18.3  50.5   0.60  -84.4    283
EBAY   EBAY INC     EBAY US 02/18/12 P32     -18.2  29.5   1.34  -41.7    241
EBAY   EBAY INC     EBAY US 02/18/12 P30     -17.8  32.7   0.52  -56.3    708
FFIV   F5 NETWORKS  FFIV US 02/18/12 P95     -16.8  52.4   0.29  -88.2   1144
BLTI   BIOLASE TEC  BLTI US 07/21/12 C2.5    -16.5  72.8   0.60  -29.4   1000
EBAY   EBAY INC     EBAY US 02/18/12 P28     -16.0  36.8   0.20  -64.9    941
HOV    HOVNANIAN E  HOV US 02/18/12 C2.5     -15.6  75.9   0.20    0.0   1448
INHX   INHIBITEX I  INHX US 05/19/12 C26     -15.1  13.8   0.38  -15.6    637
WPI    WATSON PHAR  WPI US 02/18/12 C60      -14.8  32.1   1.87   20.6   5216
XLNX   XILINX INC   XLNX US 02/18/12 P34     -14.5  28.4   0.52  -38.8    223
KMP    KINDER MORG  KMP US 02/18/12 C85      -14.3  12.3   1.21   -6.2   1441
FFIV   F5 NETWORKS  FFIV US 02/18/12 P90     -14.1  54.8   0.17  -88.7    294
SMH    MARKET VECT  SMH US 02/18/12 C35      -13.6  21.4   0.21  -16.0   1010
XLNX   XILINX INC   XLNX US 02/18/12 C35     -13.4  26.9   1.11  -18.4    249
EBAY   EBAY INC     EBAY US 02/18/12 P26     -13.2  42.1   0.08  -69.2    202
XLNX   XILINX INC   XLNX US 02/18/12 C37     -13.2  24.6   0.54   12.5    210
CBOE   CBOE HOLDIN  CBOE US 02/18/12 C27     -13.2  21.1   0.25   25.0    290
INHX   INHIBITEX I  INHX US 02/18/12 C26     -12.8  27.5   0.30  -33.3   5040
TRN    TRINITY IND  TRN US 02/18/12 P34      -12.8  39.9   2.40    0.0    250
ITUB   ITAU UNIBAN  ITUB US 02/18/12 C21     -12.5  26.8   0.60    0.0   1360
XLF    SPDR-FINL S  XLF US 02/18/12 P11      -12.5  44.4   0.02    0.0    276
HBAN   HUNTINGTON   HBAN US 02/18/12 C5      -12.3  41.4   0.81  -13.8    200
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P61      -12.3  15.9   1.71  -18.6    960
BAC    BANK OF AME  BAC US 02/18/12 P7       -12.3  45.9   0.31  -40.4  22806
VVUS   VIVUS INC    VVUS US 02/18/12 C13     -12.2  77.5   0.82  -12.8    603
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P62      -11.7  15.0   2.39  -16.1    348
KFT    KRAFT FOODS  KFT US 01/18/14 C25      -11.7  23.8  14.10    0.7   3380
STP    SUNTECH POW  STP US 02/18/12 C4       -11.6  73.3   0.24    4.3   2801
UNH    UNITEDHEALT  UNH US 02/18/12 P50      -11.6  26.7   0.70   48.9    638
UNH    UNITEDHEALT  UNH US 02/18/12 C52.5    -11.1  23.6   1.18  -51.8    259
WPI    WATSON PHAR  WPI US 02/18/12 P60      -10.9  32.8   2.55  -32.9    610
BBT    BB&T CORP    BBT US 02/18/12 P25      -10.7  30.8   0.32   28.0    256
HBAN   HUNTINGTON   HBAN US 02/18/12 C6      -10.5  30.4   0.12  -52.0    227
SPY    SPDR S&P 50  SPY US 02/18/12 P135     -10.4  14.0   4.34  -14.1   6112
YHOO   YAHOO! INC   YHOO US 02/18/12 C13     -10.1  37.5   2.94    0.7    262
NBIX   NEUROCRINE   NBIX US 02/18/12 C8      -10.0  49.7   0.55  -42.1    205

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

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