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     55.9 154.4   0.61   29.8    560
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1       47.9  56.5   1.16   -3.3    411
SHLD   SEARS HOLDI  SHLD US 02/18/12 C15      34.4 231.7  34.00   23.4    720
SHLD   SEARS HOLDI  SHLD US 02/18/12 C40      29.2  96.7  11.65  118.6    795
SHLD   SEARS HOLDI  SHLD US 02/18/12 C45      29.1  96.3   8.50  183.3   1021
SIRI   SIRIUS XM R  SIRI US 02/18/12 C2       28.2  45.7   0.16  -15.8    999
TQNT   TRIQUINT SE  TQNT US 02/18/12 C4       26.8  99.4   2.00    5.3    300
SHLD   SEARS HOLDI  SHLD US 03/17/12 C50      26.6  85.3   6.20  176.8   1322
SHLD   SEARS HOLDI  SHLD US 02/18/12 C47.5    26.0  94.7   6.00  185.7    354
SHLD   SEARS HOLDI  SHLD US 03/17/12 C45      25.7  84.5   9.60  137.0    534
ENER   ENERGY CONV  ENER US 06/16/12 C0.5     25.5  87.7   0.51   10.9    410
SHLD   SEARS HOLDI  SHLD US 02/18/12 P37.5    24.5 149.8   2.20  -27.9    437
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C57       24.4  20.8   3.09    0.3    403
SHLD   SEARS HOLDI  SHLD US 03/17/12 C47.5    24.4  85.0   7.50  130.8    282
SHLD   SEARS HOLDI  SHLD US 02/18/12 C50      23.7  93.8   5.70  267.7    982
SHLD   SEARS HOLDI  SHLD US 02/18/12 P35      23.2 153.2   1.88  -14.6    237
SHLD   SEARS HOLDI  SHLD US 03/17/12 C42.5    22.0  82.9   8.55   76.3    673
SHLD   SEARS HOLDI  SHLD US 02/18/12 C42.5    21.9  90.7  10.10  140.5   1146
SHLD   SEARS HOLDI  SHLD US 02/18/12 P40      21.8 145.2   3.00  -25.0    613
SHLD   SEARS HOLDI  SHLD US 02/18/12 C30      21.1  65.0  19.40   45.9    395
SHLD   SEARS HOLDI  SHLD US 02/18/12 P42.5    20.4 142.6   3.85  -26.0    918
SHLD   SEARS HOLDI  SHLD US 02/18/12 P30      20.2 159.8   0.90  -23.7    384
CCOI   COGENT COMM  CCOI US 04/21/12 P15      19.6  59.6   1.35  145.4    217
SHLD   SEARS HOLDI  SHLD US 02/18/12 C37.5    19.1  87.6  13.20   88.6    434
SHLD   SEARS HOLDI  SHLD US 02/18/12 P25      19.1 171.6   0.47  -16.1    553
UUP    POWERSHARES  UUP US 03/17/12 C20       18.4  13.9   2.40    1.3    200
BWC    BABCOCK & W  BWC US 02/18/12 C22.5     17.1  38.1   2.65   39.5    703
SHLD   SEARS HOLDI  SHLD US 02/18/12 C32.5    17.1  73.4  18.25   63.0    587
SHLD   SEARS HOLDI  SHLD US 02/18/12 P45      16.9 139.7   4.80  -29.4    506
SHLD   SEARS HOLDI  SHLD US 02/18/12 P22.5    16.2 175.6   0.30   -9.1    620
ASIA   ASIAINFO-LI  ASIA US 02/18/12 C8       15.6 109.1   3.90  129.4    608
SIRI   SIRIUS XM R  SIRI US 06/16/12 C1.5     15.6  53.4   0.63   -7.3    211
SHLD   SEARS HOLDI  SHLD US 03/17/12 P32.5    15.4 151.3   3.00  -20.0    313
SHLD   SEARS HOLDI  SHLD US 03/17/12 P30      14.6 153.9   2.40  -10.8    218
SHLD   SEARS HOLDI  SHLD US 03/17/12 P45      14.0 145.4   7.90  -22.6    314
DLPH   DELPHI AUTO  DLPH US 02/18/12 C25      13.8  43.4   1.15    0.0    521
SHLD   SEARS HOLDI  SHLD US 02/18/12 P27.5    13.6 157.8   0.65  -21.7    231
SHLD   SEARS HOLDI  SHLD US 02/18/12 P47.5    13.3 139.6   5.90  -33.0    471
VICL   VICAL INC    VICL US 03/17/12 C2.5     12.9 124.5   1.30   -3.7    516
SHLD   SEARS HOLDI  SHLD US 03/17/12 C35      12.2  75.0  15.95   66.2    218
ATLS   ATLAS ENERG  ATLS US 04/21/12 C25      12.2  32.6   0.85  -46.9    248
VVUS   VIVUS INC    VVUS US 02/18/12 C12      12.1  90.6   1.25   -1.6    306
BID    SOTHEBY'S    BID US 02/18/12 P25       11.7  67.1   0.10   11.1    200
SQNM   SEQUENOM IN  SQNM US 02/18/12 C4       11.4  81.0   0.63  -29.2    783
IWM    ISHARES-RUS  IWM US 02/18/12 C70       11.3  30.4   8.40   -0.1   4042
NXPI   NXP SEMICON  NXPI US 02/18/12 C20      11.0  71.4   1.50   50.0   2580
SE     SPECTRA ENE  SE US 03/17/12 C33        11.0  19.5   0.35   75.0   1596
SQNM   SEQUENOM IN  SQNM US 03/17/12 C4       10.7  83.4   0.75  -27.2    300
TDC    TERADATA CO  TDC US 02/18/12 C50       10.7  48.5   4.50    9.8    712
UXG    US GOLD COR  UXG US 02/18/12 C5        10.5  71.6   0.35   40.0   1019
ASIA   ASIAINFO-LI  ASIA US 02/18/12 C12      10.0  77.3   1.00    0.0    272

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AKRX   AKORN INC    AKRX US 03/17/12 P10     -64.3  70.8   0.60  -29.4    662
FAS    DIR FIN BUL  FAS1 US 04/21/12 P4      -47.1 135.1   0.05    0.0    556
GOOG   GOOGLE INC-  GOOG US 02/18/12 C590    -36.3  22.7  14.00  -74.9    967
GOOG   GOOGLE INC-  GOOG US 02/18/12 C605    -36.1  22.1   8.00  -81.9    667
GOOG   GOOGLE INC-  GOOG US 02/18/12 C595    -35.8  22.5  11.84  -77.1    713
GOOG   GOOGLE INC-  GOOG US 02/18/12 P600    -35.5  21.9  21.00  144.2    657
GOOG   GOOGLE INC-  GOOG US 02/18/12 P610    -35.5  21.6  27.00  135.2    201
GOOG   GOOGLE INC-  GOOG US 02/18/12 C580    -35.5  23.2  19.90  -69.2    663
GOOG   GOOGLE INC-  GOOG US 02/18/12 P605    -35.0  21.8  24.10  138.6    214
GOOG   GOOGLE INC-  GOOG US 02/18/12 P595    -35.0  22.2  17.50  115.0    480
GOOG   GOOGLE INC-  GOOG US 02/18/12 C610    -34.8  22.0   6.61  -84.1   1100
GOOG   GOOGLE INC-  GOOG US 02/18/12 C600    -34.7  22.4   9.70  -80.2   2171
GOOG   GOOGLE INC-  GOOG US 02/18/12 P590    -34.7  22.4  15.00  117.4   1019
GOOG   GOOGLE INC-  GOOG US 02/18/12 P575    -34.7  23.1   9.00   84.0    860
GOOG   GOOGLE INC-  GOOG US 02/18/12 C615    -34.6  22.0   5.40  -85.6    469
GOOG   GOOGLE INC-  GOOG US 02/18/12 P570    -34.6  23.5   7.40   94.7    518
GOOG   GOOGLE INC-  GOOG US 02/18/12 P580    -34.5  22.8  10.80  107.7   1077
GOOG   GOOGLE INC-  GOOG US 02/18/12 P585    -34.4  22.6  13.00  116.0    621
UTEK   ULTRATECH I  UTEK US 02/18/12 C22.5   -34.2  53.5   5.60   14.3    200
GOOG   GOOGLE INC-  GOOG US 02/18/12 P565    -34.1  23.7   6.06   55.4    579
GOOG   GOOGLE INC-  GOOG US 02/18/12 P525    -33.5  27.4   1.30   44.4    222
GOOG   GOOGLE INC-  GOOG US 02/18/12 P560    -32.7  24.1   5.00   93.0    630
GOOG   GOOGLE INC-  GOOG US 02/18/12 P530    -32.3  26.8   1.50   31.6    348
VXX    IPATH-S&P S  VXX US 02/18/12 P21      -32.2  56.9   0.03    0.0    240
GOOG   GOOGLE INC-  GOOG US 02/18/12 P550    -32.1  24.8   3.40   65.8    619
IBM    IBM          IBM US 02/18/12 C195     -31.6  15.1   0.72   38.5   1141
GOOG   GOOGLE INC-  GOOG US 02/18/12 P545    -31.4  25.3   2.80   54.7    305
VXX    IPATH-S&P S  VXX US 02/18/12 P20      -31.3  64.3   0.02    0.0    232
ISRG   INTUITIVE S  ISRG US 02/18/12 C450    -31.1  27.0   8.30  -76.3    476
IBM    IBM          IBM US 02/18/12 C190     -31.0  15.3   2.06   62.2   3085
GOOG   GOOGLE INC-  GOOG US 02/18/12 P540    -31.0  25.7   2.20   52.8   1042
ISRG   INTUITIVE S  ISRG US 02/18/12 C445    -30.5  27.1  10.15  -71.2    404
GOOG   GOOGLE INC-  GOOG US 02/18/12 P555    -30.3  24.5   4.20   64.7    237
ISRG   INTUITIVE S  ISRG US 02/18/12 C440    -30.3  27.3  12.70  -66.6    254
GOOG   GOOGLE INC-  GOOG US 02/18/12 P535    -29.3  26.4   1.85   42.3    216
ISRG   INTUITIVE S  ISRG US 02/18/12 P405    -29.0  29.6   3.30   64.2    203
IBM    IBM          IBM US 02/18/12 C185     -27.4  16.6   4.72   76.8   2924
SWKS   SKYWORKS SO  SWKS US 02/18/12 C21     -27.3  45.3   0.90   20.0   1234
IBM    IBM          IBM US 02/18/12 C180     -26.8  17.4   8.61   77.5    966
IBM    IBM          IBM US 02/18/12 P185     -26.6  16.3   2.47  -67.9   2448
GOOG   GOOGLE INC-  GOOG US 03/17/12 P500    -26.1  27.6   1.65   73.7    796
GOOG   GOOGLE INC-  GOOG US 03/17/12 C600    -25.3  22.8  15.97  -70.0    543
GOOG   GOOGLE INC-  GOOG US 03/17/12 P600    -25.1  22.5  27.00   95.7    295
GOOG   GOOGLE INC-  GOOG US 03/17/12 C615    -25.1  22.3  10.60  -75.1    236
GOOG   GOOGLE INC-  GOOG US 03/17/12 C610    -25.0  22.5  12.07  -73.8    342
GOOG   GOOGLE INC-  GOOG US 03/17/12 P580    -25.0  22.9  16.94   92.5    269
GOOG   GOOGLE INC-  GOOG US 03/17/12 C590    -24.8  23.1  21.00  -65.7    465
GOOG   GOOGLE INC-  GOOG US 03/17/12 P585    -24.7  22.9  19.20   93.9    288
SWKS   SKYWORKS SO  SWKS US 02/18/12 C20     -24.4  47.9   1.45   38.1   1967
GOOG   GOOGLE INC-  GOOG US 03/17/12 P570    -24.3  23.4  13.30   82.4    230
GOOG   GOOGLE INC-  GOOG US 03/17/12 P575    -24.1  23.3  14.80   85.0   1240
IBM    IBM          IBM US 02/18/12 P180     -24.0  17.9   1.14  -76.5   2012
SWKS   SKYWORKS SO  SWKS US 02/18/12 P19     -23.9  48.8   0.40  -66.7    755
SWKS   SKYWORKS SO  SWKS US 02/18/12 C18     -23.8  50.7   2.90   41.5    557
GOOG   GOOGLE INC-  GOOG US 03/17/12 P560    -23.6  23.8  10.10   89.8    214
GOOG   GOOGLE INC-  GOOG US 03/17/12 P565    -23.6  23.7  11.60   84.1    422
ASIA   ASIAINFO-LI  ASIA US 02/18/12 C7      -23.6  87.4   5.30   89.3    200
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P62      -23.2  15.2   2.61   -0.8   1767
XLY    SPDR-CONS D  XLY US 02/18/12 C42      -23.1  15.5   0.43  -14.0    201
EP     EL PASO COR  EP US 01/19/13 C27       -21.7  13.3   1.81   30.2    216
ENER   ENERGY CONV  ENER US 01/19/13 C1      -21.4  56.1   0.30    3.5    400
POWR   POWERSECURE  POWR US 03/17/12 P5      -21.3  69.8   0.25  -37.5    961
PH     PARKER HANN  PH US 02/18/12 C85       -21.3  27.6   0.90  -71.9    372
IBM    IBM          IBM US 02/18/12 P175     -20.9  19.6   0.54  -81.9   1290
IBM    IBM          IBM US 02/18/12 C175     -20.6  20.2  13.10   64.8    238
PH     PARKER HANN  PH US 02/18/12 P80       -20.1  30.2   2.45   40.0    687
FITB   FIFTH THIRD  FITB US 02/18/12 C13     -19.9  31.2   0.38  -58.2    782
COF    CAPITAL ONE  COF US 02/18/12 C45      -18.9  30.9   1.65  -64.0    745
MSFT   MICROSOFT C  MSFT US 02/18/12 P30     -18.9  17.6   1.24  -43.6    794
MSFT   MICROSOFT C  MSFT US 02/18/12 P29     -18.6  17.9   0.58  -56.7   2759
MNKD   MANNKIND CO  MNKD US 01/19/13 C3      -18.5  25.1   0.25  -16.7   1784
COF    CAPITAL ONE  COF US 02/18/12 P41      -18.1  35.6   0.40   21.2    211
COF    CAPITAL ONE  COF US 02/18/12 C47      -18.0  29.4   0.80  -71.6    221
INTC   INTEL CORP   INTC US 02/18/12 C27     -17.9  20.2   0.19   11.8   1513
IBM    IBM          IBM US 02/18/12 P170     -17.7  21.6   0.25  -85.1   1022
MSFT   MICROSOFT C  MSFT US 02/18/12 C29     -17.4  17.8   0.62   87.9   6208
AXP    AMERICAN EX  AXP US 02/18/12 P48      -17.2  24.4   0.58   -4.9    687
AXP    AMERICAN EX  AXP US 02/18/12 P49      -17.0  23.2   0.87    7.4    632
CMA    COMERICA IN  CMA US 02/18/12 P28      -16.9  31.6   0.36  -62.5    880
BZH    BEAZER HOME  BZH US 02/18/12 C3       -16.9  79.4   0.30    0.0   1411
LO     LORILLARD I  LO US 02/18/12 P115      -16.6  20.9   5.66   -3.4    703
AXP    AMERICAN EX  AXP US 02/18/12 C49      -16.6  23.0   1.77  -30.6    239
PH     PARKER HANN  PH US 02/18/12 P75       -16.3  33.2   0.80    6.7    224
IBM    IBM          IBM US 02/18/12 C170     -16.2  22.7  18.00   50.6    234
MNKD   MANNKIND CO  MNKD US 02/18/12 C3      -15.8  52.6   0.12  -20.0    847
INTC   INTEL CORP   INTC US 02/18/12 C26     -15.8  20.5   0.56   14.3   6057
PVX    PROVIDENT E  PVX US 03/17/12 C8       -15.7  50.1   3.20   -3.0    295
FITB   FIFTH THIRD  FITB US 02/18/12 P12     -15.6  36.3   0.17   41.7    316
CSH    CASH AMER I  CSH US 03/17/12 C40      -15.5  30.2   3.70   23.3    286
IBB    ISHARES-NDQ  IBB US 02/18/12 C110     -14.8  19.6   4.50   12.5    427
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P60      -14.8  17.0   1.30   -9.1   3506
KMP    KINDER MORG  KMP US 02/18/12 C90      -14.6  11.7   0.07  -36.4    200
PH     PARKER HANN  PH US 02/18/12 P70       -14.6  36.4   0.25   56.2    287
AXP    AMERICAN EX  AXP US 02/18/12 C48      -14.6  24.3   2.56  -22.9    439
MAN    MANPOWER IN  MAN US 02/18/12 C40      -14.4  36.6   2.65   29.3   1847
INTC   INTEL CORP   INTC US 02/18/12 P26     -14.2  21.4   0.70  -35.8   1510
IBM    IBM          IBM US 02/18/12 P165     -13.9  23.8   0.13  -85.9    638
INTC   INTEL CORP   INTC US 02/18/12 P25     -13.6  23.0   0.30  -48.3   2133
MSFT   MICROSOFT C  MSFT US 02/18/12 C28     -13.5  19.4   1.34   86.1   5507
INTC   INTEL CORP   INTC US 02/18/12 C25     -12.6  22.6   1.23   23.0   4369
XLI    SPDR-INDU S  XLI US 02/18/12 P36      -12.6  20.9   0.81   12.5    933
GE     GENERAL ELE  GE US 02/18/12 C18       -12.6  24.4   1.05  -20.4    944
DIN    DINEEQUITY   DIN US 02/18/12 P46      -12.5  32.7   1.65   -8.3    750
GE     GENERAL ELE  GE US 02/18/12 P18       -12.4  24.8   0.19    0.0   1431
AVD    AMER VANGUA  AVD US 08/18/12 P15      -11.8  44.1   1.85  -15.9    272
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P59      -11.7  18.3   0.91   -7.1   6052
IBM    IBM          IBM US 04/21/12 C195     -11.6  17.3   3.40   58.1    704
KMI    KINDER MORG  KMI US 03/17/12 C30      -11.6  17.6   2.85   -1.7    210
IBM    IBM          IBM US 04/21/12 C190     -11.4  17.9   5.40   56.5   1295
MMP    MAGELLAN MI  MMP US 02/18/12 C65      -11.3  15.1   1.25   -7.4   3200
INTC   INTEL CORP   INTC US 02/18/12 C24     -11.1  23.7   2.11   24.1    676
PWR    QUANTA SERV  PWR US 02/18/12 C22      -11.1  27.7   0.45  -18.2    279
GE     GENERAL ELE  GE US 02/18/12 C19       -11.0  21.9   0.42  -33.3   4617
IBM    IBM          IBM US 04/21/12 C180     -10.7  19.7  11.35   42.6    337
BKS    BARNES & NO  BKS US 01/19/13 P5       -10.6  93.5   0.60  -20.0   1002
IBM    IBM          IBM US 02/18/12 P160     -10.5  26.4   0.09  -82.7    399
IBKR   INTERACTIVE  IBKR US 02/18/12 P15     -10.5  26.2   0.25  -37.5    851
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P58      -10.3  19.6   0.62  -13.9    872
COF    CAPITAL ONE  COF US 03/17/12 P45      -10.3  31.9   2.17   77.9    343
CEDC   CENTRAL EUR  CEDC US 03/17/12 C4      -10.2 121.2   0.70  -33.3    910

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

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