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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
=============================================================================
SAAS   INCONTACT I  SAAS US 04/21/12 P5      100.4 152.1   0.50  -37.5    200
SAVE   SPIRIT AIRL  SAVE US 03/17/12 C12.5    61.7  64.5   3.40    6.2    234
JAKK   JAKKS PACIF  JAKK US 02/18/12 C12.5    50.8  53.1   1.70  -26.1    540
MFN    MINEFINDERS  MFN US 02/18/12 C11       44.5  66.6   3.20  344.4    419
CIGX   STAR SCIENT  CIGX US 02/18/12 C2       41.5  52.5   0.25  -16.7    455
SHLD   SEARS HOLDI  SHLD US 02/18/12 C30      38.7 100.4  23.38   19.9    581
RGS    REGIS CORP   RGS US 02/18/12 C15       38.1  46.8   1.35   80.0    470
HGT    HUGOTON ROY  HGT US 02/18/12 P15       36.4  42.0   0.85   -5.6    285
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5     33.6  72.5   0.20    5.3    433
HAL    HALLIBURTON  HAL US 07/21/12 C20       28.4  52.8  15.10   -4.1    203
P      PANDORA MED  P US 02/18/12 C10         26.0  66.0   3.50   16.7    437
ALU    ALCATEL-LUC  ALU US 02/18/12 C2        25.1 102.2   0.21   40.0    478
CIM    CHIMERA INV  CIM US 06/16/12 C3        24.3  24.0   0.10    0.0    325
PSEC   PROSPECT CA  PSEC US 05/19/12 P7.5     23.4  45.6   0.12   25.0   1400
FSC    FIFTH STREE  FSC US 02/18/12 C10       22.6  20.6   0.20  -60.0    231
LEAP   LEAP WIRELE  LEAP US 02/18/12 P8       22.1  93.1   0.24   20.0   1054
IGT    INTL GAME T  IGT US 02/18/12 P16       20.9  44.9   0.50   42.9   4508
INTC   INTEL CORP   INTC US 02/18/12 C22      20.4  42.7   4.80   10.3    800
EWH    ISHARES-HON  EWH US 02/18/12 P15       20.0  39.6   0.05    0.0   3293
MSFT   MICROSOFT C  MSFT US 01/19/13 C20      19.5  29.4   9.70    0.5   2050
SHLD   SEARS HOLDI  SHLD US 02/18/12 C32.5    19.2  87.5  22.00   31.7    526
ZIXI   ZIX CORP     ZIXI US 02/18/12 C2.5     18.8  81.1   0.70   37.2    201
DLPH   DELPHI AUTO  DLPH US 02/18/12 C25      17.6  44.3   1.30   13.0   1007
RBS    ROYAL BANK-  RBS US 02/18/12 C7.5      17.3  57.8   1.50   30.4    200
CIM    CHIMERA INV  CIM US 02/18/12 C3        16.9  31.3   0.05    0.0    378
ZIOP   ZIOPHARM ON  ZIOP US 02/18/12 C5       16.9  61.0   0.30  -14.3    300
NGLS   TARGA RESOU  NGLS US 03/17/12 C39      16.7  19.6   1.10   37.5    263
KMP    KINDER MORG  KMP US 02/18/12 C87.5     16.1  12.8   0.91  127.5    239
AXL    AMER AXLE &  AXL US 02/18/12 C11       15.9  56.4   1.10   46.7    221
LEAP   LEAP WIRELE  LEAP US 02/18/12 P9       15.8  83.1   0.45    4.7    777
TK     TEEKAY CORP  TK US 04/21/12 P17.5      15.7  59.1   0.20  -84.0   1341
HOV    HOVNANIAN E  HOV US 02/18/12 C2.5      15.1  94.2   0.20   33.3    806
CSCO   CISCO SYSTE  CSCO US 02/18/12 C15      14.8  54.1   4.90    0.0   2000
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1.5     14.5  67.9   0.58   -6.5    255
TWC    TIME WARNER  TWC US 02/18/12 C70       14.3  25.1   1.55   34.8   1220
SHLD   SEARS HOLDI  SHLD US 01/19/13 C25      13.9  41.3  29.00   20.8    515
BAC    BANK OF AME  BAC US 02/18/12 P5        13.8  77.7   0.01  -50.0    704
BZH    BEAZER HOME  BZH US 02/18/12 C3        13.2 102.5   0.35   16.7   1603
LEAP   LEAP WIRELE  LEAP US 02/18/12 P10      13.1  79.6   0.85    2.4    250
CHRW   CH ROBINSON  CHRW US 02/18/12 C70      12.7  27.7   1.00    1.0    349
SHLD   SEARS HOLDI  SHLD US 02/18/12 P40      12.7 139.2   2.16  -18.5   3794
WAG    WALGREEN CO  WAG US 02/18/12 P30       12.5  34.3   0.16    0.0   4142
TWC    TIME WARNER  TWC US 02/18/12 P70       12.5  25.1   1.80  -24.1    450
SHLD   SEARS HOLDI  SHLD US 02/18/12 P35      12.4 146.3   1.20  -14.3    722
SHLD   SEARS HOLDI  SHLD US 02/18/12 P32.5    12.4 150.7   0.90  -15.1    316
TQNT   TRIQUINT SE  TQNT US 02/18/12 C5       11.9  78.1   1.05  -10.3    212
AGQ    PRSH-ULT SI  AGQ US 02/18/12 C55       11.9  76.0   5.70   29.6   1197
TXN    TEXAS INSTR  TXN US 02/18/12 C34       11.8  28.7   0.67   -6.9   1054
LEAP   LEAP WIRELE  LEAP US 02/18/12 C10      11.8  78.2   0.75    7.1    965
PG     PROCTER & G  PG US 02/18/12 C67.5      11.8  13.9   0.21  -50.0   1494
SHLD   SEARS HOLDI  SHLD US 02/18/12 P30      11.7 156.0   0.64   -8.6    647
BAC    BANK OF AME  BAC US 02/18/12 P4.5      11.6  96.1   0.01    0.0   3714
AGQ    PRSH-ULT SI  AGQ US 02/18/12 C42       11.5  90.2  14.57    6.3    250
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P6       11.2 229.6   0.39   21.9    254
IAU    ISHARES GOL  IAU US 04/21/12 C16       11.1  20.0   0.80   14.3   2453
SHLD   SEARS HOLDI  SHLD US 02/18/12 P37.5    11.1 142.1   1.58  -17.3    207
SHLD   SEARS HOLDI  SHLD US 02/18/12 P42.5    11.1 137.8   2.70  -26.0    752
AGQ    PRSH-ULT SI  AGQ US 02/18/12 C46       11.0  84.0  11.35   13.5    500
BAC    BANK OF AME  BAC US 02/18/12 P6        11.0  56.4   0.04  -33.3  10664
RIMM   RESEARCH IN  RIMM US 03/17/12 P10      10.9  80.7   0.12  140.0    384
WAG    WALGREEN CO  WAG US 02/18/12 P31       10.9  31.4   0.26    0.0   4158
UUP    POWERSHARES  UUP US 02/18/12 C23       10.8  12.4   0.06  -14.3    443
EEM    ISHARES-EMG  EEM US 01/19/13 P30       10.8  37.0   1.40  -12.5    477
SPY    SPDR S&P 50  SPY US 02/18/12 P138      10.8  12.9   6.50   -2.4    629
TK     TEEKAY CORP  TK US 04/21/12 P20        10.7  49.0   0.30  -33.3    541
TXN    TEXAS INSTR  TXN US 02/18/12 C32       10.7  31.8   1.84   -5.6    290
SHLD   SEARS HOLDI  SHLD US 02/18/12 P27.5    10.7 166.0   0.45   -6.2    447
MNKD   MANNKIND CO  MNKD US 02/18/12 C1       10.5 233.5   1.77   -3.3    468
EMC    EMC CORP/MA  EMC US 02/18/12 P21       10.4  32.4   0.10   11.1    956
RIMM   RESEARCH IN  RIMM US 03/17/12 P16      10.4  71.2   1.78   49.6  21434
RIMM   RESEARCH IN  RIMM US 03/17/12 P14      10.4  72.2   0.85   60.4   1574
BAC    BANK OF AME  BAC US 02/18/12 C6        10.4  54.2   1.36   22.5   2597
SLW    SILVER WHEA  SLW US 02/18/12 P26       10.3  51.0   0.06  -45.5    537
NCR    NCR CORP     NCR US 02/18/12 C18       10.3  37.6   0.70   27.3    534
MSFT   MICROSOFT C  MSFT US 02/18/12 P25      10.3  36.4   0.05   66.7    545
PSS    COLLECTIVE   PSS US 02/18/12 C15       10.2  45.1   0.70   27.3    644
SHLD   SEARS HOLDI  SHLD US 02/18/12 P22.5    10.2 177.6   0.22   -4.3    295
RIMM   RESEARCH IN  RIMM US 03/17/12 C16      10.2  71.4   1.67  -23.7   1048
RIMM   RESEARCH IN  RIMM US 03/17/12 P13      10.2  73.7   0.55   71.9   1258
RIMM   RESEARCH IN  RIMM US 03/17/12 P12      10.1  76.2   0.36   89.5    757
SHLD   SEARS HOLDI  SHLD US 02/18/12 P45      10.1 136.9   3.75  -16.5    266
TXN    TEXAS INSTR  TXN US 02/18/12 P33       10.1  30.1   0.95   21.8   2697
SHLD   SEARS HOLDI  SHLD US 02/18/12 P47.5    10.1 136.9   4.75  -19.5    290
GLD    SPDR GOLD T  GLD US 02/18/12 P138      10.1  32.0   0.10    0.0    418
MRVL   MARVELL TEC  MRVL US 02/18/12 C16      10.1  37.9   0.47   20.5  10436
MSFT   MICROSOFT C  MSFT US 02/18/12 C30      10.0  19.5   0.44    4.8  10979

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EP     EL PASO COR  EP US 01/19/13 P27       -64.3  16.7   2.08    0.0    307
PETS   PETMED EXPR  PETS US 02/18/12 C12.5   -36.7  28.8   0.45  125.0    432
GTXI   GTX INC      GTXI US 02/18/12 C4      -33.9  70.3   0.25  -41.9    635
WAVX   WAVE SYSTEM  WAVX US 02/18/12 C2.5    -26.8  41.1   0.10  -33.3    245
LDK    LDK SOLAR C  LDK US 02/18/12 C4.5     -26.4  43.5   0.41  -36.9    229
GPL    GREAT PANTH  GPL US 02/18/12 C2.5     -24.4  53.8   0.15    0.0    521
PETS   PETMED EXPR  PETS US 03/17/12 C12.5   -23.6  27.7   0.50  150.0    375
WAVX   WAVE SYSTEM  WAVX US 04/21/12 C2.5    -20.8  61.6   0.25  -16.7    406
TLB    TALBOTS INC  TLB US 02/18/12 C3       -20.5  70.3   0.35  -14.6    510
FTR    FRONTIER CO  FTR US 02/18/12 C5       -19.8  34.4   0.10  -33.3   1494
LDK    LDK SOLAR C  LDK US 02/18/12 P2.5     -19.3 153.5   0.04    0.0    300
ONTY   ONCOTHYREON  ONTY US 02/18/12 P5      -18.9 238.1   0.75  -33.0    338
HDY    HYPERDYNAMI  HDY US 02/18/12 C3       -18.6 146.7   0.60  -33.3    337
DANG   E-COMMERCE   DANG US 02/18/12 C6      -17.2  71.1   1.45   -9.4    420
ATPG   ATP OIL & G  ATPG US 02/18/12 C8      -17.1  61.2   0.35   -2.8    363
HST    HOST HOTELS  HST US 02/18/12 P15      -16.8  27.0   0.10  -50.0    614
JNK    SPDR BARCLA  JNK US 03/17/12 P38.74   -16.7   8.3   0.55  -42.1    643
CTIC   CELL THERAP  CTIC US 03/17/12 C1.5    -16.6 154.5   0.35   25.0   1066
LDK    LDK SOLAR C  LDK US 02/18/12 C1.5     -16.6 192.4   3.45   -0.9    272
HUN    HUNTSMAN CO  HUN US 02/18/12 P12      -14.9  43.6   0.65  -31.6    372
HDY    HYPERDYNAMI  HDY US 02/18/12 P3       -14.4 198.0   0.50  -13.8    262
MFN    MINEFINDERS  MFN US 02/18/12 P13      -14.4  41.6   0.15  -90.1    231
LDK    LDK SOLAR C  LDK US 02/18/12 C4       -14.3  46.2   0.93   -7.0    620
GDXJ   MARKET VECT  GDXJ US 02/18/12 C22.63  -14.1  51.0   5.40   17.1    602
MMM    3M CO        MMM US 02/18/12 P87.5    -13.8  14.7   2.67  -12.5    933
HUN    HUNTSMAN CO  HUN US 02/18/12 C11      -13.8  44.7   1.03   14.4   1347
IYT    ISHARES-DJ   IYT US 02/18/12 P94      -13.7  19.6   2.29    0.0   1500
CHK    CHESAPEAKE   CHK US 02/18/12 C22      -13.6  38.1   0.79   31.7   4171
SDRL   SEADRILL LT  SDRL US 02/18/12 C37     -13.2  18.3   0.35    0.0    254
CIM    CHIMERA INV  CIM US 03/17/12 C3       -12.8  21.5   0.10  100.0    680
KMI    KINDER MORG  KMI US 02/18/12 P32.5    -12.7  25.3   0.80  -23.8    286
AUQ    AURICO GOLD  AUQ US 06/16/12 P8       -12.6  47.8   0.65  -18.8    991
SVU    SUPERVALU I  SVU US 02/18/12 P7       -12.4  35.5   0.20  -42.9    673
ARMH   ARM HOLDING  ARMH US 04/21/12 C28     -12.0  36.2   1.75   -2.8    332
STP    SUNTECH POW  STP US 02/18/12 C2.5     -12.0  81.0   0.74   -1.3    200
CHK    CHESAPEAKE   CHK US 02/18/12 P22      -11.8  38.1   1.05  -35.6   1801
SHLD   SEARS HOLDI  SHLD US 02/18/12 C37.5   -11.8  59.4  16.10   33.1    546
K      KELLOGG CO   K US 02/18/12 P50        -11.7  21.2   0.80    0.0   1043
PCG    PG&E CORP    PCG US 02/18/12 C40      -11.5  16.5   1.05   10.5   1780
TQNT   TRIQUINT SE  TQNT US 02/18/12 P5      -11.4  69.9   0.10  -33.3    260
AMZN   AMAZON.COM   AMZN US 01/19/13 C90     -11.3  40.1 101.13   -1.0    345
HAL    HALLIBURTON  HAL US 02/18/12 C31      -11.2  41.9   4.41  -16.8    201
HDY    HYPERDYNAMI  HDY US 02/18/12 P2       -11.2 199.4   0.15    0.0    321
HUN    HUNTSMAN CO  HUN US 02/18/12 C12      -11.0  45.6   0.45   12.5    774
HAL    HALLIBURTON  HAL US 02/18/12 C34      -10.9  38.6   2.05  -30.7   1130
HAL    HALLIBURTON  HAL US 02/18/12 P32      -10.9  40.6   0.39   -7.1    735
ARMH   ARM HOLDING  ARMH US 02/18/12 C28     -10.8  39.2   0.95   15.8    573
PH     PARKER HANN  PH US 02/18/12 C80       -10.8  26.6   2.55  -19.3    535
INHX   INHIBITEX I  INHX US 05/19/12 C25     -10.5  24.5   1.20   -4.0    289
HAL    HALLIBURTON  HAL US 02/18/12 P33      -10.5  39.3   0.57   -3.4   2319
HAL    HALLIBURTON  HAL US 02/18/12 P34      -10.5  38.2   0.88    7.3   1006
ARMH   ARM HOLDING  ARMH US 04/21/12 P28     -10.4  36.9   2.15  -24.8    318
HST    HOST HOTELS  HST US 02/18/12 P16      -10.4  25.3   0.35  -22.2    300
USU    USEC INC     USU US 02/18/12 C1       -10.4 124.3   0.50   72.4    200
MMR    MCMORAN EXP  MMR US 02/18/12 C11      -10.1  88.9   2.15  -24.6    600
MMR    MCMORAN EXP  MMR US 02/18/12 C13      -10.1  84.2   1.04  -31.1    659
HAL    HALLIBURTON  HAL US 02/18/12 P35      -10.1  37.3   1.30   14.0    934

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

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