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
=============================================================================
BPAX   BIOSANTE PH  BPAX US 02/18/12 C0.5    102.2 133.6   0.15    0.0    311
CLX    CLOROX CO    CLX US 02/18/12 C67.5     95.2  16.9   1.75   -2.2    308
HI     HILLENBRAND  HI US 02/18/12 P22.5      28.3  44.1   0.65   30.0    576
RAX    RACKSPACE H  RAX US 02/18/12 P36       23.6  63.6   0.50   66.7   4225
PSS    COLLECTIVE   PSS US 02/18/12 P14       23.5  61.7   0.30  -14.3   2160
LNG    CHENIERE EN  LNG US 02/18/12 C9        22.0 106.7   2.80   15.2    208
CIM    CHIMERA INV  CIM US 03/17/12 C3        21.7  27.4   0.10   42.9    350
RAX    RACKSPACE H  RAX US 02/18/12 P35       18.7  65.3   0.40  100.0    271
CLNE   CLEAN ENERG  CLNE US 02/18/12 C15      18.4  42.5   0.61  144.0   1222
LNG    CHENIERE EN  LNG US 02/18/12 C12       17.7 100.3   0.90   34.3    609
PSS    COLLECTIVE   PSS US 02/18/12 P13       17.6  67.5   0.23  -10.0    271
TLB    TALBOTS INC  TLB US 05/19/12 P2.5      16.0  94.9   0.25  -41.9    240
PSS    COLLECTIVE   PSS US 06/16/12 C16       14.4  52.2   2.00   48.1    252
CLNE   CLEAN ENERG  CLNE US 03/17/12 C14      14.2  44.8   1.55   55.0    314
FE     FIRSTENERGY  FE US 02/18/12 C43        13.8  15.1   0.05  -66.7    334
PLCM   POLYCOM INC  PLCM US 02/18/12 P15      13.6  91.1   0.05  -86.5    247
CLNE   CLEAN ENERG  CLNE US 03/17/12 C15      13.3  44.3   0.95   72.7    337
IBKR   INTERACTIVE  IBKR US 03/17/12 C15      13.3  26.3   1.08   -6.1    593
BA     BOEING CO/T  BA US 02/18/12 C77.5      13.1  23.9   0.89    7.2   1081
PSS    COLLECTIVE   PSS US 03/17/12 C16       12.9  55.3   1.10   46.7   1391
PJC    PIPER JAFFR  PJC US 03/17/12 P25       12.7  43.9   1.60   52.4    340
TER    TERADYNE IN  TER US 02/18/12 C17       12.6  43.3   0.48   37.1    245
RAX    RACKSPACE H  RAX US 02/18/12 P41       12.6  50.2   1.45    7.4   1031
STP    SUNTECH POW  STP US 02/18/12 C3        12.4  90.7   0.38    0.0    360
TYP    DIR TECH BE  TYP US 02/18/12 C12       12.3  53.2   1.35  -10.0    285
LNG    CHENIERE EN  LNG US 02/18/12 C11       12.0  98.7   1.35   28.6    579
FXY    CRYSHS-JAPA  FXY US 01/19/13 P90       12.0  20.6   0.25  150.0    200
CTCT   CONSTANT CO  CTCT US 02/18/12 P25      11.9  59.5   1.20   50.0    819
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2       11.9  46.1   0.20   17.6   2241
CLNE   CLEAN ENERG  CLNE US 03/17/12 C12      11.9  45.2   3.10   31.9    294
DMND   DIAMOND FOO  DMND US 02/18/12 C33      11.6 115.9   5.31   51.7    254
IVR    INVESCO MOR  IVR US 04/21/12 C15       11.6  19.5   0.55   10.0    286
ZIP    ZIPCAR INC   ZIP US 02/18/12 P12.5     11.5  79.9   0.30   50.0    501
LNG    CHENIERE EN  LNG US 03/17/12 C11       11.5 105.5   2.05   24.2    219
RAX    RACKSPACE H  RAX US 02/18/12 P43       11.1  46.8   2.30    4.5    290
LNG    CHENIERE EN  LNG US 03/17/12 C10       10.8 106.8   2.53   15.0    410
DMND   DIAMOND FOO  DMND US 02/18/12 C36      10.5 115.5   3.70   71.3    456
QCOR   QUESTCOR PH  QCOR US 04/21/12 C32      10.2  76.4   7.00   -5.4    460
LNG    CHENIERE EN  LNG US 03/17/12 C12       10.2 104.1   1.60   28.0   5446
ALU    ALCATEL-LUC  ALU US 01/19/13 P2        10.1  79.4   0.60    9.1    220
LNG    CHENIERE EN  LNG US 06/16/12 P12       10.0  93.3   2.75    0.0    254

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PLCM   POLYCOM INC  PLCM US 02/18/12 C22.5   -45.0  44.4   0.75   87.5   1286
PLCM   POLYCOM INC  PLCM US 02/18/12 C20     -43.1  44.3   2.20  144.4   3178
PLCM   POLYCOM INC  PLCM US 02/18/12 P20     -42.0  44.8   0.30  -86.7   2039
SHLD   SEARS HOLDI  SHLD US 02/18/12 C37.5   -38.0  37.1  10.60   -1.4    253
VMW    VMWARE INC-  VMW US 02/18/12 C92.5    -34.2  34.2   3.50   58.4   2688
HOG    HARLEY-DAVI  HOG US 02/18/12 C44      -33.6  24.7   0.57  -28.8    731
HOG    HARLEY-DAVI  HOG US 02/18/12 C42      -33.6  26.7   1.56   -9.3    794
HOG    HARLEY-DAVI  HOG US 02/18/12 C43      -33.6  25.8   0.98  -16.9    853
VMW    VMWARE INC-  VMW US 02/18/12 C90      -33.2  35.5   5.00   56.2   2241
VMW    VMWARE INC-  VMW US 02/18/12 C97.5    -33.1  32.6   1.45   49.5    929
VMW    VMWARE INC-  VMW US 02/18/12 P92.5    -31.8  34.4   3.05  -65.7    577
VMW    VMWARE INC-  VMW US 02/18/12 C87.5    -31.6  36.7   6.80   58.1    920
HOG    HARLEY-DAVI  HOG US 02/18/12 P42      -30.9  29.0   0.94  -51.0    607
KMB    KIMBERLY-CL  KMB US 02/18/12 C75      -30.2  10.0   0.05  -90.6    224
HOG    HARLEY-DAVI  HOG US 02/18/12 P41      -29.9  30.3   0.64  -56.8    377
DGX    QUEST DIAGN  DGX US 02/18/12 P55      -29.8  21.1   0.10  -90.9   1104
DGX    QUEST DIAGN  DGX US 02/18/12 C60      -29.8  19.3   1.25  150.0   1214
VMW    VMWARE INC-  VMW US 02/18/12 P87.5    -29.5  37.0   1.40  -75.0    539
VMW    VMWARE INC-  VMW US 02/18/12 P85      -29.5  38.1   0.85  -80.7   3007
HOG    HARLEY-DAVI  HOG US 02/18/12 P40      -29.2  31.7   0.38  -65.8    829
VMW    VMWARE INC-  VMW US 02/18/12 C85      -29.1  38.8   8.80   62.7   1023
IGT    INTL GAME T  IGT US 02/18/12 P16      -29.0  32.4   0.45  -35.7    432
EMC    EMC CORP/MA  EMC US 02/18/12 C26      -28.5  21.4   0.16  100.0   1910
PLCM   POLYCOM INC  PLCM US 02/18/12 P17.5   -28.1  55.8   0.10  -90.4    886
DD     DU PONT (EI  DD US 07/21/12 P23       -27.7  55.6   0.12  -45.5    798
VMW    VMWARE INC-  VMW US 02/18/12 C82.5    -27.7  39.8  10.90   65.2    421
DGX    QUEST DIAGN  DGX US 02/18/12 P60      -27.6  18.8   1.20  -66.7   2352
KMB    KIMBERLY-CL  KMB US 02/18/12 P70      -27.0  13.7   0.45   60.7    331
IGT    INTL GAME T  IGT US 02/18/12 P15      -27.0  35.1   0.20  -50.0    331
HOG    HARLEY-DAVI  HOG US 02/18/12 P39      -26.6  33.6   0.26  -67.9    270
VMW    VMWARE INC-  VMW US 02/18/12 P82.5    -26.6  39.6   0.55  -82.8    839
IDCC   INTERDIGITA  IDCC US 03/17/12 P32.5   -26.4  52.1   1.45    7.4    577
KMB    KIMBERLY-CL  KMB US 02/18/12 C72.5    -26.0  11.7   0.48  -73.3    290
EMC    EMC CORP/MA  EMC US 02/18/12 C25      -25.8  22.2   0.49  113.0   7008
ZION   ZIONS BANCO  ZION US 02/18/12 C17     -25.6  33.0   0.85  -58.9    285
PLCM   POLYCOM INC  PLCM US 02/18/12 C17.5   -24.8  58.4   4.50  125.0    435
LDK    LDK SOLAR C  LDK US 03/17/12 C3.5     -24.7  41.3   1.18   -4.1    210
TXN    TEXAS INSTR  TXN US 02/18/12 P34      -24.6  23.6   1.60   -3.0    273
COH    COACH INC    COH US 02/18/12 C70      -24.4  27.6   1.45  126.6   2000
IDCC   INTERDIGITA  IDCC US 06/16/12 P27.5   -23.9  51.0   1.15    9.5    229
VMW    VMWARE INC-  VMW US 02/18/12 P80      -23.4  41.3   0.30  -87.2    607
CSX    CSX CORP     CSX US 02/18/12 C22.5    -23.0  24.3   0.27  -68.2   3682
MCD    MCDONALDS C  MCD US 02/18/12 C95      -22.8  16.7   4.33  -31.3    203
TXN    TEXAS INSTR  TXN US 02/18/12 P33      -22.8  24.7   0.95  -13.6   1900
EMC    EMC CORP/MA  EMC US 02/18/12 P25      -22.2  21.9   0.63  -64.8    285
IDCC   INTERDIGITA  IDCC US 03/17/12 P35     -22.0  53.1   2.65  165.0    777
TXN    TEXAS INSTR  TXN US 02/18/12 C33      -21.9  25.2   0.73  -36.5    944
MCD    MCDONALDS C  MCD US 02/18/12 C97.5    -21.6  15.3   2.40  -42.2    543
IDCC   INTERDIGITA  IDCC US 06/16/12 P30     -21.5  50.9   1.85   37.0    218
FXY    CRYSHS-JAPA  FXY US 03/17/12 P112     -21.3  15.7   0.05  -66.7    543
CSX    CSX CORP     CSX US 02/18/12 P22.5    -20.7  23.9   1.00   61.3   1425
WDC    WESTERN DIG  WDC US 02/18/12 C37      -20.5  35.6   1.24   65.3   1985
TXN    TEXAS INSTR  TXN US 02/18/12 P32      -20.5  26.6   0.56  -16.4    820
WDC    WESTERN DIG  WDC US 02/18/12 C38      -20.4  34.4   0.87   70.6    517
WDC    WESTERN DIG  WDC US 02/18/12 P37      -20.2  35.2   1.45    0.0    209
COH    COACH INC    COH US 02/18/12 P67.5    -20.0  29.7   1.50  -65.9    351
MCD    MCDONALDS C  MCD US 02/18/12 C100     -20.0  14.6   1.07  -56.1   4297
SNV    SYNOVUS FIN  SNV US 05/19/12 P1.5     -20.0  57.1   0.15  -11.8    836
TXN    TEXAS INSTR  TXN US 02/18/12 C32      -20.0  26.8   1.32  -22.4    314
IDCC   INTERDIGITA  IDCC US 06/16/12 P32.5   -19.7  50.0   2.85   57.5    510
TRV    TRAVELERS C  TRV US 02/18/12 P60      -19.6  16.4   2.12   76.7    566
AUQ    AURICO GOLD  AUQ US 02/18/12 C7       -19.5  51.7   1.65    3.1    236
COH    COACH INC    COH US 02/18/12 C67.5    -19.4  29.9   2.80  107.4   2325
PLCM   POLYCOM INC  PLCM US 04/21/12 C22.5   -19.2  49.1   1.80   95.7    300
EMC    EMC CORP/MA  EMC US 02/18/12 C24      -19.2  23.8   1.10  120.0   7845
MCD    MCDONALDS C  MCD US 02/18/12 P97.5    -19.1  15.1   0.85   25.0   2058
EMC    EMC CORP/MA  EMC US 02/18/12 C23      -18.9  24.8   1.93  101.0   3890
WDC    WESTERN DIG  WDC US 02/18/12 P35      -18.7  38.2   0.70  -62.4    319
PLCM   POLYCOM INC  PLCM US 02/18/12 C15     -18.6  68.4   6.70   76.3    338
YUM    YUM! BRANDS  YUM US 02/18/12 C45      -18.4  41.4  16.65   -0.6    529
TRV    TRAVELERS C  TRV US 02/18/12 C60      -18.4  16.7   0.45  -68.8    373
EMC    EMC CORP/MA  EMC US 02/18/12 P24      -18.3  23.2   0.25  -76.0   2155
WDC    WESTERN DIG  WDC US 02/18/12 C35      -18.3  38.5   2.54   62.8    634
COH    COACH INC    COH US 02/18/12 C65      -18.2  31.7   4.40   91.3    670
COH    COACH INC    COH US 02/18/12 P65      -18.2  31.9   0.81  -73.0    897
EMC    EMC CORP/MA  EMC US 02/18/12 P23      -18.1  24.3   0.09  -81.6   1130
BHI    BAKER HUGHE  BHI US 02/18/12 C45      -17.9  35.2   2.58  -31.2    530
TXN    TEXAS INSTR  TXN US 02/18/12 P31      -17.7  28.2   0.31  -26.2   1105
WDC    WESTERN DIG  WDC US 02/18/12 P36      -17.6  36.7   1.05  -58.8    263
EMC    EMC CORP/MA  EMC US 02/18/12 P22      -17.5  25.6   0.03  -87.5    333
AKS    AK STEEL HL  AKS US 02/18/12 P9       -17.4  49.7   0.44  -12.0   1364
WAT    WATERS CORP  WAT US 02/18/12 P85      -17.4  26.7   2.00  -78.5   1452
BHI    BAKER HUGHE  BHI US 02/18/12 C48      -17.3  34.8   1.05  -44.4   1329
MCD    MCDONALDS C  MCD US 02/18/12 P92.5    -17.1  18.3   0.15    0.0    578
VZ     VERIZON COM  VZ US 02/18/12 C37       -17.0  14.6   0.89  -46.7   1011
BHI    BAKER HUGHE  BHI US 02/18/12 C47      -17.0  35.1   1.47  -39.3    352
BHI    BAKER HUGHE  BHI US 02/18/12 P44      -16.9  35.1   0.66   -8.3    355
BHI    BAKER HUGHE  BHI US 02/18/12 P45      -16.9  34.6   1.06    7.1   3516
WDC    WESTERN DIG  WDC US 02/18/12 P34      -16.9  39.8   0.45  -68.1   1468
BHI    BAKER HUGHE  BHI US 02/18/12 C46      -16.8  35.1   2.00  -35.5    963
ASH    ASHLAND INC  ASH US 02/18/12 P60      -16.8  33.0   0.99  -57.0    343
MCD    MCDONALDS C  MCD US 02/18/12 P95      -16.6  16.3   0.38   26.7   3013
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C7      -16.4  60.0   2.60   18.7    526
HOG    HARLEY-DAVI  HOG US 02/18/12 P35      -16.3  43.4   0.07  -66.7    221
VZ     VERIZON COM  VZ US 02/18/12 P37       -16.3  14.8   0.34   61.9   3781
AKS    AK STEEL HL  AKS US 02/18/12 C9       -16.0  50.1   0.57  -10.9    703
BHI    BAKER HUGHE  BHI US 02/18/12 P42      -15.9  36.4   0.35    2.9    232
VZ     VERIZON COM  VZ US 02/18/12 C38       -15.9  13.3   0.34  -61.8   4643
BHI    BAKER HUGHE  BHI US 02/18/12 P43      -15.8  35.7   0.45   -8.2    741
VZ     VERIZON COM  VZ US 02/18/12 C36       -15.7  16.4   1.70  -31.4    414
KSU    KANSAS CITY  KSU US 02/18/12 C70      -15.7  28.5   1.10  -71.0    785
SI     SIEMENS AG-  SI US 02/18/12 C95       -15.6  29.9   3.30  -39.9    240
AKS    AK STEEL HL  AKS US 02/18/12 P8       -15.6  55.6   0.13  -27.8    255
EMC    EMC CORP/MA  EMC US 02/18/12 C22      -15.5  27.8   2.88   72.5    653
IDCC   INTERDIGITA  IDCC US 02/18/12 P32.5   -15.4  54.5   0.75  650.0    606
MTG    MGIC INVT C  MTG US 02/18/12 C4       -15.4  82.4   0.43   -4.4    828
VZ     VERIZON COM  VZ US 02/18/12 P38       -15.4  13.5   0.77   75.0   2306
KSU    KANSAS CITY  KSU US 03/17/12 C65      -15.3  30.7   4.70  -44.7    340
ALB    ALBEMARLE C  ALB US 03/17/12 C60      -15.3  28.2   4.46   48.7    207
NBIX   NEUROCRINE   NBIX US 02/18/12 C8      -15.3  37.5   0.40    0.0    210
XLI    SPDR-INDU S  XLI US 03/17/12 P37      -15.2  18.0   1.70    0.6   2183
CTL    CENTURYLINK  CTL US 02/18/12 P36      -15.0  16.2   0.60   50.0    464
CSX    CSX CORP     CSX US 02/18/12 P20      -14.8  33.7   0.16   23.1    886
BHI    BAKER HUGHE  BHI US 02/18/12 P41      -14.8  37.9   0.18  -21.7    237
VZ     VERIZON COM  VZ US 02/18/12 C39       -14.6  12.8   0.09  -76.3   3092
BAC    BANK OF AME  BAC US 02/18/12 C3       -14.3 140.9   4.15   -3.5    308
VMW    VMWARE INC-  VMW US 04/21/12 C95      -14.2  36.5   5.60   50.1    394
TXN    TEXAS INSTR  TXN US 02/18/12 P30      -14.2  30.7   0.16  -33.3    284
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 C10     -14.0  58.2   0.40   14.3   3762
ZNGA   ZYNGA INC-   ZNGA US 02/18/12 P10     -13.9  65.3   0.95  -21.5    300
VZ     VERIZON COM  VZ US 02/18/12 P36       -13.9  16.8   0.14   40.0   4732
COH    COACH INC    COH US 02/18/12 P62.5    -13.4  35.3   0.42  -77.8    525
KMB    KIMBERLY-CL  KMB US 04/21/12 P67.5    -13.3  15.0   0.80   33.3    252
VMW    VMWARE INC-  VMW US 04/21/12 C90      -13.3  37.7   8.40   50.0    386
VRTX   VERTEX PHAR  VRTX US 02/18/12 P34     -13.2  44.5   0.90  -18.2   1154
CPX    COMPLETE PR  CPX US 02/18/12 P32.5    -13.2  36.4   1.35  -27.0    228
APD    AIR PRODS &  APD US 02/18/12 P85      -13.1  22.9   1.10   69.2    586
VMW    VMWARE INC-  VMW US 02/18/12 P72.5    -13.0  46.7   0.09  -84.2    256
UNG    US NAT GAS   UNG US 02/18/12 C4       -13.0  72.2   1.56   -2.5    313
VRTX   VERTEX PHAR  VRTX US 02/18/12 P35     -12.9  44.0   1.25  -28.6   1004
VZ     VERIZON COM  VZ US 02/18/12 P35       -12.8  19.5   0.08   60.0    410
AVGO   AVAGO TECHN  AVGO US 02/18/12 C35     -12.6  34.1   0.80    6.7   2465
SHLD   SEARS HOLDI  SHLD US 01/19/13 C50     -12.4  39.9   7.80   -2.5   1000
AGNC   AMERICAN CA  AGNC US 03/17/12 P20     -12.4  55.3   0.01  -98.0    320
MCD    MCDONALDS C  MCD US 03/17/12 C100     -12.4  14.7   1.61  -42.9   2111
VMW    VMWARE INC-  VMW US 04/21/12 P92.5    -12.2  37.7   6.50  -39.8    373
KSU    KANSAS CITY  KSU US 02/18/12 P65      -12.2  31.9   1.10  144.4    267
BTU    PEABODY ENE  BTU US 02/18/12 P32      -12.1  43.9   0.40   53.9    631
VMW    VMWARE INC-  VMW US 02/18/12 P75      -12.0  47.1   0.15  -83.9   1508
VZ     VERIZON COM  VZ US 03/17/12 C39       -11.9  13.1   0.26  -57.4   1181
GGC    GEORGIA GUL  GGC US 02/18/12 C35      -11.7  30.9   1.00  -13.0    245
SFSF   SUCCESSFACT  SFSF US 06/16/12 P39     -11.6   5.4   0.25  -16.7    284
VZ     VERIZON COM  VZ US 03/17/12 C38       -11.5  14.0   0.62  -46.5   1680
VMW    VMWARE INC-  VMW US 04/21/12 C85      -11.5  39.3  11.60   45.0    338
PPL    PPL CORPORA  PPL US 02/18/12 P27      -11.4  15.5   0.20    5.3    302
MTG    MGIC INVT C  MTG US 02/18/12 P3.5     -11.3  90.6   0.13  -18.8    281
OCZ    OCZ TECHNOL  OCZ US 02/18/12 C8       -11.3  59.7   0.50   42.9    306
IBB    ISHARES-NDQ  IBB US 03/17/12 P85      -11.3  34.8   0.10  -91.7    367
RF     REGIONS FIN  RF US 02/18/12 C5        -11.2  41.6   0.26   30.0    800
JNJ    JOHNSON&JOH  JNJ US 02/18/12 C65      -11.2  11.3   1.01   16.1   1133
BBVA   BANCO BILBA  BBVA US 02/18/12 C9      -11.1  35.3   0.25  -16.7    327
SHLD   SEARS HOLDI  SHLD US 03/17/12 C40     -11.0  58.0   8.75   -2.8   2005
BTU    PEABODY ENE  BTU US 02/18/12 P33      -11.0  42.6   0.60   62.2    300
MYL    MYLAN INC    MYL US 02/18/12 C20      -11.0  44.7   1.50  -25.4    208
VZ     VERIZON COM  VZ US 03/17/12 P38       -10.9  14.3   1.05   38.2    897
BTU    PEABODY ENE  BTU US 02/18/12 P34      -10.9  41.0   0.88   63.0    290
VZ     VERIZON COM  VZ US 03/17/12 P36       -10.8  16.9   0.36   38.5    379
XLI    SPDR-INDU S  XLI US 03/17/12 P36      -10.6  20.0   1.19   -4.8   1106
BTU    PEABODY ENE  BTU US 02/18/12 P35      -10.4  40.0   1.29   72.0    606
UNG    US NAT GAS   UNG US 02/18/12 C5       -10.2  59.7   0.65   -7.1   3945
VZ     VERIZON COM  VZ US 03/17/12 P37       -10.1  15.5   0.61   41.9   1657
MCD    MCDONALDS C  MCD US 03/17/12 P97.5    -10.1  15.3   1.83   27.1    958
MCD    MCDONALDS C  MCD US 03/17/12 P95      -10.1  16.2   1.05   25.0   1330

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

-- Bloomberg News

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