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
=============================================================================
GTXI   GTX INC      GTXI US 02/18/12 C3      162.8 173.9   2.15  115.0    250
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C56       74.9  24.0   4.38   -3.5    626
BR     BROADRIDGE   BR US 02/18/12 P25        60.4  23.7   1.35   22.7    200
MNKD   MANNKIND CO  MNKD US 05/19/12 C3       57.8  30.1   0.20  -37.5    246
PBY    PEP BOYS MM  PBY US 02/18/12 C12.5     50.5  49.6   2.30 1050.0    220
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C53       50.3  29.8   6.76   -9.8    261
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5     49.5  54.6   0.15    0.0    377
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C14      46.3  62.3   1.05   40.0   2235
HUN    HUNTSMAN CO  HUN US 02/18/12 C9        40.2  92.2   3.30  -13.4   1210
KERX   KERYX BIOPH  KERX US 03/17/12 P2       40.2 173.7   0.20   33.3    507
FTR    FRONTIER CO  FTR US 02/18/12 C4        34.5  80.8   0.45    2.3   7320
MTL    MECHEL-SPON  MTL US 02/18/12 C10       32.9  67.7   1.02  -18.4    296
VXX    IPATH-S&P S  VXX US 02/18/12 P23       32.7  62.4   0.26    4.0   3876
CROX   CROCS INC    CROX US 03/17/12 C10      31.4  90.3   9.10    1.1    254
RENN   RENREN INC-  RENN US 02/18/12 C4       30.3 116.0   1.75   29.6   1264
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C57       29.6  22.3   3.38   -5.8    777
RENN   RENREN INC-  RENN US 02/18/12 C5       29.5 127.9   1.25   92.3   4503
MDVN   MEDIVATION   MDVN US 02/18/12 P30      28.6 237.8   1.00  156.4    218
BRK/B  BERKSHIRE H  BRKB US 06/16/12 C50      28.6  39.5  29.00    7.4    200
STD    BANCO SANTA  STD US 02/18/12 P8        28.4  50.3   0.40   60.0    940
MDVN   MEDIVATION   MDVN US 02/18/12 P43      28.3 171.2   2.70   26.8   2304
MDVN   MEDIVATION   MDVN US 02/18/12 P29      28.1 242.7   1.22  258.8    249
HYG    ISH-IBOXX H  HYG US 02/18/12 C90       27.0   7.2   0.55  -53.4   3002
HERO   HERCULES OF  HERO US 03/17/12 C4.5     26.3  64.9   0.50    0.0    503
QPSA   QUEPASA COR  QPSA US 02/18/12 C5       25.7 111.1   0.40   14.3    307
RENN   RENREN INC-  RENN US 02/18/12 P5       24.5 130.2   0.25  -37.5   2905
RENN   RENREN INC-  RENN US 02/18/12 P4       24.1 139.6   0.05  -50.0   1633
MSTR   MICROSTRATE  MSTR US 02/18/12 C100     23.5  63.4  20.50   36.7    343
SDS    PROSHARES U  SDS US 02/18/12 C16       23.4  33.6   1.81   19.1    597
G      GENPACT LTD  G US 02/18/12 C15         22.9  44.7   0.50   -9.1    523
STX    SEAGATE TEC  STX US 02/18/12 C16       22.2  75.7   4.80   24.7    212
SLW    SILVER WHEA  SLW US 02/18/12 C29       22.1  52.3   6.75   -1.5    909
ROC    ROCKWOOD HO  ROC US 02/18/12 C50       21.8  41.1   1.35  -12.9   2044
TWER   TOWERSTREAM  TWER US 02/18/12 C2.5     21.8  81.4   0.35  250.0    500
RENN   RENREN INC-  RENN US 02/18/12 P6       21.5 141.5   0.80  -27.3    475
RENN   RENREN INC-  RENN US 03/17/12 C5       21.4 114.8   1.35   58.8    755
CROX   CROCS INC    CROX US 02/18/12 C19      21.2  56.5   1.00    5.3    567
CROX   CROCS INC    CROX US 02/18/12 C20      20.7  54.8   0.55    0.0    973
LLY    ELI LILLY &  LLY US 02/18/12 P38       20.7  27.4   0.61   24.5    764
LLY    ELI LILLY &  LLY US 02/18/12 C39       20.4  27.0   0.97   10.2    847
LLY    ELI LILLY &  LLY US 02/18/12 P39       20.3  27.3   1.08    5.9    397
LLY    ELI LILLY &  LLY US 02/18/12 P40       20.1  27.3   1.72    7.5    251
NFLX   NETFLIX INC  NFLX US 02/18/12 P130     19.8  71.1   9.80   -9.7    886
MSFT   MICROSOFT C  MSFT US 02/18/12 C27      19.8  24.2   2.31    4.0    437
HTS    HATTERAS FI  HTS US 02/18/12 C28       19.6  13.9   0.15    7.1   1198
VXX    IPATH-S&P S  VXX US 02/18/12 P25       19.5  67.1   0.87   -2.2  10037
ANN    ANN INC      ANN US 02/18/12 C24       19.5  41.4   1.07   33.8    245
BAC    BANK OF AME  BAC US 02/18/12 C5        19.5  83.5   2.04  -11.7    223
ARO    AEROPOSTALE  ARO US 02/18/12 C17       19.3  47.0   0.45   28.6   1250
GMCR   GREEN MOUNT  GMCR US 02/18/12 C55      18.8 106.8   4.20   18.3   1271
REE    RARE ELEMEN  REE US 02/18/12 C6        18.8  96.2   0.55   10.0   1938
AMZN   AMAZON.COM   AMZN US 02/18/12 C180     18.6  58.3  16.74   -9.8    444
AMZN   AMAZON.COM   AMZN US 02/18/12 C185     18.6  57.5  13.35  -10.2    539
LXK    LEXMARK INT  LXK US 02/18/12 P34       18.6  65.1   1.45   20.8    291
LLY    ELI LILLY &  LLY US 02/18/12 C40       18.4  27.0   0.55   17.0   1003
ARMH   ARM HOLDING  ARMH US 02/18/12 C25      18.2  56.7   3.40    0.0    439
FTR    FRONTIER CO  FTR US 03/17/12 P4        18.1  63.9   0.30    0.0   3168
RENN   RENREN INC-  RENN US 02/18/12 C6       18.1 125.4   0.65  116.7   7314
GMCR   GREEN MOUNT  GMCR US 02/18/12 C52.5    18.1 107.4   5.25   14.1    348
STD    BANCO SANTA  STD US 02/18/12 C8        18.1  46.8   0.25  -44.4    650
QPSA   QUEPASA COR  QPSA US 05/19/12 C5       18.1  94.7   1.00   17.6    852
LLY    ELI LILLY &  LLY US 02/18/12 C41       17.9  27.8   0.30   15.4   1969
JRCC   JAMES RIVER  JRCC US 02/18/12 P6       17.9  88.6   0.20   33.3    440
AMZN   AMAZON.COM   AMZN US 02/18/12 P190     17.8  56.4   8.80   36.4   1470
AMZN   AMAZON.COM   AMZN US 02/18/12 P185     17.8  56.9   6.60   45.0    672
AMZN   AMAZON.COM   AMZN US 02/18/12 P175     17.8  57.9   3.40   62.7   1231
ATHN   ATHENAHEALT  ATHN US 02/18/12 P45      17.7  83.2   0.31  -11.4    456
NFLX   NETFLIX INC  NFLX US 02/18/12 C125     17.7  71.0   8.77   31.9   2873
ZMH    ZIMMER HLDG  ZMH US 02/18/12 P60       17.6  26.0   1.08    2.9    742
AMZN   AMAZON.COM   AMZN US 02/18/12 C170     17.6  59.3  24.75   -7.6    244
AMZN   AMAZON.COM   AMZN US 02/18/12 C195     17.6  56.7   8.15  -11.1   1519
AMZN   AMAZON.COM   AMZN US 02/18/12 P200     17.5  55.7  14.50   25.5    493
NFLX   NETFLIX INC  NFLX US 02/18/12 C130     17.5  70.7   6.59   43.3   3401
AMZN   AMAZON.COM   AMZN US 02/18/12 C200     17.4  56.2   6.20  -10.1   3356
AMZN   AMAZON.COM   AMZN US 02/18/12 P180     17.3  57.3   4.75   53.2   1356
AMZN   AMAZON.COM   AMZN US 02/18/12 C190     17.2  57.0  10.55  -10.8   2007
RENN   RENREN INC-  RENN US 03/17/12 P6       17.0 127.0   1.15  -17.9    906
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C59       16.9  19.4   1.78   -6.8   3450
AMZN   AMAZON.COM   AMZN US 02/18/12 P195     16.9  56.1  11.45   30.1   1070
NFLX   NETFLIX INC  NFLX US 02/18/12 P125     16.9  70.7   7.15   -8.3   1617
ANN    ANN INC      ANN US 02/18/12 C25       16.8  39.2   0.60    9.1   1827
ECL    ECOLAB INC   ECL US 02/18/12 P60       16.8  18.5   1.30   85.7    521
HYG    ISH-IBOXX H  HYG US 02/18/12 C89       16.7   9.5   1.45  -22.5   3000
AMZN   AMAZON.COM   AMZN US 02/18/12 P170     16.6  58.3   2.23   66.4   1455
SPPI   SPECTRUM PH  SPPI US 08/18/12 C13      16.6  94.1   4.50   -2.6    214
PFE    PFIZER INC   PFE US 02/18/12 P22       16.6  21.0   0.97   14.1   1551
GMCR   GREEN MOUNT  GMCR US 02/18/12 C50      16.5 107.5   6.55   12.0   1199
ARMH   ARM HOLDING  ARMH US 02/18/12 C28      16.4  50.6   1.25    0.0    204
GMCR   GREEN MOUNT  GMCR US 02/18/12 P50      16.4 109.3   3.65    5.8    231
IACI   IAC/INTERAC  IACI US 02/18/12 C45      16.3  33.4   0.55  450.0    247
INTC   INTEL CORP   INTC US 03/17/12 C23      16.3  30.0   3.35   -9.5    233
SPY    SPDR S&P 50  SPY US 02/18/12 C124      16.3  21.5   7.11  -12.2   1134
NFLX   NETFLIX INC  NFLX US 02/18/12 C105     16.2  74.1  22.00    9.4    432
WHR    WHIRLPOOL C  WHR US 02/18/12 P55       16.2  46.7   2.71   13.9    223
WHR    WHIRLPOOL C  WHR US 02/18/12 C55       15.9  47.1   1.70  -14.1   1865
CVD    COVANCE INC  CVD US 05/19/12 C45       15.9  34.0   2.65   35.9   1505
PCAR   PACCAR INC   PCAR US 02/18/12 P46.3    15.9  34.2   2.75   14.6    650
DG     DOLLAR GENE  DG US 02/18/12 C42        15.8  18.4   1.01   44.3    374
CAST   CHINACAST E  CAST US 03/17/12 P5       15.7  74.1   0.15    0.0    263
NFLX   NETFLIX INC  NFLX US 02/18/12 C115     15.7  71.0  14.50   16.9    637
LXK    LEXMARK INT  LXK US 02/18/12 P36       15.6  62.0   2.55   27.5    410
SIRI   SIRIUS XM R  SIRI US 02/18/12 C2       15.5  52.8   0.11   -8.3    917
GMCR   GREEN MOUNT  GMCR US 02/18/12 P48      15.3 109.6   2.80    8.9    252
LNG    CHENIERE EN  LNG US 03/17/12 P6        15.3 131.0   0.05   66.7    210
VXX    IPATH-S&P S  VXX US 02/18/12 C27       15.2  72.0   1.52   27.7   1001
AMZN   AMAZON.COM   AMZN US 02/18/12 P165     15.2  58.7   1.48   74.1    778
NFLX   NETFLIX INC  NFLX US 02/18/12 P115     15.0  71.0   3.10  -12.7   1558
MNKD   MANNKIND CO  MNKD US 02/18/12 C1       14.9 260.0   2.15   -9.3    752
CQP    CHENIERE EN  CQP US 02/18/12 P22       14.9  40.1   1.65   50.0    200
MCK    MCKESSON CO  MCK US 02/18/12 C82.5     14.9  31.2   0.85   -8.6    283
VXX    IPATH-S&P S  VXX US 02/18/12 P27       14.8  72.7   1.95   -9.3    735
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C55       14.8  23.8   5.61   -1.6    334
AMZN   AMAZON.COM   AMZN US 02/18/12 P155     14.8  60.8   0.59   78.8    289
PG     PROCTER & G  PG US 02/18/12 P65        14.7  14.0   1.98   88.6    929
AMZN   AMAZON.COM   AMZN US 02/18/12 P160     14.7  59.5   0.91   82.0   1211
NFLX   NETFLIX INC  NFLX US 03/17/12 C130     14.7  68.0   9.70   18.9   1103
SPY    SPDR S&P 50  SPY US 02/18/12 C125      14.5  20.7   6.25  -12.2    354
VXX    IPATH-S&P S  VXX US 02/18/12 P26       14.4  69.9   1.34   -6.9   1821
CZZ    COSAN LTD -  CZZ US 02/18/12 C12.5     14.3  31.6   0.50  -41.2    253
NFLX   NETFLIX INC  NFLX US 03/17/12 P120     14.2  69.6   9.10    0.6   1173
TLT    ISHARES BAR  TLT US 02/18/12 P111      14.2  20.4   0.12  -40.0    678
NFLX   NETFLIX INC  NFLX US 02/18/12 P110     14.2  71.7   2.00   -7.8   1463
ITW    ILLINOIS TO  ITW US 02/18/12 P52.5     14.2  25.7   1.15   36.9    486
EGLE   EAGLE BULK   EGLE US 03/17/12 P1       14.2 148.4   0.05    0.0    352
NFLX   NETFLIX INC  NFLX US 03/17/12 C125     14.1  68.6  12.95   25.7    443
NFLX   NETFLIX INC  NFLX US 02/18/12 P120     14.1  70.0   4.85  -10.2   1592
VZ     VERIZON COM  VZ US 02/18/12 P38        14.1  13.3   0.87   -3.3    212
WHR    WHIRLPOOL C  WHR US 02/18/12 P52.5     14.1  48.0   1.53   14.2    269
ARMH   ARM HOLDING  ARMH US 02/18/12 C29      14.0  48.9   0.93    9.4   1516
BDX    BECTON DICK  BDX US 02/18/12 C80       14.0  22.6   0.90  -21.7   1021
LCC    US AIRWAYS   LCC US 02/18/12 C8        13.9  66.2   0.70   34.6    488
LXK    LEXMARK INT  LXK US 02/18/12 C36       13.8  60.6   1.60   -8.6    443
NFLX   NETFLIX INC  NFLX US 02/18/12 C120     13.8  70.4  11.39   24.5   2237
VXX    IPATH-S&P S  VXX US 02/18/12 P28       13.8  75.9   2.60  -10.0    511
PCAR   PACCAR INC   PCAR US 02/18/12 C44.3    13.8  35.4   1.45    0.0    401
NFLX   NETFLIX INC  NFLX US 03/17/12 P125     13.8  68.5  11.45   -1.5   1152
TLT    ISHARES BAR  TLT US 02/18/12 C118      13.5  17.3   2.61   61.1    306
NFLX   NETFLIX INC  NFLX US 03/17/12 C120     13.5  69.2  15.55   21.5    588
TYC    TYCO INTL L  TYC US 02/18/12 P48       13.5  26.7   0.70   27.3    408
DAL    DELTA AIR L  DAL US 02/18/12 P11       13.5  46.7   0.65   -7.1    517
DAL    DELTA AIR L  DAL US 02/18/12 C10       13.4  48.1   0.82   30.2    268
LMT    LOCKHEED MA  LMT US 02/18/12 P82.5     13.4  16.7   1.70   30.8    787
AAPL   APPLE INC    AAPL US 02/18/12 P390     13.3  30.0   0.14   -6.7    927
SPXU   PROSHARES U  SPXU US 02/18/12 C12      13.3  57.9   0.40   33.3    420
MO     ALTRIA GROU  MO US 02/18/12 P29        13.3  15.0   0.80  -14.9    441
IBM    IBM          IBM US 02/18/12 C185      13.3  18.1   7.30   15.9    271
RENN   RENREN INC-  RENN US 07/21/12 P4       13.2 107.6   0.65   -7.1    222
AFL    AFLAC INC    AFL US 02/18/12 P49       13.2  34.4   2.40   61.1    941
INTC   INTEL CORP   INTC US 02/18/12 C24      13.2  34.4   2.51   -8.7    524
YOKU   YOUKU INC-A  YOKU US 02/18/12 C24      13.1  85.8   1.40    3.7   1131
AFL    AFLAC INC    AFL US 02/18/12 P48       13.0  35.6   1.63   25.4    309
DELL   DELL INC     DELL US 02/18/12 C13      12.9  67.6   3.70    1.4    293
NFLX   NETFLIX INC  NFLX US 02/18/12 C110     12.9  72.6  18.45   15.3    560
ENR    ENERGIZER H  ENR US 02/18/12 P75       12.9  37.5   1.30   23.8    262
HEK    HECKMANN CO  HEK US 03/17/12 P5        12.9  71.3   0.45    2.3    260
NFLX   NETFLIX INC  NFLX US 03/17/12 P130     12.9  67.5  14.20   -3.1    262
INHX   INHIBITEX I  INHX US 02/18/12 P7.5     12.8 288.9   0.05    0.0    754
NFLX   NETFLIX INC  NFLX US 02/18/12 P105     12.8  72.8   1.18   -9.2   1112
LXK    LEXMARK INT  LXK US 02/18/12 P30       12.8  70.7   0.45   80.0    314
NFLX   NETFLIX INC  NFLX US 03/17/12 C115     12.8  69.7  17.30   13.1    278
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C60       12.8  18.0   1.11   -3.5   6865
UAL    UNITED CONT  UAL US 03/17/12 P21       12.8  47.7   0.77   32.8   2133
AMZN   AMAZON.COM   AMZN US 02/18/12 P150     12.7  62.0   0.31   55.0    529
NFLX   NETFLIX INC  NFLX US 03/17/12 P115     12.7  69.6   7.11    3.0    489
MPEL   MELCO CROWN  MPEL US 02/18/12 P11      12.7  58.1   0.60  100.0    867
GMCR   GREEN MOUNT  GMCR US 02/18/12 P45      12.7 111.0   1.84    1.7   1094
TLT    ISHARES BAR  TLT US 02/18/12 C116      12.7  17.8   4.05   45.7    277
HOLX   HOLOGIC INC  HOLX US 02/18/12 C20      12.7  42.9   0.40  -27.3    250
IBM    IBM          IBM US 02/18/12 C180      12.6  19.7  11.38    3.9    211
PCAR   PACCAR INC   PCAR US 02/18/12 P43.3    12.6  37.4   1.05   23.5    402
RENN   RENREN INC-  RENN US 04/21/12 P5       12.6 113.7   0.90    0.0    323
FDO    FAMILY DOLL  FDO US 02/18/12 P52.5     12.5  23.1   0.15   50.0    300
VXX    IPATH-S&P S  VXX US 02/18/12 C25       12.5  65.6   2.44   20.2    839
KSS    KOHLS CORP   KSS US 02/18/12 P48       12.4  26.6   2.25   18.4    212
QQQ    POWERSH-QQQ  QQQ US 02/18/12 C61       12.4  17.0   0.60   -3.2   8105
VXX    IPATH-S&P S  VXX US 02/18/12 C26       12.4  68.1   1.93   22.1    774
AFL    AFLAC INC    AFL US 02/18/12 C49       12.3  34.5   0.93  -33.6    477
TUP    TUPPERWARE   TUP US 02/18/12 P60       12.2  41.1   1.00   33.3    511
SPY    SPDR S&P 50  SPY US 02/18/12 C127      12.2  19.3   4.55  -16.1    961
HCBK   HUDSON CITY  HCBK US 04/21/12 C7       12.1  32.8   0.30  -14.3    200
WHR    WHIRLPOOL C  WHR US 02/18/12 P50       12.1  49.8   0.81   24.6    285
LVS    LAS VEGAS S  LVS US 02/18/12 C48       12.1  50.3   2.83   -5.7    366
MSFT   MICROSOFT C  MSFT US 02/18/12 C28      12.1  20.9   1.38   -1.4    883
FSLR   FIRST SOLAR  FSLR US 02/18/12 C47      12.0  76.9   2.17   -7.7    271
DHR    DANAHER COR  DHR US 02/18/12 C52.5     12.0  25.0   1.05    0.0    554
IBM    IBM          IBM US 02/18/12 P190      12.0  16.8   2.39  -16.4    835
NFLX   NETFLIX INC  NFLX US 02/18/12 P100     12.0  74.8   0.68  -10.5    731
SO     SOUTHERN CO  SO US 02/18/12 C44        12.0  14.6   0.98  -11.7    217
FSLR   FIRST SOLAR  FSLR US 02/18/12 C45      12.0  77.5   2.97   -8.6    552
VPRT   VISTAPRINT   VPRT US 07/21/12 P37.5    12.0  53.0   5.40  -27.0    356
IBM    IBM          IBM US 02/18/12 C190      11.9  16.5   3.55   26.8   2057
PCAR   PACCAR INC   PCAR US 02/18/12 P41.3    11.9  40.6   0.50   25.0    364
FSLR   FIRST SOLAR  FSLR US 02/18/12 C46      11.9  77.0   2.47  -14.5    435
S      SPRINT NEXT  S US 02/18/12 C2          11.9  68.2   0.21  -12.5    283
SVM    SILVERCORP   SVM US 03/17/12 P6        11.9  71.9   0.15   66.7    400
LLY    ELI LILLY &  LLY US 03/17/12 C39       11.9  21.5   1.07    0.9    749
UAL    UNITED CONT  UAL US 02/18/12 P23       11.9  44.5   1.07   32.1    366
OIH    MARKET VECT  OIH US 02/18/12 P120      11.8  32.3   1.95   44.4    203
ORLY   O'REILLY AU  ORLY US 02/18/12 P80      11.8  33.6   1.45    5.8    453
FSLR   FIRST SOLAR  FSLR US 02/18/12 P45      11.8  79.3   3.65   29.4    274
VXX    IPATH-S&P S  VXX US 02/18/12 P24       11.8  64.6   0.49   -3.9  12708
AFL    AFLAC INC    AFL US 02/18/12 C48       11.8  35.5   1.34  -35.3    583
NFLX   NETFLIX INC  NFLX US 02/18/12 P95      11.8  77.1   0.40   -4.8    316
STX    SEAGATE TEC  STX US 02/18/12 C21       11.7  59.2   0.88   -3.3    384
DRI    DARDEN REST  DRI US 02/18/12 C47       11.6  24.3   0.55  -15.4    750
PNRA   PANERA BREA  PNRA US 02/18/12 C155     11.6  39.5   2.55   21.4    309
LVS    LAS VEGAS S  LVS US 02/18/12 C49       11.6  49.3   2.15  -10.8    396
UAL    UNITED CONT  UAL US 03/17/12 C23       11.6  46.6   1.57    6.8   1120
KERX   KERYX BIOPH  KERX US 02/18/12 P3       11.6  73.4   0.10    0.0   4510
MO     ALTRIA GROU  MO US 02/18/12 C29        11.6  15.4   0.14   40.0   4820
AVP    AVON PRODUC  AVP US 02/18/12 P17       11.4  37.2   0.30   50.0    351
GLW    CORNING INC  GLW US 02/18/12 P12       11.4  33.6   0.14   16.7   2085
INTC   INTEL CORP   INTC US 02/18/12 C25      11.4  26.4   1.61   -8.5   1153
TLT    ISHARES BAR  TLT US 02/18/12 C120      11.3  16.9   1.48   78.3    580
UA     UNDER ARMOU  UA US 02/18/12 C75        11.3  39.3   3.10  -16.2    227
NFLX   NETFLIX INC  NFLX US 02/18/12 C100     11.2  76.7  27.12   10.7    534
VHC    VIRNETX HOL  VHC US 02/18/12 C24       11.2 113.3   2.20  -13.7    398
ROST   ROSS STORES  ROST US 02/18/12 P50      11.2  26.6   0.90   28.6    367
HOS    HORNBECK OF  HOS US 03/17/12 P33       11.2  46.5   2.40  -54.7    250
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C57       11.2  21.6   3.81   -5.2    275
NFLX   NETFLIX INC  NFLX US 03/17/12 P105     11.1  71.1   4.00    2.6    372
TSLA   TESLA MOTOR  TSLA US 02/18/12 C30      11.1  53.8   1.00   -4.8    202
AEP    AMERICAN EL  AEP US 02/18/12 C40       11.1  14.2   0.15  -66.7   1169
CVD    COVANCE INC  CVD US 05/19/12 P40       11.1  38.6   1.75   -2.8    352
IBM    IBM          IBM US 02/18/12 P195      11.1  15.8   5.25  -11.0    391
VRTX   VERTEX PHAR  VRTX US 02/18/12 P32      11.1  51.0   0.50  100.0    250
NFLX   NETFLIX INC  NFLX US 02/18/12 P90      11.0  79.9   0.23    0.0    308
NFLX   NETFLIX INC  NFLX US 03/17/12 P110     11.0  69.9   5.30    3.3    766
SPY    SPDR S&P 50  SPY US 02/18/12 C128      10.9  18.7   3.78  -17.6   2065
XLY    SPDR-CONS D  XLY US 02/18/12 P41       10.9  17.8   0.55   27.9    251
NLY    ANNALY CAPI  NLY US 02/18/12 P16       10.9  23.5   0.08  -11.1    405
AGP    AMERIGROUP   AGP US 02/18/12 P55       10.9  65.2   0.20  -20.0    234
IBM    IBM          IBM US 02/18/12 P185      10.9  18.3   0.98  -16.2    858
WYNN   WYNN RESORT  WYNN US 02/18/12 C120     10.8  48.4   2.84  -35.5    572
STX    SEAGATE TEC  STX US 02/18/12 P20       10.8  59.1   0.86    7.5    801
IWM    ISHARES-RUS  IWM US 02/18/12 C70       10.8  29.9   9.15   -6.4    287
LMT    LOCKHEED MA  LMT US 02/18/12 C82.5     10.8  16.7   0.90  -18.2    725
VXX    IPATH-S&P S  VXX US 02/18/12 P22       10.8  62.2   0.13    8.3    545
LVS    LAS VEGAS S  LVS US 02/18/12 C50       10.7  48.6   1.80   -3.2    632
MHS    MEDCO HEALT  MHS US 02/18/12 P57.5     10.7  60.5   1.70   17.2    303
TGT    TARGET CORP  TGT US 02/18/12 C52.5     10.7  19.3   0.15    7.1    623
DIA    SPDR DJIA T  DIA US 02/18/12 C123      10.7  17.3   3.20  -21.0    246
SBUX   STARBUCKS C  SBUX US 02/18/12 P47      10.7  24.7   0.78   11.4    413
WMS    WMS INDS IN  WMS US 02/18/12 C22.5     10.6  44.1   0.75  -53.9    756
SPY    SPDR S&P 50  SPY US 03/17/12 C115      10.6  25.9  16.10   -6.9    237
AXL    AMER AXLE &  AXL US 02/18/12 C11       10.6  58.8   1.30   -3.7    318
GTXI   GTX INC      GTXI US 02/18/12 C5       10.6 114.9   0.80 1500.0    221
DAL    DELTA AIR L  DAL US 02/18/12 C11       10.6  46.5   0.29   52.6    275
CELG   CELGENE COR  CELG US 02/18/12 C75      10.6  23.4   0.57  -38.7    473
NG     NOVAGOLD RE  NG US 02/18/12 C10        10.5  59.7   0.80  -20.0    273
RENN   RENREN INC-  RENN US 03/17/12 C6       10.5 111.7   0.95  111.1   1494
SBUX   STARBUCKS C  SBUX US 02/18/12 C48      10.5  24.3   0.83   -4.6   1796
DAL    DELTA AIR L  DAL US 03/17/12 C10       10.4  47.2   1.05   23.5    269
ITUB   ITAU UNIBAN  ITUB US 03/17/12 C21      10.4  33.3   0.60  -25.0    200
XLF    SPDR-FINL S  XLF US 03/17/12 P12       10.4  37.5   0.12   50.0  34420
PEP    PEPSICO INC  PEP US 02/18/12 C67.5     10.3  16.8   0.24  -33.3    478
COP    CONOCOPHILL  COP US 02/18/12 C70       10.3  19.5   0.60  -31.8   1451
VPRT   VISTAPRINT   VPRT US 07/21/12 P35      10.3  52.5   3.80  -29.6   1183
NFLX   NETFLIX INC  NFLX US 03/17/12 P100     10.2  72.0   2.85    7.5    851
TSN    TYSON FOODS  TSN US 02/18/12 P18       10.2  33.9   0.30   20.0    205
INTC   INTEL CORP   INTC US 02/18/12 C26      10.2  22.3   0.81   -5.8   3584
DELL   DELL INC     DELL US 02/18/12 C17      10.2  24.2   0.30   20.0    335
SBUX   STARBUCKS C  SBUX US 02/18/12 P48      10.1  24.2   1.26    5.9    632
MDT    MEDTRONIC I  MDT US 02/18/12 P39       10.1  22.0   0.95   61.0   1007
AAPL   APPLE INC    AAPL US 02/18/12 P360     10.1  39.9   0.07   16.7    217
LCC    US AIRWAYS   LCC US 03/17/12 P7        10.1  68.0   0.25   -3.9    880
HA     HAWAIIAN HO  HA US 02/18/12 C6         10.0  73.9   0.90   28.6    525
ITUB   ITAU UNIBAN  ITUB US 02/18/12 C21      10.0  35.8   0.30  -40.0    212
HL     HECLA MININ  HL US 02/18/12 C5         10.0  53.3   0.43    2.4    297

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PBY    PEP BOYS MM  PBY US 07/21/12 C15      -86.9   5.0   0.15  -62.5    873
PBY    PEP BOYS MM  PBY US 07/21/12 P15      -86.9   5.3   0.30  -92.7    278
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C13     -86.5  64.1   1.72   48.3   7265
TNB    THOMAS & BE  TNB US 03/17/12 P70      -85.1   5.5   0.30    0.0    505
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C12     -82.9  76.5   2.62   45.6   3264
PBY    PEP BOYS MM  PBY US 04/21/12 C15      -82.8   6.7   0.15   50.0   4380
TNB    THOMAS & BE  TNB US 06/16/12 C70      -73.7   6.9   1.95   85.7  18030
TNB    THOMAS & BE  TNB US 06/16/12 P70      -72.8   7.1   0.65    0.0    300
ALKS   ALKERMES PL  ALKS US 02/18/12 C20     -72.0  43.9   0.55  -45.0    262
PBY    PEP BOYS MM  PBY US 07/21/12 P12.5    -68.0  20.3   0.10    0.0    489
PMC    PHARMERICA   PMC US 02/18/12 C12.5    -53.3  40.4   0.45  -76.9    627
TNB    THOMAS & BE  TNB US 06/16/12 C65      -51.3  13.8   6.63  258.4  20398
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C11     -49.8  85.7   3.55   45.5    228
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P13     -49.4  65.9   0.29  -85.8    883
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P14     -47.9  65.4   0.60  -77.8    628
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P10     -47.1  98.6   0.04  -96.0   4895
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C10     -47.0  95.3   4.55   37.9    291
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P12     -46.1  78.0   0.15  -90.1   1171
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P9      -43.5 113.3   0.04  -95.0   6214
AMLN   AMYLIN PHAR  AMLN US 02/18/12 C15     -43.3  65.8   0.59   11.3   4949
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P11     -43.2  92.5   0.09  -93.0   1331
EXEL   EXELIXIS IN  EXEL US 05/19/12 P3      -42.4  75.1   0.10  -33.3   3000
OCZ    OCZ TECHNOL  OCZ US 01/18/14 C5       -42.1  26.4   3.81    0.3    215
PMC    PHARMERICA   PMC US 03/17/12 C12.5    -40.1  49.0   0.85  -65.3    510
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P8      -39.0 131.5   0.03  -94.5   2888
PMC    PHARMERICA   PMC US 03/17/12 P12.5    -38.4  48.5   0.85    0.0    214
CELG   CELGENE COR  CELG US 07/21/12 C37.5   -34.3  28.8  34.32   -3.3    224
AMLN   AMYLIN PHAR  AMLN US 03/17/12 P11     -34.2  74.4   0.23  -84.3    375
AMLN   AMYLIN PHAR  AMLN US 03/17/12 C11     -34.2  73.8   3.65   43.7    206
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P7      -32.4 157.8   0.01  -97.3    516
PMC    PHARMERICA   PMC US 03/17/12 C10      -31.6  60.0   2.60  -39.5    600
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P10     -30.2  72.7   0.30  -78.4   1726
XBI    SPDR S&P BI  XBI US 02/18/12 P75      -30.1  26.3   1.50  -36.2   1020
ISTA   ISTA PHARMA  ISTA US 02/18/12 C7.5    -28.9  48.1   0.55  -15.4    349
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P11     -28.4  70.2   0.43  -78.2    206
OCR    OMNICARE IN  OCR US 02/18/12 C33      -28.2  37.0   1.25  -28.6    401
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P12     -27.9  65.3   0.68  -73.2    239
MSTR   MICROSTRATE  MSTR US 02/18/12 C115    -27.6  38.9   6.60   17.9    264
OCR    OMNICARE IN  OCR US 02/18/12 P32      -27.0  38.8   0.65  -40.9   1585
XBI    SPDR S&P BI  XBI US 02/18/12 C75      -26.3  20.2   2.50   -9.1   1025
MSTR   MICROSTRATE  MSTR US 02/18/12 C120    -25.9  40.1   4.00   48.1   1015
TOO    TEEKAY OFFS  TOO US 03/17/12 C25      -25.7  31.5   3.80    0.0    750
OCR    OMNICARE IN  OCR US 02/18/12 P31      -25.2  41.2   0.45  -52.6    652
OCR    OMNICARE IN  OCR US 02/18/12 C34      -24.6  36.6   0.75  -40.5    227
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5    -24.2  48.3   0.15    0.0    490
CTIC   CELL THERAP  CTIC US 06/16/12 P1      -24.1 128.8   0.20  -33.3   2555
OCR    OMNICARE IN  OCR US 02/18/12 P33      -24.0  37.5   1.00  -37.5   3779
WCC    WESCO INTL   WCC US 02/18/12 C55      -23.2  37.4   7.80  -12.4    837
GERN   GERON CORP   GERN US 03/17/12 C2      -23.0  48.9   0.15  -25.0    505
PBY    PEP BOYS MM  PBY US 04/21/12 C12.5    -22.0  30.7   2.40  220.0    308
GCI    GANNETT CO   GCI US 02/18/12 P14      -21.7  39.1   0.45   50.0    353
LDK    LDK SOLAR C  LDK US 02/18/12 C1.5     -21.2 237.9   3.50    1.7    297
AMLN   AMYLIN PHAR  AMLN US 04/21/12 C14     -21.0  62.5   1.90   40.7    426
OCR    OMNICARE IN  OCR US 02/18/12 P30      -20.6  46.0   0.45  -47.1   1129
UNG    US NAT GAS   UNG US 04/21/12 C3       -20.3  55.6   2.91   -0.7    229
TIN    TEMPLE-INLA  TIN US 02/18/12 P31      -19.5  12.5   0.05  -75.0    301
AMLN   AMYLIN PHAR  AMLN US 02/18/12 P6      -19.0 175.1   0.01  -96.8    224
XLF    SPDR-FINL S  XLF US 02/18/12 C11      -19.0  44.6   2.95   -7.8    263
PAYX   PAYCHEX INC  PAYX US 02/18/12 P32     -18.9  16.9   0.74   23.3    605
CEG    CONSTELLAT   CEG US 02/18/12 P36      -18.6  17.9   0.55  -38.9    260
AMLN   AMYLIN PHAR  AMLN US 04/21/12 C15     -18.4  60.5   1.40   52.2    777
EP     EL PASO COR  EP US 01/19/13 C27       -18.2  11.2   1.54  -23.0    234
LLEN   L&L ENERGY   LLEN US 03/17/12 P3      -17.9 100.6   0.50  -28.6    335
MSFT   MICROSOFT C  MSFT US 02/18/12 C26     -15.9  26.1   3.25    1.6    914
WEN    WENDY'S CO/  WEN US 02/18/12 C5       -15.9  34.8   0.20  -42.9   1476
FCN    FTI CONSULT  FCN US 03/17/12 P30      -15.7  60.9   0.10  -81.8  15006
HEK    HECKMANN CO  HEK US 03/17/12 C2.5     -13.6 111.1   2.60  -13.6    302
MTG    MGIC INVT C  MTG US 02/18/12 P4       -13.3  89.5   0.30   -3.2   1369
TROW   T ROWE PRIC  TROW US 02/18/12 P50     -13.3  38.4   0.10    0.0    988
JKS    JINKOSOLAR-  JKS US 02/18/12 C2       -13.3 274.0   4.83    0.0    611
LNG    CHENIERE EN  LNG US 02/18/12 C13      -12.3  75.1   0.60  -33.3   2088
INHX   INHIBITEX I  INHX US 03/17/12 C26     -12.3  11.4   0.15    0.0    508
ASTX   ASTEX PHARM  ASTX US 02/18/12 C2.5    -12.2 198.8   0.50  -28.6    518
QQQ    POWERSH-QQQ  QQQ US 02/18/12 P63      -12.0  15.9   2.85    4.4    660
CELG   CELGENE COR  CELG US 07/21/12 C40     -10.3  39.3  32.65   -1.7    229
DTG    DOLLAR THRI  DTG US 02/18/12 C70      -10.2  28.4   4.30    0.0    790

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

-- Bloomberg News

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