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 06/16/12 C0.5    122.5  87.9   0.30   20.0    635
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5    118.9 161.4   0.30   20.0   2716
ARNA   ARENA PHARM  ARNA US 04/21/12 P1.5     50.0 195.5   0.29   11.5    290
ARNA   ARENA PHARM  ARNA US 04/21/12 P2       39.1 180.3   0.60   13.2    354
S      SPRINT NEXT  S US 05/19/12 C0.5        35.5 178.8   1.93   12.9    285
ARNA   ARENA PHARM  ARNA US 04/21/12 C2       32.3 169.2   0.55   44.7    613
HCA    HCA HOLDING  HCA US 03/17/12 C20       30.2  55.4   8.05   23.9   4084
CYTX   CYTORI THER  CYTX US 03/17/12 P2.5     27.8 173.3   0.10    0.0    300
PBI    PITNEY BOWE  PBI US 03/17/12 C20       22.3  31.0   0.35   16.7    478
HDY    HYPERDYNAMI  HDY US 03/17/12 C2        20.5 156.0   0.57   -5.0   1170
BZH    BEAZER HOME  BZH US 03/17/12 C2        20.2 109.7   1.60   -3.0    200
DLPH   DELPHI AUTO  DLPH US 03/17/12 C30      17.6  45.8   2.05   -4.7  14124
DNDN   DENDREON CO  DNDN US 03/17/12 C14      17.4 105.5   3.20   76.8    655
HNSN   HANSEN MEDI  HNSN US 03/17/12 P2.5     16.5 133.7   0.10    0.0    500
DNDN   DENDREON CO  DNDN US 03/17/12 C12      16.4 104.1   4.50   50.0    445
SWI    SOLARWINDS   SWI US 03/17/12 C35       16.2  51.5   2.20   12.8    549
OSG    OVERSEAS SH  OSG US 03/17/12 P7        15.1 137.7   0.15    0.0    428
DNDN   DENDREON CO  DNDN US 03/17/12 C15      15.0 105.5   2.65   86.6   1243
DNDN   DENDREON CO  DNDN US 03/17/12 C16      14.3 105.2   2.13   99.1    875
SEE    SEALED AIR   SEE US 03/17/12 P20       13.9  33.0   0.80  -20.0   4855
SPY    SPDR S&P 50  SPY US 03/17/12 C125      13.7  20.5   9.89   -2.3   1197
CVC    CABLEVISION  CVC US 03/17/12 C15       13.2  49.5   0.80   33.3   1069
MNKD   MANNKIND CO  MNKD US 03/17/12 P2       13.1 100.9   0.15  -16.7    260
DNDN   DENDREON CO  DNDN US 03/17/12 P15      13.0 104.0   1.64  -27.8    259
AGO    ASSURED GUA  AGO US 04/21/12 P9        12.7  85.1   0.11   10.0    592
SBUX   STARBUCKS C  SBUX US 03/17/12 C47      12.5  23.2   2.20    4.8    260
IFF    INTL FLVR &  IFF US 03/17/12 P55       12.0  25.4   1.30   13.0    224
PWER   POWER-ONE I  PWER US 04/21/12 C3       11.8  71.4   2.15   -6.5    500
RVBD   RIVERBED TE  RVBD US 03/17/12 C28      11.2  43.5   1.13   79.4    728
SPF    STANDARD PA  SPF US 03/17/12 C4        11.1  68.2   0.40    0.0    739
SPY    SPDR S&P 50  SPY US 03/17/12 C128      11.0  18.9   7.19   -3.5    428
CVC    CABLEVISION  CVC US 03/17/12 P14       10.7  47.8   0.65  -18.8    274
BAC    BANK OF AME  BAC US 08/18/12 C4.5      10.7  64.2   3.44    2.7   2000
BUD    ANHEUSER-SP  BUD US 03/17/12 C60       10.6  27.8   4.80   17.1    319
YPF    YPF SA-ADR   YPF US 04/21/12 P30       10.6  38.9   1.64    9.3    575
RVBD   RIVERBED TE  RVBD US 03/17/12 P26      10.2  44.5   1.03  -30.9    284
VZ     VERIZON COM  VZ US 03/17/12 C39        10.2  13.4   0.25   25.0    208
MGM    MGM RESORTS  MGM US 03/17/12 C9        10.1  72.7   5.29    6.0    500

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CIGX   STAR SCIENT  CIGX US 05/19/12 C2      -21.0  56.1   1.00  -20.0    307
SYY    SYSCO CORP   SYY US 03/17/12 P29      -20.9  17.5   0.50  117.4    341
OMEX   ODYSSEY MAR  OMEX US 03/17/12 C2.5    -20.4  77.4   1.00  -23.1    200
SWHC   SMITH & WES  SWHC US 03/17/12 C4      -19.4  54.5   1.30    3.2    500
AGO    ASSURED GUA  AGO US 04/21/12 P3       -17.5 190.7   0.02  -83.3    360
EP     EL PASO COR  EP US 01/19/13 C25       -16.5  15.0   2.85  -14.9    902
ETP    ENERGY TRAN  ETP US 03/17/12 P50      -15.4  14.0   2.40   20.0    527
SONC   SONIC CORP   SONC US 06/16/12 P7.5    -14.4  40.2   0.75  -11.8    200
HTZ    HERTZ GLOBA  HTZ US 03/17/12 C12      -14.3  53.3   2.70   -1.8    685
MENT   MENTOR GRAP  MENT US 07/21/12 C12.5   -13.8  44.0   3.00    7.1    200
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P64      -13.5  15.0   2.70    5.5    668
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C12     -12.0  93.1   2.30  -14.8   2012
SOHU   SOHU.COM IN  SOHU US 03/17/12 P50     -11.8  61.1   2.50  108.3    270
BPZ    BPZ RESOURC  BPZ US 03/17/12 C3       -11.7  58.7   0.65    8.3    284
CYOU   CHANGYOU.CO  CYOU US 03/17/12 P25     -11.6  52.9   1.40    0.0    633
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C13     -11.5  93.6   1.76  -12.0   3170
SOHU   SOHU.COM IN  SOHU US 03/17/12 P47.5   -11.3  62.1   1.65  106.2    211
AONE   A123 SYSTEM  AONE US 03/17/12 C2      -11.2 106.8   0.65   30.0    400
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P63      -10.9  15.6   2.07    3.5   1062
HUM    HUMANA INC   HUM US 03/17/12 P82.5    -10.4  29.9   1.95   77.3   1515

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

-- Bloomberg News

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