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
=============================================================================
TIN    TEMPLE-INLA  TIN US 08/18/12 P31       66.2   6.5   0.10  -33.3    260
BPZ    BPZ RESOURC  BPZ US 03/17/12 C3        54.7  65.2   0.65    8.3    350
FXF    CRYSHS-SWIS  FXF US 03/17/12 C100      42.8  13.7   8.40   90.9    500
OZM    OCH-ZIFF CA  OZM US 06/16/12 C10       36.8  37.7   1.05   -4.5    430
FII    FEDERATED I  FII US 03/17/12 P17.5     31.1  57.9   1.05   90.9    382
MITI   MICROMET IN  MITI US 05/19/12 C7.5     20.9  44.8   3.50    2.6    200
TEA    TEAVANA HOL  TEA US 03/17/12 P20       19.9  81.2   0.90  -30.8    351
S      SPRINT NEXT  S US 03/17/12 P2.5        17.1  68.6   0.23    4.5   1040
FII    FEDERATED I  FII US 04/21/12 P15       16.6  60.6   0.65    8.3    864
BZH    BEAZER HOME  BZH US 03/17/12 C3.5      14.9  91.4   0.50    0.0    202
FII    FEDERATED I  FII US 04/21/12 P17.5     14.6  49.0   1.50   66.7    832
LPS    LENDER PROC  LPS US 03/17/12 C18       14.4  71.5   2.45   81.5   1250
SHFL   SHUFFLE MAS  SHFL US 03/17/12 C14      14.3  40.9   0.90   38.5    553
SONC   SONIC CORP   SONC US 06/16/12 C7.5     12.6  45.0   1.15   35.3    388
TIN    TEMPLE-INLA  TIN US 03/17/12 P31       12.6   8.9   0.10    0.0    350
CATM   CARDTRONICS  CATM US 03/17/12 P25      12.4  42.3   0.70    0.0    400
QIHU   QIHOO 360 T  QIHU US 09/22/12 P2.5     12.2 171.1   0.20   33.3    854
CAB    CABELA'S IN  CAB US 03/17/12 P22.5     11.9  56.5   0.21   40.0    503
BAC    BANK OF AME  BAC US 03/17/12 C5        11.7  70.9   2.97    0.3    402
SPF    STANDARD PA  SPF US 06/16/12 C3        11.3  69.6   1.85   48.0    206
UPS    UNITED PARC  UPS US 04/21/12 C65       11.2  24.9  11.90   -0.8    464
HCN    HEALTH CARE  HCN US 03/17/12 C55       11.0  22.9   3.00   11.1    551
AGNC   AMERICAN CA  AGNC US 06/16/12 C29      10.4  15.6   0.97    1.0    293
AAPL   APPLE INC    AAPL US 03/17/12 P420     10.3  23.6   1.20    9.1   3958
EZCH   EZCHIP SEMI  EZCH US 07/21/12 P29      10.0  45.8   1.80  -35.7    350
AAPL   APPLE INC    AAPL US 03/17/12 P425     10.0  22.9   1.51    7.1   1504

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLF    SPDR-FINL S  XLF US 01/19/13 P6       -40.9  51.0   0.08  -33.3    250
CSTR   COINSTAR IN  CSTR US 04/21/12 C42.5   -38.4  30.3  17.36  103.8    241
RATE   BANKRATE IN  RATE US 03/17/12 P22.5   -34.1  46.1   0.95  -24.0    216
AGNC   AMERICAN CA  AGNC US 06/16/12 P28     -32.6  11.7   1.12    9.8    239
AGNC   AMERICAN CA  AGNC US 03/17/12 P27     -27.7  17.9   0.20   33.3    359
INHX   INHIBITEX I  INHX US 05/19/12 C26     -26.9   2.9   0.10    0.0    274
CSTR   COINSTAR IN  CSTR US 03/17/12 C50     -24.6  42.5  10.01  144.2    685
BPAX   BIOSANTE PH  BPAX US 01/19/13 C0.5    -24.5  52.6   0.40  -27.3    549
CSTR   COINSTAR IN  CSTR US 03/17/12 C52.5   -24.3  41.8   7.54  164.6    203
AGNC   AMERICAN CA  AGNC US 03/17/12 P29     -24.2  12.9   0.76   72.7   1246
CSTR   COINSTAR IN  CSTR US 03/17/12 C60     -23.5  42.3   3.10  226.3   1017
CSTR   COINSTAR IN  CSTR US 03/17/12 C57.5   -23.1  42.1   4.40  209.9    219
CSTR   COINSTAR IN  CSTR US 03/17/12 C55     -23.0  41.9   5.60  180.0    507
AGNC   AMERICAN CA  AGNC US 03/17/12 P28     -22.8  15.5   0.37   54.2   1087
CSTR   COINSTAR IN  CSTR US 03/17/12 P60     -21.5  47.3   4.10  -61.5    264
CSTR   COINSTAR IN  CSTR US 03/17/12 P55     -21.1  46.8   1.65  -75.0    239
AGNC   AMERICAN CA  AGNC US 03/17/12 C30     -20.7  11.2   0.22  -31.2    612
GFA    GAFISA SA-A  GFA US 03/17/12 C5       -20.4  63.4   1.20    9.1    300
AGNC   AMERICAN CA  AGNC US 03/17/12 P30     -20.1  11.0   1.55   80.2    858
AGNC   AMERICAN CA  AGNC US 03/17/12 C29     -19.7  13.1   0.90    5.9    813
PMCS   PMC-SIERRA   PMCS US 03/17/12 P7      -19.3  39.1   0.30  -40.0    320
CSTR   COINSTAR IN  CSTR US 03/17/12 P50     -18.7  48.1   0.45  -87.5    480
PRGO   PERRIGO CO   PRGO US 05/19/12 C100    -18.6  26.5   3.70   -5.1    732
SWI    SOLARWINDS   SWI US 03/17/12 C35      -18.3  41.0   2.65   89.3   1583
PRGO   PERRIGO CO   PRGO US 03/17/12 C100    -18.2  27.8   2.10   -6.7    574
LEG    LEGGETT & P  LEG US 03/17/12 P22.5    -18.2  24.4   1.20   50.0    221
RGS    REGIS CORP   RGS US 03/17/12 P15      -18.1  34.1   0.05  -66.7    500
CSTR   COINSTAR IN  CSTR US 04/21/12 C50     -17.9  39.9  10.90  135.4    447
CSTR   COINSTAR IN  CSTR US 04/21/12 C55     -16.7  39.6   6.60  140.0    238
SWI    SOLARWINDS   SWI US 03/17/12 C32.5    -16.2  43.3   4.65   78.8    343
YUM    YUM! BRANDS  YUM US 03/17/12 C65      -16.1  21.4   1.85   35.0    916
SHLD   SEARS HOLDI  SHLD US 03/17/12 C22.5   -15.8  76.0  25.20   14.3    416
ALU    ALCATEL-LUC  ALU US 03/17/12 P1.5     -15.3  99.8   0.05    0.0    200
AGNC   AMERICAN CA  AGNC US 03/17/12 P31     -14.7  11.9   2.65   61.6    431
YUM    YUM! BRANDS  YUM US 03/17/12 P65      -14.5  21.6   1.77  -43.8    808
CSTR   COINSTAR IN  CSTR US 04/21/12 C60     -14.3  39.4   3.99  185.0    285
PRGO   PERRIGO CO   PRGO US 03/17/12 P95     -14.2  28.9   3.00  -34.8   1452
CSTR   COINSTAR IN  CSTR US 03/17/12 P42.5   -14.1  55.0   0.14  -87.3    253
KO     COCA-COLA C  KO US 03/17/12 P70       -13.8  11.0   1.82  -39.1    508
PRGO   PERRIGO CO   PRGO US 03/17/12 P85     -13.7  33.0   0.45  -66.7   1174
EMR    EMERSON ELE  EMR US 03/17/12 C52.5    -12.9  21.9   1.25  -37.5   1237
CSTR   COINSTAR IN  CSTR US 04/21/12 P50     -11.1  47.5   1.35  -70.0    328
EMR    EMERSON ELE  EMR US 03/17/12 P49      -11.1  26.3   0.60    7.1   1065
PRGO   PERRIGO CO   PRGO US 08/18/12 C100    -11.1  27.5   6.20  -10.1    510
VPHM   VIROPHARMA   VPHM US 03/17/12 P25     -10.9  63.3   0.60  -14.3    612
HST    HOST HOTELS  HST US 03/17/12 P16      -10.5  26.3   0.20    0.0    300
CALL   MAGICJACK V  CALL US 03/17/12 P10     -10.2 100.1   0.10  -50.0    500

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

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