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
=============================================================================
PPL    PPL CORPORA  PPL US 03/17/12 C27       27.4  17.4   1.20  -20.5    500
AAPL   APPLE INC    AAPL US 03/17/12 C425     21.4  34.6  75.39    8.8    228
S      SPRINT NEXT  S US 03/17/12 P1.5        20.8 100.6   0.01    0.0    777
LYV    LIVE NATION  LYV US 04/21/12 P7.5      19.5  77.4   0.25   25.0    438
LYV    LIVE NATION  LYV US 03/17/12 P10       19.0  60.3   0.35  -22.2    999
LNG    CHENIERE EN  LNG US 03/17/12 P9        18.1 129.0   0.20    0.0   1475
VXX    IPATH-S&P S  VXX US 06/16/12 C20       16.9  63.3   7.70  -20.2    414
JCOM   J2 GLOBAL I  JCOM US 03/17/12 P25      16.7  44.3   0.20   33.3    382
LNG    CHENIERE EN  LNG US 03/17/12 P8        16.4 126.9   0.05  -50.0    291
GNOM   COMPLETE GE  GNOM US 03/17/12 C5       15.3 133.1   0.85  750.0    295
FSIN   FUSHI COPPE  FSIN US 03/17/12 P7.5     14.7  71.0   0.40   14.3    593
CORT   CORCEPT THE  CORT US 03/17/12 C2.5     13.3 342.3   1.15    9.5   2014
NOK    NOKIA CORP-  NOK US 03/17/12 P4        13.3  63.9   0.05    0.0    300
SVM    SILVERCORP   SVM US 03/17/12 P6        13.0  59.6   0.10    0.0    260
WM     WASTE MANAG  WM US 03/17/12 P30        12.9  36.6   0.10    0.0   2702
CHTP   CHELSEA THE  CHTP US 03/17/12 P3       12.7 260.2   0.75   66.7   1066
OSG    OVERSEAS SH  OSG US 03/17/12 P7        12.7 133.0   0.31   24.0    280
ONTY   ONCOTHYREON  ONTY US 03/17/12 P5       12.6 295.1   0.85    4.9    318
ITT    ITT CORP     ITT US 03/17/12 P20       12.4  40.5   0.24  -14.3   3157
XLU    SPDR-UTIL S  XLU US 03/17/12 P35       12.3  11.3   0.76   -1.3    301
ISRG   INTUITIVE S  ISRG US 03/17/12 C495     12.3  27.8  17.51   33.4    223
SD     SANDRIDGE E  SD US 03/17/12 P5         11.9 105.8   0.07   16.7    375
SD     SANDRIDGE E  SD US 03/17/12 C5         11.9 103.6   2.78   11.7    326
LYV    LIVE NATION  LYV US 04/21/12 P10       11.8  56.7   0.65  -18.8  11462
PBY    PEP BOYS MM  PBY US 07/21/12 C15       11.4   7.6   0.40   -7.0   2250
KBR    KBR INC      KBR US 03/17/12 C32       11.3  49.6   2.50   -2.0   1761
VXX    IPATH-S&P S  VXX US 03/17/12 C25       11.3  75.0   3.10  -17.3    531
MSFT   MICROSOFT C  MSFT US 03/17/12 C26      11.2  42.3   4.55    2.2   4667
LNG    CHENIERE EN  LNG US 03/17/12 P13       11.2 117.7   1.00  -23.1   2707
AAPL   APPLE INC    AAPL US 03/17/12 C460     11.1  31.1  44.35   15.1    733
ALXN   ALEXION PHA  ALXN US 05/19/12 C60      11.1  39.3  24.70   22.8    339
PFE    PFIZER INC   PFE US 03/17/12 P19       11.0  27.0   0.05  -28.6    215
ESRX   EXPRESS SCR  ESRX US 03/17/12 C50      10.9  50.1   2.74   -3.2   1058
AAPL   APPLE INC    AAPL US 03/17/12 C480     10.9  30.3  29.00   19.3   1014
MMI    MOTOROLA MO  MMI US 03/17/12 C39       10.9  12.0   0.85   13.3    200
AAPL   APPLE INC    AAPL US 03/17/12 C485     10.7  30.2  25.75   21.5    955
AAPL   APPLE INC    AAPL US 03/17/12 C475     10.6  30.4  32.20   17.9   3322
AA     ALCOA INC    AA US 03/17/12 P8         10.5  54.7   0.04  100.0    418
KBR    KBR INC      KBR US 03/17/12 P33       10.4  48.0   1.80    9.1    255
AAPL   APPLE INC    AAPL US 03/17/12 C455     10.4  31.3  48.60   13.8    366
ESRX   EXPRESS SCR  ESRX US 03/17/12 P50      10.3  49.7   3.10   12.3    855
GILD   GILEAD SCIE  GILD US 03/17/12 P52.5    10.3  44.6   1.80  -13.0   1533
AAPL   APPLE INC    AAPL US 03/17/12 P490     10.2  30.1  13.24  -11.4   2531
AAPL   APPLE INC    AAPL US 03/17/12 P480     10.2  30.2   9.25  -13.9   3262
WPRT   WESTPORT IN  WPRT US 07/21/12 C45      10.1  52.6   5.90   31.1    811
AAPL   APPLE INC    AAPL US 03/17/12 C500     10.1  30.0  17.40   26.6   7294
AAPL   APPLE INC    AAPL US 03/17/12 P450     10.0  31.8   3.07   -8.4   1354
AAPL   APPLE INC    AAPL US 03/17/12 C510     10.0  30.0  13.05   31.2   5969

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TRGP   TARGA RESOU  TRGP US 03/17/12 C43     -53.2  25.3   1.10   10.0    591
CLWR   CLEARWIRE -  CLWR US 03/17/12 C1.5    -39.1  80.6   0.60    0.0    465
OSG    OVERSEAS SH  OSG US 03/17/12 C9       -28.3 100.7   1.75    0.0    200
HOV    HOVNANIAN E  HOV US 05/19/12 C2.5     -15.4  77.5   0.75    0.0    600
GNOM   COMPLETE GE  GNOM US 03/17/12 C2.5    -15.1 105.0   2.70  170.0    290
AGNC   AMERICAN CA  AGNC US 03/17/12 C29     -14.8  11.6   1.45   16.9    240
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5    -12.9  74.6   0.35    0.0    260
CTL    CENTURYLINK  CTL US 03/17/12 C38      -12.4  20.9   0.75   -3.9    450
ATVI   ACTIVISION   ATVI US 03/17/12 C12     -12.2  25.9   0.47  -21.7    270
PCYC   PHARMACYCLI  PCYC US 03/17/12 C20     -11.4  68.2   5.40   38.5    362
AKS    AK STEEL HL  AKS US 03/17/12 C5       -11.2  92.7   3.20    0.0    285
AVP    AVON PRODUC  AVP US 03/17/12 P18      -11.1  34.2   1.00    3.1    271
DMND   DIAMOND FOO  DMND US 03/17/12 C24     -10.3  73.2   1.50  -31.8    291

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

-- Bloomberg News

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