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
=============================================================================
KMR    KINDER MORG  KMR US 03/17/12 C80       42.2  13.9   1.00  -16.7    250
VXX    IPATH-S&P S  VXX US 03/17/12 C20       40.9  58.6   7.00   16.7    463
KORS   MICHAEL KOR  KORS US 08/18/12 C23      39.6  56.6  19.10  138.8    245
DSX    DIANA SHIPP  DSX US 03/17/12 C10       35.1  51.7   0.65  116.7   6053
SLE    SARA LEE CO  SLE US 03/17/12 C21       33.8  26.6   0.25   66.7   5309
SHLD   SEARS HOLDI  SHLD US 01/19/13 C25      31.9  40.1  22.00   16.0    270
SLE    SARA LEE CO  SLE US 03/17/12 C20       31.3  25.0   0.55   44.7    266
OKS    ONEOK PARTN  OKS US 04/21/12 C60       30.4  17.0   1.00  100.0    214
AGNC   AMERICAN CA  AGNC US 03/17/12 P30      22.9  12.5   0.77  -17.2    207
AVNR   AVANIR PHAR  AVNR US 09/22/12 P2       22.4  96.2   0.35   40.0   1101
COP    CONOCOPHILL  COP US 03/17/12 C67.5     20.9  25.8   6.05   14.2    253
DMD    DEMAND MEDI  DMD US 03/17/12 P5        19.5 109.5   0.30    0.0   1655
HON    HONEYWELL I  HON US 03/17/12 C55       17.9  28.0   4.95   -2.9    442
RENN   RENREN INC-  RENN US 03/17/12 C4       17.6  90.0   1.55    6.9    510
DTG    DOLLAR THRI  DTG US 03/17/12 C77.5     17.6  29.2   1.40  -17.6    200
JKS    JINKOSOLAR-  JKS US 03/17/12 C7        17.5  59.7   1.35  -56.5    390
COO    COOPER COS   COO US 03/17/12 C70       17.2  42.7   6.05   28.7    200
HERO   HERCULES OF  HERO US 03/17/12 C5       16.7  57.8   0.50   -9.1    200
NOG    NORTHERN OI  NOG US 03/17/12 P22       16.4  73.9   1.30   23.8    282
VXX    IPATH-S&P S  VXX US 03/17/12 C19       16.2  56.8   7.80    4.7    204
DSX    DIANA SHIPP  DSX US 06/16/12 C10       15.4  40.9   1.00   66.7    323
SLE    SARA LEE CO  SLE US 04/21/12 C21       15.3  23.3   0.40   60.0    300
AVNR   AVANIR PHAR  AVNR US 03/17/12 C3       14.9  69.9   0.25   25.0    200
NOG    NORTHERN OI  NOG US 03/17/12 P20       14.7  85.4   0.90   38.5    306
MHS    MEDCO HEALT  MHS US 03/17/12 P60       14.2  74.3   4.30    4.9    341
DRYS   DRYSHIPS IN  DRYS US 03/17/12 C3       13.9  96.4   0.74   42.3   2369
VXX    IPATH-S&P S  VXX US 03/17/12 C25       13.8  75.1   3.35   26.9    546
HUM    HUMANA INC   HUM US 03/17/12 P82.5     13.4  34.0   1.15  -16.1    381
DSX    DIANA SHIPP  DSX US 03/17/12 C9        13.2  51.3   1.25  111.9    771
MU     MICRON TECH  MU US 03/17/12 P7         13.0  61.1   0.13  -23.5    259
AINV   APOLLO INV   AINV US 03/17/12 C6       12.9  73.1   1.15    0.0   2640
UPL    ULTRA PETRO  UPL US 03/17/12 C20       12.9  66.8   4.60   15.0   1000
WMGI   WRIGHT MED   WMGI US 03/17/12 P15      12.8  48.9   0.35    0.0    220
HUM    HUMANA INC   HUM US 03/17/12 P80       12.8  35.2   0.74   -1.3    831
HUM    HUMANA INC   HUM US 03/17/12 P85       12.8  32.5   1.89  -11.7    516
BPI    BRIDGEPOINT  BPI US 03/17/12 C25       12.7  50.4   2.45    4.3    304
SPY    SPDR S&P 50  SPY US 03/17/12 P141      12.7  11.8   6.96    4.3    617
SVU    SUPERVALU I  SVU US 04/21/12 P7        12.7  48.7   0.80   23.1   1401
CIGX   STAR SCIENT  CIGX US 03/17/12 C3.5     12.6  78.3   0.55   37.5   1375
HUM    HUMANA INC   HUM US 03/17/12 C85       12.5  32.6   5.30   35.9    369
MHR    MAGNUM HUNT  MHR US 03/17/12 C5        12.3  83.9   1.75   20.7    242
DRYS   DRYSHIPS IN  DRYS US 03/17/12 C3.5     12.2  91.5   0.44   76.0   3227
BPI    BRIDGEPOINT  BPI US 08/18/12 P22.5     12.2  58.9   2.35  -26.6   1000
GNK    GENCO SHIPP  GNK US 04/21/12 P7        12.1 116.9   0.65    8.3    553
MU     MICRON TECH  MU US 04/21/12 P7         11.9  58.2   0.29  -17.1   1163
MHS    MEDCO HEALT  MHS US 03/17/12 C62.5     11.7  70.8   4.75   21.8    503
GNK    GENCO SHIPP  GNK US 03/17/12 C8        11.7  85.2   2.10   23.5    422
MU     MICRON TECH  MU US 04/21/12 C7         11.6  58.4   1.54   35.1    329
LDK    LDK SOLAR C  LDK US 03/17/12 C5.5      11.6  73.5   0.67  -36.8    231
TEA    TEAVANA HOL  TEA US 03/17/12 P20       11.6  87.6   0.65    8.3    292
NOG    NORTHERN OI  NOG US 03/17/12 P19       11.5  91.9   0.70   27.3   6371
SDRL   SEADRILL LT  SDRL US 03/17/12 P39      11.3  25.4   1.55   24.0    518
AGNC   AMERICAN CA  AGNC US 03/17/12 C30      11.3  11.5   0.81   42.1    305
NOG    NORTHERN OI  NOG US 06/16/12 P21       11.3  61.7   2.05   24.2    353
FRO    FRONTLINE L  FRO US 03/17/12 C4        11.2  88.6   1.10   46.7    240
MU     MICRON TECH  MU US 03/17/12 P8         10.9  51.6   0.38  -28.3   1081
MU     MICRON TECH  MU US 03/17/12 C8         10.9  52.1   0.64   77.8    761
FSLR   FIRST SOLAR  FSLR US 03/17/12 P40      10.8  84.3   4.90   68.4    519
HUM    HUMANA INC   HUM US 03/17/12 C90       10.7  30.3   2.44   53.5   4755
SMG    SCOTTS MIRA  SMG US 03/17/12 P50       10.7  27.9   2.70   54.3    276
OC     OWENS CORNI  OC US 03/17/12 C33        10.7  45.4   1.80  -21.7    374
SNA    SNAP-ON INC  SNA US 03/17/12 C60       10.6  22.7   2.65   17.8    502
NWSA   NEWS CORP-A  NWSA US 03/17/12 P19      10.6  31.5   0.65    8.3    628
FSLR   FIRST SOLAR  FSLR US 03/17/12 C40      10.5  83.0   2.90  -37.0    447
MU     MICRON TECH  MU US 04/21/12 P8         10.5  52.5   0.60  -17.8   1024
MU     MICRON TECH  MU US 04/21/12 C8         10.5  53.1   0.88   54.4   1252
HOV    HOVNANIAN E  HOV US 03/17/12 C3        10.2 109.8   0.35    0.0   1163
GNK    GENCO SHIPP  GNK US 04/21/12 P9        10.2 109.7   1.30  -16.1   1258
CIGX   STAR SCIENT  CIGX US 01/19/13 C3.5     10.2  67.7   1.15   27.8    500
KORS   MICHAEL KOR  KORS US 05/19/12 C43      10.1  40.2   2.40    0.0    284

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SNDA   SHANDA INTE  SNDA US 09/22/12 P41     -87.9   1.5   0.05  -92.3    250
CHKR   CHESAPEAKE   CHKR US 05/19/12 C22.5   -49.0  24.2   3.40  -24.4   2913
DMD    DEMAND MEDI  DMD US 03/17/12 P2.5     -35.0 192.6   0.05    0.0    407
CHKR   CHESAPEAKE   CHKR US 08/18/12 C25     -32.6  15.6   1.80  -14.3   3004
EWJ    ISHARES-JAP  EWJ US 03/17/12 C8       -30.4  29.4   1.73    5.5    310
AVP    AVON PRODUC  AVP US 03/17/12 C18      -30.4  30.8   0.52  -20.0    427
EUO    PROSH-UL/SH  EUO US 05/19/12 C15      -29.0  16.6   4.60    7.0    250
FOSL   FOSSIL INC   FOSL US 03/17/12 P100    -28.9  45.7   1.90  -61.2    450
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5    -28.3  69.5   0.30  -14.3    560
ZIP    ZIPCAR INC   ZIP US 03/17/12 P12.5    -25.9  62.9   0.40   33.3    398
FOSL   FOSSIL INC   FOSL US 03/17/12 P110    -25.8  43.4   5.10  -48.4    259
FOSL   FOSSIL INC   FOSL US 03/17/12 C110    -25.8  43.2   6.10   24.5    389
FOSL   FOSSIL INC   FOSL US 03/17/12 C115    -24.4  42.7   3.60    2.9    254
FOSL   FOSSIL INC   FOSL US 03/17/12 C100    -23.0  45.2  12.70   28.3    242
UTHR   UNITED THER  UTHR US 03/17/12 P42.5   -22.5  38.1   0.50   -9.1    284
FOSL   FOSSIL INC   FOSL US 03/17/12 P105    -22.4  45.2   3.10  -56.9    296
SGEN   SEATTLE GEN  SGEN US 03/17/12 P17.5   -21.3  55.6   1.05   16.7    207
FOSL   FOSSIL INC   FOSL US 03/17/12 C105    -21.1  44.6   8.78   18.6    349
AVP    AVON PRODUC  AVP US 04/21/12 C18      -20.2  29.9   0.75  -11.8    328
ARRY   ARRAY BIOPH  ARRY US 06/16/12 P2.5    -18.6  71.7   0.30  -40.0   6000
KERX   KERYX BIOPH  KERX US 03/17/12 P2      -17.5 171.2   0.15    0.0    489
GT     GOODYEAR TI  GT US 03/17/12 P12       -17.5  45.5   0.35   94.4    517
CIM    CHIMERA INV  CIM US 09/22/12 C3       -17.3  23.0   0.11  -26.7    220
VXX    IPATH-S&P S  VXX US 03/17/12 P26      -16.8  79.5   2.08  -23.0    583
WPI    WATSON PHAR  WPI US 03/17/12 C60      -16.5  30.0   1.75   16.7    414
XLI    SPDR-INDU S  XLI US 03/17/12 C35      -16.1  23.1   2.49   -3.9   2352
RAX    RACKSPACE H  RAX US 03/17/12 C55      -15.8  38.0   2.35  197.5   1500
ASH    ASHLAND INC  ASH US 04/21/12 C40      -15.4  61.4  23.60    1.7   1500
ASIA   ASIAINFO-LI  ASIA US 03/17/12 C12     -15.4  71.0   0.65  -38.1    200
SMG    SCOTTS MIRA  SMG US 06/16/12 C45      -15.3  25.6   4.80  -31.4    206
RAX    RACKSPACE H  RAX US 03/17/12 P55      -15.2  38.7   2.88  -57.6    367
MAS    MASCO CORP   MAS US 03/17/12 P11      -15.0  49.5   0.40  166.7    527
MAS    MASCO CORP   MAS US 03/17/12 C12      -14.9  46.1   0.45  -71.0    294
WPI    WATSON PHAR  WPI US 03/17/12 P55      -14.6  31.3   0.65  -50.0    607
EXM    EXCEL MARIT  EXM US 03/17/12 P2       -13.5 126.5   0.20  -20.0   2748
RAX    RACKSPACE H  RAX US 03/17/12 C50      -13.4  40.8   5.00  104.1    585
GT     GOODYEAR TI  GT US 03/17/12 P13       -13.3  43.2   0.75   78.6   1015
RAX    RACKSPACE H  RAX US 03/17/12 C45      -13.2  44.9   9.60   77.1    284
GT     GOODYEAR TI  GT US 03/17/12 C13       -12.8  45.1   0.55  -62.1   2973
CHTP   CHELSEA THE  CHTP US 09/22/12 P2      -12.7 132.8   0.50  -37.5    912
AVP    AVON PRODUC  AVP US 07/21/12 C18      -12.4  31.6   1.35    3.9    668
KORS   MICHAEL KOR  KORS US 03/17/12 C40     -12.2  43.5   3.30    0.0    351
UUP    POWERSHARES  UUP US 03/17/12 C22      -12.2   8.3   0.31   14.8   8104
THOR   THORATEC CO  THOR US 03/17/12 C34     -11.9  32.9   1.30  -23.5    201
THOR   THORATEC CO  THOR US 04/21/12 P30     -11.6  36.3   0.65  -18.8    498
RAX    RACKSPACE H  RAX US 03/17/12 P49      -11.4  43.2   0.70  -75.9    651
THOR   THORATEC CO  THOR US 04/21/12 P31     -11.2  36.0   0.80  -20.0    623
RAX    RACKSPACE H  RAX US 03/17/12 P50      -11.1  41.9   0.90  -73.5    255
ENTR   ENTROPIC CO  ENTR US 03/17/12 C7      -10.8  53.1   0.40  -38.5    260
KORS   MICHAEL KOR  KORS US 03/17/12 C38     -10.8  46.6   4.20    0.0    265
SMG    SCOTTS MIRA  SMG US 06/16/12 C50      -10.6  24.3   1.90  -33.3    210
MMI    MOTOROLA MO  MMI US 03/17/12 P37      -10.6  17.4   0.10  -71.4    340
GTAT   GT ADVANCED  GTAT US 03/17/12 C7.5    -10.4  59.1   1.50  -16.7   2080
AVP    AVON PRODUC  AVP US 03/17/12 P18      -10.2  30.0   0.85  -26.1    511

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

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