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
=============================================================================
NLY    ANNALY CAPI  NLY US 04/21/12 P17       32.4   9.7   0.99   -1.0    269
BAC    BANK OF AME  BAC US 03/17/12 C5        29.3  91.9   2.82   -4.1    290
NAT    NORDIC AMER  NAT US 03/17/12 C13       28.6  35.3   1.40   27.3    211
CIM    CHIMERA INV  CIM US 09/22/12 C3        28.6  28.2   0.15   50.0    500
HDY    HYPERDYNAMI  HDY US 06/16/12 C1        21.6 130.0   0.60  -52.8    757
BAC    BANK OF AME  BAC US 03/17/12 C5.5      19.1  75.5   2.45    6.5    254
LLEN   L&L ENERGY   LLEN US 06/16/12 P2       18.7 137.7   0.55   57.1    200
RENN   RENREN INC-  RENN US 03/17/12 C4       18.4  80.9   1.55   14.8    399
AREX   APPROACH RE  AREX US 03/17/12 C25      17.8  75.9  12.09    8.0    506
DVN    DEVON ENERG  DVN US 03/17/12 P50       16.6  62.7   0.04   33.3    203
MTG    MGIC INVT C  MTG US 03/17/12 C4        15.6  90.0   0.68    1.5    455
SPY    SPDR S&P 50  SPY US 03/17/12 P140      15.3  12.0   5.87   -9.7    494
LLEN   L&L ENERGY   LLEN US 03/17/12 C1       14.9 219.3   1.25  -19.4    440
MS     MORGAN STAN  MS US 03/17/12 P12        14.5  86.4   0.04  100.0    795
CMCSA  COMCAST COR  CMCSA US 03/17/12 P20     14.4  59.3   0.04   33.3    665
MS     MORGAN STAN  MS US 03/17/12 P13        14.3  79.6   0.09  200.0   1911
HON    HONEYWELL I  HON US 03/17/12 C55       14.0  31.2   4.65    4.5    200
FXY    CRYSHS-JAPA  FXY US 03/17/12 C131      13.4  10.4   0.08  -75.8    510
HDY    HYPERDYNAMI  HDY US 09/22/12 C1        13.3 112.3   0.55  -57.7   1908
MMR    MCMORAN EXP  MMR US 03/17/12 C14       13.1  96.5   1.35    1.5    401
RRD    RR DONNELLE  RRD US 03/17/12 P12       12.8  52.3   0.25  -44.4    240
EGLE   EAGLE BULK   EGLE US 06/16/12 P1.5     12.3  89.9   0.20   33.3    430
AFSI   AMTRUST FIN  AFSI US 03/17/12 C25      12.2  35.8   2.65    6.0    310
ARCC   ARES CAPITA  ARCC US 06/16/12 C16      12.1  20.5   0.65    0.0   1006
MGA    MAGNA INTL   MGA US 03/17/12 C45       12.1  35.7   1.60  128.6   1175
MTG    MGIC INVT C  MTG US 03/17/12 P4.5      12.0  85.4   0.36   -7.7   1089
AVP    AVON PRODUC  AVP US 03/17/12 P18       11.8  31.3   0.25  -44.4    291
DECK   DECKERS OUT  DECK US 03/17/12 P82.5    11.7  70.8   4.50  -15.1    454
NTRI   NUTRISYSTEM  NTRI US 03/17/12 P9       11.7  65.8   0.15    0.0    500
MS     MORGAN STAN  MS US 03/17/12 P15        11.6  66.6   0.18   63.6    719
MTG    MGIC INVT C  MTG US 03/17/12 C4.5      11.6  82.7   0.51   34.2  43520
EWJ    ISHARES-JAP  EWJ US 03/17/12 P10       11.5  18.8   0.27   -3.6    268
EXPD   EXPEDITORS   EXPD US 03/17/12 C42.5    11.3  34.6   2.50   28.2    253
ARIA   ARIAD PHARM  ARIA US 03/17/12 C15      11.0  58.8   1.25   31.6    485
UUP    POWERSHARES  UUP US 03/17/12 C22       11.0   9.2   0.35    2.9   1297
DECK   DECKERS OUT  DECK US 03/17/12 P72.5    10.7  77.1   1.80  -10.0    209
PAL    NORTH AMER   PAL US 03/17/12 C2        10.3  74.6   0.65   18.2    203
KRO    KRONOS WORL  KRO US 03/17/12 P22.5     10.2  53.5   1.40   47.4    511
BAC    BANK OF AME  BAC US 03/17/12 P5.5      10.1  75.5   0.03   50.0    237
BSX    BOSTON SCIE  BSX US 03/17/12 C6        10.1  39.8   0.21   10.5   5097
RDN    RADIAN GROU  RDN US 01/19/13 P2        10.1 135.9   0.65    8.3   5436

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AEA    ADVANCE AME  AEA US 07/21/12 P10      -75.7   7.8   0.10    0.0   1249
MNST   MONSTER BEV  MNST US 03/17/12 C55     -67.0  44.5   1.70    0.0    306
EQIX   EQUINIX INC  EQIX US 03/17/12 C135    -38.0  34.7   4.60  -10.8    763
BPAX   BIOSANTE PH  BPAX US 03/17/12 C0.5    -36.0 111.0   0.35  -22.2    709
ITRI   ITRON INC    ITRI US 03/17/12 C50     -34.1  35.2   1.70    0.0    235
EQIX   EQUINIX INC  EQIX US 03/17/12 P125    -31.8  39.4   2.45  -67.3    210
NTAP   NETAPP INC   NTAP US 03/17/12 C39     -31.1  39.3   3.70   19.4   5972
NTAP   NETAPP INC   NTAP US 03/17/12 C40     -30.5  39.8   3.05   26.6    578
NTAP   NETAPP INC   NTAP US 03/17/12 P42     -30.5  37.6   1.80  -53.2    579
NTAP   NETAPP INC   NTAP US 03/17/12 C42     -30.4  37.9   1.84   14.3   1401
NTAP   NETAPP INC   NTAP US 03/17/12 C41     -30.2  38.7   2.36   19.2    273
NTAP   NETAPP INC   NTAP US 03/17/12 C43     -30.0  37.9   1.44    5.9    835
HDY    HYPERDYNAMI  HDY US 03/17/12 P1       -29.6 187.3   0.10    0.0   1467
CAR    AVIS BUDGET  CAR US 03/17/12 P11      -28.6  66.3   0.35   75.0    447
SKX    SKECHERS US  SKX US 03/17/12 P14      -28.5  45.5   0.85  -22.7    282
NTAP   NETAPP INC   NTAP US 03/17/12 P40     -28.5  39.1   0.98  -62.0    369
EQIX   EQUINIX INC  EQIX US 03/17/12 P120    -28.2  43.1   1.70  -67.9   1178
ZAGG   ZAGG INC     ZAGG US 03/17/12 C7      -28.1  62.8   2.25  -15.1    400
NTAP   NETAPP INC   NTAP US 03/17/12 C37     -28.0  42.3   5.35   27.4    325
VQ     VENOCO INC   VQ US 03/17/12 C10       -27.0  36.7   1.15  -17.9    317
NTAP   NETAPP INC   NTAP US 03/17/12 P37     -26.7  42.5   0.34  -74.2   1231
CAR    AVIS BUDGET  CAR US 03/17/12 P12      -26.3  59.9   0.60   71.4    443
CTL    CENTURYLINK  CTL US 03/17/12 P38      -26.3  18.2   1.05  -34.4    213
ELNK   EARTHLINK I  ELNK US 03/17/12 P8      -26.0  38.4   0.55   22.2    231
NILE   BLUE NILE I  NILE US 03/17/12 P30     -25.2  74.0   0.59   -9.2   1514
NILE   BLUE NILE I  NILE US 03/17/12 P35     -25.0  70.5   1.85   14.2   1129
CAR    AVIS BUDGET  CAR US 03/17/12 C13      -24.8  54.4   0.55  -76.1    649
CAR    AVIS BUDGET  CAR US 03/17/12 P13      -24.6  56.2   1.13  126.0    284
TSLA   TESLA MOTOR  TSLA US 03/17/12 C35     -24.5  40.8   1.10  -29.0   3819
SJM    JM SMUCKER   SJM US 03/17/12 P70      -24.4  21.5   0.80    0.0    345
NPSP   NPS PHARM I  NPSP US 05/19/12 P7      -24.0  58.4   0.70  -26.3    209
NTES   NETEASE.COM  NTES US 03/17/12 C46     -23.4  40.7   3.30  -41.1    256
AAP    ADVANCE AUT  AAP US 03/17/12 C85      -23.3  22.8   2.60  225.0    362
TSLA   TESLA MOTOR  TSLA US 03/17/12 C34     -22.8  42.4   1.50  -26.8    786
NPSP   NPS PHARM I  NPSP US 05/19/12 P6      -22.8  65.9   0.25  -54.5    383
NTAP   NETAPP INC   NTAP US 03/17/12 P35     -22.6  45.5   0.16  -81.4    715
SKX    SKECHERS US  SKX US 03/17/12 C13      -22.5  52.1   1.13  -33.5    289
NTES   NETEASE.COM  NTES US 03/17/12 C48     -21.1  39.4   2.10  -46.8    389
UPL    ULTRA PETRO  UPL US 03/17/12 P23      -21.0  49.2   1.10   69.2    407
ENDP   ENDO PHARMA  ENDP US 04/21/12 C30     -20.3  37.6   6.00  -13.0    365
GURE   GULF RESOUR  GURE US 04/21/12 C2.5    -20.0  63.8   0.25  -37.5    841
BPAX   BIOSANTE PH  BPAX US 01/18/14 C0.5    -19.9  68.5   0.45  -35.7    200
CTL    CENTURYLINK  CTL US 03/17/12 C38      -19.7  19.8   0.85    6.2    319
HBI    HANESBRANDS  HBI US 03/17/12 P25      -19.6  38.6   0.35  -46.1    437
VCI    VALASSIS CO  VCI US 03/17/12 C25      -19.4  43.0   1.05   61.5    301
UPL    ULTRA PETRO  UPL US 03/17/12 C23      -19.3  49.7   1.45  -50.0    226
UPL    ULTRA PETRO  UPL US 03/17/12 P24      -19.1  47.3   1.65   73.7    371
AAP    ADVANCE AUT  AAP US 03/17/12 C80      -18.8  24.8   5.90  131.4   2869
CBS    CBS CORP-B   CBS US 03/17/12 P30      -18.1  31.8   1.70    3.0    832
GM     GENERAL MOT  GM US 03/17/12 C27       -17.7  33.6   0.71   57.8   1032
NTAP   NETAPP INC   NTAP US 09/22/12 C44     -17.4  36.7   3.95   23.4    206
CBS    CBS CORP-B   CBS US 03/17/12 C30      -17.1  31.6   0.65  -38.1   3716
PCYC   PHARMACYCLI  PCYC US 03/17/12 C25     -17.1  58.1   1.55  -11.4    479
VCI    VALASSIS CO  VCI US 03/17/12 P22.5    -17.1  47.4   0.55  -59.3    296
NTAP   NETAPP INC   NTAP US 03/17/12 C33     -17.0  47.3   9.15   35.6    341
NVDA   NVIDIA CORP  NVDA US 03/17/12 C16     -16.8  39.2   0.79  -18.6   3798
DTV    DIRECTV-A    DTV US 03/17/12 C48      -16.5  21.5   0.40  -42.9   1355
SKX    SKECHERS US  SKX US 04/21/12 P14      -16.5  46.0   1.10  -15.4    235
NXY    NEXEN INC    NXY US 03/17/12 P19      -16.2  33.0   0.60  -63.2    854
SNV    SYNOVUS FIN  SNV US 05/19/12 C1.5     -16.1  64.4   0.50   -3.9    204
TRW    TRW AUTOMOT  TRW US 03/17/12 C45      -16.1  36.4   3.70  311.1    209
NVDA   NVIDIA CORP  NVDA US 03/17/12 P16     -15.9  39.6   0.69  -13.8    868
WFR    MEMC ELEC M  WFR US 03/17/12 C5       -15.9  67.5   0.29    7.4   2065
DTV    DIRECTV-A    DTV US 03/17/12 C47      -15.5  22.2   0.77  -30.0    447
NILE   BLUE NILE I  NILE US 08/18/12 P20     -15.5  66.1   0.50   25.0    406
AAP    ADVANCE AUT  AAP US 03/17/12 P80      -15.3  25.9   0.55  -82.0    464
CBS    CBS CORP-B   CBS US 03/17/12 P28      -15.3  36.5   0.80   -3.6    472
CJES   C&J ENERGY   CJES US 03/17/12 C20     -15.2  54.8   1.05  -25.0    225
GM     GENERAL MOT  GM US 03/17/12 C26       -15.2  34.7   1.20   66.7    660
GM     GENERAL MOT  GM US 03/17/12 P26       -15.2  34.6   0.88  -51.6    473
TNB    THOMAS & BE  TNB US 06/16/12 P70      -15.2   6.5   0.40    0.0    300
NXY    NEXEN INC    NXY US 03/17/12 C20      -15.1  30.2   0.40    0.0    635
TAP    MOLSON COOR  TAP US 03/17/12 C45      -15.0  19.7   1.00   53.9    341
S      SPRINT NEXT  S US 05/19/12 C1         -14.9  87.4   1.22   -9.0    345
CBS    CBS CORP-B   CBS US 03/17/12 P29      -14.7  34.1   1.14   -0.9    814
VFC    VF CORP      VFC US 03/17/12 P125     -14.5  33.5   0.35  -50.0   1600
NVDA   NVIDIA CORP  NVDA US 03/17/12 P15     -14.2  41.0   0.30  -18.9   1173
NTAP   NETAPP INC   NTAP US 03/17/12 P32     -14.2  52.1   0.07  -78.1    900
CBS    CBS CORP-B   CBS US 03/17/12 C28      -14.1  36.0   1.75  -19.4    253
CBS    CBS CORP-B   CBS US 03/17/12 P27      -14.1  39.1   0.50   -9.1    715
CAR    AVIS BUDGET  CAR US 05/19/12 C11      -14.1  61.3   2.25  -52.1    403
DTV    DIRECTV-A    DTV US 03/17/12 C46      -13.8  23.0   1.24  -17.3    490
UPL    ULTRA PETRO  UPL US 03/17/12 C20      -13.7  59.3   3.70  -32.7    323
ISIS   ISIS PHARM   ISIS US 03/17/12 C9      -13.6  58.2   0.45    0.0    649
VXX    IPATH-S&P S  VXX US 03/17/12 P20      -13.6  65.7   0.05  -44.4    216
ACAS   AMERICAN CA  ACAS US 03/17/12 C7      -13.4  51.1   1.76  -15.4    448
CTL    CENTURYLINK  CTL US 04/21/12 P37      -13.4  19.2   0.90  -10.0    340
SJM    JM SMUCKER   SJM US 03/17/12 C75      -13.3  21.1   0.65  -85.2    319
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2      -13.2  33.2   0.16  -11.1    459
NVDA   NVIDIA CORP  NVDA US 03/17/12 C15     -13.1  40.9   1.40   -9.7   1286
ETP    ENERGY TRAN  ETP US 03/17/12 P45      -12.8  20.7   0.25    0.0    420
NVDA   NVIDIA CORP  NVDA US 03/17/12 C14     -12.7  43.5   2.25   -5.1    432
PFCB   PF CHANG'S   PFCB US 03/17/12 C35     -12.5  37.6   1.04  -28.3    809
ABB    ABB LTD-ADR  ABB US 03/17/12 C21      -12.3  27.8   0.60  -42.9    224
SJM    JM SMUCKER   SJM US 04/21/12 C75      -12.3  17.9   1.00  -77.8    235
AM     AMER GREETI  AM US 03/17/12 C15       -12.0  27.1   0.45   12.5    861
ITRI   ITRON INC    ITRI US 05/19/12 C50     -12.0  36.5   3.30  500.0    425
UEC    URANIUM ENE  UEC US 05/19/12 C2.5     -12.0  48.3   1.50    7.1    400
CF     CF INDUSTRI  CF US 03/17/12 C180      -12.0  44.3   5.75  -41.3    595
AMCC   APPLIED MIC  AMCC US 05/19/12 C7.5    -11.8  42.8   0.65    0.0   1771
TEX    TEREX CORP   TEX US 03/17/12 C23      -11.7  59.3   2.75   41.0    465
CF     CF INDUSTRI  CF US 03/17/12 P180      -11.6  43.8  12.70   19.8    266
NTAP   NETAPP INC   NTAP US 06/16/12 C38     -11.5  41.8   6.55   19.1   5006
CTL    CENTURYLINK  CTL US 04/21/12 C37      -11.5  20.0   1.80   28.6    282
CF     CF INDUSTRI  CF US 03/17/12 C175      -11.3  44.1   7.50  -39.0    625
CLF    CLIFFS NATU  CLF US 03/17/12 P67.5    -11.3  44.6   3.50    1.4    261
CLF    CLIFFS NATU  CLF US 03/17/12 P65      -11.0  45.1   2.38   -0.8    431
WSH    WILLIS GRP   WSH US 04/21/12 P35      -10.8  17.9   1.25   25.0    200
WM     WASTE MANAG  WM US 03/17/12 C35       -10.8  18.7   0.45  -40.0    302
CF     CF INDUSTRI  CF US 03/17/12 P175      -10.7  44.0   9.50   16.6    447
CAR    AVIS BUDGET  CAR US 05/19/12 P12      -10.7  56.7   1.15   62.0    381
CLF    CLIFFS NATU  CLF US 03/17/12 C67.5    -10.5  45.0   3.35  -26.4    365
CLF    CLIFFS NATU  CLF US 03/17/12 P60      -10.4  47.6   0.97   -6.7   1105
CLF    CLIFFS NATU  CLF US 03/17/12 C70      -10.3  44.8   2.24  -30.0   1134
CALL   MAGICJACK V  CALL US 03/17/12 P20     -10.2  62.0   1.70  -12.8    652
GM     GENERAL MOT  GM US 03/17/12 P24       -10.2  38.2   0.28  -65.0    241

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

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