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
=============================================================================
ANW    AEGEAN MARI  ANW US 03/17/12 C5        46.8  74.8   1.30    0.0    327
ALU    ALCATEL-LUC  ALU US 03/17/12 C2        40.3  75.9   0.50   25.0   1155
PVA    PENN VIRGIN  PVA US 03/17/12 C5        26.1 100.8   1.30   44.4    300
SPWR   SUNPOWER CO  SPWR US 03/17/12 C8       23.0  92.3   1.17  120.8    952
BAC    BANK OF AME  BAC US 03/17/12 C5        21.7 104.0   3.05    1.7    225
CSIQ   CANADIAN SO  CSIQ US 03/17/12 C4       19.9 128.3   0.65  116.7   8672
FIO    FUSION-IO I  FIO US 03/17/12 P20       16.9  85.1   0.26  -13.3    292
KMI    KINDER MORG  KMI US 03/17/12 P32.5     16.1  26.7   0.95    3.3    449
FGP    FERRELLGAS-  FGP US 03/17/12 P17.5     15.6  41.6   0.80   14.3    463
SVU    SUPERVALU I  SVU US 03/17/12 C7        15.0  35.0   0.23   53.3   5551
SCMR   SYCAMORE NE  SCMR US 03/17/12 C17.5    15.0  40.4   1.60  -36.0    400
HDY    HYPERDYNAMI  HDY US 06/16/12 C1        14.6 141.5   0.65    8.3    800
OWW    ORBITZ WORL  OWW US 03/17/12 C2.5      14.2  89.1   0.60  -16.7    225
FIO    FUSION-IO I  FIO US 03/17/12 C22.5     14.2  74.9   5.00   56.2    437
PLX    PROTALIX BI  PLX US 05/19/12 C5        13.5 112.5   1.40   12.0    922
SHLD   SEARS HOLDI  SHLD US 01/19/13 C35      13.5  23.8  21.00    8.2   2003
CSIQ   CANADIAN SO  CSIQ US 03/17/12 P4       13.3 122.5   0.50  -23.1    358
NOK    NOKIA CORP-  NOK US 03/17/12 C5        12.9  49.6   0.52   44.4   1809
CVGI   COMMERCIAL   CVGI US 03/17/12 C10      11.9  85.1   3.00  -14.3    200
IMAX   IMAX CORP    IMAX US 03/17/12 P24      11.0  68.1   1.90    5.6    486
GE     GENERAL ELE  GE US 03/17/12 C17        10.8  31.6   2.23    9.8    283
TRGT   TARGACEPT I  TRGT US 05/19/12 P7.5     10.6 102.4   1.75   10.8    436
FST    FOREST OIL   FST US 03/17/12 P12       10.6  74.5   0.30   20.0   1000
IMAX   IMAX CORP    IMAX US 03/17/12 C25      10.6  66.0   1.25   14.7    468
GEOY   GEOEYE INC   GEOY US 03/17/12 C20      10.2  80.1   3.00   11.1    310
TQNT   TRIQUINT SE  TQNT US 03/17/12 C6       10.0  55.0   0.62    3.3    207

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
FTR    FRONTIER CO  FTR US 03/17/12 C4       -45.1  50.3   0.65    0.0  29959
FTR    FRONTIER CO  FTR US 03/17/12 P4       -39.4  53.2   0.10  -60.0    779
CPB    CAMPBELL SO  CPB US 03/17/12 P32      -33.9  12.2   0.15  -75.0    200
FTR    FRONTIER CO  FTR US 05/19/12 P4       -33.5  48.1   0.25  -44.4    300
AAWW   ATLAS AIR W  AAWW US 03/17/12 C42.5   -32.8  39.2   4.00    0.0    385
ROVI   ROVI CORP    ROVI US 03/17/12 C30     -32.5  45.9   6.40   18.5    465
ARUN   ARUBA NETWO  ARUN US 03/17/12 C23     -31.1  51.5   1.00  -65.5   2250
ARUN   ARUBA NETWO  ARUN US 03/17/12 P23     -31.1  50.4   1.61   34.2    432
GILD   GILEAD SCIE  GILD US 03/17/12 P44     -30.9  41.6   1.06  186.5    520
ARUN   ARUBA NETWO  ARUN US 03/17/12 C22     -30.6  53.3   1.90  -30.9   1317
GILD   GILEAD SCIE  GILD US 03/17/12 P45     -30.3  41.1   1.49  313.9   4655
GILD   GILEAD SCIE  GILD US 03/17/12 C46     -30.3  40.9   2.44  -74.5   1539
ARMH   ARM HOLDING  ARMH US 03/17/12 C20     -30.3  53.3   8.00    7.1    500
FTR    FRONTIER CO  FTR US 05/19/12 C3       -30.2  58.7   1.55   24.0    569
GILD   GILEAD SCIE  GILD US 03/17/12 C44     -30.2  42.9   3.55  -66.7   1727
GILD   GILEAD SCIE  GILD US 03/17/12 P46     -30.0  40.4   1.89  225.9    692
ARUN   ARUBA NETWO  ARUN US 03/17/12 P22     -29.9  51.1   1.10   25.0    266
GILD   GILEAD SCIE  GILD US 03/17/12 C45     -29.8  41.7   2.90  -71.6    351
GILD   GILEAD SCIE  GILD US 03/17/12 P43     -29.6  42.6   0.89  304.6    390
FTR    FRONTIER CO  FTR US 05/19/12 C4       -29.6  50.8   0.75    0.0    457
GILD   GILEAD SCIE  GILD US 03/17/12 P42     -29.2  43.7   0.61  177.3    366
GILD   GILEAD SCIE  GILD US 03/17/12 P41     -28.6  45.1   0.49  308.3    385
GILD   GILEAD SCIE  GILD US 03/17/12 C47     -28.1  41.1   1.81  -77.3    513
GILD   GILEAD SCIE  GILD US 03/17/12 P47     -28.0  40.9   2.42  266.7    778
ARUN   ARUBA NETWO  ARUN US 03/17/12 P21     -27.7  55.3   0.75   15.4    223
GILD   GILEAD SCIE  GILD US 03/17/12 P40     -27.6  46.2   0.37  164.3    885
GILD   GILEAD SCIE  GILD US 03/17/12 C48     -27.4  41.2   1.55  -76.2    632
ARUN   ARUBA NETWO  ARUN US 03/17/12 C21     -27.0  56.0   2.50  -32.4    610
GILD   GILEAD SCIE  GILD US 03/17/12 C40     -26.8  48.2   6.70  -55.2    274
GILD   GILEAD SCIE  GILD US 03/17/12 P39     -26.1  48.2   0.24  140.0    768
ARUN   ARUBA NETWO  ARUN US 03/17/12 C20     -26.0  58.2   3.19  -37.2    975
ETE    ENERGY TRAN  ETE US 03/17/12 C45      -24.8  14.7   0.40   33.3   1178
ARUN   ARUBA NETWO  ARUN US 03/17/12 P20     -24.4  58.1   0.45  -10.0    208
AGP    AMERIGROUP   AGP US 03/17/12 C75      -23.6  35.6   1.90    5.6    286
GILD   GILEAD SCIE  GILD US 05/19/12 P37     -22.2  47.0   0.90   47.5    621
GILD   GILEAD SCIE  GILD US 05/19/12 P36     -21.9  48.0   0.69   53.3    512
GILD   GILEAD SCIE  GILD US 05/19/12 P38     -21.7  46.2   1.05   66.7   1001
GILD   GILEAD SCIE  GILD US 05/19/12 P41     -20.5  44.0   1.73   94.4    610
GILD   GILEAD SCIE  GILD US 05/19/12 P42     -20.2  43.6   2.10  103.9    724
TLAB   TELLABS INC  TLAB US 03/17/12 C3      -20.1  52.9   1.11   20.6    300
BWA    BORGWARNER   BWA US 03/17/12 P85      -19.9  28.4   4.40    0.0   1240
GILD   GILEAD SCIE  GILD US 05/19/12 P40     -19.8  45.4   1.45   68.6   5046
HNZ    HJ HEINZ CO  HNZ US 03/17/12 C55      -19.3  12.7   0.65  333.3    999
CMCSA  COMCAST COR  CMCSA US 03/17/12 P19    -19.1  64.6   0.03  -40.0    310
IPG    INTERPUBLIC  IPG US 03/17/12 P11      -19.1  36.2   0.50    0.0    299
JBLU   JETBLUE AIR  JBLU US 03/17/12 P5      -19.0  59.2   0.05  -50.0    225
GILD   GILEAD SCIE  GILD US 05/19/12 C44     -19.0  42.8   5.00  -58.7   2311
GILD   GILEAD SCIE  GILD US 05/19/12 P46     -18.9  40.9   3.55  104.0    417
BIDU   BAIDU INC-S  BIDU US 03/17/12 P130    -17.9  42.5   3.55    4.4   1497
BIDU   BAIDU INC-S  BIDU US 03/17/12 C125    -17.8  44.7  13.55  -29.8    581
BIDU   BAIDU INC-S  BIDU US 03/17/12 P125    -17.7  43.9   2.20   -2.6   1150
GILD   GILEAD SCIE  GILD US 05/19/12 C46     -17.7  41.7   4.27  -58.9    256
BIDU   BAIDU INC-S  BIDU US 03/17/12 P140    -17.7  41.1   8.40   18.3   2344
BIDU   BAIDU INC-S  BIDU US 03/17/12 C135    -17.5  42.3   7.00  -41.3   4702
BIDU   BAIDU INC-S  BIDU US 03/17/12 P120    -17.4  45.4   1.36   -4.2   1079
CLWR   CLEARWIRE -  CLWR US 03/17/12 C2      -17.3  75.2   0.35   16.7    428
GILD   GILEAD SCIE  GILD US 05/19/12 P31     -17.2  52.6   0.31   29.2    224
GFI    GOLD FIELDS  GFI US 03/17/12 C15      -17.1  31.1   1.37  -13.8    277
BIDU   BAIDU INC-S  BIDU US 03/17/12 C100    -17.1  60.7  36.45  -14.1    387
BIDU   BAIDU INC-S  BIDU US 03/17/12 C140    -16.7  41.6   4.55  -48.3   3190
BIDU   BAIDU INC-S  BIDU US 03/17/12 C130    -16.6  43.3   9.95  -35.2   1737
GILD   GILEAD SCIE  GILD US 05/19/12 P48     -16.3  40.4   4.65  105.8    442
ANH    ANWORTH MOR  ANH US 07/21/12 P6       -16.3  13.6   0.16    6.7    500
BIDU   BAIDU INC-S  BIDU US 03/17/12 P115    -15.9  47.6   0.79  -14.1    525
BIDU   BAIDU INC-S  BIDU US 03/17/12 P110    -15.2  50.1   0.46  -20.7    961
GILD   GILEAD SCIE  GILD US 08/18/12 P40     -15.2  40.2   2.25   60.7    207
GILD   GILEAD SCIE  GILD US 08/18/12 P38     -15.1  41.5   1.74   61.1    379
VXX    IPATH-S&P S  VXX US 04/21/12 P18      -15.1  71.0   0.25   19.1    385
GFI    GOLD FIELDS  GFI US 04/21/12 C15      -15.1  31.5   1.34  -15.2    249
GILD   GILEAD SCIE  GILD US 05/19/12 C48     -15.1  41.1   3.20  -64.8    309
GILD   GILEAD SCIE  GILD US 05/19/12 C47     -15.0  41.7   3.60  -64.2    296
GRPN   GROUPON INC  GRPN US 03/17/12 C19     -14.5  41.5   1.62  -10.0    574
DUK    DUKE ENERGY  DUK US 03/17/12 P21      -14.3  12.6   0.35   40.0    208
BIDU   BAIDU INC-S  BIDU US 03/17/12 P100    -14.3  57.2   0.18  -33.3   1115
ARUN   ARUBA NETWO  ARUN US 04/21/12 C22     -14.2  50.2   2.62  -20.6    243
GFI    GOLD FIELDS  GFI US 04/21/12 C16      -13.9  30.1   0.74  -17.8    652
BIDU   BAIDU INC-S  BIDU US 03/17/12 P105    -13.8  53.6   0.30  -25.0    266
ROVI   ROVI CORP    ROVI US 07/21/12 C35     -13.7  41.2   4.30   16.2    254
ECA    ENCANA CORP  ECA US 03/17/12 C19      -13.5  33.9   1.90   18.8    273
FE     FIRSTENERGY  FE US 03/17/12 C45       -13.5  13.8   0.20  -13.0    634
NXY    NEXEN INC    NXY US 06/16/12 P20      -13.4  35.7   1.65  -41.1    245
GFI    GOLD FIELDS  GFI US 03/17/12 P16      -13.4  27.0   0.45   -6.2    443
JWN    NORDSTROM I  JWN US 03/17/12 C52.5    -13.4  28.0   0.96  -42.2   2222
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1.5    -12.8  69.5   0.64    0.0    265
AGNC   AMERICAN CA  AGNC US 03/17/12 C30     -12.8  11.2   0.58   61.1    473
HDY    HYPERDYNAMI  HDY US 03/17/12 P1       -12.6 190.6   0.10    0.0    882
YGE    YINGLI GREE  YGE US 01/19/13 C5       -12.4  72.8   1.25   13.6    285
EOG    EOG RESOURC  EOG US 03/17/12 C120     -12.3  33.1   2.60  -35.0    828
AMAT   APPLIED MAT  AMAT US 03/17/12 C12     -12.1  31.6   1.24   -1.6    421
AEP    AMERICAN EL  AEP US 03/17/12 C38      -11.9  16.1   1.90    8.0    450
EOG    EOG RESOURC  EOG US 03/17/12 P115     -11.9  33.6   3.75   -3.6    297
EOG    EOG RESOURC  EOG US 03/17/12 C115     -11.7  34.1   4.95  -25.0   1404
BEBE   BEBE STORES  BEBE US 03/17/12 C9      -11.7  28.6   0.30   -6.2    218
AMAT   APPLIED MAT  AMAT US 03/17/12 P13     -11.6  27.8   0.34  -17.1   1253
TBT    PROSHARES U  TBT US 01/18/14 C16      -11.5  31.1   5.60    3.7    245
GE     GENERAL ELE  GE US 06/16/12 C14       -11.4  35.0   5.25    6.1    200
ECA    ENCANA CORP  ECA US 03/17/12 C21      -11.2  33.3   0.51   -3.8    336
EOG    EOG RESOURC  EOG US 03/17/12 P110     -11.1  35.2   2.01   -8.6    425
ECA    ENCANA CORP  ECA US 03/17/12 P20      -10.9  33.5   0.60  -33.3    333
AMAT   APPLIED MAT  AMAT US 03/17/12 P12     -10.9  33.9   0.10  -28.6    523
SPY    SPDR S&P 50  SPY US 03/17/12 P140     -10.8  11.0   5.01   -1.2    414
AVP    AVON PRODUC  AVP US 03/17/12 C18      -10.7  29.9   1.25  -21.9    326
FTR    FRONTIER CO  FTR US 01/18/14 C3       -10.7  50.9   1.60    6.7    305
SJM    JM SMUCKER   SJM US 03/17/12 C75      -10.6  16.6   0.65   62.5    293
GILD   GILEAD SCIE  GILD US 08/18/12 C48     -10.6  36.5   4.40  -54.6    220
ECA    ENCANA CORP  ECA US 03/17/12 C20      -10.5  33.6   1.02   13.3    477
XLU    SPDR-UTIL S  XLU US 03/17/12 C36      -10.1  10.0   0.10  -23.1   1134
XHB    SPDR S&P HO  XHB US 03/17/12 P20      -10.0  28.0   0.57  -23.0    552

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

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