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
=============================================================================
CIGX   STAR SCIENT  CIGX US 03/17/12 C3       47.5  90.4   1.10    4.8    260
FTR    FRONTIER CO  FTR US 03/17/12 C4        42.3  56.2   0.65  -13.3   1516
ASNA   ASCENA RETA  ASNA US 03/17/12 C38      42.2  40.4   2.10  147.1   2903
EEM    ISHARES-EMG  EEM US 01/19/13 C45       32.8  27.2   3.93    3.4    283
NVS    NOVARTIS AG  NVS US 03/17/12 C55       28.0  18.3   2.35   42.4    261
BPL    BUCKEYE PAR  BPL US 03/17/12 P55       27.8  27.1   0.15    0.0    200
IVR    INVESCO MOR  IVR US 03/17/12 C16       27.7  18.6   0.40   14.3    261
COOL   MAJESCO ENT  COOL US 03/17/12 C2.5     26.5  87.1   0.35    6.1    490
RIG    TRANSOCEAN   RIG US 03/17/12 C45       26.5  46.4   4.75  -18.1    527
BAC    BANK OF AME  BAC US 03/17/12 C5.5      24.7  88.0   2.65    5.2    342
IDIX   IDENIX PHAR  IDIX US 03/17/12 P12.5    24.2 131.2   1.95    8.3   2041
WYNN   WYNN RESORT  WYNN US 03/17/12 P95      23.0  47.8   0.13  -55.2    243
ALU    ALCATEL-LUC  ALU US 03/17/12 P2.5      21.7  75.0   0.20    0.0    235
SFL    SHIP FINANC  SFL US 08/18/12 C10       21.1  49.6   3.50    8.7    202
AAPL   APPLE INC    AAPL US 03/17/12 C400     21.0  47.5 111.55    8.3    244
ALU    ALCATEL-LUC  ALU US 03/17/12 C2        20.9  85.3   0.55   10.0    258
SQNM   SEQUENOM IN  SQNM US 03/17/12 C4       20.1  90.7   0.91   13.8    203
EGLE   EAGLE BULK   EGLE US 09/22/12 P1       19.8 105.6   0.10    0.0   1131
IDIX   IDENIX PHAR  IDIX US 03/17/12 P10      19.7 125.3   0.65   18.2    863
WYNN   WYNN RESORT  WYNN US 03/17/12 P100     19.4  43.9   0.28  -56.9    397
IDIX   IDENIX PHAR  IDIX US 03/17/12 C12.5    19.1 129.9   1.40   25.0    827
YNDX   YANDEX NV-A  YNDX US 03/17/12 C21      17.8  71.2   2.75   48.6    266
QCOR   QUESTCOR PH  QCOR US 03/17/12 C35      17.6  83.4   2.90   38.1    319
SKUL   SKULLCANDY   SKUL US 03/17/12 C15      17.5  84.1   1.39   11.2    275
QCOR   QUESTCOR PH  QCOR US 03/17/12 P30      17.1  91.6   1.10  -15.4   1386
POT    POTASH CORP  POT US 03/17/12 P37.5     16.9  43.4   0.04    0.0    212
T      AT&T INC     T US 03/17/12 C28         16.7  19.6   2.35    9.8    496
WYNN   WYNN RESORT  WYNN US 03/17/12 P105     16.3  41.1   0.54  -64.2    704
HYG    ISH-IBOXX H  HYG US 03/17/12 P86       15.9  17.8   0.25  -28.6    251
BSFT   BROADSOFT I  BSFT US 03/17/12 P35      15.7  83.2   2.85    9.6    901
BSFT   BROADSOFT I  BSFT US 03/17/12 P30      15.5  90.8   1.06   -3.6   1294
CHK    CHESAPEAKE   CHK US 03/17/12 C21       15.3  52.8   3.79   -6.4    271
REV    REVLON INC-  REV US 03/17/12 C15       14.9  39.4   1.15  -17.9    300
HBAN   HUNTINGTON   HBAN US 03/17/12 C4       14.6  89.4   2.03    7.4    245
DLTR   DOLLAR TREE  DLTR US 03/17/12 C92.5    14.4  26.6   1.25   12.6    631
XLE    SPDR-ENERGY  XLE US 03/17/12 C67       14.3  29.0   8.62    5.5    285
CIM    CHIMERA INV  CIM US 03/17/12 C3        14.1  27.5   0.05    0.0    230
UNTD   UNITED ONLI  UNTD US 03/17/12 P5       13.8  61.3   0.15   50.0   1000
FRO    FRONTLINE L  FRO US 03/17/12 C4        13.7  77.6   1.40   40.0    249
XLE    SPDR-ENERGY  XLE US 03/17/12 C68       13.3  26.8   7.70   29.4    401
MS     MORGAN STAN  MS US 04/21/12 P4         13.2 169.7   0.01    0.0    275
IMAX   IMAX CORP    IMAX US 03/17/12 P23      12.9  76.5   0.90  -33.3    247
GLD    SPDR GOLD T  GLD US 03/17/12 C160      12.9  20.5  11.00   35.0   1070
NTAP   NETAPP INC   NTAP US 03/17/12 P32      12.8  56.7   0.05   25.0    200
AGNC   AMERICAN CA  AGNC US 03/17/12 P31      12.6  11.2   1.76   -7.4    325
PWR    QUANTA SERV  PWR US 03/17/12 P22       12.5  38.5   0.95    5.6    544
WYNN   WYNN RESORT  WYNN US 03/17/12 P110     12.1  38.6   1.17  -61.0    682
RDN    RADIAN GROU  RDN US 03/17/12 C4        12.1 115.5   0.50   47.1   1894
DLTR   DOLLAR TREE  DLTR US 03/17/12 P87.5    11.8  28.2   1.75    6.1    312
RIG    TRANSOCEAN   RIG US 03/17/12 C47.5     11.7  44.6   3.01  -17.5    560
DLTR   DOLLAR TREE  DLTR US 03/17/12 P85      11.4  29.7   1.08    2.9    218
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2       11.4  42.6   0.18    5.9    468
NE     NOBLE CORP   NE US 03/17/12 P33        11.1  44.2   0.11  -52.2    226
CHTP   CHELSEA THE  CHTP US 03/17/12 P2       11.0 305.9   0.35    0.0    567
IDCC   INTERDIGITA  IDCC US 03/17/12 P35      11.0  53.8   0.40  -33.3    610
SWI    SOLARWINDS   SWI US 03/17/12 P27.5     11.0  76.9   0.10    0.0    212
GLD    SPDR GOLD T  GLD US 03/17/12 P157      10.9  20.8   0.24  -45.5    296
MW     MEN'S WEARH  MW US 03/17/12 P38        10.9  44.9   1.42    0.0   1001
ADM    ARCHER-DANI  ADM US 03/17/12 P28       10.9  33.4   0.10  -16.7    504
LEI    LUCAS ENERG  LEI US 03/17/12 C2.5      10.8  92.2   0.45   50.0    300
RENN   RENREN INC-  RENN US 03/17/12 P5       10.8  88.1   0.25  -16.7    253
TBT    PROSHARES U  TBT US 03/17/12 P17       10.8  37.6   0.05  -37.5    316
POT    POTASH CORP  POT US 03/17/12 P40       10.7  36.9   0.08  -20.0   2957
IMAX   IMAX CORP    IMAX US 03/17/12 P24      10.6  74.1   1.40  -22.2    264
GLD    SPDR GOLD T  GLD US 03/17/12 P160      10.5  19.4   0.39  -50.0    582
CHK    CHESAPEAKE   CHK US 03/17/12 P20       10.3  56.6   0.10   11.1    224
GLD    SPDR GOLD T  GLD US 03/17/12 P161      10.2  19.0   0.48  -47.8    347
REGN   REGENERON P  REGN US 03/17/12 C100     10.1  71.0   6.80  -24.4    228
HRB    H&R BLOCK I  HRB US 03/17/12 P15       10.1  47.3   0.34  -15.0   3792

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CORT   CORCEPT THE  CORT US 03/17/12 C2.5    -67.4 138.7   2.10   44.8    288
CORT   CORCEPT THE  CORT US 03/17/12 P2.5    -62.4 140.3   0.05  -94.7    900
CORT   CORCEPT THE  CORT US 05/19/12 P2.5    -56.4  95.9   0.05  -95.0    490
THLD   THRESHOLD P  THLD US 03/17/12 P5      -43.6 143.8   0.35    0.0    990
SHOO   STEVEN MADD  SHOO US 03/17/12 C45     -41.6  30.9   0.58  -71.0    709
THLD   THRESHOLD P  THLD US 03/17/12 C5      -35.7 140.6   1.50  233.3   1355
THLD   THRESHOLD P  THLD US 04/21/12 P5      -32.0 149.7   0.80    0.0    270
WLT    WALTER ENER  WLT US 03/17/12 P65      -30.1  48.2   2.31  -49.2    318
AEE    AMEREN CORP  AEE US 03/17/12 C30      -29.8  17.5   2.00   -2.9    305
WLT    WALTER ENER  WLT US 03/17/12 P55      -29.1  50.8   0.20  -81.0    290
PBY    PEP BOYS MM  PBY US 07/21/12 C15      -28.7   4.9   0.20    0.0    400
WLT    WALTER ENER  WLT US 03/17/12 P70      -28.1  50.9   4.90  -38.0    855
WLT    WALTER ENER  WLT US 03/17/12 P57.5    -28.0  49.2   0.42  -72.9    275
WLT    WALTER ENER  WLT US 03/17/12 P62.5    -27.7  48.7   1.33  -59.7    392
SSN    SAMSON OIL-  SSN US 03/17/12 C2.5     -27.0  52.9   0.30   50.0    657
WLT    WALTER ENER  WLT US 03/17/12 P67.5    -26.8  49.7   3.30  -46.3    240
WLT    WALTER ENER  WLT US 03/17/12 C65      -26.6  50.2   4.90   -9.3    257
BKS    BARNES & NO  BKS US 03/17/12 C14      -25.6  76.3   0.80  -33.3    581
WLT    WALTER ENER  WLT US 03/17/12 C70      -25.4  51.8   2.58  -26.3    486
WLT    WALTER ENER  WLT US 03/17/12 C67.5    -25.2  50.9   3.40  -19.1    338
WLT    WALTER ENER  WLT US 03/17/12 P60      -25.0  48.9   0.73  -68.3    751
GPL    GREAT PANTH  GPL US 03/17/12 C2.5     -25.0  40.2   0.15    0.0    220
BKS    BARNES & NO  BKS US 03/17/12 P13      -23.8  75.6   0.90  -35.7   1216
WMT    WAL-MART ST  WMT US 03/17/12 P55      -23.7  18.9   0.06    0.0   1572
SPPI   SPECTRUM PH  SPPI US 03/17/12 C14     -23.4  57.2   0.65  -31.6    311
RSH    RADIOSHACK   RSH US 03/17/12 P6       -23.3  58.1   0.05  -37.5   1140
M      MACY'S INC   M US 03/17/12 C39        -23.3  24.9   0.53   55.9    205
MYL    MYLAN INC    MYL US 03/17/12 C24      -23.2  29.5   0.30  -58.3    226
KFT    KRAFT FOODS  KFT US 03/17/12 C39      -22.9  11.0   0.32   33.3    755
WMT    WAL-MART ST  WMT US 03/17/12 P57.5    -22.9  15.6   0.22   57.1   1785
WMT    WAL-MART ST  WMT US 03/17/12 C55      -22.8  21.5   5.16  -30.0    297
CBRL   CRACKER BAR  CBRL US 03/17/12 C60     -22.2  24.0   0.49   -2.0    297
MYL    MYLAN INC    MYL US 03/17/12 P22      -22.0  31.5   0.43   -2.3   2381
WFT    WEATHERFORD  WFT US 03/17/12 P13      -21.9  48.5   0.07   75.0    226
WFT    WEATHERFORD  WFT US 03/17/12 P14      -21.2  43.1   0.14  180.0   1134
M      MACY'S INC   M US 03/17/12 C38        -20.6  26.0   1.00   58.7   1164
URA    GLOBAL X UR  URA US 03/17/12 P11      -20.6  36.0   0.65    0.0   1001
WFT    WEATHERFORD  WFT US 03/17/12 C14      -20.3  43.5   1.72  -54.1    477
SWC    STILLWATER   SWC US 03/17/12 C14      -20.2  47.0   0.80   17.6   1058
DAN    DANA HOLDIN  DAN US 03/17/12 C16      -20.0  36.1   0.70  -33.3    784
SPPI   SPECTRUM PH  SPPI US 03/17/12 C13     -19.6  58.7   1.05  -30.0    397
WMT    WAL-MART ST  WMT US 03/17/12 P60      -19.5  13.5   0.98  172.2   3846
WMT    WAL-MART ST  WMT US 03/17/12 C57.5    -19.4  16.0   2.74  -46.3    430
M      MACY'S INC   M US 03/17/12 C36        -19.3  28.1   2.27   50.3   3396
WFT    WEATHERFORD  WFT US 03/17/12 C15      -19.3  41.0   0.98  -67.1   1613
GKK    GRAMERCY CA  GKK US 08/18/12 C2.5     -19.2  57.5   0.40  -33.3    205
KFT    KRAFT FOODS  KFT US 03/17/12 C38      -18.8  12.7   0.94   42.4    585
WFT    WEATHERFORD  WFT US 03/17/12 P15      -18.8  39.8   0.38  245.4   4446
LNG    CHENIERE EN  LNG US 03/17/12 C14      -18.6  77.0   1.25  -13.8    690
WMT    WAL-MART ST  WMT US 03/17/12 C60      -18.5  14.1   0.81  -70.1   5845
AGNC   AMERICAN CA  AGNC US 03/17/12 C30     -18.5   8.8   0.57   16.3   1084
M      MACY'S INC   M US 03/17/12 C37        -18.3  27.1   1.50   51.5    396
SPH    SUBURBAN PR  SPH US 03/17/12 C45      -18.3  14.5   0.30    0.0    236
SNY    SANOFI-ADR   SNY US 03/17/12 C39      -18.2  14.9   0.10  -33.3    400
ORB    ORBITAL SCI  ORB US 03/17/12 C15      -18.1  28.3   0.15  -50.0    205
IAU    ISHARES GOL  IAU US 04/21/12 C15      -17.3  15.6   2.10   16.7    230
MWW    MONSTER WOR  MWW US 03/17/12 C7       -17.2  40.6   0.35    0.0   2636
DK     DELEK US HO  DK US 03/17/12 C12.5     -17.2  44.6   1.35    0.0    410
LNG    CHENIERE EN  LNG US 03/17/12 C13      -17.0  79.5   1.85   -2.6   1706
KFT    KRAFT FOODS  KFT US 03/17/12 P38      -16.8  13.0   0.24  -63.6    488
CTRP   CTRIP.COM-A  CTRP US 03/17/12 P20     -16.7  51.3   0.25   25.0    233
CTRP   CTRIP.COM-A  CTRP US 03/17/12 C24     -16.3  50.1   0.75  -63.4    707
M      MACY'S INC   M US 03/17/12 P35        -16.2  30.3   0.21  -78.3    228
SWC    STILLWATER   SWC US 03/17/12 C13      -16.0  51.4   1.45   26.1   5490
STP    SUNTECH POW  STP US 01/18/14 P3       -15.9  86.1   1.10  -24.1   2198
MWW    MONSTER WOR  MWW US 03/17/12 P7       -15.8  40.4   0.25  -34.2   2555
SWC    STILLWATER   SWC US 03/17/12 P13      -15.8  51.2   0.25  -64.3    304
COG    CABOT OIL &  COG US 03/17/12 P35      -15.5  44.8   1.45    5.8    325
CTRP   CTRIP.COM-A  CTRP US 03/17/12 P22     -15.4  51.3   0.85   54.5    712
EXPD   EXPEDITORS   EXPD US 03/17/12 C45     -15.2  25.6   0.75  -44.4    201
COG    CABOT OIL &  COG US 03/17/12 C36      -15.2  45.0   1.32  -47.0    360
WFT    WEATHERFORD  WFT US 03/17/12 P16      -14.9  38.6   0.83  260.9   2576
COG    CABOT OIL &  COG US 03/17/12 C35      -14.8  45.6   2.00  -33.3    318
M      MACY'S INC   M US 03/17/12 C35        -14.8  29.6   3.30   57.1    301
YGE    YINGLI GREE  YGE US 01/18/14 P3       -14.7  71.7   0.70  -22.2   2111
BYD    BOYD GAMING  BYD US 03/17/12 P9       -14.7  49.4   0.40    8.1    768
KFT    KRAFT FOODS  KFT US 03/17/12 P37      -14.6  15.7   0.14  -61.1    202
MDT    MEDTRONIC I  MDT US 03/17/12 C40      -14.5  21.0   0.35  -66.3    224
RSH    RADIOSHACK   RSH US 03/17/12 P7       -14.1  51.6   0.29   38.1    979
MDT    MEDTRONIC I  MDT US 03/17/12 P36      -14.1  28.1   0.23  -17.9    348
CPN    CALPINE COR  CPN US 03/17/12 C16      -14.0  26.7   0.25  -16.7    658
DOLE   DOLE FOOD C  DOLE US 03/17/12 C10     -13.8  37.7   0.24   -4.0    200
WFT    WEATHERFORD  WFT US 03/17/12 C16      -13.5  39.0   0.47  -77.3   1880
EEM    ISHARES-EMG  EEM US 01/19/13 P45      -13.5  26.5   5.40   -4.6    280
AEP    AMERICAN EL  AEP US 03/17/12 C40      -13.2  10.9   0.50   11.1    508
AA     ALCOA INC    AA US 03/17/12 C11       -13.1  29.8   0.14   40.0   4025
CTRP   CTRIP.COM-A  CTRP US 03/17/12 P24     -12.9  52.1   1.95   50.0   2107
XLU    SPDR-UTIL S  XLU US 01/19/13 C32      -12.9  17.3   3.53   -4.6    300
COG    CABOT OIL &  COG US 03/17/12 P33.75   -12.8  47.0   0.95    4.4    641
CLWR   CLEARWIRE -  CLWR US 03/17/12 C2      -12.4  89.6   0.25  -37.5    288
LIFE   LIFE TECHNO  LIFE US 01/19/13 P30     -12.4  42.5   0.90  -14.3    250
MYL    MYLAN INC    MYL US 04/21/12 P22      -12.4  31.0   0.74    4.2    326
GDXJ   MARKET VECT  GDXJ US 03/17/12 C30     -12.3  32.4   0.50   25.0    232
HNZ    HJ HEINZ CO  HNZ US 03/17/12 C55      -12.2  11.8   0.25  -58.3   1857
CTAS   CINTAS CORP  CTAS US 03/17/12 C35     -11.9  22.2   4.06   10.6   4050
HUN    HUNTSMAN CO  HUN US 03/17/12 P13      -11.7  47.2   0.45  -10.0    327
HMA    HEALTH MGMT  HMA US 05/19/12 P7       -11.7  41.8   0.65   -7.1   1000
NYB    NY COMM BAN  NYB US 03/17/12 C13      -11.6  15.9   0.17  -15.0    237
SVM    SILVERCORP   SVM US 03/17/12 C7       -11.5  41.0   0.50   25.0    644
WFT    WEATHERFORD  WFT US 05/19/12 C12      -11.4  49.6   3.85  -35.8    311
LSI    LSI CORP     LSI US 04/21/12 P7       -11.4  38.4   0.10  -33.3    330
SHLD   SEARS HOLDI  SHLD US 03/17/12 C42.5   -11.0  56.2  10.50  -15.3    530
DXD    PROSHARES U  DXD US 03/17/12 C14      -10.9  29.5   0.16  -46.7    375
RSH    RADIOSHACK   RSH US 03/17/12 C7       -10.8  54.8   0.55  -50.0   1665
USU    USEC INC     USU US 03/17/12 C1.5     -10.8  81.2   0.10   -9.1    470
LNG    CHENIERE EN  LNG US 03/17/12 C12      -10.6  86.4   2.70    4.7  25060
DTG    DOLLAR THRI  DTG US 03/17/12 C77.5    -10.6  31.4   1.10  -26.7    287
AA     ALCOA INC    AA US 03/17/12 P11       -10.5  29.9   0.64  -34.0   1065
HD     HOME DEPOT   HD US 03/17/12 C48       -10.3  18.6   0.55   10.0   1260
HD     HOME DEPOT   HD US 03/17/12 P48       -10.2  18.8   1.37  -34.1    219

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

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