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
=============================================================================
PBY    PEP BOYS MM  PBY US 04/21/12 C15       48.8   8.4   0.20    0.0   1097
GCI    GANNETT CO   GCI US 03/17/12 C15       42.0  46.1   1.20  140.0   1045
CTAS   CINTAS CORP  CTAS US 03/17/12 C35      39.9  23.0   3.85   -5.2   2000
RGP    REGENCY ENE  RGP US 03/17/12 C25       31.1  19.8   1.65  120.0    200
EWJ    ISHARES-JAP  EWJ US 03/17/12 C9        27.8  31.4   1.03    8.4    297
FIRE   SOURCEFIRE   FIRE US 03/17/12 C30      25.2  79.7  13.80  119.0    364
SXC    SUNCOKE ENE  SXC US 03/17/12 C12.5     25.1  42.8   1.80  -16.3    300
MTSN   MATTSON TEC  MTSN US 06/16/12 C2.5     24.8  73.0   0.55  -35.3    210
ETE    ENERGY TRAN  ETE US 03/17/12 C45       24.1  19.9   0.05  -85.7    216
LDK    LDK SOLAR C  LDK US 06/16/12 C5        23.6  36.8   1.42   12.7    615
SDRL   SEADRILL LT  SDRL US 04/21/12 C36      21.8  32.2   4.00    9.6   1092
HW     HEADWATERS   HW US 03/17/12 C2         21.5 113.7   1.00  -16.7    200
FXY    CRYSHS-JAPA  FXY US 03/17/12 P127      21.4  10.1   4.60   24.3    351
GCI    GANNETT CO   GCI US 04/21/12 P16       20.8  41.1   1.05  -30.0    249
GPC    GENUINE PAR  GPC US 03/17/12 C65       20.4  22.1   0.40  -33.3    630
WES    WESTERN GAS  WES US 03/17/12 C45       19.8  20.1   0.65  -18.8    201
WMB    WILLIAMS CO  WMB US 03/17/12 C29       18.5  27.6   1.00   17.6    238
AGNC   AMERICAN CA  AGNC US 03/17/12 C31      18.3  11.4   0.09    0.0    248
PSEC   PROSPECT CA  PSEC US 08/18/12 C10      17.7  24.0   1.35   17.4    294
TLT    ISHARES BAR  TLT US 01/19/13 C100      17.4  16.9  16.30   -6.3    214
WMB    WILLIAMS CO  WMB US 03/17/12 C30       16.5  26.4   0.49   28.9   3244
YHOO   YAHOO! INC   YHOO US 03/17/12 P15      16.0  29.8   0.78   50.0   6893
MIND   MITCHAM IND  MIND US 03/17/12 C25      15.9  55.8   1.05    0.0    209
FORM   FORMFACTOR   FORM US 03/17/12 C5       15.1  47.4   0.35  -12.5    200
TDS    TELEPHONE &  TDS US 03/17/12 C30       15.0  32.8   0.50  100.0   1086
FXY    CRYSHS-JAPA  FXY US 03/17/12 P125      13.8   9.8   2.75   30.9   1325
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P24      13.3  82.6   1.85    0.0    355
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P23      12.9  86.6   1.54   10.0   4170
ALU    ALCATEL-LUC  ALU US 03/17/12 C2        12.7  77.6   0.52  -13.3    227
WMB    WILLIAMS CO  WMB US 03/17/12 P29       12.5  26.7   0.69    3.0    711
GLNG   GOLAR LNG L  GLNG US 03/17/12 C45      12.3  42.3   1.05  -38.2    405
YHOO   YAHOO! INC   YHOO US 03/17/12 C15      12.3  30.4   0.23  -23.3   1898
GCI    GANNETT CO   GCI US 03/17/12 C16       12.1  35.0   0.60  300.0    562
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P22      11.7  89.5   1.05   -4.5    840
QIHU   QIHOO 360 T  QIHU US 03/17/12 P17.5    11.5  91.0   1.55   -6.1   1170
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P25      11.1  78.7   2.30    7.0    290
RDN    RADIAN GROU  RDN US 03/17/12 C4        10.9 107.1   0.35  -30.0    612
INTC   INTEL CORP   INTC US 03/17/12 C23      10.8  33.7   3.70  -11.9    210
MNST   MONSTER BEV  MNST US 03/17/12 C55      10.7  53.1   2.65   29.3    603
WMB    WILLIAMS CO  WMB US 03/17/12 P28       10.6  28.3   0.35   25.0    597

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
IVR    INVESCO MOR  IVR US 03/17/12 P16      -72.2   1.4   0.20  -20.0    343
ETE    ENERGY TRAN  ETE US 03/17/12 P45      -54.5  12.0   2.15   53.6    200
CHS    CHICO'S FAS  CHS US 03/17/12 C14      -44.1  30.4   0.70  204.3   1426
HLF    HERBALIFE L  HLF US 03/17/12 C65      -41.5  34.0   2.70    3.9    599
DELL   DELL INC     DELL US 03/17/12 P17     -40.6  25.0   0.40   37.9   6718
HLF    HERBALIFE L  HLF US 03/17/12 C62.5    -39.4  34.3   4.40   22.2    236
DELL   DELL INC     DELL US 03/17/12 C16     -38.7  28.9   1.18  -50.2    445
HLF    HERBALIFE L  HLF US 03/17/12 P65      -38.7  34.0   1.75  -67.3    279
HLF    HERBALIFE L  HLF US 03/17/12 P62.5    -38.6  34.3   0.90  -74.7    233
DELL   DELL INC     DELL US 03/17/12 C17     -38.2  25.9   0.47  -69.5   1619
CHS    CHICO'S FAS  CHS US 03/17/12 P14      -38.1  32.0   0.25  -83.7    234
DELL   DELL INC     DELL US 03/17/12 P16     -37.7  28.2   0.12   -7.7   2451
HLF    HERBALIFE L  HLF US 03/17/12 P60      -37.0  35.8   0.45  -81.6    979
CAKE   CHEESECAKE   CAKE US 03/17/12 P28     -36.9  32.0   0.35    6.1    448
HLF    HERBALIFE L  HLF US 03/17/12 C60      -36.6  37.2   6.60   34.7    478
LAMR   LAMAR ADVER  LAMR US 03/17/12 C33     -35.6  35.9   1.10   -7.6    440
GRMN   GARMIN LTD   GRMN US 03/17/12 P47     -35.0  28.5   0.73  -76.8    290
FIRE   SOURCEFIRE   FIRE US 03/17/12 P45     -34.9  49.3   2.80    0.0    307
GRMN   GARMIN LTD   GRMN US 03/17/12 P45     -33.5  30.0   0.30  -88.2   2374
YNDX   YANDEX NV-A  YNDX US 03/17/12 P22     -33.4  45.5   0.85   -5.6    535
GRMN   GARMIN LTD   GRMN US 03/17/12 P46     -33.2  29.2   0.45  -84.4    263
GRMN   GARMIN LTD   GRMN US 03/17/12 C47     -33.0  27.2   2.86  225.0    279
GRMN   GARMIN LTD   GRMN US 03/17/12 P50     -33.0  28.5   2.15  -62.8    677
CYH    COMMUNITY H  CYH US 03/17/12 C23      -32.1  38.0   0.90  125.0   2259
GRMN   GARMIN LTD   GRMN US 03/17/12 C48     -31.9  26.9   1.83  221.1    233
GRMN   GARMIN LTD   GRMN US 03/17/12 C49     -31.7  26.9   1.30  242.1    415
YNDX   YANDEX NV-A  YNDX US 03/17/12 P21     -31.4  48.7   0.55    0.0    523
GRMN   GARMIN LTD   GRMN US 03/17/12 P49     -30.9  28.9   1.59  -66.5   1015
DELL   DELL INC     DELL US 03/17/12 P15     -30.5  33.9   0.05    0.0   1427
GRMN   GARMIN LTD   GRMN US 03/17/12 C45     -30.2  30.2   4.15  139.9    241
DLTR   DOLLAR TREE  DLTR US 03/17/12 P85     -29.9  21.6   1.61   15.0    418
INTU   INTUIT INC   INTU US 03/17/12 C60     -29.5  23.3   2.30  130.0   1384
INTU   INTUIT INC   INTU US 03/17/12 C62.5   -29.2  22.4   0.85  118.0    767
CYH    COMMUNITY H  CYH US 03/17/12 P23      -28.9  37.9   0.75  -87.9    282
FIRE   SOURCEFIRE   FIRE US 03/17/12 C45     -28.6  47.2   1.55  520.0    703
GRMN   GARMIN LTD   GRMN US 03/17/12 C50     -28.0  27.6   0.87  210.7   1483
DLTR   DOLLAR TREE  DLTR US 03/17/12 C87.5   -27.8  21.8   1.10  -62.1    333
TXRH   TEXAS ROADH  TXRH US 03/17/12 C17.5   -27.2  28.5   0.40   33.3    224
DLTR   DOLLAR TREE  DLTR US 03/17/12 P87.5   -26.3  21.5   2.85   18.8    252
INTU   INTUIT INC   INTU US 03/17/12 P60     -25.4  23.4   0.85  -75.7    536
BRCD   BROCADE COM  BRCD US 03/17/12 C6      -25.1  46.4   0.15  -11.8   1058
PWR    QUANTA SERV  PWR US 03/17/12 C22      -25.1  27.6   0.35  -53.3    515
CQB    CHIQUITA BR  CQB US 05/19/12 C8       -24.9  40.0   1.60    3.2    205
SZYM   SOLAZYME IN  SZYM US 06/16/12 C10     -24.9  51.5   2.65   -5.4    235
NFX    NEWFIELD EX  NFX US 03/17/12 P35      -24.0  35.8   0.40  166.7    565
HLF    HERBALIFE L  HLF US 03/17/12 P55      -23.0  44.3   0.15  -84.4    339
FIRE   SOURCEFIRE   FIRE US 03/17/12 P40     -22.3  52.1   0.75  -90.8    413
INTU   INTUIT INC   INTU US 03/17/12 C57.5   -22.2  26.1   4.10  105.0    626
RRD    RR DONNELLE  RRD US 03/17/12 C14      -22.0  37.2   0.30  -14.3    284
PWR    QUANTA SERV  PWR US 03/17/12 P21      -21.9  29.5   0.45  -11.8   1133
NBR    NABORS INDS  NBR US 03/17/12 C22      -21.3  39.5   0.70   52.2    505
INTU   INTUIT INC   INTU US 03/17/12 P55     -20.3  28.7   0.10  -90.5   1131
GRMN   GARMIN LTD   GRMN US 03/17/12 P41     -19.5  40.4   0.09  -90.4    282
NBR    NABORS INDS  NBR US 03/17/12 P21      -19.5  39.9   0.70  -36.4    339
NBR    NABORS INDS  NBR US 03/17/12 C21      -19.3  40.1   1.26   68.0    526
NBR    NABORS INDS  NBR US 03/17/12 P20      -18.8  40.9   0.28  -69.2    315
FIRE   SOURCEFIRE   FIRE US 03/17/12 C40     -18.3  52.7   4.50  429.4   1340
GRMN   GARMIN LTD   GRMN US 04/21/12 C49     -18.3  26.3   1.94  169.4    376
NBR    NABORS INDS  NBR US 03/17/12 P19      -18.1  42.7   0.12  -77.4   5423
PKT    PROCERA NET  PKT US 03/17/12 C20      -17.8  51.2   0.75   -6.2    210
GRMN   GARMIN LTD   GRMN US 04/21/12 P49     -17.7  28.6   2.39    0.0    336
MGM    MGM RESORTS  MGM US 03/17/12 P14      -17.6  38.6   0.50  -18.0   1262
HLF    HERBALIFE L  HLF US 05/19/12 C65      -17.4  35.6   4.90   22.5    315
DELL   DELL INC     DELL US 05/19/12 C16     -17.4  29.1   1.56  -40.0   1656
GRMN   GARMIN LTD   GRMN US 04/21/12 C50     -17.4  26.0   1.52  204.0    327
DELL   DELL INC     DELL US 05/19/12 P16     -17.3  29.2   0.51   37.8   1228
LL     LUMBER LIQU  LL US 03/17/12 C20       -17.2  34.8   0.55  -75.0    255
MGM    MGM RESORTS  MGM US 03/17/12 C14      -17.1  38.5   0.59  -21.3   3812
DELL   DELL INC     DELL US 05/19/12 P17     -17.1  27.2   0.83   33.9   2846
DELL   DELL INC     DELL US 05/19/12 C17     -16.9  27.1   0.96  -48.1   2018
NBR    NABORS INDS  NBR US 03/17/12 P18      -16.9  46.0   0.05  -82.1    267
FXY    CRYSHS-JAPA  FXY US 03/17/12 P115     -16.8  12.1   0.05    0.0    205
MGM    MGM RESORTS  MGM US 03/17/12 P13      -16.2  41.7   0.19  -29.6    563
TJX    TJX COS INC  TJX US 03/17/12 C35      -15.6  23.3   0.70  -39.1   1438
GRMN   GARMIN LTD   GRMN US 03/17/12 P38     -15.6  45.1   0.04  -89.5    209
JAG    JAGUAR MINI  JAG US 03/17/12 P5       -15.3  96.1   0.05  -50.0   4995
TJX    TJX COS INC  TJX US 03/17/12 P35      -14.8  23.3   0.95   10.5   1327
CHS    CHICO'S FAS  CHS US 03/17/12 P13      -14.7  42.6   0.05  -94.1    223
RRC    RANGE RESOU  RRC US 03/17/12 C70      -14.6  38.5   1.65   65.0    276
ARIA   ARIAD PHARM  ARIA US 03/17/12 C15     -14.6  50.4   0.50  -16.7   1578
HLF    HERBALIFE L  HLF US 03/17/12 P52.5    -14.3  49.8   0.08  -84.0    672
CHK    CHESAPEAKE   CHK US 03/17/12 P22      -13.9  40.6   0.24   -7.7    248
RRC    RANGE RESOU  RRC US 03/17/12 C67.5    -13.7  37.7   2.60   67.7    686
GRMN   GARMIN LTD   GRMN US 07/21/12 P49     -13.5  29.9   4.13    0.0    255
GRMN   GARMIN LTD   GRMN US 07/21/12 P50     -13.4  29.6   4.50  -48.3    201
UPL    ULTRA PETRO  UPL US 03/17/12 C20      -13.4  49.4   3.40  -10.5   1031
FIRE   SOURCEFIRE   FIRE US 03/17/12 P35     -13.2  52.7   0.10  -94.3    432
OPTR   OPTIMER PHA  OPTR US 03/17/12 C10     -13.0  63.8   2.70  -12.9    200
CHS    CHICO'S FAS  CHS US 05/19/12 C15      -13.0  32.5   0.80  220.0    263
CHK    CHESAPEAKE   CHK US 03/17/12 P24      -12.7  37.3   0.84    9.1    763
ILMN   ILLUMINA IN  ILMN US 03/17/12 P49     -12.7  23.4   0.45  -10.0    205
NRF    NORTHSTAR R  NRF US 06/16/12 C5       -12.6  33.4   0.55  -35.3    230
OCR    OMNICARE IN  OCR US 03/17/12 P34      -12.6  35.6   0.75  -34.8    429
CHK    CHESAPEAKE   CHK US 03/17/12 C23      -12.5  38.9   1.64  -19.6   1477
TBT    PROSHARES U  TBT US 03/17/12 C18      -12.5  29.5   1.51  -12.2    513
RDS/B  ROYAL DUTCH  RDSB US 04/21/12 C75     -12.3  19.1   1.55    0.0    219
WPRT   WESTPORT IN  WPRT US 03/17/12 P40     -12.2  52.5   0.70    0.0    368
DLTR   DOLLAR TREE  DLTR US 05/19/12 C85     -11.9  23.0   4.10  -33.9    488
CHK    CHESAPEAKE   CHK US 03/17/12 P25      -11.9  35.8   1.39   13.0   1386
BAS    BASIC ENERY  BAS US 03/17/12 P17.5    -11.9  54.3   0.30    0.0    204
SPY    SPDR S&P 50  SPY US 03/17/12 P140     -11.8   9.5   4.75    2.1    627
CHK    CHESAPEAKE   CHK US 03/17/12 C25      -11.8  36.0   0.51  -40.7   1955
CHK    CHESAPEAKE   CHK US 03/17/12 P23      -11.8  38.7   0.47    0.0   1515
CHK    CHESAPEAKE   CHK US 03/17/12 P21      -11.6  43.6   0.12  -14.3    399
FOSL   FOSSIL INC   FOSL US 03/17/12 P120    -11.6  32.1   6.60   10.0    654
WIN    WINDSTREAM   WIN US 03/17/12 P12      -11.5  19.4   0.17   54.5    343
S      SPRINT NEXT  S US 03/17/12 C1.5       -11.5  95.3   0.72  -10.0    243
FSYS   FUEL SYSTEM  FSYS US 03/17/12 P27     -11.5  60.6   1.50   40.2    255
ITB    ISHARES-DJ   ITB US 03/17/12 P14      -11.4  26.0   0.55   22.2    218
CHK    CHESAPEAKE   CHK US 03/17/12 C24      -11.4  37.1   0.96  -29.4    975
XLE    SPDR-ENERGY  XLE US 03/17/12 C70      -11.0  23.5   5.90    1.7    201
ASIA   ASIAINFO-LI  ASIA US 07/21/12 P7      -10.8  97.1   0.40  -55.6    200
LAD    LITHIA MOTO  LAD US 03/17/12 C20      -10.6  68.5   4.70   -4.1    240
RRC    RANGE RESOU  RRC US 03/17/12 P62.5    -10.5  38.3   0.80  -60.0    289
IRWD   IRONWOOD PH  IRWD US 05/19/12 P12.5   -10.5  56.2   0.80   -5.9    218
CETV   CENTRAL EUR  CETV US 04/21/12 P7.5    -10.5  79.0   0.90   28.6    351
JBLU   JETBLUE AIR  JBLU US 03/17/12 P5      -10.5  51.2   0.20   11.1    324
DLTR   DOLLAR TREE  DLTR US 05/19/12 P85     -10.4  23.5   3.50   14.4    472
WMT    WAL-MART ST  WMT US 03/17/12 P55      -10.2  17.1   0.12  100.0    297
NRF    NORTHSTAR R  NRF US 06/16/12 P5       -10.2  30.4   0.25   25.0    212
NFX    NEWFIELD EX  NFX US 06/16/12 P35      -10.1  39.7   2.10   68.0    594
TJX    TJX COS INC  TJX US 04/21/12 P35      -10.1  21.2   1.45   20.8    291
RRC    RANGE RESOU  RRC US 03/17/12 C65      -10.0  38.3   4.30   79.2    917

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

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