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
=============================================================================
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1       66.2  56.2   1.26    4.1    541
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C58       65.5  25.1   5.70   -4.4    486
ROYL   ROYALE ENER  ROYL US 03/17/12 C5       63.7  90.3   1.50   25.0    213
AGNC   AMERICAN CA  AGNC US 03/17/12 C30      56.7  11.0   0.68    6.2    382
OCR    OMNICARE IN  OCR US 03/17/12 C30       54.7  52.5   5.50   71.9   1137
KCP    KENNETH COL  KCP US 04/21/12 C15       51.5  24.6   0.85    6.2    200
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C59       49.8  23.3   5.23    4.6    388
UNH    UNITEDHEALT  UNH US 03/17/12 C50       46.6  32.7   5.90   10.3    395
HEK    HECKMANN CO  HEK US 01/18/14 C2        46.5  80.3   3.60    2.9    802
F      FORD MOTOR   F US 03/17/12 C10         40.5  51.6   2.29    3.1    239
MNKD   MANNKIND CO  MNKD US 01/18/14 C1.5     39.5  70.5   1.10   15.8    254
SPY    SPDR S&P 50  SPY US 03/17/12 C126      36.2  22.6  10.89   -0.2    371
KERX   KERYX BIOPH  KERX US 04/21/12 C3       35.7 227.3   1.00   17.6    236
KERX   KERYX BIOPH  KERX US 04/21/12 P3       33.5 227.6   0.90   38.5    285
IWM    ISHARES-RUS  IWM US 03/17/12 C74       33.4  31.8   8.59   -4.2    248
MU     MICRON TECH  MU US 03/17/12 C7         30.9  63.2   1.74   70.6    503
LVLT   LEVEL 3 COM  LVLT US 03/17/12 C25      29.3  45.7   0.70  180.0    598
MBT    MOBILE TELE  MBT US 03/17/12 C18       28.7  27.0   0.60  -20.0    780
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C60       28.6  20.6   4.20    4.7    673
GE     GENERAL ELE  GE US 03/17/12 C17        26.2  31.3   2.08   -6.3    211
VE     VEOLIA ENVI  VE US 03/17/12 C12.5      26.0  50.8   0.35  133.3    500
CSX    CSX CORP     CSX US 03/17/12 C20       25.9  30.0   1.95   16.8    327
SPY    SPDR S&P 50  SPY US 03/17/12 C128      25.4  20.7   9.13    1.7    217
LMT    LOCKHEED MA  LMT US 03/17/12 C80       25.3  44.5   9.20   -5.2    300
FGP    FERRELLGAS-  FGP US 04/21/12 P17.5     24.9  54.3   1.10   22.2    687
WHR    WHIRLPOOL C  WHR US 03/17/12 P60       24.7  53.7   0.06  -53.9    286
CCL    CARNIVAL CO  CCL US 03/17/12 P31       23.7  28.8   1.80   28.6    767
IWM    ISHARES-RUS  IWM US 04/21/12 C69       23.6  33.9  13.86   -2.5   3134
MDR    MCDERMOTT I  MDR US 03/17/12 C14       23.5  57.9   0.45  -35.7    655
WHR    WHIRLPOOL C  WHR US 03/17/12 P70       23.5  41.0   0.86  -58.0    607
KEG    KEY ENERGY   KEG US 03/17/12 C15       22.9  58.4   2.83    1.1    752
SPPI   SPECTRUM PH  SPPI US 03/17/12 C15      22.8  79.7   0.80   33.3    669
DPZ    DOMINO'S PI  DPZ US 03/17/12 C35       22.4  43.5   0.80   53.9   1239
GURE   GULF RESOUR  GURE US 10/20/12 C2.5     22.4  55.7   0.60  -20.0    210
WHR    WHIRLPOOL C  WHR US 03/17/12 P77.5     22.3  37.1   3.80  -56.0    927
WHR    WHIRLPOOL C  WHR US 03/17/12 C70       22.3  40.8   6.30  166.9    521
S      SPRINT NEXT  S US 03/17/12 C1.5        22.0 130.4   0.97   -1.0    274
WHR    WHIRLPOOL C  WHR US 03/17/12 C72.5     22.0  39.3   4.40  238.5    791
CLGX   CORELOGIC I  CLGX US 03/17/12 P12.5    21.9  72.3   0.30    0.0    227
MU     MICRON TECH  MU US 03/17/12 C6         21.5  72.5   2.71   37.6   1100
SIRI   SIRIUS XM R  SIRI US 03/17/12 P2       21.2  45.0   0.02    0.0    897
WHR    WHIRLPOOL C  WHR US 03/17/12 P72.5     20.9  38.9   1.40  -59.3    435
WHR    WHIRLPOOL C  WHR US 03/17/12 C77.5     20.9  37.2   1.68  522.2   1351
MSFT   MICROSOFT C  MSFT US 03/17/12 C25      20.6  47.9   6.45    0.8    297
ITMN   INTERMUNE I  ITMN US 03/17/12 P13      19.6 115.7   1.15   71.6    276
VIT    VANCEINFO T  VIT US 03/17/12 C12.5     19.5  89.6   1.45   31.8    375
WHR    WHIRLPOOL C  WHR US 03/17/12 C75       19.4  37.7   2.71  367.2   1134
BBEP   BREITBURN E  BBEP US 06/16/12 C20      19.2  26.0   0.75   36.4   2635
EPB    EL PASO PIP  EPB US 04/21/12 C37.5     18.9  16.4   0.90    0.0   1000
SPY    SPDR S&P 50  SPY US 03/17/12 C129      18.9  19.5   8.38    4.1    208
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C61       18.9  19.2   3.30    5.4    676
UEC    URANIUM ENE  UEC US 05/19/12 C2.5      18.6  52.2   1.45  -12.1    200
CCMP   CABOT MICRO  CCMP US 03/17/12 P50      18.6  30.7   0.80   -7.0    547
VVUS   VIVUS INC    VVUS US 03/17/12 C24      18.5 103.6   2.12   78.2   3000
ATPG   ATP OIL & G  ATPG US 03/17/12 P6       18.5 147.1   0.17  -48.5   3261
ESRX   EXPRESS SCR  ESRX US 03/17/12 P45      18.0  59.7   0.30   -3.2   2364
SPY    SPDR S&P 50  SPY US 03/17/12 C130      18.0  18.5   7.46    5.1   1315
VVUS   VIVUS INC    VVUS US 04/21/12 C25      17.9 118.4   3.80   52.0    824
CCMP   CABOT MICRO  CCMP US 03/17/12 P45      17.9  43.0   0.20   33.3    951
BAC    BANK OF AME  BAC US 03/17/12 C5        17.8 107.6   2.86   -4.7   1171
CLDX   CELLDEX THE  CLDX US 05/19/12 P3       17.3  75.9   0.10  -33.3   2500
LVLT   LEVEL 3 COM  LVLT US 06/16/12 C25      16.7  47.3   2.35   67.9    281
CVC    CABLEVISION  CVC US 03/17/12 C15       16.7  56.4   1.20   20.0    551
VVUS   VIVUS INC    VVUS US 04/21/12 C24      16.5 122.0   4.30   57.5    269
LO     LORILLARD I  LO US 03/17/12 P115       16.4  41.5   0.64   12.3    386
TYC    TYCO INTL L  TYC US 03/17/12 P50       16.3  22.3   0.25  -52.8    304
LYG    LLOYDS BANK  LYG US 03/17/12 C2        16.3  60.6   0.25  -16.7    200
VIAB   VIACOM INC-  VIAB US 03/17/12 C49      16.3  22.7   0.20  -42.9    494
INTC   INTEL CORP   INTC US 03/17/12 P28      16.2  18.5   1.14  -18.0    779
DIA    SPDR DJIA T  DIA US 03/17/12 C121      16.0  19.3   8.95   -1.1   1504
CCL    CARNIVAL CO  CCL US 03/17/12 C29       16.0  30.9   1.05  -17.3    615
CVI    CVR ENERGY   CVI US 03/17/12 C30       15.9  32.1   0.55  -26.7    220
WHR    WHIRLPOOL C  WHR US 03/17/12 P75       15.6  37.9   2.27  -50.6    459
CVX    CHEVRON COR  CVX US 03/17/12 C105      15.5  21.8   5.35   13.8    227
MCGC   MCG CAPITAL  MCGC US 06/16/12 P5       15.5  41.7   0.65  -23.5    211
UTX    UNITED TECH  UTX US 03/17/12 C87.5     15.5  19.2   0.32   28.0   4969
QIHU   QIHOO 360 T  QIHU US 03/17/12 P15      15.5 103.5   0.25   25.0    961
VVUS   VIVUS INC    VVUS US 04/21/12 C20      15.4 136.7   6.50   26.2    384
MTZ    MASTEC INC   MTZ US 03/17/12 P17.5     15.4  52.7   0.70   27.3    250
NLY    ANNALY CAPI  NLY US 03/17/12 P16       15.3  17.6   0.03  -40.0    217
ATPG   ATP OIL & G  ATPG US 03/17/12 P4       15.2 181.8   0.04  -33.3    205
LGF    LIONS GATE   LGF US 03/17/12 C14       14.9  66.1   0.80    6.7    298
OREX   OREXIGEN TH  OREX US 03/17/12 P4       14.9 124.0   0.35  -30.0   1157
SODA   SODASTREAM   SODA US 03/17/12 C47.5    14.9 105.1   3.60   33.3    441
SODA   SODASTREAM   SODA US 03/17/12 P47.5    14.9 110.0   5.70   -5.0    220
XOM    EXXON MOBIL  XOM US 03/17/12 C90       14.9  16.1   0.38   26.7   3375
WHR    WHIRLPOOL C  WHR US 04/21/12 C77.5     14.9  35.0   3.10  174.3    201
RIG    TRANSOCEAN   RIG US 03/17/12 P50       14.8  44.2   0.79  -47.7    871
QCOM   QUALCOMM IN  QCOM US 03/17/12 C60      14.4  24.3   3.50    0.0    302
LNG    CHENIERE EN  LNG US 03/17/12 C12       14.4  80.6   3.80   72.7    478
LO     LORILLARD I  LO US 03/17/12 P125       14.3  30.5   2.22   16.8   1104
XLU    SPDR-UTIL S  XLU US 03/17/12 C35       14.3  10.2   0.33   -5.7    700
CCL    CARNIVAL CO  CCL US 03/17/12 P29       14.3  30.0   0.55   44.7   1822
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C62       14.3  17.5   2.37    5.8   2404
CRM    SALESFORCE.  CRM US 03/17/12 C135      14.2  40.6  10.35    1.0    391
SPY    SPDR S&P 50  SPY US 03/17/12 C131      14.2  17.5   6.15   -1.0    565
IPG    INTERPUBLIC  IPG US 04/21/12 C12       14.2  28.9   0.40   33.3   1150
LVLT   LEVEL 3 COM  LVLT US 06/16/12 P25      14.2  47.8   2.75  -64.3    541
NFLX   NETFLIX INC  NFLX US 03/17/12 C100     14.1  70.9  12.25   -9.9   1331
BAC    BANK OF AME  BAC US 03/17/12 C6        14.1  72.8   1.86   -3.6   3367
RIG    TRANSOCEAN   RIG US 03/17/12 C52.5     14.1  42.5   2.51  128.2   2715
PANL   UNIVERSAL D  PANL US 03/17/12 C45      14.1  85.6   3.90   11.4    217
PANL   UNIVERSAL D  PANL US 03/17/12 P45      14.0  87.2   3.20    0.0   1362
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P56       13.9  32.5   0.05    0.0   2349
VVUS   VIVUS INC    VVUS US 03/17/12 C20      13.9  99.5   4.50   50.5   1661
SD     SANDRIDGE E  SD US 03/17/12 C9         13.9  48.3   0.32   14.3   2835
VRTX   VERTEX PHAR  VRTX US 03/17/12 C40      13.9  49.2   1.00   -4.8    281
GTLS   CHART INDUS  GTLS US 03/17/12 P65      13.8  59.8   3.40    3.0    252
IPG    INTERPUBLIC  IPG US 03/17/12 C12       13.8  25.0   0.15   50.0    302
ESRX   EXPRESS SCR  ESRX US 03/17/12 P47.5    13.7  56.0   0.52  -23.5   1296
CRM    SALESFORCE.  CRM US 03/17/12 C145      13.7  37.3   3.90    1.3    610
CRM    SALESFORCE.  CRM US 03/17/12 C150      13.6  36.3   2.00    0.5    475
VVUS   VIVUS INC    VVUS US 03/17/12 P25      13.6 105.7   2.77  -29.0    601
VXX    IPATH-S&P S  VXX US 04/21/12 P18       13.6  68.7   0.29    7.4    226
AZO    AUTOZONE IN  AZO US 03/17/12 P350      13.5  24.0   2.75  -19.1    266
SLE    SARA LEE CO  SLE US 03/17/12 C20       13.5  23.6   0.50   11.1   4355
XOM    EXXON MOBIL  XOM US 03/17/12 C85       13.5  17.8   2.95    4.6    386
PG     PROCTER & G  PG US 01/18/14 C65        13.5  16.3   5.50    2.0    200
SPY    SPDR S&P 50  SPY US 03/17/12 C132      13.5  16.9   5.49    3.4    693
PPL    PPL CORPORA  PPL US 03/17/12 C28       13.5  15.1   0.84   -6.7    222
MU     MICRON TECH  MU US 04/21/12 C6         13.4  64.9   2.75   34.1    632
GURE   GULF RESOUR  GURE US 07/21/12 C2.5     13.4  51.7   0.50  -23.1    290
SODA   SODASTREAM   SODA US 03/17/12 C45      13.3 106.0   4.40   18.9    521
VVUS   VIVUS INC    VVUS US 03/17/12 C25      13.3 103.8   1.68   80.7   2950
TLT    ISHARES BAR  TLT US 03/17/12 P108      13.2  20.6   0.05  -28.6    244
VVUS   VIVUS INC    VVUS US 03/17/12 C22      13.2 101.2   3.10   61.5   1794
PPO    POLYPORE IN  PPO US 03/17/12 P35       13.2  55.2   0.35    0.0   1050
SPPI   SPECTRUM PH  SPPI US 03/17/12 C14      13.2  74.2   1.25   25.0    679
CIGX   STAR SCIENT  CIGX US 03/17/12 C4       13.2  78.1   0.34   13.3    210
HGSI   HUMAN GENOM  HGSI US 03/17/12 P8       13.1  86.1   0.45   12.5    326
RIG    TRANSOCEAN   RIG US 03/17/12 P52.5     13.1  41.9   1.58  -43.6    526
NFLX   NETFLIX INC  NFLX US 03/17/12 P90      13.0  77.4   1.05   40.0    793
LO     LORILLARD I  LO US 03/17/12 P100       12.9  54.8   0.09  350.0    422
CRM    SALESFORCE.  CRM US 03/17/12 C140      12.9  38.6   6.60   -0.8    872
RIG    TRANSOCEAN   RIG US 03/17/12 C50       12.9  44.0   4.25   85.6   1848
NFLX   NETFLIX INC  NFLX US 03/17/12 P97.5    12.9  71.3   2.32   43.2    687
RIG    TRANSOCEAN   RIG US 03/17/12 P47.5     12.9  47.5   0.39  -48.0    399
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C13      12.9  59.1   0.65   16.1    839
MU     MICRON TECH  MU US 03/17/12 C8         12.8  48.6   0.83  186.2   2411
T      AT&T INC     T US 03/17/12 P28         12.8  22.0   0.03   50.0    321
NFLX   NETFLIX INC  NFLX US 03/17/12 P92.5    12.8  75.1   1.40   45.8    480
RIG    TRANSOCEAN   RIG US 03/17/12 P55       12.7  40.5   2.94  -35.4    300
SIRI   SIRIUS XM R  SIRI US 03/17/12 C1.5     12.7  95.7   0.76   11.8    263
SD     SANDRIDGE E  SD US 03/17/12 P8         12.7  53.7   0.12    0.0    301
CCL    CARNIVAL CO  CCL US 03/17/12 C28       12.7  31.7   1.90   -7.3    269
NOG    NORTHERN OI  NOG US 03/17/12 P16       12.7 140.7   0.18   20.0    722
ATPG   ATP OIL & G  ATPG US 03/17/12 P7       12.7 133.0   0.34  -52.1    622
NFLX   NETFLIX INC  NFLX US 03/17/12 P95      12.6  73.1   1.74   41.5    553
VVUS   VIVUS INC    VVUS US 03/17/12 P23      12.6 105.4   1.75  -30.3    627
MCD    MCDONALDS C  MCD US 03/17/12 P87.5     12.5  30.6   0.05    0.0    415
NFLX   NETFLIX INC  NFLX US 03/17/12 C105     12.5  66.9   8.80  -10.2    865
ACE    ACE LTD      ACE US 03/17/12 P72.5     12.4  19.1   1.15   25.0    240
F      FORD MOTOR   F US 03/17/12 P11         12.4  36.0   0.05   25.0   1334
FCN    FTI CONSULT  FCN US 06/16/12 P35       12.4  36.8   0.98  -24.6    361
PETM   PETSMART IN  PETM US 03/17/12 C55      12.3  35.1   1.80   20.0    552
SHAW   SHAW GROUP   SHAW US 03/17/12 C30      12.3  39.9   1.05   -2.8    484
URI    UNITED RENT  URI US 03/17/12 C44       12.3  42.2   1.42   89.3    477
XLF    SPDR-FINL S  XLF US 03/17/12 C14       12.3  24.9   0.77    1.3   2754
JRCC   JAMES RIVER  JRCC US 04/21/12 P5       12.2 100.8   0.35   16.7   1310
KR     KROGER CO    KR US 03/17/12 C24        12.2  29.9   0.55   22.2    208
SODA   SODASTREAM   SODA US 03/17/12 C42.5    12.2 105.4   5.81   16.2   2559
CRM    SALESFORCE.  CRM US 03/17/12 P150      12.2  36.5   8.95    5.9    291
GM     GENERAL MOT  GM US 03/17/12 C25        12.1  36.0   1.69   17.4    353
QQQ    POWERSH-QQQ  QQQ US 03/30/12 C60       12.1  20.5   4.08   -1.9    507
XOM    EXXON MOBIL  XOM US 04/21/12 C90       12.1  15.5   1.08   27.1  10245
DIS    WALT DISNEY  DIS US 03/17/12 C41       12.0  22.0   1.34   47.2    212
RIG    TRANSOCEAN   RIG US 03/17/12 C55       12.0  41.2   1.25  166.0   6576
NFLX   NETFLIX INC  NFLX US 03/17/12 P105     11.9  65.6   4.29   28.1    909
FSLR   FIRST SOLAR  FSLR US 03/17/12 C35      11.9  87.0   2.97    1.7    392
VVUS   VIVUS INC    VVUS US 03/17/12 C23      11.9 103.2   2.60   73.3   1483
CRM    SALESFORCE.  CRM US 03/17/12 P145      11.9  37.1   5.70    5.6    556
VVUS   VIVUS INC    VVUS US 03/17/12 C21      11.9 102.3   3.80   55.7   2068
AZO    AUTOZONE IN  AZO US 03/17/12 C360      11.8  23.2   9.50   35.7    396
FSLR   FIRST SOLAR  FSLR US 03/17/12 C36      11.8  86.5   2.46    0.8    691
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C63       11.8  15.9   1.56    8.3   6938
HTZ    HERTZ GLOBA  HTZ US 06/16/12 P13       11.8  47.4   0.85   30.8   1506
AZO    AUTOZONE IN  AZO US 03/17/12 P340      11.8  25.9   1.35  -12.9    304
VVUS   VIVUS INC    VVUS US 03/17/12 C19      11.7 103.8   5.32   38.2    444
NFLX   NETFLIX INC  NFLX US 03/17/12 P110     11.6  62.9   6.40   21.9   1075
UA     UNDER ARMOU  UA US 03/17/12 C90        11.6  32.3   1.35   55.2    413
VVUS   VIVUS INC    VVUS US 03/17/12 P22      11.6 102.8   1.28  -33.0    835
CCL    CARNIVAL CO  CCL US 03/17/12 P28       11.6  32.5   0.25   38.9   2220
FSLR   FIRST SOLAR  FSLR US 03/17/12 C37      11.6  85.8   2.07    3.5    527
PPL    PPL CORPORA  PPL US 03/17/12 C29       11.6  12.7   0.20   17.6    709
GMCR   GREEN MOUNT  GMCR US 03/17/12 P62.5    11.6  48.6   1.03  -16.9    597
SD     SANDRIDGE E  SD US 03/17/12 C8         11.5  54.2   0.93    3.3    761
GMCR   GREEN MOUNT  GMCR US 03/17/12 P65      11.5  46.6   1.76  -17.4   2060
BP     BP PLC-ADR   BP US 03/17/12 P40        11.5  46.7   0.09  -18.2    490
HTZ    HERTZ GLOBA  HTZ US 09/22/12 C15       11.5  42.2   1.63   20.7   6275
LYV    LIVE NATION  LYV US 04/21/12 P10       11.4  50.2   0.90   28.6   1721
GMCR   GREEN MOUNT  GMCR US 03/17/12 C65      11.4  46.9   3.95   19.7   1100
MU     MICRON TECH  MU US 04/21/12 C7         11.4  56.1   1.83   60.5    300
NEE    NEXTERA ENE  NEE US 03/17/12 C60       11.3  11.6   0.90    0.0    283
VVUS   VIVUS INC    VVUS US 04/21/12 P19      11.3 143.7   2.57  -11.7    216
COP    CONOCOPHILL  COP US 03/17/12 P72.5     11.1  22.0   0.21  -30.0    396
IWM    ISHARES-RUS  IWM US 03/17/12 C78       11.1  26.8   5.22    4.0   1081
ESRX   EXPRESS SCR  ESRX US 03/17/12 P50      11.1  53.7   0.94  -32.4   1165
C      CITIGROUP I  C US 03/17/12 P25         11.0  57.7   0.03    0.0    581
MRK    MERCK & CO   MRK US 03/17/12 C39       11.0  14.5   0.10  -23.1    278
RIG    TRANSOCEAN   RIG US 03/17/12 C45       11.0  52.2   8.50   27.8    235
DIA    SPDR DJIA T  DIA US 03/17/12 C128      10.9  14.0   2.55    2.4    240
GMCR   GREEN MOUNT  GMCR US 03/17/12 P60      10.9  50.3   0.63  -11.3    720
XOM    EXXON MOBIL  XOM US 03/17/12 P87.5     10.9  16.4   1.26   -6.7    931
XRX    XEROX CORP   XRX US 03/17/12 P8        10.9  27.1   0.09   28.6   2001
CVX    CHEVRON COR  CVX US 03/17/12 C110      10.9  17.4   1.67   38.0   1666
HD     HOME DEPOT   HD US 03/17/12 P44        10.9  24.6   0.14  -22.2    298
BAC    BANK OF AME  BAC US 03/17/12 P8        10.9  38.7   0.36    9.1   9214
LYV    LIVE NATION  LYV US 07/21/12 P7.5      10.8  65.1   0.50   11.1    423
CLDX   CELLDEX THE  CLDX US 05/19/12 C4       10.8  88.3   0.65    8.3    265
NTES   NETEASE.COM  NTES US 03/17/12 C50      10.8  35.0   1.95   44.4   1117
DAL    DELTA AIR L  DAL US 03/17/12 P8        10.8  58.7   0.05    0.0    225
LYV    LIVE NATION  LYV US 04/21/12 P7.5      10.8  76.9   0.25   25.0   2575
MU     MICRON TECH  MU US 03/17/12 P8         10.7  47.8   0.11  -69.4   1196
ORCL   ORACLE CORP  ORCL US 03/17/12 P27      10.7  29.9   0.10   11.1    471
FSLR   FIRST SOLAR  FSLR US 03/17/12 C34      10.6  86.7   3.50   -1.4    616
BIG    BIG LOTS IN  BIG US 03/17/12 C45       10.6  39.7   1.15   27.8    309
MCD    MCDONALDS C  MCD US 03/17/12 P95       10.5  18.4   0.22   -8.3    569
MCD    MCDONALDS C  MCD US 03/17/12 C100      10.4  13.8   1.20   17.6   9072
UTX    UNITED TECH  UTX US 03/17/12 C85       10.4  19.5   0.94   -2.1   3297
LEN    LENNAR CORP  LEN US 03/17/12 C21       10.4  42.9   2.09   24.4    291
VVUS   VIVUS INC    VVUS US 03/17/12 C17      10.4 110.4   7.25   31.8    694
SIRI   SIRIUS XM R  SIRI US 01/19/13 C2       10.4  41.4   0.46    9.5    794
AEP    AMERICAN EL  AEP US 03/17/12 P37       10.4  17.4   0.25    0.0    251
GM     GENERAL MOT  GM US 03/17/12 C26        10.4  33.1   0.95   21.8   2601
VFC    VF CORP      VFC US 03/17/12 P145      10.3  23.2   1.40  -48.5    296
MO     ALTRIA GROU  MO US 03/17/12 P29        10.3  13.2   0.09  -40.0   1268
BCS    BARCLAYS PL  BCS US 03/17/12 C16       10.2  42.7   0.30  -25.0    290
HD     HOME DEPOT   HD US 03/17/12 C45        10.2  21.0   2.15    3.4   1735
CRM    SALESFORCE.  CRM US 03/17/12 C130      10.2  42.1  14.22   -1.9    263
NTES   NETEASE.COM  NTES US 03/17/12 C52.5    10.2  33.7   0.85   88.9    576
VAC    MARRIOTT VA  VAC US 07/21/12 P20       10.2  39.9   0.80    0.0   2318
VIAB   VIACOM INC-  VIAB US 03/17/12 P46      10.2  24.1   0.83   40.7    331
AEP    AMERICAN EL  AEP US 03/17/12 C38       10.2  16.0   0.40    0.0    304
IWM    ISHARES-RUS  IWM US 04/21/12 C70       10.1  30.9  12.27   -4.9    544
GM     GENERAL MOT  GM US 03/17/12 P24        10.0  38.5   0.15   -6.2    485
TGT    TARGET CORP  TGT US 03/17/12 P50       10.0  25.8   0.06   20.0    250
CRM    SALESFORCE.  CRM US 03/17/12 P135      10.0  40.2   1.92   11.6   1044
SWC    STILLWATER   SWC US 03/17/12 C14       10.0  54.2   1.25   -3.9    281
BAC    BANK OF AME  BAC US 03/17/12 P7        10.0  49.1   0.06    0.0   6934

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TRS    TRIMAS CORP  TRS US 03/17/12 C25      -57.0  36.3   0.40  -66.7    200
ANEN   ANAREN INC   ANEN US 04/21/12 C17.5   -37.8  17.6   1.00   11.1    220
DNDN   DENDREON CO  DNDN US 03/17/12 C11     -33.6  85.1   1.70  -60.5   1154
DNDN   DENDREON CO  DNDN US 03/17/12 P10     -31.6  89.5   0.19   -5.0    874
DNDN   DENDREON CO  DNDN US 03/17/12 P12     -28.9  81.8   0.75   70.5   2209
DNDN   DENDREON CO  DNDN US 03/17/12 C12     -27.6  81.5   1.01  -69.4   1504
DNDN   DENDREON CO  DNDN US 03/17/12 P11     -26.6  84.4   0.39   44.4    638
CYD    CHINA YUCHA  CYD US 03/17/12 C17.5    -23.8  33.3   0.40   60.0    422
SPY    SPDR S&P 50  SPY US 03/17/12 P141     -23.6   8.5   4.64   -6.3   3384
TQNT   TRIQUINT SE  TQNT US 03/17/12 C7      -21.9  36.7   0.15   50.0    288
KMI    KINDER MORG  KMI US 06/16/12 C30      -20.9   9.1   4.30   34.4   2439
HBC    HSBC HOLDIN  HBC US 03/17/12 P45      -20.3  21.6   2.25   80.0    208
VXX    IPATH-S&P S  VXX US 04/21/12 P17      -18.2  66.4   0.15   -6.2    202
ATPG   ATP OIL & G  ATPG US 01/19/13 C5      -17.9  55.9   4.00   36.0   1061
HBC    HSBC HOLDIN  HBC US 03/17/12 C45      -17.3  22.4   0.33  -76.1   1268
HBC    HSBC HOLDIN  HBC US 03/17/12 P41      -17.1  27.9   0.38   65.2    374
HBC    HSBC HOLDIN  HBC US 03/17/12 P44      -16.9  23.2   1.52   83.1    466
CLNE   CLEAN ENERG  CLNE US 03/17/12 C17     -16.6  39.2   2.60   30.0   1242
HBC    HSBC HOLDIN  HBC US 03/17/12 P42      -16.4  26.3   0.64   73.0    853
HBC    HSBC HOLDIN  HBC US 03/17/12 P43      -16.4  24.7   0.95   90.0    200
CHTR   CHARTER COM  CHTR US 03/17/12 P65     -15.5  27.4   2.80    0.0    620
HBC    HSBC HOLDIN  HBC US 03/17/12 P39      -15.2  33.0   0.15    0.0    210
HBC    HSBC HOLDIN  HBC US 03/17/12 C44      -15.0  23.6   0.70  -66.2    705
DNDN   DENDREON CO  DNDN US 04/21/12 C12     -14.0  78.6   1.57  -57.6    546
WES    WESTERN GAS  WES US 08/18/12 P45      -13.7  17.0   2.40  -20.0    200
QUIK   QUICKLOGIC   QUIK US 08/18/12 C2.5    -13.2  66.7   0.60  -14.3    211
MMI    MOTOROLA MO  MMI US 07/21/12 P38      -13.1   7.4   0.20    0.0    200
XEC    CIMAREX ENE  XEC US 03/17/12 C70      -12.9  49.2  15.55   -2.8    253
AES    AES CORP     AES US 04/21/12 C14      -12.7  19.5   0.25    0.0    200
HBC    HSBC HOLDIN  HBC US 03/17/12 C43      -12.5  24.7   1.13  -60.8    312
LNG    CHENIERE EN  LNG US 03/17/12 P14      -12.3  60.5   0.30  -66.7    311
SLT    STERLITE IN  SLT US 06/16/12 P7.5     -12.3  45.7   0.25    0.0    382
LNG    CHENIERE EN  LNG US 04/21/12 P16      -11.9  64.3   1.75  -40.7    346
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2      -11.4  39.6   0.25   31.6   1448
LNG    CHENIERE EN  LNG US 03/17/12 P16      -11.3  58.5   0.95  -54.8   2235
LNG    CHENIERE EN  LNG US 03/17/12 C16      -11.1  58.7   0.70  159.3   2147
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P67      -10.5  14.5   3.09   -6.7    827
IVN    IVANHOE MIN  IVN US 03/17/12 C18      -10.5  54.3   0.70  -12.5    253
IDIX   IDENIX PHAR  IDIX US 03/17/12 C12.5   -10.2  83.7   0.95   -9.5    437
LNG    CHENIERE EN  LNG US 04/21/12 P15      -10.2  68.3   1.25  -46.8    201

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

-- Bloomberg News

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