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
=============================================================================
CIM    CHIMERA INV  CIM US 04/21/12 C3       157.3  28.6   0.05  -50.0    230
MWW    MONSTER WOR  MWW US 03/17/12 P8       109.1  74.1   0.70  -48.1    445
MWW    MONSTER WOR  MWW US 03/17/12 C7       108.8  72.9   0.85  466.7   3441
MWW    MONSTER WOR  MWW US 03/17/12 P7        78.4  66.8   0.20  -20.0   1614
SPY    SPDR S&P 50  SPY US 03/17/12 C130      52.2  19.9   7.59    7.5    295
KMI    KINDER MORG  KMI US 06/16/12 C32.5     44.9  12.6   3.10   12.7    211
XLF    SPDR-FINL S  XLF US 03/17/12 C14       42.9  25.5   0.95   17.3   1181
SWKS   SKYWORKS SO  SWKS US 08/18/12 C15      35.3  60.6  12.00   18.8   1000
SPY    SPDR S&P 50  SPY US 03/17/12 C131      35.1  18.8   6.61   10.5    962
MWW    MONSTER WOR  MWW US 04/21/12 C8        34.2  53.6   0.45  350.0    213
EEM    ISHARES-EMG  EEM US 03/17/12 C40       28.9  31.0   4.65    5.0   1001
GMXR   GMX RESOURC  GMXR US 01/19/13 C1       28.4 111.8   1.05   16.7    230
GPS    GAP INC/THE  GPS US 03/17/12 P23       27.4  37.4   0.10  -74.4    336
CAST   CHINACAST E  CAST US 03/17/12 C5       27.1  90.9   0.70  -30.0    223
YHOO   YAHOO! INC   YHOO US 04/21/12 C11      27.0  43.3   3.85   -2.5    381
MSI    MOTOROLA SO  MSI US 03/17/12 C50       26.7  26.0   0.89   29.0   3611
BPI    BRIDGEPOINT  BPI US 03/17/12 P22.5     25.9  84.1   1.04  131.1    380
MWW    MONSTER WOR  MWW US 03/17/12 C8        25.6  71.2   0.30  500.0   9268
MMI    MOTOROLA MO  MMI US 03/17/12 C38       25.4  19.8   1.95    9.6    540
SWKS   SKYWORKS SO  SWKS US 03/17/12 C23      22.6  50.6   3.92   -4.4    224
CAST   CHINACAST E  CAST US 04/21/12 C5       22.4  80.0   0.90  -14.3    336
LINE   LINN ENERGY  LINE US 03/17/12 P38      21.3  15.1   0.30    0.0    500
AMTD   TD AMERITRA  AMTD US 03/17/12 C18      19.4  24.5   0.92   41.5   1004
SPY    SPDR S&P 50  SPY US 03/17/12 C133      19.4  16.2   4.74   12.6    729
CIM    CHIMERA INV  CIM US 09/22/12 C3        18.4  25.2   0.10  -33.3    252
ILMN   ILLUMINA IN  ILMN US 04/21/12 C52.5    17.9  31.3   2.05   32.3    878
GPS    GAP INC/THE  GPS US 03/17/12 C24       17.0  33.6   1.41  327.3    278
SPY    SPDR S&P 50  SPY US 04/21/12 C125      16.7  22.9  12.79    4.9    255
CTL    CENTURYLINK  CTL US 04/21/12 C39       16.3  15.4   0.90  -28.0    730
ORCL   ORACLE CORP  ORCL US 03/17/12 C23      15.9  65.0   6.65    6.4    356
NLY    ANNALY CAPI  NLY US 03/17/12 P16       15.9  19.8   0.09   80.0   5813
SPY    SPDR S&P 50  SPY US 03/17/12 C134      15.4  15.4   3.88   12.8    927
MW     MEN'S WEARH  MW US 03/17/12 P35        14.7  63.0   0.45   12.5    319
CRUS   CIRRUS LOGI  CRUS US 03/17/12 P21      14.4  49.2   0.10    0.0    200
YCS    PROSH-UL/SH  YCS US 03/17/12 C42       14.2  19.1   3.40   32.3    750
RIMM   RESEARCH IN  RIMM US 03/17/12 P14      14.2  53.8   0.80   66.7   6625
AMD    ADV MICRO D  AMD US 03/17/12 P7        13.9  45.6   0.07  -30.0   1090
UNG    US NAT GAS   UNG2 US 03/17/12 C6       13.3  61.2   0.02    0.0    377
CALL   MAGICJACK V  CALL US 03/17/12 C17.5    12.8  75.7   3.80   26.7    317
RIMM   RESEARCH IN  RIMM US 03/17/12 C14      12.6  54.6   0.45  -31.8   5509
ORCL   ORACLE CORP  ORCL US 03/17/12 C28      12.5  28.3   1.77   26.4    242
TBT    PROSHARES U  TBT US 03/17/12 C15       12.5  56.3   4.30   13.2    542
CAB    CABELA'S IN  CAB US 09/22/12 P35       12.1  41.6   4.00    0.0    212
BAC    BANK OF AME  BAC US 03/17/12 P7        11.9  49.4   0.03    0.0   1233
GS     GOLDMAN SAC  GS US 03/17/12 P95        11.4  51.5   0.05  -44.4    236
LINE   LINN ENERGY  LINE US 04/21/12 P38      11.4  16.0   0.65  -13.3    829
OPEN   OPENTABLE I  OPEN US 03/17/12 C45      11.4  54.4   2.75  -34.5    203
ORCL   ORACLE CORP  ORCL US 03/17/12 C29      11.4  24.4   0.95   46.1   2759
GS     GOLDMAN SAC  GS US 03/17/12 P105       11.3  39.6   0.19  -54.8    318
XLI    SPDR-INDU S  XLI US 03/17/12 C37       11.3  17.0   0.64   -3.0    227
SVM    SILVERCORP   SVM US 03/17/12 C7        11.3  54.2   0.55   10.0    465
PFE    PFIZER INC   PFE US 03/17/12 P20       11.0  24.9   0.04  -20.0    716
IWM    ISHARES-RUS  IWM US 03/17/12 C79       10.8  25.0   3.34   22.3   1777
AGNC   AMERICAN CA  AGNC US 03/17/12 C30      10.7  15.0   0.76    8.6    218
MSFT   MICROSOFT C  MSFT US 03/17/12 C30      10.4  22.0   1.98    8.8   3258
LULU   LULULEMON A  LULU US 03/17/12 P65      10.4  41.4   0.67  -44.6    469
P      PANDORA MED  P US 03/17/12 P12         10.4  87.8   0.39   -2.5    262
ORCL   ORACLE CORP  ORCL US 03/17/12 P29      10.4  23.9   0.32  -23.8   3965
SDRL   SEADRILL LT  SDRL US 04/21/12 C42      10.3  22.3   0.30  -66.7    934
SDRL   SEADRILL LT  SDRL US 04/21/12 C41      10.3  23.0   0.68  -56.1    504
CIGX   STAR SCIENT  CIGX US 05/19/12 C3.5     10.3  72.8   0.70   16.7    212
ETFC   E*TRADE FIN  ETFC US 03/17/12 C8       10.2  68.1   1.90   11.1   4012
KORS   MICHAEL KOR  KORS US 03/17/12 C39      10.2  46.4   6.70   73.1    204
MSFT   MICROSOFT C  MSFT US 03/17/12 C29      10.1  26.5   2.91    5.0    446
SPY    SPDR S&P 50  SPY US 03/17/12 C135      10.1  14.6   3.18   20.0   6229
UNG    US NAT GAS   UNG2 US 03/17/12 P6       10.0  58.3   1.14   31.0    457

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AMRN   AMARIN CORP  AMRN US 03/17/12 C7      -49.3  62.7   1.65   57.1    250
CCO    CLEAR CHANN  CCO US 09/22/12 C15      -48.2  18.9   0.75    0.0    585
FNSR   FINISAR COR  FNSR US 03/17/12 P20     -47.5  45.6   0.55  -59.3   2109
SPY    SPDR S&P 50  SPY US 03/17/12 P141     -46.3   7.9   4.34   -9.0    491
FNSR   FINISAR COR  FNSR US 03/17/12 P21     -46.1  46.7   1.05  -40.0    833
CIM    CHIMERA INV  CIM US 03/17/12 P3       -45.8  16.3   0.10  100.0    300
FNSR   FINISAR COR  FNSR US 03/17/12 C20     -45.7  46.5   1.00  -41.2   1244
FNSR   FINISAR COR  FNSR US 03/17/12 C19     -45.6  50.4   1.50  -33.3    257
DIN    DINEEQUITY   DIN US 03/17/12 P50      -45.2  33.6   0.30  -75.0    518
FNSR   FINISAR COR  FNSR US 03/17/12 P19     -44.4  49.1   0.25  -68.8    498
FNSR   FINISAR COR  FNSR US 03/17/12 C21     -44.3  46.0   0.50  -52.4   1929
FNSR   FINISAR COR  FNSR US 03/17/12 P18     -43.7  52.2   0.13  -78.3   3251
SPPI   SPECTRUM PH  SPPI US 03/17/12 P14     -42.6  54.4   0.95   -5.0    332
SPPI   SPECTRUM PH  SPPI US 03/17/12 C14     -42.0  54.4   0.50  -58.3   1230
SPPI   SPECTRUM PH  SPPI US 03/17/12 C13     -41.2  57.4   1.10  -42.1    689
VE     VEOLIA ENVI  VE US 03/17/12 C12.5     -37.8  34.2   1.48  228.9    774
SPPI   SPECTRUM PH  SPPI US 03/17/12 P13     -37.7  56.4   0.45  -18.2    519
BSFT   BROADSOFT I  BSFT US 03/17/12 C35     -36.5  50.5   3.50   18.6   1358
KR     KROGER CO    KR US 03/17/12 P24       -36.3  22.6   0.30  -64.7   4955
FNSR   FINISAR COR  FNSR US 03/17/12 P17     -36.2  62.6   0.10  -77.8    268
BSFT   BROADSOFT I  BSFT US 03/17/12 C40     -36.0  48.9   0.90  -14.3    200
KR     KROGER CO    KR US 03/17/12 C25       -35.5  22.3   0.20  -20.0    250
KR     KROGER CO    KR US 03/17/12 C24       -34.4  23.0   0.65    8.3    203
FNSR   FINISAR COR  FNSR US 03/17/12 P16     -33.2  68.2   0.05  -75.0    400
BID    SOTHEBY'S    BID US 03/17/12 P33      -32.7  42.3   0.29   45.0    651
MDR    MCDERMOTT I  MDR US 03/17/12 C15      -32.4  43.1   0.45  164.7   1545
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2      -30.9  39.4   0.27    8.0   2175
PETM   PETSMART IN  PETM US 03/17/12 C55     -30.0  23.6   0.45  -77.5    771
HK     HALCON RESO  HK US 07/21/12 C11       -29.8  45.7   1.40  -36.4   1297
TLT    ISHARES BAR  TLT US 03/17/12 C110     -29.1  17.9   5.75  -23.8    369
SPY    SPDR S&P 50  SPY US 03/17/12 P140     -28.8  10.1   3.55  -16.5  21797
BID    SOTHEBY'S    BID US 03/17/12 P37      -28.1  40.8   1.95  143.8    579
PETM   PETSMART IN  PETM US 03/17/12 P55     -27.8  24.9   1.80   44.0    223
AMRN   AMARIN CORP  AMRN US 03/17/12 P9      -26.4  95.1   0.95  -34.5    784
JRCC   JAMES RIVER  JRCC US 03/17/12 C6      -26.1  73.9   0.75  114.3   1237
AMRN   AMARIN CORP  AMRN US 03/17/12 C9      -25.7  81.9   0.42   40.0    329
TD     TORONTO-DOM  TD US 03/17/12 C82.5     -25.6  14.0   1.20   26.3    464
PBY    PEP BOYS MM  PBY US 10/20/12 C15      -25.3   3.2   0.25    0.0    950
RY     ROYAL BANK   RY US 03/17/12 C60       -24.9  13.7   0.10    0.0    344
IWM    ISHARES-RUS  IWM US 03/17/12 P85      -23.8  19.7   3.76   -7.4    466
SDRL   SEADRILL LT  SDRL US 03/17/12 C40     -23.3  22.1   0.60  -75.0    241
SPRD   SPREADTRUM-  SPRD US 03/17/12 C14     -23.0  46.0   0.30  -50.0   1341
HYG    ISH-IBOXX H  HYG US 03/17/12 C92      -22.8   5.4   0.33   -5.7    656
BTI    BRIT AMER T  BTI US 03/17/12 C100     -22.3  12.4   2.60   26.8    266
MTZ    MASTEC INC   MTZ US 03/17/12 P17.5    -22.2  43.0   0.20  -75.0    417
SNV    SYNOVUS FIN  SNV US 04/21/12 C2       -21.7  41.9   0.20    0.0    418
SPY    SPDR S&P 50  SPY US 03/17/12 P139     -21.3  11.0   2.73  -21.1   1015
SCOK   SINOCOKING   SCOK US 01/19/13 P2.5    -21.1  77.9   0.55  -45.0    820
AMRN   AMARIN CORP  AMRN US 03/17/12 P8      -20.9  86.8   0.30  -66.7    410
DRC    DRESSER-RAN  DRC US 03/17/12 P50      -20.7  33.9   1.00   17.6    307
FIO    FUSION-IO I  FIO US 03/17/12 C25      -20.3  50.3   4.30   48.3    301
MDR    MCDERMOTT I  MDR US 03/17/12 C14      -20.2  47.1   1.05  200.0   2093
YPF    YPF SA-ADR   YPF US 03/17/12 P25      -19.5  93.6   1.00  -44.4    254
KR     KROGER CO    KR US 04/21/12 C25       -19.0  19.4   0.45    0.0    247
BSFT   BROADSOFT I  BSFT US 03/17/12 P30     -18.9  75.8   0.10  -83.3    327
IWM    ISHARES-RUS  IWM US 03/17/12 P84      -18.6  20.3   2.94  -17.9   4274
APRI   APRICUS BIO  APRI US 05/19/12 C2.5    -17.5  97.2   1.10  -21.4    238
WTW    WEIGHT WATC  WTW US 04/21/12 C82.5    -17.5  22.5   1.25  -10.7    268
FIO    FUSION-IO I  FIO US 06/16/12 C20      -17.3  42.4   9.30   22.4    699
ALU    ALCATEL-LUC  ALU US 03/17/12 C2.5     -17.3  61.4   0.05  -50.0    200
MBI    MBIA INC     MBI US 03/17/12 P10      -17.1  64.1   0.41   13.9    252
XLF    SPDR-FINL S  XLF US 03/17/12 P15      -16.9  18.4   0.31  -31.1   2061
JRCC   JAMES RIVER  JRCC US 03/17/12 P6      -16.6  81.5   0.20  -69.2    891
SPPI   SPECTRUM PH  SPPI US 04/21/12 C14     -16.2  70.9   1.40  -24.3    203
BID    SOTHEBY'S    BID US 04/21/12 C36      -15.7  42.1   2.25  -52.5    276
SPY    SPDR S&P 50  SPY US 03/17/12 P138     -15.6  11.8   2.10  -23.9   7365
SDRL   SEADRILL LT  SDRL US 04/21/12 P28     -15.6  46.1   0.05    0.0    302
KR     KROGER CO    KR US 04/21/12 P24       -15.5  21.2   0.58  -39.0    607
SPY    SPDR S&P 50  SPY US 03/30/12 P140     -15.2  11.7   4.00   -7.0    385
BID    SOTHEBY'S    BID US 04/21/12 C37      -14.8  41.6   1.65  -62.5    212
IWM    ISHARES-RUS  IWM US 03/17/12 P83      -14.1  21.0   2.31  -18.7   7012
SPY    SPDR S&P 50  SPY US 03/17/12 P137     -14.0  12.6   1.57  -24.5  23261
JAG    JAGUAR MINI  JAG US 03/17/12 C6       -13.8  86.7   0.55   -8.3    244
GLD    SPDR GOLD T  GLD US 03/17/12 C175     -13.6  19.0   0.32    3.2    540
BID    SOTHEBY'S    BID US 04/21/12 P36      -13.6  41.3   2.30   75.6    300
SPPI   SPECTRUM PH  SPPI US 04/21/12 P14     -13.6  68.7   1.75    0.0    241
QCOM   QUALCOMM IN  QCOM US 03/17/12 P65     -13.5  18.6   2.69   -7.9    287
GLD    SPDR GOLD T  GLD US 03/17/12 C172     -13.4  18.7   0.84   33.3   1540
GLD    SPDR GOLD T  GLD US 03/17/12 C171     -13.4  18.6   1.08   36.7    517
KDN    KAYDON CORP  KDN US 03/17/12 P35      -13.4  33.8   0.20  -33.3    507
AA     ALCOA INC    AA US 03/17/12 C8        -13.3  53.4   2.19   -0.9    452
MHS    MEDCO HEALT  MHS US 03/17/12 P57.5    -13.3  71.2   0.70  -35.8    478
GLD    SPDR GOLD T  GLD US 03/17/12 C173     -13.2  18.7   0.60   11.1    733
GLD    SPDR GOLD T  GLD US 03/17/12 P166     -13.1  18.6   2.22  -43.1    844
SPPI   SPECTRUM PH  SPPI US 05/19/12 P13     -13.1  75.1   1.60   33.3   5074
CTL    CENTURYLINK  CTL US 03/17/12 C39      -13.1  18.4   0.70  -44.0    350
GLD    SPDR GOLD T  GLD US 03/17/12 C170     -13.1  18.6   1.38   48.4   3164
GLD    SPDR GOLD T  GLD US 03/17/12 C174     -13.1  18.9   0.46   15.0   1362
BID    SOTHEBY'S    BID US 04/21/12 P35      -12.9  42.0   1.80   80.0    452
GLD    SPDR GOLD T  GLD US 03/17/12 C169     -12.9  18.7   1.75   49.6    935
TGT    TARGET CORP  TGT US 03/17/12 P55      -12.8  18.7   0.33  -13.2   2156
GE     GENERAL ELE  GE US 03/17/12 P20       -12.7  17.0   0.97    0.0    216
GLD    SPDR GOLD T  GLD US 03/30/12 C172     -12.7  18.2   1.54   14.1   3340
SDRL   SEADRILL LT  SDRL US 03/17/12 P40     -12.6  21.4   1.20  242.9    319
GLD    SPDR GOLD T  GLD US 03/30/12 C173     -12.6  18.2   1.31   33.7    203
GM     GENERAL MOT  GM US 03/17/12 C27       -12.5  30.8   0.44   15.8   5502
IWM    ISHARES-RUS  IWM US 03/30/12 P84      -12.4  20.5   3.39  -18.3    345
RY     ROYAL BANK   RY US 04/21/12 C60       -12.4  13.6   0.40   60.0    980
GLD    SPDR GOLD T  GLD US 03/30/12 C169     -12.3  18.2   2.46   17.1    215
GLD    SPDR GOLD T  GLD US 03/17/12 P170     -12.3  17.8   4.46  -32.9    224
GLD    SPDR GOLD T  GLD US 03/30/12 C170     -12.2  18.1   2.09   16.8    200
GLD    SPDR GOLD T  GLD US 03/17/12 C168     -12.2  18.8   2.20   46.7   2282
CX     CEMEX SAB-S  CX US 03/17/12 C8        -11.9  45.9   0.20  -23.1    519
PZG    PARAMOUNT G  PZG US 09/22/12 P2.5     -11.9  54.6   0.35  -12.5    323
SPY    SPDR S&P 50  SPY US 03/30/12 P139     -11.8  12.4   3.35   -9.0    387
SCEI   SINO CLEAN   SCEI US 06/16/12 C2      -11.6  76.2   0.40  100.0    259
GLD    SPDR GOLD T  GLD US 03/17/12 P164     -11.6  19.2   1.45  -48.2    499
IBM    IBM          IBM US 03/17/12 P200     -11.6  13.7   3.54  -20.4   2688
GNK    GENCO SHIPP  GNK US 03/17/12 C7       -11.5  59.7   0.30    0.0    242
GLD    SPDR GOLD T  GLD US 03/17/12 P167     -11.4  18.5   2.41  -46.4   1393
GLD    SPDR GOLD T  GLD US 03/17/12 C167     -11.4  19.0   2.65   42.5   1409
GLD    SPDR GOLD T  GLD US 03/17/12 C166     -11.3  19.2   3.02   37.3    664
GLD    SPDR GOLD T  GLD US 03/30/12 C168     -11.3  18.3   2.89   23.5    275
MPEL   MELCO CROWN  MPEL US 03/17/12 C13     -11.3  38.2   0.40   33.3    333
S      SPRINT NEXT  S US 03/17/12 C2.5       -11.2  48.9   0.12    9.1    517
IVN    IVANHOE MIN  IVN US 04/21/12 P18      -11.0  42.2   1.10  -31.7   1836
SPY    SPDR S&P 50  SPY US 04/21/12 P140     -11.0  13.1   4.55  -13.5   3132
JNJ    JOHNSON&JOH  JNJ US 03/17/12 P65      -11.0   8.9   0.51  -10.5    251
JEF    JEFFERIES G  JEF US 03/17/12 C16      -10.9  33.2   1.30   36.8   1187
VXX    IPATH-S&P S  VXX US 03/17/12 C23      -10.8  76.1   2.20  -10.2    572
GLD    SPDR GOLD T  GLD US 03/17/12 P171     -10.7  18.0   5.16  -30.1    203
SDRL   SEADRILL LT  SDRL US 03/17/12 C41     -10.7  20.3   0.25  -80.8    210
GLD    SPDR GOLD T  GLD US 03/17/12 P163     -10.7  19.5   1.18  -49.8   1425
IWM    ISHARES-RUS  IWM US 04/21/12 P85      -10.7  20.9   4.77   -9.7    218
GLD    SPDR GOLD T  GLD US 03/17/12 P162     -10.6  19.9   0.95  -53.4    908
BRK/B  BERKSHIRE H  BRKB US 03/17/12 C80     -10.6  14.0   0.44   -6.4    366
GLD    SPDR GOLD T  GLD US 03/17/12 P165     -10.6  18.9   1.60  -52.2   3138
GLD    SPDR GOLD T  GLD US 03/17/12 C164     -10.5  19.7   4.50   40.6    255
STP    SUNTECH POW  STP US 03/17/12 C3       -10.5  83.2   0.28  -12.5    221
SPY    SPDR S&P 50  SPY US 03/17/12 P136     -10.4  13.5   1.15  -28.6  26285
FIO    FUSION-IO I  FIO US 03/17/12 C30      -10.4  61.1   1.10   83.3   2202
TLT    ISHARES BAR  TLT US 03/17/12 P109     -10.4  18.2   0.10   11.1    209
IWM    ISHARES-RUS  IWM US 03/30/12 P83      -10.3  21.3   2.94  -10.6   2264
EEM    ISHARES-EMG  EEM US 03/17/12 P45      -10.1  22.5   1.08  -15.6    952
ROC    ROCKWOOD HO  ROC US 03/17/12 P50      -10.0  31.9   0.25  -19.4    434
WEN    WENDY'S CO/  WEN US 05/19/12 C5       -10.0  32.4   0.40    0.0   1580

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

-- Bloomberg News

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