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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
=============================================================================
VXX    IPATH-S&P S  VXX US 03/17/12 C21       67.5  67.5   3.25    1.6    210
VXX    IPATH-S&P S  VXX US 03/17/12 C20       61.3  67.0   4.15    0.0    735
REE    RARE ELEMEN  REE US 04/21/12 C4        59.3  71.5   1.60  -11.1    200
ANN    ANN INC      ANN US 03/17/12 C26       48.1  61.3   1.05  250.0    296
SNV    SYNOVUS FIN  SNV US 05/19/12 P2        48.0  46.5   0.10    0.0   1532
T      AT&T INC     T US 03/17/12 C28         45.3  26.5   2.92   13.6   1099
ANN    ANN INC      ANN US 03/17/12 P26       44.7  62.5   1.50  -33.3    279
TLAB   TELLABS INC  TLAB US 03/17/12 C4       43.6  47.5   0.10    0.0    220
SFLY   SHUTTERFLY   SFLY US 03/17/12 C25      43.0  88.7   7.20  140.0    357
T      AT&T INC     T US 03/17/12 C29         42.0  21.4   1.89   15.9    286
ANN    ANN INC      ANN US 03/17/12 P25       41.3  62.9   1.00   -9.1   5609
WFT    WEATHERFORD  WFT US 03/17/12 C15       40.9  65.2   2.16   30.9   1347
WFT    WEATHERFORD  WFT US 03/17/12 C16       40.7  56.9   1.50   63.0   1539
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2       40.7  61.3   0.32   28.0  25937
HW     HEADWATERS   HW US 05/19/12 C2         40.5  92.0   1.20    0.0   1031
WFT    WEATHERFORD  WFT US 03/17/12 P15       40.1  64.0   0.16   33.3    902
F      FORD MOTOR   F US 03/17/12 C10         36.8  69.2   2.90    9.4    254
SFLY   SHUTTERFLY   SFLY US 03/17/12 P22.5    36.8  92.5   0.06  -60.0    214
WFT    WEATHERFORD  WFT US 03/17/12 P16       36.6  54.1   0.28  -12.5   1333
OMER   OMEROS CORP  OMER US 04/21/12 C7.5     35.9  93.5   1.15   91.7    611
WFT    WEATHERFORD  WFT US 03/17/12 C14       35.6  74.3   3.35   34.0    461
SFLY   SHUTTERFLY   SFLY US 03/17/12 P25      35.5  85.1   0.15  -70.0    230
SPY    SPDR S&P 50  SPY US 03/17/12 P140      35.1   9.4   3.34    4.4    237
SWKS   SKYWORKS SO  SWKS US 03/17/12 C21      33.3  73.4   7.10   24.6    200
WFT    WEATHERFORD  WFT US 03/17/12 C17       30.5  52.4   0.80  166.7  26016
WFT    WEATHERFORD  WFT US 03/17/12 P17       30.5  50.9   0.70  -15.7   2437
ANN    ANN INC      ANN US 03/17/12 P24       30.4  64.4   0.60   -7.7   1154
WYNN   WYNN RESORT  WYNN US 03/17/12 C120     30.4  44.3  10.65  139.3   1283
CALL   MAGICJACK V  CALL US 03/17/12 C17.5    28.5  94.3   6.00   53.9    317
ANN    ANN INC      ANN US 03/17/12 P23       28.1  66.7   0.35  -36.4   1129
WYNN   WYNN RESORT  WYNN US 03/17/12 P115     27.7  44.3   0.35  -60.7    521
LNG    CHENIERE EN  LNG US 03/17/12 C14       27.0  83.6   3.10   19.2    200
WYNN   WYNN RESORT  WYNN US 03/17/12 P125     26.9  40.6   2.09  -56.1   1493
WYNN   WYNN RESORT  WYNN US 03/17/12 P130     25.8  39.6   4.25  -51.7   1191
WYNN   WYNN RESORT  WYNN US 03/17/12 C125     25.5  41.1   6.85  234.2   2072
AIG    AMERICAN IN  AIG US 03/17/12 P27       25.4  40.1   0.14   55.6   1912
RENN   RENREN INC-  RENN US 03/17/12 P5       25.2  96.7   0.10  -33.3    506
YONG   YONGYE INTE  YONG US 03/17/12 P3       24.9 197.1   0.25   66.7   2202
SFLY   SHUTTERFLY   SFLY US 03/17/12 P30      24.7  67.2   0.95  -66.7    663
TLEO   TALEO CORP-  TLEO US 06/16/12 P45      24.7   5.3   0.10  -60.0    270
YONG   YONGYE INTE  YONG US 04/21/12 P2.5     23.9 164.7   0.25   66.7    398
WYNN   WYNN RESORT  WYNN US 03/17/12 C130     23.7  40.0   4.00  419.5   2940
YONG   YONGYE INTE  YONG US 04/21/12 P3.5     23.1 125.9   0.50   42.9    226
AIG    AMERICAN IN  AIG US 03/17/12 C28       22.9  38.4   1.85   15.6    588
WYNN   WYNN RESORT  WYNN US 03/17/12 C115     22.9  43.6  15.41   90.2    277
AIG    AMERICAN IN  AIG US 03/17/12 P28       22.1  37.9   0.46  109.1    592
REDF   REDIFF.COM   REDF US 03/17/12 C7.5     21.5  67.3   0.30  100.0    337
LULU   LULULEMON A  LULU US 03/17/12 C45      21.3  82.2  26.00    4.0    208
VIT    VANCEINFO T  VIT US 03/17/12 C10       20.6  97.6   1.70   41.7    634
AIG    AMERICAN IN  AIG US 03/17/12 P29       20.1  37.8   0.77   32.8   1294
MPEL   MELCO CROWN  MPEL US 03/17/12 P13      19.9  49.1   0.35  -22.2   1974
YONG   YONGYE INTE  YONG US 04/21/12 P3       19.9 142.2   0.35   40.0    579
IWM    ISHARES-RUS  IWM US 03/17/12 P84       18.5  20.4   3.13    6.5    847
WYNN   WYNN RESORT  WYNN US 03/17/12 P110     18.1  43.9   0.14  -57.6    205
AIG    AMERICAN IN  AIG US 03/17/12 P26       17.0  40.5   0.05  150.0    675
AIG    AMERICAN IN  AIG US 03/17/12 C29       17.0  37.3   1.12   14.3   2264
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P16      16.8  91.7   1.40  -28.2    413
UUP    POWERSHARES  UUP US 04/21/12 C22       16.6   9.3   0.36   44.0   6347
SFLY   SHUTTERFLY   SFLY US 03/17/12 C30      16.6  65.6   2.90  544.4    976
OMER   OMEROS CORP  OMER US 03/17/12 C7.5     16.4  87.0   0.75   87.5    229
WYNN   WYNN RESORT  WYNN US 03/17/12 C135     16.1  39.7   1.94  546.7   2102
WYNN   WYNN RESORT  WYNN US 03/17/12 P100     16.0  55.0   0.04  -42.9    290
AIG    AMERICAN IN  AIG US 03/17/12 C30       16.0  38.0   0.63   14.6   3280
WFR    MEMC ELEC M  WFR US 03/17/12 C3        15.6  84.8   0.91    5.8    342
WYNN   WYNN RESORT  WYNN US 03/17/12 P105     15.6  48.0   0.05  -66.7    376
CSTR   COINSTAR IN  CSTR US 03/17/12 P50      15.5  61.5   0.10    0.0    200
VICL   VICAL INC    VICL US 09/22/12 C2.5     15.3  97.7   1.20    9.1    550
WYNN   WYNN RESORT  WYNN US 04/21/12 P130     15.2  39.9   7.45  -29.4    303
AGNC   AMERICAN CA  AGNC US 03/17/12 P29      15.2  19.1   0.14  -12.5    885
IVR    INVESCO MOR  IVR US 04/21/12 C17.5     14.8  15.8   0.25   66.7    222
T      AT&T INC     T US 03/17/12 C30         14.8  14.7   0.96   37.1   2480
UNG    US NAT GAS   UNG US 03/17/12 P20       14.8  47.4   0.90    0.0    870
LNG    CHENIERE EN  LNG US 04/21/12 C12       14.4  80.5   4.42   22.8    500
AGNC   AMERICAN CA  AGNC US 04/21/12 P30      14.3  17.2   0.80   -4.8    386
SINA   SINA CORP    SINA US 03/17/12 P55      14.2  77.8   0.09  -43.8   1628
LNG    CHENIERE EN  LNG US 03/17/12 C15       14.2  77.9   2.00   14.3   1904
SOHU   SOHU.COM IN  SOHU US 03/17/12 P50      14.2  49.1   0.75  -51.6    320
ARO    AEROPOSTALE  ARO US 03/17/12 C19       14.0  61.7   0.50   -9.1   1751
ARO    AEROPOSTALE  ARO US 03/17/12 P18       14.0  60.4   0.80   23.1   2724
WFT    WEATHERFORD  WFT US 04/21/12 C16       13.7  44.9   1.77   55.3    416
SIRI   SIRIUS XM R  SIRI US 03/17/12 P2       13.6  56.2   0.01    0.0    237
YOKU   YOUKU INC-A  YOKU US 03/17/12 C26      13.4  97.0   2.40  126.4    552
VOD    VODAFONE GR  VOD US 03/17/12 C28       13.1  16.4   0.10    0.0    466
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C16      13.0  78.3   0.65  116.7   3515
YOKU   YOUKU INC-A  YOKU US 03/17/12 C27      13.0  95.8   2.00  135.3    934
RAX    RACKSPACE H  RAX US 03/17/12 C55       13.0  39.7   1.90  216.7    806
IRE    BANK IRELAN  IRE US 04/21/12 C7        12.9  63.4   0.90   28.6   1075
WFT    WEATHERFORD  WFT US 04/21/12 P16       12.9  44.2   0.60  -16.7    929
ZNGA   ZYNGA INC-   ZNGA US 04/21/12 C16      12.8  65.0   1.20   60.0   1428
SOHU   SOHU.COM IN  SOHU US 03/17/12 C50      12.7  48.6   4.00   99.0    739
WFT    WEATHERFORD  WFT US 04/21/12 P17       12.7  42.9   1.00  -20.6   1537
WFT    WEATHERFORD  WFT US 04/21/12 C17       12.6  43.7   1.18   66.2   2954
WYNN   WYNN RESORT  WYNN US 04/21/12 C120     12.6  41.3  13.60   79.0    457
WYNN   WYNN RESORT  WYNN US 04/21/12 C125     12.6  40.4  10.20   96.2    771
AMRN   AMARIN CORP  AMRN US 03/17/12 C8       12.5  97.3   0.55  -46.1   2021
WYNN   WYNN RESORT  WYNN US 04/21/12 P120     12.4  41.2   3.55  -33.0    355
YOKU   YOUKU INC-A  YOKU US 03/17/12 C24      12.3 100.3   3.60   80.0    446
WYNN   WYNN RESORT  WYNN US 04/21/12 P110     12.2  43.7   1.42  -38.5    410
SINA   SINA CORP    SINA US 03/17/12 C65      12.2  68.2  11.10   77.0    611
SPY    SPDR S&P 50  SPY US 03/30/12 P141      12.2  10.7   4.55    3.2    205
YOKU   YOUKU INC-A  YOKU US 03/17/12 P26      12.2  99.6   1.90  -32.1    360
SINA   SINA CORP    SINA US 03/17/12 C72.5    12.0  63.9   5.30  153.6    744
FMCN   FOCUS MEDIA  FMCN US 03/17/12 P22      12.0 108.7   0.55  -31.2    290
ZNGA   ZYNGA INC-   ZNGA US 04/21/12 P15      11.9  82.5   1.70   -8.1    897
SINA   SINA CORP    SINA US 03/17/12 P72.5    11.8  63.5   2.55  -57.5    306
HFC    HOLLYFRONTI  HFC US 06/16/12 C23       11.8  51.4  10.65   -1.4    500
T      AT&T INC     T US 03/17/12 P30         11.8  14.1   0.06  -33.3    373
FMCN   FOCUS MEDIA  FMCN US 04/21/12 P18      11.7  97.5   0.50  -16.7    339
ACAS   AMERICAN CA  ACAS US 03/17/12 C8       11.7  37.1   0.94   -3.1    200
UUP    POWERSHARES  UUP US 06/16/12 C22       11.7   9.4   0.54   31.7  14393
LVS    LAS VEGAS S  LVS US 03/17/12 C57.5     11.7  32.9   1.12    9.8   5212
SINA   SINA CORP    SINA US 03/17/12 P67.5    11.6  65.9   1.09  -54.2    200
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 C14      11.6  71.8   1.56   56.0   2244
IWM    ISHARES-RUS  IWM US 03/17/12 P83       11.5  20.9   2.39    6.2   3464
LVS    LAS VEGAS S  LVS US 03/17/12 P55       11.5  34.4   0.89   17.1   2074
VE     VEOLIA ENVI  VE US 04/21/12 C15        11.5  36.5   0.65  116.7    902
BGCP   BGC PARTNER  BGCP US 05/19/12 C7.5     11.4  34.2   0.35   75.0    239
MPEL   MELCO CROWN  MPEL US 03/17/12 C13      11.4  45.0   0.60   71.4    813
SINA   SINA CORP    SINA US 03/17/12 P70      11.3  64.6   1.57  -55.8    275
WYNN   WYNN RESORT  WYNN US 04/21/12 C130     11.2  39.2   7.35  122.0    770
SLE    SARA LEE CO  SLE US 03/17/12 C21       11.2  24.7   0.75  400.0    857
CALL   MAGICJACK V  CALL US 03/17/12 C22.5    11.2  58.2   1.15  155.6    223
WYNN   WYNN RESORT  WYNN US 04/21/12 C135     11.1  38.4   5.30  161.1    732
UNG    US NAT GAS   UNG US 10/20/12 P18       11.0  51.0   2.20    7.8    268
WYNN   WYNN RESORT  WYNN US 04/21/12 C115     11.0  42.0  16.90   56.5    255
UNG    US NAT GAS   UNG US 10/20/12 P17       10.8  51.7   1.80   30.4  20112
SINA   SINA CORP    SINA US 03/17/12 P65      10.7  67.2   0.60  -58.0    758
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P13      10.6  80.0   0.25  -16.7   1222
ZNGA   ZYNGA INC-   ZNGA US 04/21/12 C15      10.4  64.3   1.55   63.2   4453
ZNGA   ZYNGA INC-   ZNGA US 04/21/12 P12      10.3  77.5   0.45    0.0    782
ZNGA   ZYNGA INC-   ZNGA US 03/17/12 P15      10.3  87.3   0.90  -28.0   3235
NUAN   NUANCE COMM  NUAN US 03/17/12 C26      10.2  45.1   1.66   58.1    651
QQQ    POWERSH-QQQ  QQQ US 03/17/12 P67       10.2  13.1   2.28   -2.1    447
SINA   SINA CORP    SINA US 03/17/12 C75      10.1  62.5   3.65  176.5   1471
HTZ    HERTZ GLOBA  HTZ US 03/17/12 P13       10.1  47.9   0.10  100.0    300
SINA   SINA CORP    SINA US 03/17/12 C67.5    10.1  65.8   9.00  109.3    201

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TRH    TRANSATLANT  TRH US 09/22/12 P60      -84.9   2.8   0.25  -92.4    830
NLY    ANNALY CAPI  NLY US 07/21/12 C13      -49.3  34.3   3.55   -4.0    714
ASNA   ASCENA RETA  ASNA US 06/16/12 P28     -49.0  46.2   0.20  -69.2    417
ASNA   ASCENA RETA  ASNA US 03/17/12 C42     -44.3  30.5   0.55   10.0    317
AGNC   AMERICAN CA  AGNC US 03/17/12 C31     -42.2   5.2   0.11   83.3   1199
FL     FOOT LOCKER  FL US 03/17/12 C29       -36.6  29.8   0.70  -50.0    411
JACK   JACK IN THE  JACK US 03/17/12 C22.5   -36.3  25.3   0.80  -50.0    738
ASNA   ASCENA RETA  ASNA US 03/17/12 C41     -32.6  30.5   1.15   64.3    220
FL     FOOT LOCKER  FL US 03/17/12 C30       -31.9  32.0   0.37  -61.0   4714
EP     EL PASO COR  EP US 03/17/12 C28       -27.0   9.7   0.35    0.0    486
SLE    SARA LEE CO  SLE US 03/17/12 C22      -26.2  25.1   0.30  200.0   1275
ASNA   ASCENA RETA  ASNA US 03/17/12 C39     -25.2  36.3   2.45   63.3    229
XLV    SPDR-HEALTH  XLV US 03/17/12 P34      -22.8  18.8   0.03    0.0    285
SIGA   SIGA TECH I  SIGA US 03/17/12 C3      -22.0  70.0   0.15  -40.0    230
CNC    CENTENE COR  CNC US 03/17/12 P47.5    -19.6  27.6   0.60  -20.0    200
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1.5    -19.5  35.9   0.85    6.2    765
KV/A   KV PHARM-A   KVA US 06/16/12 C1       -18.7 152.1   0.60  -14.3   3840
PLX    PROTALIX BI  PLX US 04/21/12 P5       -18.2  70.3   0.35  -22.2    600
COCO   CORINTHIAN   COCO US 03/17/12 P4      -18.0  71.3   0.10  100.0    200
GORO   GOLD RESOUR  GORO US 03/17/12 C20     -17.1  71.8   5.70    3.6    240
QQQ    POWERSH-QQQ  QQQ US 03/17/12 C60      -16.9  21.8   5.08    3.5    212
EEP    ENBRIDGE EN  EEP US 03/17/12 C32.5    -16.5  13.6   0.55   10.0    582
EP     EL PASO COR  EP US 04/21/12 C29       -16.4  12.3   0.23  109.1    423
FIO    FUSION-IO I  FIO US 03/17/12 C25      -15.7  49.5   6.40   30.6    741
VIAB   VIACOM INC-  VIAB US 03/17/12 C50     -15.1  26.0   0.30  -45.5   2214
RAS    RAIT FINANC  RAS US 03/17/12 P6       -14.7  36.2   0.35  -22.2    283
AGNC   AMERICAN CA  AGNC US 03/17/12 P31     -14.2  15.6   1.19  -19.1    559
C      CITIGROUP I  C1 US 01/19/13 P6        -14.0  32.8   2.58   -4.8    200
ASNA   ASCENA RETA  ASNA US 06/16/12 P40     -13.4  30.6   1.88  -50.5   1838
XLP    SPDR-CONS S  XLP US 03/17/12 C31      -13.1  18.4   2.21    4.2   1000
NTRI   NUTRISYSTEM  NTRI US 03/17/12 C12     -13.1  68.1   0.34   -5.6    993
MBI    MBIA INC     MBI US 03/17/12 C10      -13.1  51.0   0.65   -8.4    585
MTL    MECHEL-SPON  MTL US 03/17/12 P11      -12.4  42.0   0.25  -28.6    200
MVG    MAG SILVER   MVG US 03/17/12 C7.5     -12.3  94.3   3.00    0.0    250
HBAN   HUNTINGTON   HBAN US 03/17/12 C6      -12.1  23.3   0.06  -14.3    600
SPY    SPDR S&P 50  SPY US 03/17/12 C133     -12.0  16.4   4.75   -7.2    936
SDS    PROSHARES U  SDS US 03/17/12 C15      -11.9  25.9   1.03    4.0   1960
ANR    ALPHA NATUR  ANR US 03/17/12 P14      -11.8  60.2   0.03   50.0    264
PG     PROCTER & G  PG US 03/17/12 P67.5     -11.6  11.6   1.20   -4.8    357
EP     EL PASO COR  EP US 04/21/12 C28       -11.5  15.5   0.77   -2.5   2284
MWW    MONSTER WOR  MWW US 04/21/12 P7       -11.0  60.3   0.35    6.1    341
XLF    SPDR-FINL S  XLF US 03/17/12 C14      -10.9  25.1   0.95   -1.0   2020
HFC    HOLLYFRONTI  HFC US 03/17/12 P33.5    -10.8  38.5   1.00    0.0    429
AA     ALCOA INC    AA US 03/17/12 C10       -10.7  26.4   0.38    2.7    735
CYOU   CHANGYOU.CO  CYOU US 03/17/12 P27     -10.7  45.6   0.72  -71.2    306
COV    COVIDIEN PL  COV US 03/17/12 C52.5    -10.6  16.0   0.40  -33.3   1230
ESRX   EXPRESS SCR  ESRX US 06/16/12 P40     -10.6  39.7   0.43  -30.6   5044
KMI    KINDER MORG  KMI US 04/21/12 C37.5    -10.6  18.9   0.50    0.0   2732
DISH   DISH NETWOR  DISH US 03/17/12 C30     -10.5  40.3   0.55    3.8   1748
ORCL   ORACLE CORP  ORCL US 03/17/12 C31     -10.3  18.9   0.16   33.3   8664
IPG    INTERPUBLIC  IPG US 03/17/12 P11      -10.1  30.1   0.05    0.0    500

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

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