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
=============================================================================
TBT    PROSHARES U  TBT US 04/21/12 C13       32.1  44.0   5.80   -1.7    257
TBT    PROSHARES U  TBT US 06/16/12 C14       19.4  27.8   4.85    1.0    215
CNP    CENTERPOINT  CNP US 04/21/12 C20       19.2  24.4   0.35   75.0   1080
GPOR   GULFPORT EN  GPOR US 04/21/12 C25      18.8  71.3   8.00   19.4    443
CLWR   CLEARWIRE -  CLWR US 01/19/13 P2       18.3  86.9   0.55    0.0    550
P      PANDORA MED  P US 09/22/12 C11         16.6  62.3   1.90  -26.1    651
JAG    JAGUAR MINI  JAG US 04/21/12 P5        15.8 106.1   0.40    0.0   2591
HGT    HUGOTON ROY  HGT US 05/19/12 P15       14.5  25.2   1.05   -4.5    225
MCK    MCKESSON CO  MCK US 04/21/12 C85       13.4  21.7   1.40   27.3   1392
OIH    MARKET VECT  OIH US 04/21/12 P32.67    12.3  50.2   0.18  -10.0    900
XIDE   EXIDE TECH   XIDE US 09/22/12 P2.5     11.7  66.9   0.40   14.3    500
AKS    AK STEEL HL  AKS US 04/21/12 C4        10.5  99.7   2.98    1.4    282
MCK    MCKESSON CO  MCK US 04/21/12 C82.5     10.4  22.9   2.50   13.6  10321
MTG    MGIC INVT C  MTG US 04/21/12 C2        10.2 148.5   2.28    2.2    306

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
DSCO   DISCOVERY L  DSCO US 04/21/12 P2.5    -55.8 118.3   0.05  -91.7    230
DSCO   DISCOVERY L  DSCO US 04/21/12 C4      -55.1  95.4   0.80    0.0    525
DSCO   DISCOVERY L  DSCO US 04/21/12 C2.5    -53.3 118.4   1.95   -7.1    516
DSCO   DISCOVERY L  DSCO US 04/21/12 P4      -48.7 113.4   0.50    0.0    659
P      PANDORA MED  P US 04/21/12 P9         -40.5  66.0   0.28    0.0    225
P      PANDORA MED  P US 04/21/12 P8         -33.1  70.9   0.10    0.0    248
P      PANDORA MED  P US 04/21/12 P10        -30.2  63.3   0.55  150.0    253
KMI    KINDER MORG  KMI US 04/21/12 C35      -28.5  10.1   1.23   36.7   1032
C      CITIGROUP I  C US 01/19/13 C5         -26.2 101.4  27.83   -1.5    200
SPY    SPDR S&P 50  SPY US 03/30/12 P140     -25.8   9.2   5.25  -14.6    278
PLCE   CHILDREN'S   PLCE US 04/21/12 P50     -24.1  31.6   1.95    0.0    631
NRG    NRG ENERGY   NRG US 04/21/12 C15      -23.9  36.9   1.85    0.0    378
ONTY   ONCOTHYREON  ONTY US 04/21/12 P5      -23.9  72.4   0.50  -23.1    228
KDN    KAYDON CORP  KDN US 04/21/12 P35      -23.1  28.2   0.90  -25.0    234
PLCE   CHILDREN'S   PLCE US 04/21/12 P47.5   -22.3  33.5   1.20    3.5    525
PLCE   CHILDREN'S   PLCE US 04/21/12 C52.5   -20.4  31.9   1.50  -48.3    494
P      PANDORA MED  P US 04/21/12 C11        -18.6  60.9   0.80  -77.3    901
AEO    AMER EAGLE   AEO US 04/21/12 C15      -18.3  34.8   0.90   50.0   2109
BONT   BON-TON STO  BONT US 04/21/12 C7      -18.0  69.7   0.40  300.0    213
AEO    AMER EAGLE   AEO US 04/21/12 P14      -16.7  36.4   0.28  -60.0    202
PLCE   CHILDREN'S   PLCE US 04/21/12 P45     -16.6  36.6   0.75   36.4    311
SPY    SPDR S&P 50  SPY US 04/21/12 P142     -16.1  10.5   7.40   -9.8   1220
ONTY   ONCOTHYREON  ONTY US 05/19/12 P5      -16.0  72.3   0.65   -7.1   5276
MBT    MOBILE TELE  MBT US 04/21/12 C19      -15.2  26.3   0.30   20.0    622
MAKO   MAKO SURGIC  MAKO US 04/21/12 C35     -15.0  54.2   3.60  -20.0    242
P      PANDORA MED  P US 06/16/12 P11        -13.9  64.1   1.49   98.7    347
KMI    KINDER MORG  KMI US 06/16/12 C35      -13.1  14.9   1.60   18.5    226
MAKO   MAKO SURGIC  MAKO US 04/21/12 P35     -12.4  58.7   2.15   -8.5    552
CIEN   CIENA CORP   CIEN US 04/21/12 P13     -12.3  52.6   0.42  -54.8    351
ONTY   ONCOTHYREON  ONTY US 04/21/12 C5      -11.7  70.1   0.45  -11.8    284
KMI    KINDER MORG  KMI US 06/16/12 C37.5    -11.1  18.9   0.81   15.7    237
SPY    SPDR S&P 50  SPY US 04/21/12 P140     -10.4  12.2   5.78  -11.1    370
AEO    AMER EAGLE   AEO US 05/19/12 C15      -10.3  37.3   1.10   29.4   1722

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

-- Bloomberg News

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