Ticker	Volume	Price	Price Delta
DJIA	15,307.20	-80.41	-0.52%
S&P 500	1,655.35	-13.81	-0.83%
Nasdaq	3,463.30	-38.82	-1.11%

Ticker	Volume	Price	Price Delta
STOXX 50	2,835.01	+13.36	0.47%
FTSE 100	6,840.27	+36.40	0.53%
DAX	8,530.89	+58.69	0.69%

Ticker	Volume	Price	Price Delta
Nikkei	15,663.00	+35.69	0.23%
Hang Seng	22,884.60	-376.50	-1.62%
S&P/ASX 200	5,062.70	-102.67	-1.99%

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2012-03-09T16:30:07Z

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
=============================================================================
SWHC   SMITH & WES  SWHC US 06/16/12 C3       50.0  96.7   3.97   52.7    344
KGN    KEEGAN RESO  KGN US 05/19/12 C2.5      35.4 100.5   2.35   14.6   1000
PBY    PEP BOYS MM  PBY US 10/20/12 C15       34.9   2.9   0.20    0.0   1150
TIVO   TIVO INC     TIVO US 04/21/12 C9       29.1  45.7   2.39    0.0    400
QSFT   QUEST SOFTW  QSFT US 04/21/12 C20      17.2  37.6   3.90  457.1    290
RNF    RENTECH NIT  RNF US 04/21/12 P22.5     17.1  37.4   0.25  -58.3   1000
AMAT   APPLIED MAT  AMAT US 04/21/12 P8       14.1  64.6   0.01  -50.0    500
SPY    SPDR S&P 50  SPY US 04/21/12 P144      13.7   9.1   7.05   -8.4    331
TBT    PROSHARES U  TBT US 04/21/12 C16       13.6  31.5   3.60   10.8    322
TOL    TOLL BROTHE  TOL US 04/21/12 P25       13.4  34.3   1.40    0.0   1815
SWHC   SMITH & WES  SWHC US 09/22/12 C4       13.2  63.0   3.00   62.2    557
S      SPRINT NEXT  S US 04/21/12 C2.5        12.4  61.4   0.42   82.6   1125
BAC    BANK OF AME  BAC US 04/21/12 C6        12.1  63.4   2.20    4.8    810
OLN    OLIN CORP    OLN US 04/21/12 C22.5     11.9  22.7   0.45  350.0    441
DHI    DR HORTON I  DHI US 04/21/12 C14       11.4  42.7   1.68   58.5    306
FLEX   FLEXTRONICS  FLEX US 04/21/12 P6       11.2  41.6   0.06   20.0   1010
DHI    DR HORTON I  DHI US 04/21/12 P14       11.0  42.9   0.35  -30.0  19129
DHI    DR HORTON I  DHI US 04/21/12 C15       10.9  39.2   1.00   92.3    248
MCP    MOLYCORP IN  MCP US 04/21/12 P24       10.3  63.4   0.55  -52.2    406
DHI    DR HORTON I  DHI US 04/21/12 P15       10.1  39.8   0.67  -30.2   2000

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
QSFT   QUEST SOFTW  QSFT US 04/21/12 P22.5   -62.0  15.4   0.10  -95.0    208
SWHC   SMITH & WES  SWHC US 04/21/12 C7      -36.2  44.7   0.36    0.0    860
HEK    HECKMANN CO  HEK US 04/21/12 C5       -26.8  52.5   0.30  -53.9    962
XME    SPDR S&P ME  XME US 04/21/12 P36      -26.5  51.7   0.07    0.0    200
ULTA   ULTA SALON   ULTA US 04/21/12 P90     -22.8  32.7   4.40  -24.1    268
MCP    MOLYCORP IN  MCP US 09/22/12 C27      -22.7  40.1   4.60   31.4    438
MCP    MOLYCORP IN  MCP US 01/19/13 C30      -22.7  39.1   4.21   20.3    594
JNK    SPDR BARCLA  JNK US 09/22/12 C40      -21.0   6.1   0.30   20.0    430
MCP    MOLYCORP IN  MCP US 06/16/12 C26      -20.9  41.6   4.60   60.8    940
HEK    HECKMANN CO  HEK US 04/21/12 P5       -20.6  54.0   0.40   14.3    399
RENN   RENREN INC-  RENN US 04/21/12 P5      -18.1  70.6   0.30  -38.8    525
ULTA   ULTA SALON   ULTA US 04/21/12 C90     -17.1  35.5   3.40  -30.6    203
REE    RARE ELEMEN  REE US 04/21/12 C6       -16.9  55.4   0.40  122.2    466
AREX   APPROACH RE  AREX US 04/21/12 P25     -15.0  60.4   0.15  -76.9   1000
FXY    CRYSHS-JAPA  FXY US 04/21/12 P111     -14.7  12.0   0.10    0.0    314
ANN    ANN INC      ANN US 04/21/12 P25      -14.1  40.7   0.45  -64.0    461
CCL    CARNIVAL CO  CCL US 04/21/12 P30      -13.9  32.4   1.02  -15.0    618
CCL    CARNIVAL CO  CCL US 04/21/12 P29      -13.6  33.4   0.73   -2.7    266
SWHC   SMITH & WES  SWHC US 04/21/12 P7      -13.2  42.7   0.45    0.0    381
ARO    AEROPOSTALE  ARO US 01/19/13 C12.5    -12.1  44.9   7.80    9.9   1764
CCL    CARNIVAL CO  CCL US 04/21/12 C31      -12.0  32.0   1.20  -20.0    214
XLF    SPDR-FINL S  XLF US 04/21/12 C13      -11.9  28.5   1.97    8.2    214
KERX   KERYX BIOPH  KERX US 04/21/12 P2      -11.8 186.9   0.15  -21.1    378
PM     PHILIP MORR  PM US 06/16/12 C65       -11.7  34.8  20.20    5.5    270
ONNN   ON SEMICOND  ONNN US 04/21/12 C9      -11.3  31.4   0.30    0.0   1567
CCL    CARNIVAL CO  CCL US 04/21/12 P31      -11.2  31.8   1.50   -6.2    511
ARR    ARMOUR RESI  ARR US 10/20/12 P5       -11.0  28.7   0.20    0.0    247
THLD   THRESHOLD P  THLD US 04/21/12 P5      -11.0 104.6   0.35  -12.5    220
MCP    MOLYCORP IN  MCP US 04/21/12 C25      -11.0  46.3   4.85  110.9    581
PAY    VERIFONE SY  PAY US 04/21/12 C52.5    -10.9  30.8   1.35  -27.0   1507
SIRI   SIRIUS XM R  SIRI US 09/22/12 P2      -10.9  39.8   0.11  -38.9    245
TLM    TALISMAN EN  TLM US 04/21/12 P13      -10.8  36.1   0.46  -23.3    400
EUO    PROSH-UL/SH  EUO US 04/21/12 C20      -10.3  22.4   0.45   28.6    389
AM     AMER GREETI  AM US 04/21/12 C15       -10.1  28.4   0.80   33.3    239
KERX   KERYX BIOPH  KERX US 04/21/12 P3      -10.0 195.0   0.45  -25.0    237

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

-- Bloomberg News

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