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
=============================================================================
PVH    PVH CORP     PVH US 04/21/12 C77.5     98.2  39.5   9.55    0.0   1000
UGI    UGI CORP     UGI US 04/21/12 C25       61.9  50.5   3.00  -28.6   1860
CMS    CMS ENERGY   CMS US 04/21/12 C22.5     48.4  17.1   0.25  150.0    385
KMI    KINDER MORG  KMI US 06/16/12 C35       38.4  11.1   1.85  -26.0    231
EXC    EXELON CORP  EXC US 04/21/12 C37       33.2  18.5   2.55   37.8    307
CEG    CONSTELLAT   CEG US 04/21/12 C36       29.2  14.3   0.80    6.7    226
SWHC   SMITH & WES  SWHC US 09/22/12 C3       28.9  81.4   3.96    1.5    350
DLR    DIGITAL REA  DLR US 04/21/12 C65       26.9  30.2   6.90    6.2   4680
MRK    MERCK & CO   MRK US 04/21/12 C34       24.4  33.1   3.95    8.2    437
IWM    ISHARES-RUS  IWM US 03/30/12 P85       23.9  19.2   4.41   17.0    385
RENN   RENREN INC-  RENN US 04/21/12 P4       23.1  94.8   0.05  -66.7    526
XOM    EXXON MOBIL  XOM US 04/21/12 C65       22.3  38.5  20.35    5.7    283
YOKU   YOUKU INC-A  YOKU US 06/16/12 P27      18.8  88.8   4.20  -14.3    342
MTGE   AMERICAN CA  MTGE US 06/16/12 C20      18.1  44.6   3.20   88.2    720
XOM    EXXON MOBIL  XOM US 04/21/12 C67.5     17.7  34.6  17.85    4.1    376
KMI    KINDER MORG  KMI US 04/21/12 C37.5     17.0  15.4   0.45  -40.0   1720
OREX   OREXIGEN TH  OREX US 04/21/12 P4       16.4 114.7   0.55  -15.4    846
YOKU   YOUKU INC-A  YOKU US 04/21/12 P29      15.2  88.2   3.50    0.0    214
ARIA   ARIAD PHARM  ARIA US 04/21/12 P12      14.6  76.1   0.35  -18.6    500
SCHW   SCHWAB (CHA  SCHW US 04/21/12 P12      14.5  42.3   0.10  100.0    200
RENN   RENREN INC-  RENN US 04/21/12 P5       13.9  80.9   0.33   10.0    210
NLY    ANNALY CAPI  NLY US 04/21/12 C17       13.8  16.6   0.04   33.3    493
ARIA   ARIAD PHARM  ARIA US 05/19/12 P11      13.7  70.6   0.30    0.0    200
QQQ    POWERSH-QQQ  QQQ US 03/30/12 P68       12.9  13.1   3.37    5.6    500
IWM    ISHARES-RUS  IWM US 03/30/12 P83       12.6  20.9   2.88   15.7   1486
PFE    PFIZER INC   PFE US 04/21/12 C19       11.4  25.8   2.59    0.8    291
RDS/A  ROYAL DUTCH  RDSA US 07/21/12 C72.5    11.2  20.1   2.62    2.8    502
RVBD   RIVERBED TE  RVBD US 04/21/12 C27      10.8  55.0   1.68  -13.8    472
RVBD   RIVERBED TE  RVBD US 04/21/12 P27      10.8  54.4   2.19   35.2    218
PBI    PITNEY BOWE  PBI US 04/21/12 C18       10.6  22.3   0.55   22.2    282
FIO    FUSION-IO I  FIO US 06/16/12 C22.5     10.5  58.2   9.47   -7.2    200
OVTI   OMNIVISION   OVTI US 04/21/12 C15      10.5  51.1   2.80  -15.2    401
YOKU   YOUKU INC-A  YOKU US 04/21/12 P21      10.2  95.0   0.50  -52.4    202
FSLR   FIRST SOLAR  FSLR US 04/21/12 P13      10.2 117.1   0.09   50.0    363
IWM    ISHARES-RUS  IWM US 03/30/12 P82       10.1  21.8   2.14    9.7    410
K      KELLOGG CO   K US 04/21/12 C55         10.0  12.1   0.20   53.9    235

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
ICON   ICONIX BRAN  ICON US 05/19/12 C17.5   -79.0  33.0   0.75   -6.2    210
SWHC   SMITH & WES  SWHC US 06/16/12 C3      -31.2  70.2   3.89   -2.0    351
S      SPRINT NEXT  S US 05/19/12 C1         -30.1 110.4   1.80   -1.6    271
MCP    MOLYCORP IN  MCP US 04/21/12 C25      -28.7  34.1   6.30    9.6    259
MCP    MOLYCORP IN  MCP US 06/16/12 C25      -27.4  30.5   6.20    2.5   1423
MCP    MOLYCORP IN  MCP US 04/21/12 C26      -24.8  38.9   5.25    0.0    226
MCP    MOLYCORP IN  MCP US 06/16/12 C26      -23.8  31.7   5.75    8.5    794
MCP    MOLYCORP IN  MCP US 04/21/12 C31      -21.5  48.5   2.01  -21.8    507
MCP    MOLYCORP IN  MCP US 04/21/12 C30      -20.8  47.6   2.50  -14.7    569
MCP    MOLYCORP IN  MCP US 06/16/12 C30      -20.6  39.1   3.25   -9.7   1457
MCP    MOLYCORP IN  MCP US 04/21/12 C32      -18.6  50.9   1.67  -20.1   1323
MCP    MOLYCORP IN  MCP US 06/16/12 C31      -16.6  41.3   2.96    4.2    201
MCP    MOLYCORP IN  MCP US 06/16/12 C32.5    -16.1  42.7   2.20   -9.8    564
HUN    HUNTSMAN CO  HUN US 01/19/13 C5       -15.1  78.4   8.90    6.0    960
MCP    MOLYCORP IN  MCP US 04/21/12 P27      -13.6  63.5   0.89  -32.6    272
SIRI   SIRIUS XM R  SIRI US 09/22/12 C1.5    -12.2  46.5   0.86   19.4    502
CMA    COMERICA IN  CMA US 04/21/12 P15      -11.8  95.6   0.02  -60.0    200
AEA    ADVANCE AME  AEA US 10/20/12 P10      -11.3   6.2   0.05  -50.0    250
S      SPRINT NEXT  S US 05/19/12 P1.5       -10.8  91.2   0.03    0.0    303
HEK    HECKMANN CO  HEK US 04/21/12 C4       -10.5  59.2   0.65  -31.6    513

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

-- Bloomberg News

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