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
=============================================================================
SPY    SPDR S&P 50  SPY US 03/30/12 P141     107.0  10.2   3.37  -21.6    327
VXX    IPATH-S&P S  VXX US 04/21/12 C18       58.2  67.1   4.05  -11.0    213
GRMN   GARMIN LTD   GRMN US 07/21/12 C39      53.3  28.0   8.70  -10.7    450
SPY    SPDR S&P 50  SPY US 03/30/12 P140      44.2  10.9   2.63  -24.4   1132
VRX    VALEANT PHA  VRX US 04/21/12 C42       40.6  53.6  12.65   -2.5    500
IRDM   IRIDIUM COM  IRDM US 04/21/12 P7.5     35.1  57.6   0.10    0.0    400
BEAM   BEAM INC     BEAM US 06/16/12 C57.5    25.4  23.6   2.20   57.1    350
VXX    IPATH-S&P S  VXX US 04/21/12 C19       24.5  71.4   3.40  -14.1    207
AA     ALCOA INC    AA US 04/21/12 C5         24.2 102.6   5.10    3.0    206
XLU    SPDR-UTIL S  XLU US 04/21/12 P36       20.1   7.9   0.90   -5.3    340
SPY    SPDR S&P 50  SPY US 03/30/12 P139      17.0  11.5   2.01  -25.8   2031
VXX    IPATH-S&P S  VXX US 04/21/12 C20       16.6  74.8   2.85  -10.9    501
XLP    SPDR-CONS S  XLP US 04/21/12 P34       15.8   7.2   0.72  -41.0    218
LCC    US AIRWAYS   LCC US 04/21/12 P5        15.1  88.4   0.08  -20.0    401
LNG    CHENIERE EN  LNG US 04/21/12 C16       14.1  80.8   1.65   17.9   1053
SPY    SPDR S&P 50  SPY US 03/30/12 P138      13.8  12.3   1.54  -24.9   5088
RAX    RACKSPACE H  RAX US 04/21/12 C55       13.0  40.0   2.56   60.0   1110
LNG    CHENIERE EN  LNG US 04/21/12 P15       12.9  82.9   1.20    9.1    575
BAC    BANK OF AME  BAC US 04/21/12 C6        12.4  61.2   2.15    6.4    569
FSIN   FUSHI COPPE  FSIN US 04/21/12 C7.5     12.1  42.3   0.60    0.0    200
SMH    MARKET VECT  SMH US 04/21/12 P34       12.0  22.5   0.80  -15.8    200
T      AT&T INC     T US 04/21/12 P33         12.0  14.0   1.89   -6.0    302
VXX    IPATH-S&P S  VXX US 06/16/12 C20       11.8  76.1   4.00  -10.1    240
QQQ    POWERSH-QQQ  QQQ US 03/30/12 P67       11.4  12.3   1.76  -20.0    281
LCC    US AIRWAYS   LCC US 04/21/12 P6        11.3  72.2   0.24   20.0   5045
VXX    IPATH-S&P S  VXX US 05/19/12 P15       11.3  63.7   0.20   53.9    211
ARIA   ARIAD PHARM  ARIA US 05/19/12 C12      11.2  71.6   3.50    0.0   2495
SPY    SPDR S&P 50  SPY US 03/30/12 P137      10.9  13.1   1.17  -25.9   5887
WPZ    WILLIAMS PA  WPZ US 04/21/12 C55       10.8  22.7   5.80  -22.7    210
VXX    IPATH-S&P S  VXX US 01/19/13 P5        10.6  89.3   0.08   60.0    206
GLNG   GOLAR LNG L  GLNG US 09/22/12 P30      10.0  50.0   1.65   37.5   1431

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MDS    MIDAS INC    MDS US 09/22/12 P10      -77.3  14.5   0.05    0.0    270
MDS    MIDAS INC    MDS US 04/21/12 C10      -61.2  28.7   1.50  200.0    560
LNG    CHENIERE EN  LNG US 01/19/13 C8       -46.7  49.4   8.25   -7.8    546
MCP    MOLYCORP IN  MCP US 06/16/12 C26      -22.5  26.0   5.35   32.1    402
COOL   MAJESCO ENT  COOL US 06/16/12 C2.5    -22.0  63.6   0.40  -46.7    316
MO     ALTRIA GROU  MO US 06/16/12 C27       -22.0  19.4   3.15   -9.2    211
URBN   URBAN OUTFI  URBN US 04/21/12 P28     -21.7  33.3   1.05   10.5    302
URBN   URBAN OUTFI  URBN US 04/21/12 P27     -21.7  34.4   0.90   38.5   1247
URBN   URBAN OUTFI  URBN US 04/21/12 C28     -21.2  33.1   1.15  -48.9    202
URBN   URBAN OUTFI  URBN US 04/21/12 C29     -20.8  32.6   0.71  -61.8    348
MO     ALTRIA GROU  MO US 01/19/13 C22.5     -20.4  26.3   7.50   -5.7    360
MHS    MEDCO HEALT  MHS US 04/21/12 C65      -19.9  44.7   7.40   12.1   3007
EBIX   EBIX INC     EBIX US 04/21/12 P22     -19.7  43.6   0.60  -52.0   1295
EBIX   EBIX INC     EBIX US 04/21/12 P24     -19.4  40.5   1.35  -41.6    323
EBIX   EBIX INC     EBIX US 04/21/12 P21     -18.7  45.9   0.45  -52.6    604
ESRX   EXPRESS SCR  ESRX US 04/21/12 P55     -17.9  33.2   2.89  -18.6    328
RDN    RADIAN GROU  RDN US 04/21/12 C4       -17.5  60.2   0.30  -14.3   4668
MO     ALTRIA GROU  MO US 09/22/12 C26       -17.4  19.6   4.25   -4.5    263
COOL   MAJESCO ENT  COOL US 04/21/12 C2.5    -17.0  75.1   0.20  -71.4    289
EGY    VAALCO ENER  EGY US 04/21/12 C7.5     -16.7  50.3   1.05   90.9    217
AWI    ARMSTRONG W  AWI US 09/22/12 P50      -16.6  30.5   2.10  -58.0    297
OMX    OFFICEMAX I  OMX US 05/19/12 P5       -15.6  47.9   0.35  -12.5    467
EWH    ISHARES-HON  EWH US 04/21/12 C19      -15.3  14.8   0.10  100.0    200
MHS    MEDCO HEALT  MHS US 04/21/12 P62.5    -15.2  51.3   1.75  -37.5    340
MHS    MEDCO HEALT  MHS US 04/21/12 C70      -14.6  37.1   3.42   10.3    210
MHS    MEDCO HEALT  MHS US 04/21/12 P57.5    -14.5  56.9   0.85  -52.8    225
YCS    PROSH-UL/SH  YCS US 04/21/12 C45      -14.5  19.1   2.50   72.4    200
ESRX   EXPRESS SCR  ESRX US 04/21/12 C55     -14.0  32.8   2.00    2.6   4142
TDW    TIDEWATER I  TDW US 04/21/12 P40      -13.8  55.3   0.10  -33.3    200
CLNE   CLEAN ENERG  CLNE US 04/21/12 P19     -13.6  54.6   0.80  -20.0    214
KMI    KINDER MORG  KMI US 06/16/12 C30      -13.5  20.0   6.70   -1.5    277
CGA    CHINA GREEN  CGA US 09/22/12 C4       -13.4  44.8   0.75   -7.4    200
ESRX   EXPRESS SCR  ESRX US 04/21/12 P52.5   -13.4  35.6   1.84  -22.0    726
SPY    SPDR S&P 50  SPY US 03/30/12 C128     -13.1  24.8  10.20    9.6    332
AWI    ARMSTRONG W  AWI US 06/16/12 C55      -13.0  26.8   3.70   37.0    243
SPRD   SPREADTRUM-  SPRD US 04/21/12 C15     -12.7  46.4   0.85    6.2    403
MCP    MOLYCORP IN  MCP US 06/16/12 C30      -12.6  36.0   3.05   25.0   1919
OKE    ONEOK INC    OKE US 04/21/12 P80      -12.3  17.8   0.40  -63.6    200
KO     COCA-COLA C  KO US 08/18/12 C57.5     -12.1  21.4  12.80    0.0    345
MCP    MOLYCORP IN  MCP US 06/16/12 P32.5    -11.8  73.5   5.28   -2.2    457
DMND   DIAMOND FOO  DMND US 04/21/12 C26     -11.8  43.8   1.10   10.0    305
ESRX   EXPRESS SCR  ESRX US 04/21/12 P50     -11.8  38.2   1.02  -31.5    227
MCP    MOLYCORP IN  MCP US 06/16/12 C32.5    -11.8  39.0   2.04   39.7   2490
CIM    CHIMERA INV  CIM US 06/16/12 C3       -11.5  15.5   0.10   42.9    393
MCP    MOLYCORP IN  MCP US 06/16/12 C31      -11.4  37.1   2.50    8.7    589
ETP    ENERGY TRAN  ETP US 04/21/12 C47.5    -11.3  13.7   0.55   22.2   2672
EXC    EXELON CORP  EXC US 04/21/12 C40      -11.2  10.7   0.40  -20.0   2733
EXC    EXELON CORP  EXC US 04/21/12 C39      -11.0  12.9   1.10   -4.3    403
TK     TEEKAY CORP  TK US 04/21/12 C27.5     -10.8  26.6   2.35   11.9    410
URBN   URBAN OUTFI  URBN US 06/16/12 P24     -10.6  40.7   0.75    0.0    700
CLNE   CLEAN ENERG  CLNE US 04/21/12 C21     -10.5  47.4   1.00  -20.0    279
EGY    VAALCO ENER  EGY US 07/21/12 P7.5     -10.5  55.9   0.65  -27.8    210
DMND   DIAMOND FOO  DMND US 04/21/12 C25     -10.5  43.8   1.60   18.5    255
MO     ALTRIA GROU  MO US 01/19/13 C25       -10.1  22.6   5.15   -5.5    625
PBI    PITNEY BOWE  PBI US 04/21/12 C19      -10.1  17.3   0.20  -20.0    270

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

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