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
=============================================================================
BAC    BANK OF AME  BAC US 11/17/12 C4        84.7  69.2   4.75   10.5    243
XLU    SPDR-UTIL S  XLU US 04/21/12 C35       48.4  11.9   0.50  -25.4    372
AMRN   AMARIN CORP  AMRN US 04/21/12 C8       43.0 102.0   1.25  177.8   1233
SNV    SYNOVUS FIN  SNV US 04/21/12 C1.5      32.7  82.6   0.55   22.2    264
RAD    RITE AID CO  RAD US 07/21/12 C2        29.0  93.2   0.40   33.3   1479
MTGE   AMERICAN CA  MTGE US 09/22/12 C20      28.4  23.6   2.35  -42.7    995
FAS    DIR FIN BUL  FAS1 US 04/21/12 C21      25.7  56.2   1.10   48.6    505
EEM    ISHARES-EMG  EEM US 12/22/12 P44       23.6  26.7   4.55   -9.2   3310
LSI    LSI CORP     LSI US 04/21/12 C8        23.6  42.6   1.13   73.8    240
SUSQ   SUSQUEHAN B  SUSQ US 08/18/12 C10      22.9  28.1   0.55   10.0    358
BAC    BANK OF AME  BAC US 04/21/12 C6        20.9  67.8   2.77   10.4   1250
LLL    L-3 COMM HL  LLL US 04/21/12 C70       20.1  21.9   2.40   60.0  12528
UPS    UNITED PARC  UPS US 04/21/12 C70       20.0  19.5   8.55    3.0    218
JPM    JPMORGAN CH  JPM US 04/21/12 C34       19.9  40.3   9.55    0.5    200
PXD    PIONEER NAT  PXD US 04/21/12 C100      19.8  36.2   9.40  -15.3    500
MTGE   AMERICAN CA  MTGE US 06/16/12 C22.5    19.6  25.2   0.80  -11.1    505
MTGE   AMERICAN CA  MTGE US 09/22/12 C22.5    19.4  22.4   0.85  -26.1    720
CINF   CINCINNATI   CINF US 04/21/12 C35      19.4  16.9   1.10    4.8    755
SPY    SPDR S&P 50  SPY US 04/21/12 P145      19.2  10.7   6.22    3.7    836
OREX   OREXIGEN TH  OREX US 04/21/12 C4.5     18.4 114.4   0.55    0.0   2143
AAPL   APPLE INC    AAPL US 04/21/12 C610     18.4  33.1  13.80  109.1   2878
AAPL   APPLE INC    AAPL US 04/21/12 C605     17.7  32.8  15.25   99.6   1914
AAPL   APPLE INC    AAPL US 04/21/12 C600     17.6  32.7  17.05   96.0  12547
AAPL   APPLE INC    AAPL US 04/21/12 P610     17.5  32.7  41.35  -14.8    202
RDN    RADIAN GROU  RDN US 04/21/12 C4        17.4  67.4   0.40   60.0    370
AAPL   APPLE INC    AAPL US 04/21/12 C595     17.3  32.5  18.90   89.0   5105
GS     GOLDMAN SAC  GS US 04/21/12 C100       17.2  39.1  20.60  -17.0    248
USB    US BANCORP   USB US 06/16/12 C30       17.0  23.2   1.82   -2.7    635
ITB    ISHARES-DJ   ITB US 04/21/12 C14       16.9  31.1   1.25    4.2    202
HALO   HALOZYME TH  HALO US 04/21/12 C10      16.8  60.9   2.20   15.8    317
AAPL   APPLE INC    AAPL US 04/21/12 P595     16.7  32.3  30.80  -16.9   1514
AAPL   APPLE INC    AAPL US 04/21/12 P605     16.5  32.5  37.80  -14.9    201
XLE    SPDR-ENERGY  XLE US 04/21/12 C78       16.4  16.4   0.35    9.4    225
AAPL   APPLE INC    AAPL US 04/21/12 P585     16.0  32.0  24.95  -17.1   2169
VXX    IPATH-S&P S  VXX US 06/16/12 C15       15.8  63.1   7.10    2.9    640
BAC    BANK OF AME  BAC US 04/21/12 P5        15.8  80.9   0.01    0.0    203
AAPL   APPLE INC    AAPL US 04/21/12 C580     15.6  32.1  25.25   65.6  13801
CIM    CHIMERA INV  CIM US 06/16/12 C3        15.4  17.9   0.10    0.0    437
AAPL   APPLE INC    AAPL US 04/21/12 P580     15.2  31.9  22.19  -17.5  27210
AAPL   APPLE INC    AAPL US 04/21/12 C575     15.0  32.0  27.70   61.0   3911
AAPL   APPLE INC    AAPL US 04/21/12 P575     14.3  31.6  19.60  -18.5   7689
BPZ    BPZ RESOURC  BPZ US 06/16/12 C3        13.9  52.5   1.05  -12.5    200
AKS    AK STEEL HL  AKS US 04/21/12 C7        13.8  52.8   0.67   31.4    954
LLL    L-3 COMM HL  LLL US 04/21/12 P70       13.8  21.0   1.56  -13.3   1159
AAPL   APPLE INC    AAPL US 04/21/12 C570     13.5  31.8  30.41   55.9   3541
AXP    AMERICAN EX  AXP US 04/21/12 C57.5     13.5  19.1   0.62  226.3   1319
AAPL   APPLE INC    AAPL US 04/21/12 C565     13.1  31.6  33.20   49.9   4979
BAC    BANK OF AME  BAC US 04/21/12 C7        13.0  53.9   1.75   12.9  21155
CIT    CIT GROUP I  CIT US 04/21/12 C43       13.0  22.0   0.79  393.8    254
ANV    ALLIED NEVA  ANV US 04/21/12 P30       12.9  44.1   0.70   75.0    623
AAPL   APPLE INC    AAPL US 04/21/12 C560     12.6  31.5  36.05   46.2   5209
AAPL   APPLE INC    AAPL US 04/21/12 C465     12.6  38.3 118.50   15.2    220
IRM    IRON MOUNTA  IRM US 10/20/12 C30       12.6  32.0   2.15    4.9    915
AKS    AK STEEL HL  AKS US 04/21/12 P7        12.4  51.8   0.32    6.7    623
AAPL   APPLE INC    AAPL US 04/21/12 C555     12.4  31.3  39.35   43.6   3418
XLE    SPDR-ENERGY  XLE US 04/21/12 C73       12.3  19.7   2.49    1.2    242
AAPL   APPLE INC    AAPL US 05/19/12 C610     12.3  32.8  21.00   62.2   1661
AAPL   APPLE INC    AAPL US 04/21/12 P560     12.0  31.2  13.05  -21.4   8672
TLT    ISHARES BAR  TLT US 04/21/12 C117      12.0  15.9   0.59  -28.9   1017
AAPL   APPLE INC    AAPL US 04/21/12 C470     11.7  37.3 112.91   14.3    206
KMI    KINDER MORG  KMI US 06/16/12 C35       11.7  11.4   1.70   -8.1    245
TLT    ISHARES BAR  TLT US 04/21/12 C116      11.6  15.9   0.77  -32.5    385
VXX    IPATH-S&P S  VXX US 05/19/12 P16       11.6  71.5   0.46    9.5   1701
AAPL   APPLE INC    AAPL US 04/21/12 C550     11.5  31.1  42.75   40.4   9197
FIO    FUSION-IO I  FIO US 04/21/12 C30       11.3  60.6   4.00   17.6    348
AAPL   APPLE INC    AAPL US 04/21/12 P555     11.3  31.0  11.25  -21.3   3035
IVV    ISHARES-S&P  IVV US 04/21/12 C143      11.3  12.8   1.01   44.3    867
AAPL   APPLE INC    AAPL US 04/21/12 C515     11.3  32.3  70.80   24.3    458
VXX    IPATH-S&P S  VXX US 04/21/12 P17       11.2  69.6   0.29    0.0   2163
XLY    SPDR-CONS D  XLY US 04/21/12 C45       11.1  13.8   0.48    9.1   1771
XLY    SPDR-CONS D  XLY US 04/21/12 C46       11.0  12.6   0.17   21.4   1003
AAPL   APPLE INC    AAPL US 05/19/12 C590     10.9  32.7  29.00   48.7    622
AXP    AMERICAN EX  AXP US 04/21/12 P55       10.8  20.8   1.26  -32.6    769
AAPL   APPLE INC    AAPL US 04/21/12 C535     10.8  31.2  53.30   31.1   4185
AAPL   APPLE INC    AAPL US 04/21/12 C540     10.7  30.8  49.00   32.4   1440
AAPL   APPLE INC    AAPL US 04/21/12 C510     10.6  32.5  75.70   23.5    746
AAPL   APPLE INC    AAPL US 05/19/12 C580     10.6  32.8  33.70   43.4   2469
AAPL   APPLE INC    AAPL US 04/21/12 C520     10.6  31.9  66.35   26.1   1547
AAPL   APPLE INC    AAPL US 05/19/12 C585     10.6  32.7  31.35   48.2    668
LOW    LOWE'S COS   LOW US 04/21/12 C31       10.6  22.3   0.56   21.7   1425
SUSQ   SUSQUEHAN B  SUSQ US 05/19/12 C10      10.6  27.9   0.35    0.0    400
AAPL   APPLE INC    AAPL US 04/21/12 P550     10.6  30.7   9.47  -23.0  22260
AAPL   APPLE INC    AAPL US 04/21/12 P550     10.6  30.7   9.47  -23.0  22260
AAPL   APPLE INC    AAPL US 05/19/12 P580     10.6  32.6  31.05  -11.5    319
AAPL   APPLE INC    AAPL US 04/21/12 P545     10.6  30.8   8.12  -22.7   3201
AAPL   APPLE INC    AAPL US 04/21/12 C545     10.5  30.9  45.97   36.4   1473
TLT    ISHARES BAR  TLT US 04/21/12 C115      10.5  15.8   1.03  -31.8    834
AAPL   APPLE INC    AAPL US 04/21/12 C480     10.5  35.8 103.80   16.3    350
AAPL   APPLE INC    AAPL US 04/21/12 P530     10.3  31.1   4.95  -22.7   2812
TLT    ISHARES BAR  TLT US 04/21/12 C114      10.1  15.8   1.35  -31.1   2154
CELG   CELGENE COR  CELG US 04/21/12 C70      10.1  25.7   7.05    8.5    211
XLY    SPDR-CONS D  XLY US 04/21/12 C44       10.1  15.2   1.03   10.8   1051
AAPL   APPLE INC    AAPL US 04/21/12 P515     10.1  32.0   3.00  -24.1   1958
HNT    HEALTH NET   HNT US 04/21/12 P37.5     10.0  35.6   1.00   -9.1    300
HNT    HEALTH NET   HNT US 04/21/12 C40       10.0  32.2   1.40   47.4    200
PWRD   PERFECT WOR  PWRD US 04/21/12 C13      10.0  69.0   1.05   90.9    326

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MTGE   AMERICAN CA  MTGE US 06/16/12 P22.5   -38.0  12.7   1.60   14.3    268
HOGS   ZHONGPIN IN  HOGS US 04/21/12 P7.5    -34.7  63.9   0.20   33.3    210
PCBC   PAC CAP BAN  PCBC US 09/22/12 C44     -33.3   5.1   1.55    3.3    405
ECYT   ENDOCYTE IN  ECYT US 07/21/12 P5      -26.0  87.1   0.75  -58.3    500
XLF    SPDR-FINL S  XLF US 01/18/14 C10      -19.3  33.7   5.70    0.0    200
CSTR   COINSTAR IN  CSTR US 04/21/12 C47.5   -18.0  37.2  15.70   22.7    425
XLK    SPDR-TECH S  XLK US 01/19/13 P25      -16.8  26.6   0.98  -13.3   1770
XIN    XINYUAN REA  XIN US 04/21/12 C2.5     -16.0  40.0   0.30    0.0    340
STP    SUNTECH POW  STP US 04/21/12 C2.5     -15.6  57.4   0.57   18.8    272
LNG    CHENIERE EN  LNG US 04/21/12 P15      -15.1  68.4   1.25   13.6   2759
WFC    WELLS FARGO  WFC US 04/21/12 C30      -14.8  26.4   2.91  -19.2   1919
LNG    CHENIERE EN  LNG US 04/21/12 P13      -14.1  70.4   0.50   11.1    422
FRAN   FRANCESCAS   FRAN US 04/21/12 C25     -14.1  56.6   5.30   47.2    204
INTC   INTEL CORP   INTC US 04/21/12 C23     -14.0  27.9   4.87    8.9    602
XLF    SPDR-FINL S  XLF US 04/21/12 C14      -13.2  25.3   1.32   -8.3   1249
MTGE   AMERICAN CA  MTGE US 09/22/12 P22.5   -12.3  15.8   2.65   23.3    384
WFC    WELLS FARGO  WFC US 04/21/12 C29      -12.2  27.0   3.72  -17.3    567
LNG    CHENIERE EN  LNG US 04/21/12 C15      -11.6  68.7   1.35  -35.1    884
LNG    CHENIERE EN  LNG US 04/21/12 P14      -11.5  71.5   0.85    6.2   4472
DVA    DAVITA INC   DVA US 07/21/12 P55      -11.4  40.7   0.27  -85.0    250
IAU    ISHARES GOL  IAU US 04/21/12 C16      -11.2  17.3   0.35  -30.0    217
WFC    WELLS FARGO  WFC US 04/21/12 C31      -11.1  26.2   2.13  -20.8    471
C      CITIGROUP I  C US 04/21/12 C34        -10.9  34.5   2.11  -32.4   1258
C      CITIGROUP I  C US 04/21/12 P32        -10.7  36.6   0.47   11.9   2301
C      CITIGROUP I  C US 04/21/12 P31        -10.3  38.3   0.33   17.9    536
C      CITIGROUP I  C US 04/21/12 P30        -10.3  39.8   0.22   10.0    329
TNA    DIR SM CAP   TNA US 01/19/13 P35      -10.2  87.4   5.40  -10.0    233
SPY    SPDR S&P 50  SPY US 04/21/12 C128     -10.2  21.7  11.97   -0.8    201
C      CITIGROUP I  C US 04/21/12 P33        -10.1  35.4   0.70   27.3    782

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

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