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
=============================================================================
CIM    CHIMERA INV  CIM US 06/16/12 C3        75.8  30.0   0.10    0.0   8140
SHLD   SEARS HOLDI  SHLD US 01/19/13 C45      56.8  37.7  39.50    5.3    576
FRO    FRONTLINE L  FRO US 04/21/12 C6        47.8  76.9   1.55  210.0   1138
FRO    FRONTLINE L  FRO US 04/21/12 C7        47.3  75.8   0.80  433.3   1620
KERX   KERYX BIOPH  KERX US 06/16/12 C1       43.9 193.8   3.40    6.2    200
YHOO   YAHOO! INC   YHOO US 04/21/12 C12      39.6  44.1   3.05   18.2   1500
FRO    FRONTLINE L  FRO US 05/19/12 P7        36.5  81.7   0.75  -44.4   2230
FRO    FRONTLINE L  FRO US 05/19/12 C7        35.9  77.5   1.00  185.7   1526
FRO    FRONTLINE L  FRO US 04/21/12 P7        35.6  79.8   0.55  -56.0    385
RDY    DR REDDY'S-  RDY US 06/16/12 P35       31.9  33.3   2.45  -59.2   1000
CIM    CHIMERA INV  CIM US 06/16/12 P3        30.9  24.8   0.25   66.7   1289
FRO    FRONTLINE L  FRO US 05/19/12 C5        30.6  87.3   2.55  112.5    451
CLWR   CLEARWIRE -  CLWR US 06/16/12 C1       29.9 135.5   1.25  -10.7    210
BAC    BANK OF AME  BAC US 04/21/12 C6        26.1  80.8   3.55   10.9    412
CIM    CHIMERA INV  CIM US 09/22/12 C3        26.0  27.4   0.10  -33.3    234
SHLD   SEARS HOLDI  SHLD US 01/19/13 C55      25.5  20.3  29.90    3.1    576
KMI    KINDER MORG  KMI US 06/16/12 C32.5     24.5  15.3   3.70    8.8    431
DRYS   DRYSHIPS IN  DRYS US 04/21/12 C2.5     24.2  90.8   1.08   66.2    317
DRYS   DRYSHIPS IN  DRYS US 04/21/12 C3.5     21.0  74.5   0.34   70.0   5201
ELN    ELAN CORP-A  ELN US 04/21/12 C13       19.8  55.1   2.25   80.0    382
XLP    SPDR-CONS S  XLP US 04/21/12 P34       19.4   9.1   0.56  -17.6    331
DOLE   DOLE FOOD C  DOLE US 07/21/12 P10      19.3  41.3   0.60  -60.0    208
ELN    ELAN CORP-A  ELN US 04/21/12 P14       19.0  50.6   0.55  -35.3    433
ELN    ELAN CORP-A  ELN US 07/21/12 P12       18.7  58.4   0.79   12.9   2535
USU    USEC INC     USU US 01/18/14 P1        18.3  94.1   0.40    0.0    220
DRYS   DRYSHIPS IN  DRYS US 04/21/12 C3       18.3  77.7   0.65   30.0    611
FRO    FRONTLINE L  FRO US 08/18/12 C7        17.0  66.5   1.50  172.7    279
ELN    ELAN CORP-A  ELN US 04/21/12 C14       16.9  50.3   1.50  130.8   2626
ELN    ELAN CORP-A  ELN US 04/21/12 C15       15.7  54.2   0.90  143.2   2442
UUP    POWERSHARES  UUP US 04/21/12 C22       15.4   8.3   0.34  -20.9   2842
BAC    BANK OF AME  BAC US 05/19/12 C6        15.2  68.6   3.60   10.8    481
DRYS   DRYSHIPS IN  DRYS US 06/16/12 C3       14.9  75.5   0.80   31.1    340
RST    ROSETTA STO  RST US 06/16/12 P10       14.1  49.2   0.90    5.9    429
AMRN   AMARIN CORP  AMRN US 04/21/12 C9       13.9 120.5   2.15   72.0    569
TNK    TEEKAY TANK  TNK US 05/19/12 C5        13.7  57.2   0.50  150.0    395
DRYS   DRYSHIPS IN  DRYS US 06/16/12 C3.5     13.6  71.3   0.50   31.6   1989
TA     TRAVELCENTE  TA US 06/16/12 C5         13.5  64.8   1.45   11.5    320
ETFC   E*TRADE FIN  ETFC US 04/21/12 C9       13.4  44.1   2.17    9.6    755
DRYS   DRYSHIPS IN  DRYS US 04/21/12 P3.5     13.4  72.7   0.30  -14.3    500
CYTX   CYTORI THER  CYTX US 04/21/12 P2.5     12.8 106.2   0.15    0.0    350
NAT    NORDIC AMER  NAT US 04/21/12 C16       12.5  28.3   0.25  400.0    605
BKD    BROOKDALE S  BKD US 04/21/12 P17.5     12.4  39.9   0.30  -50.0    200
RIG    TRANSOCEAN   RIG US 04/21/12 P45       12.2  47.6   0.10  -33.3    493
DRYS   DRYSHIPS IN  DRYS US 06/16/12 P3.5     12.1  70.7   0.44  -27.9    809
FNFG   FIRST NIAGA  FNFG US 04/21/12 C10      12.0  24.9   0.40   60.0    382
MMP    MAGELLAN MI  MMP US 04/21/12 P70       11.5  16.5   1.15   15.0    429
BAC    BANK OF AME  BAC US 04/21/12 P7        11.5  61.9   0.04    0.0   1526
RF     REGIONS FIN  RF US 04/21/12 C6         11.3  42.7   0.67   19.6    415
RF     REGIONS FIN  RF US 04/21/12 C5         11.2  62.1   1.57    0.0    226
BBY    BEST BUY CO  BBY US 04/21/12 P26       11.1  37.3   1.72    5.5    389
FSL    FREESCALE S  FSL US 04/21/12 C15       11.0  49.4   1.25   13.6   2123
S      SPRINT NEXT  S US 01/19/13 P1          10.7  90.1   0.09   80.0    500
KERX   KERYX BIOPH  KERX US 04/21/12 C4       10.7 178.8   1.10   37.5    823
BAC    BANK OF AME  BAC US 04/21/12 C9        10.6  44.6   0.83   43.1  44511
RVSN   RADVISION L  RVSN US 06/16/12 C10      10.6  27.2   1.75   -2.8    257
LYG    LLOYDS BANK  LYG US 04/21/12 C2        10.2  49.1   0.35   16.7    200
ALU    ALCATEL-LUC  ALU US 01/19/13 C1.5      10.2  85.6   1.20    4.3   7879
RDN    RADIAN GROU  RDN US 04/21/12 C4        10.1  70.8   0.55   -8.3    200

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
UUP    POWERSHARES  UUP US 04/21/12 C20      -42.5  10.1   2.26   -3.8    754
NILE   BLUE NILE I  NILE US 04/21/12 C30     -36.3  41.5   4.40    0.0    200
QSFT   QUEST SOFTW  QSFT US 04/21/12 C25     -35.2  15.8   0.25  150.0    542
RENN   RENREN INC-  RENN US 04/21/12 C5      -28.8  50.6   0.50  -20.6    670
TLEO   TALEO CORP-  TLEO US 06/16/12 P45     -27.8   4.7   0.05  -50.0    250
PWRD   PERFECT WOR  PWRD US 04/21/12 C15     -24.6  54.6   1.10  205.6    974
HTS    HATTERAS FI  HTS US 04/21/12 P30      -22.9  12.3   2.10   -6.7    435
IQNT   NEUTRAL TAN  IQNT US 04/21/12 P10     -22.4  33.2   0.15  -34.8    244
PWRD   PERFECT WOR  PWRD US 04/21/12 C14     -20.6  57.5   1.60  166.7    806
KMI    KINDER MORG  KMI US 04/21/12 C35      -19.2   7.0   1.25   56.2   1276
EUO    PROSH-UL/SH  EUO US 04/21/12 C19      -15.0  17.8   0.70  -22.2    247
SIMO   SILICON MOT  SIMO US 04/21/12 P20     -13.9  44.3   1.20  -21.6    529
SOL    RENESOLA LT  SOL US 04/21/12 C3       -13.6  89.7   0.25   66.7    476
DSCO   DISCOVERY L  DSCO US 10/20/12 P2.5    -12.5  76.3   0.45   12.5    338
NOK    NOKIA CORP-  NOK US 04/21/12 C5.5     -12.1  48.8   0.24    0.0    300
XLP    SPDR-CONS S  XLP US 04/21/12 C33      -12.0  11.0   0.83    6.4    248
WMS    WMS INDS IN  WMS US 04/21/12 C20      -11.9  40.6   2.40  -14.3    350
SVU    SUPERVALU I  SVU US 04/21/12 P6       -11.9  48.6   0.30    0.0    635
WFT    WEATHERFORD  WFT US 04/21/12 C18      -11.6  42.4   0.54   -1.8   2096
CDE    COEUR D'ALE  CDE US 04/21/12 C23      -11.3  42.2   2.00    0.0   2000
WFT    WEATHERFORD  WFT US 04/21/12 P16      -11.2  42.4   0.42  -35.4    333
ATPG   ATP OIL & G  ATPG US 04/21/12 P9      -11.2  90.6   1.13  -22.1    211
EWW    ISHARES-MEX  EWW US 01/19/13 P55      -11.1  28.3   3.75  -10.7    311
XCO    EXCO RESOUR  XCO US 04/21/12 C7       -11.0  43.7   0.75   25.0   1065
WFT    WEATHERFORD  WFT US 04/21/12 C17      -10.8  42.0   0.96   11.6   1109
XLF    SPDR-FINL S  XLF US 04/21/12 C14      -10.7  27.5   1.77    2.3    211
COGO   COGO GROUP   COGO US 04/21/12 P2.5    -10.4 124.4   0.20    0.0    576
ARCO   ARCOS DORAD  ARCO US 04/21/12 C17.5   -10.2  36.0   1.40  -28.6    510
RENN   RENREN INC-  RENN US 07/21/12 C5      -10.2  58.6   0.85  -15.0   1055
AN     AUTONATION   AN US 04/21/12 C30       -10.1  23.3   5.40    8.0    260

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

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