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
=============================================================================
DMLP   DORCHESTER   DMLP US 08/18/12 C25      43.8  25.4   1.30   52.9    383
YCS    PROSH-UL/SH  YCS US 04/21/12 C40       29.3  33.1   8.00    0.0    200
DSCO   DISCOVERY L  DSCO US 04/21/12 P2.5     23.8  97.8   0.20   33.3    305
WFC    WELLS FARGO  WFC US 04/21/12 C29       21.7  31.8   5.10   -2.5   3643
WMB    WILLIAMS CO  WMB US 04/21/12 C30       21.6  22.7   1.90  113.5    204
WMB    WILLIAMS CO  WMB US 04/21/12 C32       21.1  20.1   0.54  237.5    959
WMB    WILLIAMS CO  WMB US 04/21/12 P29       20.7  24.8   0.10  -54.5    350
WMB    WILLIAMS CO  WMB US 04/21/12 P30       20.5  23.1   0.19  -62.8    268
TOO    TEEKAY OFFS  TOO US 05/19/12 C30       20.2  22.0   0.75   -6.2    320
WMB    WILLIAMS CO  WMB US 04/21/12 P31       20.0  21.1   0.46  -73.4    525
TQNT   TRIQUINT SE  TQNT US 04/21/12 P6       19.4  46.3   0.10   42.9    260
PEP    PEPSICO INC  PEP US 04/21/12 C60       18.8  16.1   5.35   11.5    346
RGP    REGENCY ENE  RGP US 05/19/12 C25       18.6  20.4   0.45  -55.0   5334
BMY    BRISTOL-MYE  BMY US 05/19/12 C34       18.2  15.1   0.31  -11.4    372
SIRI   SIRIUS XM R  SIRI US 04/21/12 C2       17.7  42.8   0.28    3.7    825
CMC    COMMERCIAL   CMC US 04/21/12 P14       17.6  38.4   0.45   28.6    350
EPD    ENTERPRISE   EPD US 05/19/12 C52.5     17.0  14.8   0.55   -1.8   1302
BPZ    BPZ RESOURC  BPZ US 05/19/12 C4        16.1  67.4   0.45  -10.0    500
WFC    WELLS FARGO  WFC US 04/21/12 C28       15.9  38.7   6.10   -1.6   2675
CHU    CHINA UNICO  CHU US 04/21/12 P16       15.7  31.9   0.35  -70.8    374
ITB    ISHARES-DJ   ITB US 04/21/12 P14       15.6  37.1   0.35  133.3   5131
MPEL   MELCO CROWN  MPEL US 04/21/12 C12      15.3  50.9   2.03   -9.0    316
EP     EL PASO COR  EP US 05/19/12 C28        14.7  20.3   1.70    1.2   2000
WMB    WILLIAMS CO  WMB US 05/19/12 C31       14.3  22.9   1.40   81.8    526
WMB    WILLIAMS CO  WMB US 05/19/12 C30       14.2  24.4   2.19   82.5    396
DVY    ISHARES-DJ   DVY US 04/21/12 P56       14.2  10.1   0.90   38.5    300
RGP    REGENCY ENE  RGP US 05/19/12 C22.5     13.8  26.0   2.10  -55.3    265
STO    STATOIL ASA  STO US 04/21/12 P27.5     13.6  23.1   0.65   62.5    710
AIG    AMERICAN IN  AIG US 04/21/12 C28       13.4  28.0   1.02   43.7    359
FAZ    DIR FIN BEA  FAZ US 04/21/12 C18       13.2  53.9   2.99   16.8    273
AIG    AMERICAN IN  AIG US 04/21/12 P28       13.0  27.5   0.82  -10.9    357
SPY    SPDR S&P 50  SPY US 04/21/12 P147      12.9  11.1   7.02   10.0    203
KMI    KINDER MORG  KMI US 06/16/12 C35       12.4  12.3   1.66  -24.6    586
VXX    IPATH-S&P S  VXX US 06/16/12 C15       12.4  71.6   5.85   -1.7    636
WMB    WILLIAMS CO  WMB US 04/21/12 C33       12.3  19.6   0.21  162.5   5321
MSFT   MICROSOFT C  MSFT US 04/21/12 C29      12.0  26.1   3.07   -7.0    705
CHTP   CHELSEA THE  CHTP US 04/21/12 P2       12.0 178.1   0.15   50.0    235
SLW    SILVER WHEA  SLW US 04/21/12 C33       11.9  39.5   1.18  -12.6    305
EMC    EMC CORP/MA  EMC US 04/21/12 C30       11.8  25.4   0.36   -5.3    768
ERX    DIR ENRGY B  ERX US 04/21/12 C58       11.8  45.4   2.20  -34.1    208
MHS    MEDCO HEALT  MHS US 06/16/12 P67.5     11.2  31.3   3.46   18.1    300
SLW    SILVER WHEA  SLW US 04/21/12 P32       11.2  39.4   1.36   44.7    455
AIG    AMERICAN IN  AIG US 04/21/12 C29       10.9  26.8   0.55   57.1   2538
BVN    BUENAVENTUR  BVN US 05/19/12 C38       10.6  30.7   2.05    0.0    305
YPF    YPF SA-ADR   YPF US 04/21/12 P25       10.6  58.6   0.90   20.0    207
CHU    CHINA UNICO  CHU US 07/21/12 P16       10.6  31.4   0.90   20.0    255
HEK    HECKMANN CO  HEK US 04/21/12 C4        10.4  60.2   0.79    5.3    200
MS     MORGAN STAN  MS US 04/21/12 C18        10.4  48.8   2.86   24.9    519
WU     WESTERN UNI  WU US 04/21/12 P18        10.3  18.0   0.40   17.6    315
VXX    IPATH-S&P S  VXX US 05/19/12 C17       10.2  74.2   4.50    8.4    360
ANV    ALLIED NEVA  ANV US 04/21/12 P30       10.2  39.1   1.25   66.7    210
SLW    SILVER WHEA  SLW US 04/21/12 P30       10.0  41.1   0.61   60.5    300

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TIF    TIFFANY & C  TIF US 04/21/12 P75      -40.0  25.6   2.99  -58.9    651
TRGT   TARGACEPT I  TRGT US 04/21/12 P5      -36.9  67.7   0.20  100.0    378
PWRD   PERFECT WOR  PWRD US 04/21/12 C17     -36.2  55.6   0.93   -2.1    569
ADBE   ADOBE SYS I  ADBE US 04/21/12 C34     -33.3  23.7   0.63  -62.3    833
ADBE   ADOBE SYS I  ADBE US 04/21/12 P34     -32.7  23.6   1.29    7.5    370
ADBE   ADOBE SYS I  ADBE US 04/21/12 C33     -32.5  24.2   1.09  -53.0   4465
ADBE   ADOBE SYS I  ADBE US 04/21/12 P32     -31.1  25.3   0.43  -15.7   1830
TRGT   TARGACEPT I  TRGT US 05/19/12 P5      -29.5  65.6   0.30   50.0   5323
TIF    TIFFANY & C  TIF US 04/21/12 P72.5    -29.0  26.6   1.85  -68.4   1688
TIF    TIFFANY & C  TIF US 04/21/12 P67.5    -28.9  30.0   0.55  -79.5   3413
TIF    TIFFANY & C  TIF US 04/21/12 P70      -28.6  28.0   1.07  -73.2    565
ADBE   ADOBE SYS I  ADBE US 04/21/12 P31     -28.2  26.6   0.24  -25.0    462
TIF    TIFFANY & C  TIF US 04/21/12 C75      -28.0  25.4   1.55   86.8   2759
AMRN   AMARIN CORP  AMRN US 04/21/12 C9      -28.0  85.3   2.70   20.0    484
TIF    TIFFANY & C  TIF US 04/21/12 C72.5    -27.7  26.6   2.88   85.8    702
DSW    DSW INC-CL   DSW US 04/21/12 P50      -27.7  32.5   0.60  -52.0    255
AMRN   AMARIN CORP  AMRN US 04/21/12 P10     -26.9  82.4   0.50  -52.4   1808
TIF    TIFFANY & C  TIF US 04/21/12 C70      -26.4  28.6   4.50   79.3   1145
TIF    TIFFANY & C  TIF US 04/21/12 C67.5    -25.1  30.1   6.60   69.2    350
AMRN   AMARIN CORP  AMRN US 04/21/12 P11     -25.0  84.3   0.95  -52.5    609
RGP    REGENCY ENE  RGP US 04/21/12 C22.5    -24.6  15.7   1.80    0.0    275
AMRN   AMARIN CORP  AMRN US 04/21/12 P9      -24.6  81.7   0.25  -58.3    296
ADBE   ADOBE SYS I  ADBE US 05/19/12 P33     -23.4  24.8   1.18    5.4    382
WRE    WASHINGTON   WRE US 04/21/12 C30      -23.2  10.9   0.35  -41.7    257
ADBE   ADOBE SYS I  ADBE US 05/19/12 C34     -23.1  24.3   1.00  -50.2    479
AMRN   AMARIN CORP  AMRN US 04/21/12 C10     -22.9  88.1   1.95   14.7   1113
ADBE   ADOBE SYS I  ADBE US 05/19/12 P32     -22.5  25.8   0.84    1.2    203
TIF    TIFFANY & C  TIF US 04/21/12 P65      -22.4  32.9   0.32  -83.3    910
JEF    JEFFERIES G  JEF US 04/21/12 C20      -21.1  32.0   0.45  -18.2   1913
AMRN   AMARIN CORP  AMRN US 04/21/12 C11     -21.0  88.8   1.40    7.7   3279
HNP    HUANENG POW  HNP US 05/19/12 P25      -19.0  29.3   1.80  -14.3    259
KORS   MICHAEL KOR  KORS US 05/19/12 C47     -18.5  40.3   1.89  -35.9    441
TIF    TIFFANY & C  TIF US 05/19/12 C75      -17.4  25.8   2.34   77.3    548
VXX    IPATH-S&P S  VXX US 05/19/12 P14      -17.0  70.7   0.21   -4.5    461
ACAS   AMERICAN CA  ACAS US 04/21/12 C8      -16.9  31.0   1.17  -11.4    300
KORS   MICHAEL KOR  KORS US 04/21/12 C45     -16.4  35.8   1.95  -22.0    204
RGP    REGENCY ENE  RGP US 05/19/12 P22.5    -16.4  20.5   0.25   66.7   5229
TIF    TIFFANY & C  TIF US 05/19/12 P72.5    -16.3  26.8   2.71  -45.8    259
BMO    BANK OF MON  BMO US 04/21/12 P55      -16.0  17.8   0.15   50.0    270
GURE   GULF RESOUR  GURE US 10/20/12 C2.5    -16.0  56.5   0.55    0.0    203
JEF    JEFFERIES G  JEF US 04/21/12 P19      -15.8  35.0   0.60  -36.8    601
TIF    TIFFANY & C  TIF US 04/21/12 P62.5    -15.7  36.1   0.21  -81.9    394
TIF    TIFFANY & C  TIF US 05/19/12 C72.5    -15.5  26.9   3.57   75.0    212
AMRN   AMARIN CORP  AMRN US 05/19/12 P10     -15.2  92.2   1.20  -21.1    351
TRGT   TARGACEPT I  TRGT US 01/19/13 P5      -15.1  64.9   0.95    0.0    390
RVSN   RADVISION L  RVSN US 09/22/12 P10     -14.7  18.4   0.10    0.0    664
EPI    WISDOMTREE   EPI US 04/21/12 P18      -14.7  27.5   0.15  -40.0   1305
GA     GIANT INTER  GA US 07/21/12 C5        -14.4  34.0   0.30  -25.0    400
AMRN   AMARIN CORP  AMRN US 06/16/12 C9      -14.3  96.4   3.20    3.2    747
MTGE   AMERICAN CA  MTGE US 09/22/12 C22.5   -14.3  20.4   0.56  -34.1    200
ADBE   ADOBE SYS I  ADBE US 07/21/12 C33     -13.8  27.5   2.27  -31.2   4585
TEF    TELEFONICA-  TEF US 09/22/12 C15      -13.8  26.8   2.39    3.9   1005
VXX    IPATH-S&P S  VXX US 06/16/12 P12      -13.8  69.3   0.14    7.7    220
ADBE   ADOBE SYS I  ADBE US 07/21/12 C32     -13.8  28.2   2.84  -29.0   2533
JEF    JEFFERIES G  JEF US 04/21/12 C19      -13.8  34.9   0.90   -7.2    246
TIF    TIFFANY & C  TIF US 05/19/12 P67.5    -12.9  29.4   1.14  -64.5    333
CVX    CHEVRON COR  CVX US 05/19/12 P110     -12.8  16.2   3.67   25.3    211
EEM    ISHARES-EMG  EEM US 07/21/12 P43      -12.7  24.6   2.79   17.7    621
ELN    ELAN CORP-A  ELN US 05/19/12 P13      -12.7  47.0   0.43  -21.8    295
FXE    CRYSHS-EURO  FXE US 06/16/12 P110     -12.1  17.6   0.05  -50.0    300
FMCN   FOCUS MEDIA  FMCN US 04/21/12 C28     -12.0  58.1   1.50  -26.8    443
EWC    ISHARES-CAN  EWC US 04/21/12 C29      -11.9  12.5   0.20  -42.9    364
LGF    LIONS GATE   LGF US 04/21/12 P10      -11.4  81.7   0.15    0.0    317
JEF    JEFFERIES G  JEF US 04/21/12 C15      -11.4  41.1   4.50   12.5    205
ELN    ELAN CORP-A  ELN US 05/19/12 C15      -11.3  49.5   1.05  -11.8    209
CYH    COMMUNITY H  CYH US 04/21/12 P20      -10.9  42.2   0.15  -50.0    220
VXX    IPATH-S&P S  VXX US 04/21/12 P15      -10.9  64.4   0.08    0.0    357
KORS   MICHAEL KOR  KORS US 04/21/12 P43     -10.8  38.9   1.20  -17.8   1181
KORS   MICHAEL KOR  KORS US 04/21/12 P44     -10.6  38.0   1.60    0.0   2183

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

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