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
=============================================================================
SEED   ORIGIN AGRI  SEED US 04/21/12 C3       82.3 125.3   1.09    0.0    383
CLWR   CLEARWIRE -  CLWR US 04/21/12 P2       46.5 102.2   0.05    0.0    651
GALE   GALENA BIOP  GALE US 04/21/12 C1       43.1 166.3   1.40   47.4   3007
LGF    LIONS GATE   LGF US 09/22/12 C10       38.6  65.7   6.20   12.7    812
CLNE   CLEAN ENERG  CLNE US 04/21/12 C19      37.7  35.9   4.60   27.8    227
KMI    KINDER MORG  KMI US 04/21/12 C35       36.8  13.8   2.05   13.9   1258
NLY    ANNALY CAPI  NLY US 04/21/12 P16       32.2  12.1   0.31  -29.6    465
USG    USG CORP     USG US 04/21/12 P19       25.8  58.8   1.15    0.0    359
USG    USG CORP     USG US 04/21/12 C19       25.3  59.8   1.30  271.4    578
STD    BANCO SANTA  STD US 04/21/12 C8        21.2  32.4   0.40  -27.3    820
KMI    KINDER MORG  KMI US 06/16/12 C30       21.2  27.0   7.00    4.5    411
LGF    LIONS GATE   LGF US 09/22/12 C12       20.0  61.3   4.70   24.3   1011
GMCR   GREEN MOUNT  GMCR US 04/21/12 P45      19.6  60.3   0.53  -36.9   1052
USG    USG CORP     USG US 04/21/12 C18       18.5  60.3   1.85  164.3    308
GMCR   GREEN MOUNT  GMCR US 04/21/12 C50      18.4  55.9   6.40  106.5    724
CIGX   STAR SCIENT  CIGX US 05/19/12 P2       18.0 127.5   0.05    0.0   1000
GMCR   GREEN MOUNT  GMCR US 04/21/12 P50      17.9  56.2   1.52  -39.0   2172
GTE    GRAN TIERRA  GTE US 05/19/12 C5        17.5  40.3   1.15    0.0    200
GMCR   GREEN MOUNT  GMCR US 04/21/12 C52.5    17.2  55.4   4.90  142.6    773
GMCR   GREEN MOUNT  GMCR US 04/21/12 C45      16.9  59.2  10.55   62.3    571
NLY    ANNALY CAPI  NLY US 04/21/12 C15       16.3  31.4   1.49   33.0    314
EWJ    ISHARES-JAP  EWJ US 04/21/12 C9        16.2  24.2   0.94   -6.0    822
GMCR   GREEN MOUNT  GMCR US 04/21/12 P52.5    15.8  55.3   2.28  -41.5   1408
NLY    ANNALY CAPI  NLY US 04/21/12 P15       15.6  19.4   0.06  -40.0    305
LGF    LIONS GATE   LGF US 04/21/12 C12       15.4  87.8   3.81   12.1    313
USG    USG CORP     USG US 04/21/12 C20       14.9  57.8   0.85  183.3   1094
GMCR   GREEN MOUNT  GMCR US 04/21/12 C55      14.7  53.9   3.29  169.7   3815
CRR    CARBO CERAM  CRR US 04/21/12 C100      14.6  41.4   4.43  -40.9    417
GMCR   GREEN MOUNT  GMCR US 05/19/12 P40      13.9  75.5   1.04  -14.1    251
GMCR   GREEN MOUNT  GMCR US 04/21/12 C57.5    13.7  53.2   2.33  223.6   1249
NLSN   NIELSEN HOL  NLSN US 04/21/12 C30      13.6  24.5   1.10   15.8   1127
LGF    LIONS GATE   LGF US 04/21/12 C14       13.4  80.2   2.30   15.0   2323
GDI    GARDNER DEN  GDI US 04/21/12 P65       13.2  35.3   1.95  143.8   2766
NG     NOVAGOLD RE  NG US 05/19/12 P7         12.9  56.7   0.55   -8.3    252
WEN    WENDY'S CO/  WEN US 04/21/12 P5        12.7  29.5   0.10    0.0    256
EXP    EAGLE MATER  EXP US 04/21/12 C37.5     12.6  32.4   0.75   66.7    469
NLY    ANNALY CAPI  NLY US 07/21/12 P15       12.5  14.8   0.34  -17.1    558
MELA   MELA SCIENC  MELA US 04/21/12 P4       12.3  75.4   0.15  -40.0    200
GMCR   GREEN MOUNT  GMCR US 05/19/12 P45      12.1  70.8   2.01  -19.6    694
WPRT   WESTPORT IN  WPRT US 04/21/12 C48      12.0  50.8   1.65  -43.1    309
LGF    LIONS GATE   LGF US 06/16/12 C13       11.9  65.7   3.44   11.0    201
LGF    LIONS GATE   LGF US 05/19/12 C16       11.9  67.5   1.50   25.0    332
LGF    LIONS GATE   LGF US 04/21/12 P16       11.4  75.0   1.55  -22.5    769
GMCR   GREEN MOUNT  GMCR US 05/19/12 C52.5    11.3  66.6   6.70   61.5    207
LGF    LIONS GATE   LGF US 04/21/12 C16       11.2  78.5   1.20   33.3   3213
AGO    ASSURED GUA  AGO US 07/21/12 P16       11.0  47.5   1.74  120.2    463
GMCR   GREEN MOUNT  GMCR US 05/19/12 P50      11.0  68.1   3.55  -23.3    536
YOKU   YOUKU INC-A  YOKU US 06/16/12 C19      10.9  71.7   8.00   -2.4    593
PCLN   PRICELINE.C  PCLN US 04/21/12 C710     10.9  29.9  21.00   30.8   1308
BAC    BANK OF AME  BAC US 05/19/12 C7        10.9  61.3   2.90    1.8    229
LGF    LIONS GATE   LGF US 04/21/12 P15       10.8  75.5   1.00  -13.0    397
PCLN   PRICELINE.C  PCLN US 04/21/12 C700     10.7  30.1  25.63   25.0    752
MBI    MBIA INC     MBI US 08/18/12 P7        10.7  81.5   0.65    0.0    450
PCLN   PRICELINE.C  PCLN US 04/21/12 C690     10.6  30.4  30.90   19.3    236
LNKD   LINKEDIN CO  LNKD US 05/19/12 P55      10.6  76.5   0.20  -33.3    297
PEI    PENN REIT    PEI US 04/21/12 C15       10.5  32.6   0.95   18.8    200
PCLN   PRICELINE.C  PCLN US 04/21/12 C730     10.5  29.7  13.00   36.8    307
GMCR   GREEN MOUNT  GMCR US 05/19/12 P55      10.4  66.7   6.40  -14.0   1214
GMCR   GREEN MOUNT  GMCR US 05/19/12 C55      10.3  65.9   5.70   78.1    630
LGF    LIONS GATE   LGF US 06/16/12 C16       10.3  62.8   1.80   44.0    222
LGF    LIONS GATE   LGF US 09/22/12 C15       10.2  55.4   2.75   35.5    442
PCLN   PRICELINE.C  PCLN US 04/21/12 C720     10.1  29.6  16.60   31.8   1572

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EEM    ISHARES-EMG  EEM US 12/22/12 P20      -45.0  48.3   0.22  -31.2   1000
EEM    ISHARES-EMG  EEM US 04/21/12 P33      -31.7  40.1   0.03  -50.0    792
EEM    ISHARES-EMG  EEM US 04/21/12 P32      -31.1  44.2   0.01  -66.7    842
ORCL   ORACLE CORP  ORCL US 04/21/12 C31     -30.8  21.1   0.39  -41.8   7367
ORCL   ORACLE CORP  ORCL US 04/21/12 P31     -30.6  20.6   1.23  -26.4    719
ORCL   ORACLE CORP  ORCL US 04/21/12 P30     -30.5  21.5   0.68  -38.2   1965
SCEI   SINO CLEAN   SCEI US 04/21/12 C2      -30.1 111.8   0.65  -13.3    200
CTAS   CINTAS CORP  CTAS US 04/21/12 P37.5   -30.1  20.5   0.30  -16.7    208
ARIA   ARIAD PHARM  ARIA US 04/21/12 C16     -29.4  38.3   0.55  -15.4    740
ORCL   ORACLE CORP  ORCL US 04/21/12 C30     -29.3  22.0   0.83  -25.9  12729
CTAS   CINTAS CORP  CTAS US 04/21/12 C40     -28.9  19.8   0.55  -66.7    798
ARIA   ARIAD PHARM  ARIA US 04/21/12 C15     -28.8  42.0   1.05    5.0   2254
ORCL   ORACLE CORP  ORCL US 04/21/12 C29     -28.6  23.3   1.50  -11.8   1355
ORCL   ORACLE CORP  ORCL US 04/21/12 P29     -28.1  23.1   0.35  -47.8   2015
JBL    JABIL CIRCU  JBL US 04/21/12 C27      -27.9  28.3   0.56  -46.7    504
ARIA   ARIAD PHARM  ARIA US 04/21/12 P15     -27.4  41.7   0.45  -55.0    379
ORCL   ORACLE CORP  ORCL US 04/21/12 C28     -27.1  25.0   2.43   -1.6    247
ORCL   ORACLE CORP  ORCL US 04/21/12 P28     -26.7  24.6   0.16  -61.0   4297
ARIA   ARIAD PHARM  ARIA US 04/21/12 P14     -23.9  47.8   0.20  -66.7   1058
ARIA   ARIAD PHARM  ARIA US 04/21/12 P13     -23.8  49.1   0.10  -66.7    878
SAI    SAIC INC     SAI US 04/21/12 C14      -22.7  16.9   0.30  200.0    365
CYTX   CYTORI THER  CYTX US 04/21/12 P2.5    -22.6  78.4   0.20    0.0    470
JIVE   JIVE SOFTWA  JIVE US 04/21/12 P25     -21.8  48.2   1.20   -7.7    413
ECYT   ENDOCYTE IN  ECYT US 04/21/12 C5      -21.2  85.5   0.65  -18.8    550
ORCL   ORACLE CORP  ORCL US 04/21/12 P26     -18.6  30.3   0.05  -58.3    631
JBL    JABIL CIRCU  JBL US 05/19/12 P27      -18.6  29.4   1.54  -15.4    459
ORCL   ORACLE CORP  ORCL US 05/19/12 P30     -17.9  22.1   0.98  -24.6   1084
JBL    JABIL CIRCU  JBL US 05/19/12 P25      -17.9  31.3   0.75    0.0    442
JBL    JABIL CIRCU  JBL US 05/19/12 C27      -17.9  29.1   0.90  -29.1    230
ORCL   ORACLE CORP  ORCL US 05/19/12 P31     -17.9  21.1   1.52  -17.4    924
JBL    JABIL CIRCU  JBL US 05/19/12 P26      -17.7  30.4   1.05  -23.4    488
CTAS   CINTAS CORP  CTAS US 05/19/12 P37.5   -17.5  21.3   0.55    0.0    274
CTAS   CINTAS CORP  CTAS US 05/19/12 P35     -17.2  23.3   0.15  -25.0    348
ORCL   ORACLE CORP  ORCL US 05/19/12 C31     -17.2  21.5   0.67  -23.0   1415
ORCL   ORACLE CORP  ORCL US 04/21/12 P25     -17.1  33.3   0.02  -77.8    400
ORCL   ORACLE CORP  ORCL US 05/19/12 P29     -16.5  23.4   0.62  -31.9    520
CTFO   CHINA TRANS  CTFO US 09/22/12 P2.5    -16.2  76.0   0.05    0.0    270
ORCL   ORACLE CORP  ORCL US 05/19/12 C29     -15.7  23.8   1.83   -5.7    523
JBL    JABIL CIRCU  JBL US 06/16/12 P27      -15.3  30.1   1.87  -14.6    729
JBL    JABIL CIRCU  JBL US 06/16/12 C27      -15.2  30.7   1.25  -16.1    523
ZAGG   ZAGG INC     ZAGG US 04/21/12 C8      -15.1  40.1   2.00    0.0    299
ZNGA   ZYNGA INC-   ZNGA US 04/21/12 P14     -14.8  51.8   0.95  -32.1    210
JBL    JABIL CIRCU  JBL US 06/16/12 P26      -14.1  31.4   1.35    6.3    560
ORCL   ORACLE CORP  ORCL US 05/19/12 P27     -13.7  26.9   0.22  -52.2    304
JBL    JABIL CIRCU  JBL US 06/16/12 P24      -13.7  33.7   0.70  -12.5    568
RT     RUBY TUESDA  RT US 04/21/12 C7.5      -13.3  50.6   1.60  100.0    271
FAS    DIR FIN BUL  FAS US 04/21/12 P50      -12.5 107.3   0.05  -61.5    313
ORCL   ORACLE CORP  ORCL US 06/16/12 P30     -12.5  22.7   1.22  -19.7   1046
GIS    GENERAL MIL  GIS US 04/21/12 P38      -12.2  11.0   0.40    2.6   1599
BDX    BECTON DICK  BDX US 04/21/12 P75      -12.2  12.4   0.35  -22.2   1421
EEM    ISHARES-EMG  EEM US 04/21/12 P34      -12.1  38.7   0.03  -25.0    607
ORCL   ORACLE CORP  ORCL US 06/16/12 P29     -12.0  23.9   0.86  -21.1   1102
ORCL   ORACLE CORP  ORCL US 06/16/12 C30     -11.7  23.0   1.43   -6.5   1920
ORCL   ORACLE CORP  ORCL US 06/16/12 C29     -11.5  24.1   2.07    0.5    808
ORCL   ORACLE CORP  ORCL US 06/16/12 P28     -11.4  25.3   0.60  -25.0    899
ARIA   ARIAD PHARM  ARIA US 05/19/12 P14     -11.3  54.3   0.61  -35.8   1041
ORCL   ORACLE CORP  ORCL US 06/16/12 C31     -11.2  22.0   0.94  -10.5    639
ZNGA   ZYNGA INC-   ZNGA US 04/21/12 C14     -11.2  47.4   0.70   16.7   4133
GIS    GENERAL MIL  GIS US 04/21/12 P35      -11.2  18.3   0.05  -37.5   1506
YHOO   YAHOO! INC   YHOO US 04/21/12 C14     -10.8  28.4   1.35   -9.4    525
ORCL   ORACLE CORP  ORCL US 06/16/12 P27     -10.7  27.1   0.42  -36.4    850
SAP    SAP AG-SPON  SAP US 04/21/12 P70      -10.5  21.3   1.20   -1.6   1339
QQQ    POWERSH-QQQ  QQQ US 04/21/12 C63      -10.3  19.1   4.40    1.1    260
AMGN   AMGEN INC    AMGN US 04/21/12 P47.5   -10.1  51.0   0.02  -66.7    210
JIVE   JIVE SOFTWA  JIVE US 07/21/12 P22.5   -10.1  49.5   1.30  -16.1    225

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

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