Ticker	Volume	Price	Price Delta
DJIA	15,112.20	-206.04	-1.35%
S&P 500	1,628.93	-22.88	-1.39%
Nasdaq	3,443.20	-38.98	-1.12%

Ticker	Volume	Price	Price Delta
STOXX 50	2,617.96	-66.02	-2.46%
FTSE 100	6,209.26	-139.56	-2.20%
DAX	7,999.58	-197.50	-2.41%

Ticker	Volume	Price	Price Delta
Nikkei	13,014.60	-230.64	-1.74%
Hang Seng	20,382.90	-604.02	-2.88%
S&P/ASX 200	4,758.39	-102.99	-2.12%

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2012-03-21T15:30:05Z

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.

-- Bloomberg News

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