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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
=============================================================================
WMT    WAL-MART ST  WMT US 05/19/12 C57.5     56.9  20.9   2.34  -50.1    970
ANGI   ANGIE'S LIS  ANGI US 05/19/12 C10      38.4  83.4   4.40  -10.2    200
IRM    IRON MOUNTA  IRM US 05/19/12 C30       28.9  42.3   1.20    9.1   1378
DUK    DUKE ENERGY  DUK US 05/19/12 P21       28.1  13.1   0.48   37.1    329
KMI    KINDER MORG  KMI US 06/16/12 C35       25.5  24.8   1.20  -25.0   3650
PG     PROCTER & G  PG US 05/19/12 C65        24.0  15.7   1.74  -30.9    462
HBAN   HUNTINGTON   HBAN US 05/19/12 C5       23.3  56.0   1.42   -9.6    243
WMT    WAL-MART ST  WMT US 05/19/12 C60       22.7  18.3   0.81  -68.8   6254
BMO    BANK OF MON  BMO US 05/19/12 P60       21.7  17.3   2.00   42.9    450
MMI    MOTOROLA MO  MMI US 07/21/12 C40       21.4   5.8   0.05    0.0    215
IRM    IRON MOUNTA  IRM US 07/21/12 P30       21.2  42.9   2.70   20.0    511
SDS    PRO ULTSHRT  SDS US 05/19/12 C14       21.1  32.6   2.02   19.5   2811
IRM    IRON MOUNTA  IRM US 07/21/12 P27.5     20.6  42.8   1.35    3.9    546
IRM    IRON MOUNTA  IRM US 07/21/12 C30       20.2  43.0   2.35   14.6   1681
IRM    IRON MOUNTA  IRM US 05/19/12 P27.5     18.7  42.8   0.45    0.0    243
IACI   IAC/INTERAC  IACI US 05/19/12 P45      18.1  34.9   1.30  136.4  10028
BA     BOEING CO/T  BA US 05/19/12 C75        18.0  25.6   0.90  -13.5   2326
CTCT   CONSTANT CO  CTCT US 06/16/12 P22.5    17.8  58.1   0.45    0.0    405
ULTA   ULTA SALON   ULTA US 05/19/12 C95      16.7  26.2   1.95  -26.4    777
MA     MASTERCARD   MA US 05/19/12 P425       16.4  36.4  17.20   95.5    463
MA     MASTERCARD   MA US 05/19/12 P430       16.1  35.9  19.70   92.0    495
IACI   IAC/INTERAC  IACI US 05/19/12 C45      16.0  33.5   1.89  -57.0    611
HPQ    HEWLETT-PAC  HPQ US 05/19/12 P21       15.9  37.5   0.08  100.0   9766
WMT    WAL-MART ST  WMT US 06/16/12 C60       15.9  16.7   1.14  -58.2   2939
BIDU   BAIDU INC-S  BIDU US 05/19/12 C140     15.6  49.8   6.10  -35.8   2005
MA     MASTERCARD   MA US 05/19/12 P420       15.5  36.5  14.50  107.1    285
MTW    MANITOWOC C  MTW US 05/19/12 C14       15.5  64.2   0.90  -26.8    229
JPM    JPMORGAN CH  JPM US 05/19/12 C33       15.4  58.8   9.70  -11.0    358
BIDU   BAIDU INC-S  BIDU US 05/19/12 C135     15.3  50.6   8.91  -30.1   1314
WMT    WAL-MART ST  WMT US 05/19/12 P60       15.3  18.3   1.62  376.5   4286
HLF    HERBALIFE L  HLF US 05/19/12 C72.5     15.2  45.9   2.75   -8.3   1023
MA     MASTERCARD   MA US 05/19/12 C435       15.2  35.5  11.00  -38.9    371
FE     FIRSTENERGY  FE US 05/19/12 C46        15.2  15.0   0.35    0.0    291
GSK    GLAXOSMITHK  GSK US 05/19/12 P46.84    15.2  19.5   1.20   26.3    409
VZ     VERIZON COM  VZ US 05/19/12 P29        15.1  49.5   0.01    0.0    315
MA     MASTERCARD   MA US 05/19/12 P415       15.0  36.9  12.50  108.3    364
BAC    BANK OF AME  BAC US 05/19/12 C6        15.0  76.6   2.25   -6.2    860
TEX    TEREX CORP   TEX US 05/19/12 C24       15.0  69.9   1.50  -21.9    211
DIA    SPDR DJIA T  DIA US 05/19/12 P132      15.0  12.4   4.35   33.9    270
BG     BUNGE LTD    BG US 05/19/12 P65        14.8  31.6   1.84   26.9    702
MA     MASTERCARD   MA US 05/19/12 C420       14.8  36.6  17.65  -33.6    205
BIDU   BAIDU INC-S  BIDU US 05/19/12 P135     14.8  49.9   5.78   95.9   2206
MA     MASTERCARD   MA US 05/19/12 C430       14.7  35.8  12.80  -39.0    299
FIO    FUSION-IO I  FIO US 05/19/12 P25       14.7  80.1   1.65   50.0    917
BIDU   BAIDU INC-S  BIDU US 05/19/12 P140     14.6  48.9   8.10   78.0   1733
BG     BUNGE LTD    BG US 05/19/12 C65        14.6  31.3   2.65   -6.0    241
SFI    ISTAR FINAN  SFI US 05/19/12 P7        14.5  53.3   0.40   14.3    755
SNDK   SANDISK COR  SNDK US 05/19/12 C35      14.5  40.4   2.32   22.1    518
BA     BOEING CO/T  BA US 05/19/12 C72.5      14.5  26.6   1.99  -17.1   1429
BA     BOEING CO/T  BA US 05/19/12 P72.5      14.5  26.5   2.23   46.7    670
NEM    NEWMONT MIN  NEM US 05/19/12 C48       14.4  36.9   0.97  -28.7    247
VZ     VERIZON COM  VZ US 05/19/12 P24        14.4  77.7   0.01    0.0    379
YOKU   YOUKU INC-A  YOKU US 05/19/12 C21      14.4  79.6   2.40  -25.0    329
WAT    WATERS CORP  WAT US 05/19/12 C90       14.4  33.4   1.90  -19.1    211
LXK    LEXMARK INT  LXK US 05/19/12 C32       14.4  48.3   1.70    3.0    323
MA     MASTERCARD   MA US 05/19/12 C425       14.4  36.2  15.00  -39.8    330
V      VISA INC-CL  V US 05/19/12 C120        14.1  29.6   2.29  -42.8   1451
QID    PRO ULTSHRT  QID US 05/19/12 P27       14.1  39.9   0.04  -50.0    200
SNDK   SANDISK COR  SNDK US 05/19/12 P36      14.1  39.1   1.27   -9.9    358
SNDK   SANDISK COR  SNDK US 05/19/12 P35      14.1  39.8   0.85  -11.5    572
BIDU   BAIDU INC-S  BIDU US 05/19/12 P130     14.0  51.2   3.93  119.5   2218
CRUS   CIRRUS LOGI  CRUS US 05/19/12 P20      13.9  76.2   1.30   18.2   1307
BIDU   BAIDU INC-S  BIDU US 05/19/12 P125     13.8  52.4   2.52  140.0   1126
BIDU   BAIDU INC-S  BIDU US 05/19/12 P110     13.7  57.3   0.57  235.3    291
TEX    TEREX CORP   TEX US 05/19/12 P24       13.7  68.5   1.95   50.0   1067
CVS    CVS CAREMAR  CVS US 05/19/12 C45       13.6  22.7   0.41  -39.7   9168
SNDK   SANDISK COR  SNDK US 05/19/12 C37      13.5  39.3   1.26   37.0    653
TWC    TIME WARNER  TWC US 05/19/12 C82.5     13.5  27.7   1.55  -21.7    326
BIDU   BAIDU INC-S  BIDU US 05/19/12 C130     13.5  51.8  11.70  -30.1    512
MOS    MOSAIC CO/T  MOS US 05/19/12 C52.5     13.3  30.9   0.69  -30.3   1383
KMP    KINDER MORG  KMP US 05/19/12 C85       13.3  14.5   0.35  -40.7   1204
MA     MASTERCARD   MA US 05/19/12 P395       13.3  38.0   6.05  134.5    276
SNDK   SANDISK COR  SNDK US 05/19/12 C36      13.2  39.4   1.76   30.4    300
CQP    CHENIERE EN  CQP US 09/22/12 P23       13.2  37.7   2.40   11.6    354
OMC    OMNICOM GRO  OMC US 05/19/12 P50       13.1  20.0   1.30   13.0    225
KMP    KINDER MORG  KMP US 06/16/12 C82.5     13.1  15.4   1.90  -23.7    395
SNDK   SANDISK COR  SNDK US 05/19/12 P37      13.1  38.4   1.79  -10.5    201
BIDU   BAIDU INC-S  BIDU US 05/19/12 C125     13.0  53.2  13.90  -33.8    235
SNDK   SANDISK COR  SNDK US 05/19/12 P29      13.0  52.2   0.07  -46.1    607
BIDU   BAIDU INC-S  BIDU US 05/19/12 P120     12.9  53.8   1.56  155.7    397
SNDK   SANDISK COR  SNDK US 05/19/12 P34      12.8  40.8   0.57   -9.5    255
NEM    NEWMONT MIN  NEM US 05/19/12 P46       12.8  36.7   1.93   73.9    281
VZ     VERIZON COM  VZ US 05/19/12 P40        12.8  12.0   1.35    3.0    251
MMM    3M CO        MMM US 05/19/12 C87.5     12.7  20.7   1.47  -14.0   5027
EDZ    DIR EMR MKT  EDZ US 05/19/12 C14       12.7  80.1   1.12   60.0    420
ASH    ASHLAND INC  ASH US 05/19/12 C65       12.6  35.7   1.70  -19.1    901
LNKD   LINKEDIN CO  LNKD US 05/19/12 C97.5    12.6  71.2   7.90  -32.5    243
DUK    DUKE ENERGY  DUK US 05/19/12 C21       12.6  12.6   0.16  -30.4   2408
MOS    MOSAIC CO/T  MOS US 05/19/12 P50       12.5  31.7   1.66   56.6   1998
GSK    GLAXOSMITHK  GSK US 05/19/12 C46.84    12.4  19.8   0.75  -21.1   1193
LXK    LEXMARK INT  LXK US 05/19/12 C33       12.4  46.0   1.18    2.6   1411
AXP    AMERICAN EX  AXP US 05/19/12 P57.5     12.3  22.0   1.72   33.3    701
WMT    WAL-MART ST  WMT US 06/16/12 P60       12.2  16.4   1.95  219.7   1313
YOKU   YOUKU INC-A  YOKU US 05/19/12 C23      12.2  78.4   1.40  -24.3    275
MMM    3M CO        MMM US 05/19/12 C90       12.2  19.4   0.57  -18.6    486
CRUS   CIRRUS LOGI  CRUS US 05/19/12 P21      12.2  76.7   1.70    9.7    271
MOS    MOSAIC CO/T  MOS US 05/19/12 C50       12.2  31.8   1.66  -26.2   1162
BIDU   BAIDU INC-S  BIDU US 05/19/12 P115     12.1  55.4   0.96  174.3    287
GSK    GLAXOSMITHK  GSK US 05/19/12 P45.84    12.1  20.4   0.75   50.0    815
HLF    HERBALIFE L  HLF US 05/19/12 C70       12.1  45.6   3.80  -15.6   1003
SNDK   SANDISK COR  SNDK US 05/19/12 C38      11.9  38.9   0.87   42.6    823
MMI    MOTOROLA MO  MMI US 07/21/12 C38       11.9  19.9   1.80   -2.7    431
MCP    MOLYCORP IN  MCP US 05/19/12 C28       11.9  60.3   1.90  -35.4    237
GPC    GENUINE PAR  GPC US 08/18/12 P65       11.9  19.4   4.40   10.0    576
DIA    SPDR DJIA T  DIA US 05/19/12 P130      11.8  14.1   3.01   41.3   1034
GE     GENERAL ELE  GE US 05/19/12 C20        11.7  22.2   0.12  -36.8   2450
CHK    CHESAPEAKE   CHK US 05/19/12 P17       11.6  68.6   0.95   -3.1   1836
SNDK   SANDISK COR  SNDK US 05/19/12 P32      11.6  43.6   0.25   -7.4    677
PG     PROCTER & G  PG US 05/19/12 C67.5      11.4  13.8   0.40  -42.0    503
MCP    MOLYCORP IN  MCP US 05/19/12 C29       11.4  59.7   1.47  -36.9    549
PH     PARKER HANN  PH US 05/19/12 P80        11.4  33.6   2.60   62.5   1453
TIBX   TIBCO SOFTW  TIBX US 05/19/12 P31      11.3  40.1   0.80   60.0   1709
NEM    NEWMONT MIN  NEM US 05/19/12 C45       11.3  37.0   2.28  -28.8    532
DUST   DIR GLD BEA  DUST US 05/19/12 C55      11.3 103.4   6.30   85.3    495
GDX    MKT VECT-GO  GDX US 05/19/12 C46       11.2  34.9   1.16  -30.5   2027
GRPN   GROUPON INC  GRPN US 05/19/12 P8       11.2 136.7   0.30    0.0    499
QID    PRO ULTSHRT  QID US 05/19/12 P28       11.2  36.6   0.06  -64.7    238
AA     ALCOA INC    AA US 05/19/12 P10        11.1  32.7   0.60   15.4    446
JDSU   JDS UNIPHAS  JDSU US 05/19/12 C10      11.1  73.2   2.43  -29.6    203
CE     CELANESE CO  CE US 05/19/12 C47.5      11.1  45.2   2.15  -15.7    540
CTXS   CITRIX SYST  CTXS US 05/19/12 P75      11.1  50.1   3.20   36.2    236
ASH    ASHLAND INC  ASH US 05/19/12 P60       11.1  39.9   1.25   56.2    727
CVS    CVS CAREMAR  CVS US 05/19/12 C44       11.0  23.5   0.76  -38.7   2108
CELG   CELGENE COR  CELG US 05/19/12 C80      11.0  27.1   1.22  -29.1    653
CHK    CHESAPEAKE   CHK US 05/19/12 P16       11.0  74.3   0.62   -4.6    597
IVZ    INVESCO LTD  IVZ US 05/19/12 P21       11.0  41.1   0.15    0.0    563
CIT    CIT GROUP I  CIT US 05/19/12 P39       10.9  31.5   1.15   64.3    500
ESRX   EXPRESS SCR  ESRX US 05/19/12 C57.5    10.9  30.4   1.51  -26.0    643
GOOG   GOOGLE INC-  GOOG US 05/19/12 P610     10.8  23.5  24.20    9.0    237
SWN    SOUTHWESTRN  SWN US 05/19/12 P28       10.8  47.7   1.67   19.3   2557
CELG   CELGENE COR  CELG US 05/19/12 P80      10.8  27.0   3.65   39.9    391
BKS    BARNES & NO  BKS US 07/21/12 P12       10.7  99.9   2.25   -6.2    218
CHK    CHESAPEAKE   CHK US 05/19/12 C17       10.7  69.3   1.65   17.9   1035
GG     GOLDCORP IN  GG US 05/19/12 C42        10.7  35.8   0.75  -39.0    304
LCC    US AIRWAYS   LCC US 05/19/12 P9        10.6  67.9   0.56   21.7    641
ROK    ROCKWELL AU  ROK US 05/19/12 P70       10.6  38.7   1.05   81.0    522
NFLX   NETFLIX INC  NFLX US 05/19/12 P85      10.5  90.8   2.77   45.0   1038
AMZN   AMAZON.COM   AMZN US 05/19/12 C175     10.5  47.1  16.00  -12.1    500
GDX    MKT VECT-GO  GDX US 05/19/12 P43       10.5  36.1   0.88   69.2   1495
GOOG   GOOGLE INC-  GOOG US 05/19/12 C600     10.4  24.2  12.50   -3.1    536
CXW    CORRECTIONS  CXW US 06/16/12 P25       10.4  49.2   0.40   60.0    319
GDX    MKT VECT-GO  GDX US 05/19/12 C47       10.3  34.4   0.82  -32.2   1104
BA     BOEING CO/T  BA US 05/19/12 P70        10.3  28.1   1.22   56.4    447
ABV    AMBEV-PRF A  ABV US 05/19/12 P39       10.3  34.5   0.20  -50.0   3005
GE     GENERAL ELE  GE US 05/19/12 P20        10.2  21.6   1.04   28.4   3114
MMM    3M CO        MMM US 05/19/12 P85       10.2  22.0   1.42   20.3    666
SWN    SOUTHWESTRN  SWN US 05/19/12 C28       10.2  48.1   1.14   -8.8    966
AMZN   AMAZON.COM   AMZN US 05/19/12 C170     10.2  47.9  19.70  -11.1    863
CVX    CHEVRON COR  CVX US 05/19/12 P105      10.2  18.7   4.80   15.7    259
BIDU   BAIDU INC-S  BIDU US 06/16/12 C140     10.2  43.4   8.05  -29.4    935
MOS    MOSAIC CO/T  MOS US 05/19/12 P47.5     10.2  33.9   0.77   71.1    297
GDX    MKT VECT-GO  GDX US 05/19/12 C43       10.2  36.7   2.80  -28.4   1099
EPD    ENTERPRISE   EPD US 05/19/12 P46       10.2  25.4   0.09  -10.0    300
GDX    MKT VECT-GO  GDX US 05/19/12 P45       10.1  34.7   1.66   55.1    718
LCC    US AIRWAYS   LCC US 05/19/12 P8        10.1  73.5   0.24   33.3    511
JDSU   JDS UNIPHAS  JDSU US 05/19/12 C13      10.1  57.5   0.47  -36.5    850
CHK    CHESAPEAKE   CHK US 05/19/12 P14       10.1  89.4   0.33   10.0    371
GOOG   GOOGLE INC-  GOOG US 05/19/12 P595     10.1  24.0  15.00    8.6    403
GOOG   GOOGLE INC-  GOOG US 05/19/12 P605     10.1  23.6  21.00   11.7    425
HGSI   HUMAN GENOM  HGSI US 05/19/12 C15      10.0  46.0   0.49   19.5    980
NFLX   NETFLIX INC  NFLX US 05/19/12 P90      10.0  88.1   4.01   38.8    899

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AMLN   AMYLIN PHAR  AMLN US 05/19/12 C26     -26.9  54.3   1.16   48.7   1208
CHKP   CHECK POINT  CHKP US 05/19/12 C57.5   -25.9  27.5   2.45  -64.5    349
AMLN   AMYLIN PHAR  AMLN US 05/19/12 C25     -24.8  57.2   1.70   54.5   1220
CHKP   CHECK POINT  CHKP US 05/19/12 P57.5   -24.4  27.3   1.10  120.0    593
CHKP   CHECK POINT  CHKP US 05/19/12 C60     -23.4  26.6   1.15  -77.5   1497
CHKP   CHECK POINT  CHKP US 05/19/12 P52.5   -22.0  31.7   0.40  100.0    228
CHKP   CHECK POINT  CHKP US 05/19/12 P55     -21.9  29.5   0.55  111.5    334
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P24     -21.8  61.3   0.91  -64.3    838
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P25     -21.5  59.7   1.25  -61.2   1304
XRX    XEROX CORP   XRX US 05/19/12 P8       -20.8  25.4   0.15  -54.5    661
EEM    ISHARES-EMG  EEM US 12/22/12 P34      -19.9  33.6   1.73   -3.9   3251
HAS    HASBRO INC   HAS US 05/19/12 C35      -19.6  22.7   0.40  -72.4   1525
XRX    XEROX CORP   XRX US 05/19/12 C8       -19.1  25.3   0.27    8.0   1224
EAT    BRINKER INT  EAT US 05/19/12 C30      -18.4  28.0   0.90  150.0    209
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P23     -17.5  66.5   0.69  -67.1   1081
AMLN   AMYLIN PHAR  AMLN US 05/19/12 C24     -17.4  64.7   2.45   56.0   1568
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P19     -16.5  76.7   0.20  -71.4    217
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P22     -15.9  69.7   0.52  -68.1    420
KMI    KINDER MORG  KMI US 06/16/12 C32.5    -15.7  22.0   2.60  -27.8    512
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P21     -15.1  73.0   0.37  -72.6    389
AMLN   AMYLIN PHAR  AMLN US 05/19/12 P20     -14.3  75.8   0.24  -74.2    376
ASTM   AASTROM BIO  ASTM US 05/19/12 C2.5    -13.5  44.2   0.20   25.0   5017
AMLN   AMYLIN PHAR  AMLN US 01/19/13 P17.5   -13.0  48.9   1.25  -21.4    500
BPAX   BIOSANTE PH  BPAX US 06/16/12 C0.5    -12.9  81.6   0.10  -50.0    450
EP     EL PASO COR  EP US 05/19/12 C29       -12.6  23.4   0.80  -39.9   1790
ASTM   AASTROM BIO  ASTM US 08/18/12 C2.5    -12.5  56.1   0.45   12.5   5020
HK     HALCON RESO  HK US 05/19/12 P9        -12.3  50.6   0.45  -10.0    200
HAS    HASBRO INC   HAS US 05/19/12 P35      -12.0  23.6   1.40   64.7    749
S      SPRINT NEXT  S US 05/19/12 C2         -11.7  69.8   0.38   -7.3    364
HTWR   HEARTWARE I  HTWR US 05/19/12 C60     -11.7  85.8  12.00   11.1    500
EP     EL PASO COR  EP US 05/19/12 P29       -11.6  23.7   0.57   -3.4    518
LIWA   LIHUA INTER  LIWA US 08/18/12 C5      -11.4  71.4   1.20    4.3    306
CVC    CABLEVISION  CVC US 06/16/12 P10      -11.3  56.2   0.15  -25.0    200
DHI    DR HORTON I  DHI US 05/19/12 P14      -11.2  44.2   0.20  -33.3   2886
CEDC   CENTRAL EUR  CEDC US 05/19/12 C5      -10.9 119.6   0.50   42.9    283
IMGN   IMMUNOGEN I  IMGN US 05/19/12 P12     -10.7  45.2   0.50   -9.1   1031

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

-- Bloomberg News

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