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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 3:00 p.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 500 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
=============================================================================
STZ    CONSTELLATI  STZ US 07/21/12 P20       72.2  48.8   0.45  -52.6    597
XOM    EXXON MOBIL  XOM US 07/21/12 P85       67.5  18.1   4.30   38.7   2189
VXX    IPATH-S&P S  VXX US 07/21/12 P17       43.1  85.6   1.43  -28.1   1867
STZ    CONSTELLATI  STZ US 08/18/12 C22.5     40.6  39.8   1.00    0.0    596
STZ    CONSTELLATI  STZ US 10/20/12 C22.5     40.2  36.8   1.30  333.3    652
SUN    SUNOCO INC   SUN US 07/21/12 C48       38.4  15.7   0.49   22.5   2000
VXX    IPATH-S&P S  VXX US 07/21/12 P16       32.5  82.8   0.91  -26.0   5036
RIMM   RESEARCH IN  RIMM US 07/21/12 P6       29.9 115.3   0.07  250.0    810
VXX    IPATH-S&P S  VXX US 08/18/12 P18       29.4  86.8   2.75  -22.5   3090
BAC    BANK OF AME  BAC US 07/21/12 C5        28.6  91.7   2.61   -8.4   1229
XOM    EXXON MOBIL  XOM US 07/21/12 P82.5     28.3  19.5   2.51   53.0   2073
CAH    CARDINAL HE  CAH US 07/21/12 C42       26.3  21.8   0.40  -33.3   2168
CIGX   STAR SCIENT  CIGX US 08/18/12 P3       25.6  96.9   0.05    0.0   1510
SPY    SPDR S&P 50  SPY US 07/21/12 C126      25.0  22.0   6.24  -23.8   1103
TWI    TITAN INTL   TWI US 07/21/12 C20       24.8  49.9   2.20   18.9    550
AOL    AOL INC      AOL US 07/21/12 C26       23.4  36.1   1.40  -12.5    580
RIMM   RESEARCH IN  RIMM US 07/21/12 P7       23.3  97.5   0.17  183.3   4960
VXX    IPATH-S&P S  VXX US 07/21/12 P14       23.2  77.1   0.26  -23.5   7272
RIMM   RESEARCH IN  RIMM US 07/21/12 P8       23.2  90.6   0.36  140.0  12666
CHK    CHESAPEAKE   CHK US 07/21/12 C17       23.1  67.5   1.15  -42.8   1929
AMRN   AMARIN CORP  AMRN US 07/21/12 C13      22.6  78.2   1.20   33.3    611
RIMM   RESEARCH IN  RIMM US 07/21/12 C8       21.6  91.4   1.47  -26.5    782
SVM    SILVERCORP   SVM US 07/21/12 P5        21.3  64.7   0.11   10.0    908
XLV    SPDR-HEALTH  XLV US 07/21/12 C37       21.3  18.1   0.69  -23.3    944
SAN    BANCO SANTA  SAN US 07/21/12 C6        20.8  49.4   0.30  -33.3    521
SPY    SPDR S&P 50  SPY US 07/21/12 C127      20.1  21.4   5.52  -18.0   2263
NLY    ANNALY CAPI  NLY US 08/18/12 C17       20.0  12.5   0.17   -5.6    591
TWX    TIME WARNER  TWX US 07/21/12 P37       19.5  24.2   1.15   94.9  12245
XOM    EXXON MOBIL  XOM US 07/21/12 P80       19.5  21.5   1.32   63.0   4427
VXX    IPATH-S&P S  VXX US 08/18/12 P17       19.1  84.8   2.12  -21.2   3940
SPY    SPDR S&P 50  SPY US 07/21/12 C128      18.9  20.8   4.74  -26.5   3064
GDXJ   MARKET VECT  GDXJ US 07/21/12 C16      18.9  57.9   3.30  -25.0   1250
RIMM   RESEARCH IN  RIMM US 07/21/12 C9       18.8  83.0   0.85  -30.9   2550
IBM    IBM          IBM US 07/21/12 P195      18.3  20.5   5.40   25.6    517
HTZ    HERTZ GLOBA  HTZ US 07/21/12 P12       18.2  61.1   0.75   50.0   6305
SPY    SPDR S&P 50  SPY US 07/21/12 C129      18.0  20.3   3.90  -29.1   1263
RIMM   RESEARCH IN  RIMM US 07/21/12 P9       17.6  81.9   0.73  102.8   7062
VXX    IPATH-S&P S  VXX US 07/21/12 P13       17.6  76.2   0.11  -56.0    626
VXX    IPATH-S&P S  VXX US 08/18/12 P16       17.2  83.2   1.58  -25.1   3797
POT    POTASH CORP  POT US 07/21/12 C42       17.1  32.0   0.85   54.5   2593
POT    POTASH CORP  POT US 07/21/12 P40       16.9  34.4   1.13   -5.8   1589
CSTR   COINSTAR IN  CSTR US 07/21/12 P60      16.8  42.8   0.90   28.6   1857
POT    POTASH CORP  POT US 07/21/12 C41       16.8  33.3   1.32   37.5   3871
RIMM   RESEARCH IN  RIMM US 08/18/12 C9       16.7  74.9   1.05  -27.6    606
AGNC   AMERICAN CA  AGNC US 07/21/12 P33      16.7  15.3   0.92   27.8   2228
APOL   APOLLO GROU  APOL US 07/21/12 C34      16.7  60.5   1.46  -13.6    713
VNDA   VANDA PHARM  VNDA US 07/21/12 P3       16.6 111.4   0.05    0.0    593
TWX    TIME WARNER  TWX US 07/21/12 P36       16.5  26.0   0.65   97.0    768
SID    SID NACIONA  SID US 08/18/12 P5        16.4  54.3   0.25    0.0   1305
RIMM   RESEARCH IN  RIMM US 08/18/12 P7       16.3  87.4   0.32  128.6   1907
VXX    IPATH-S&P S  VXX US 09/22/12 P17       16.1  83.8   2.76  -11.0   3225
VOD    VODAFONE GR  VOD US 07/21/12 C28       16.1  17.4   0.40   14.3    593
ZNGA   ZYNGA INC-   ZNGA US 07/21/12 C6       16.1  75.3   0.45    0.0   4016
NWSA   NEWS CORP-A  NWSA US 07/21/12 C19      16.0  28.9   1.30   -7.1   5000
POT    POTASH CORP  POT US 07/21/12 C40       15.9  34.5   1.82   21.3    868
XOM    EXXON MOBIL  XOM US 07/21/12 P77.5     15.9  23.7   0.69   81.6   2562
SPY    SPDR S&P 50  SPY US 07/21/12 C130      15.9  19.7   3.25  -31.7  11353
RIMM   RESEARCH IN  RIMM US 08/18/12 P8       15.8  79.5   0.58  100.0   9393
RIMM   RESEARCH IN  RIMM US 08/18/12 P9       15.7  74.0   0.98   69.0   6665
F      FORD MOTOR   F US 07/21/12 P9          15.7  35.0   0.05   66.7   5280
PCYC   PHARMACYCLI  PCYC US 08/18/12 P38      15.6  69.4   0.60  -14.3    800
GRPN   GROUPON INC  GRPN US 07/21/12 C8       15.5  73.7   2.00  -23.7    573
VMW    VMWARE INC-  VMW US 07/21/12 C90       15.4  42.8   2.80  -45.1   1293
CF     CF INDUSTRI  CF US 07/21/12 C185       15.4  39.0   6.40   68.4    913
VXX    IPATH-S&P S  VXX US 08/18/12 P15       15.4  80.4   1.07  -28.7   2478
APOL   APOLLO GROU  APOL US 07/21/12 P34      15.4  59.8   2.90   34.9    632
SNX    SYNNEX CORP  SNX US 07/21/12 P30       15.4  50.9   0.56   86.7    614
CF     CF INDUSTRI  CF US 07/21/12 C180       15.2  40.4   8.85   43.9    550
MNST   MONSTER BEV  MNST US 07/21/12 P67.5    15.1  49.2   1.45   28.3    837
VMW    VMWARE INC-  VMW US 07/21/12 P90       15.1  42.5   5.50   71.9    719
VXX    IPATH-S&P S  VXX US 08/18/12 P13       15.0  76.3   0.43  -30.6    759
APOL   APOLLO GROU  APOL US 07/21/12 P30      15.0  69.0   1.17   46.2    855
BAC    BANK OF AME  BAC US 07/21/12 C6        14.9  67.1   1.67  -12.6   1123
BMY    BRISTOL-MYE  BMY US 07/21/12 C35       14.7  14.8   0.12  -78.6   1154
GE     GENERAL ELE  GE US 07/21/12 P20        14.7  24.2   0.82   46.4   1138
DIA    SPDR DJIA T  DIA US 07/21/12 C125      14.6  16.2   1.90  -31.9   1185
DIA    SPDR DJIA T  DIA US 07/21/12 C124      14.6  16.8   2.47  -29.4   1120
SPY    SPDR S&P 50  SPY US 07/21/12 C132      14.5  18.5   2.10  -33.8  20403
DIA    SPDR DJIA T  DIA US 07/21/12 C127      14.5  14.9   0.97  -39.0   1408
NOK    NOKIA CORP-  NOK US 07/21/12 C2        14.5  94.9   0.33  -26.7  11487
SPY    SPDR S&P 50  SPY US 07/21/12 C131      14.4  19.1   2.64  -34.5  22793
WMT    WAL-MART ST  WMT US 07/21/12 P65       14.4  17.7   0.28  -12.5   1787
CALL   MAGICJACK V  CALL US 08/18/12 P20      14.2  96.0   3.20   18.5   1054
TRIP   TRIPADVISOR  TRIP US 07/21/12 C46      14.2  43.2   1.34  -21.2   1024
PII    POLARIS IND  PII US 07/21/12 C70       14.1  40.9   2.71  -20.3    778
DBA    POWERSHARES  DBA US 07/21/12 C26       14.0  20.2   1.35   42.1   1260
SPY    SPDR S&P 50  SPY US 07/21/12 C133      13.8  17.9   1.60  -36.8  19999
AGNC   AMERICAN CA  AGNC US 07/21/12 P31      13.7  20.5   0.21   40.0   1114
KFN    KKR FINANCI  KFN US 08/18/12 C8        13.7  32.1   0.56  -20.0   1000
APOL   APOLLO GROU  APOL US 07/21/12 P29      13.6  71.5   0.95   46.1    881
SPY    SPDR S&P 50  SPY US 07/21/12 C136      13.6  16.0   0.58  -47.3  13374
CHK    CHESAPEAKE   CHK US 07/21/12 P17       13.5  67.2   1.29  111.5   6427
SVU    SUPERVALU I  SVU US 08/18/12 P4        13.4  78.7   0.24   26.3   3220
XOM    EXXON MOBIL  XOM US 07/21/12 P75       13.4  26.1   0.32   77.8   2683
SPY    SPDR S&P 50  SPY US 07/21/12 C135      13.4  16.6   0.84  -44.0  25056
SPY    SPDR S&P 50  SPY US 07/21/12 C134      13.3  17.3   1.20  -40.6  42193
VMW    VMWARE INC-  VMW US 07/21/12 P87.5     13.2  43.3   3.80   68.1   2284
MOS    MOSAIC CO/T  MOS US 07/21/12 C52.5     13.2  38.5   1.27    5.8    741
HRB    H&R BLOCK I  HRB US 07/21/12 C14       13.1  49.2   1.50   -9.1    500
MSFT   MICROSOFT C  MSFT US 07/21/12 P31      13.0  25.3   1.65   68.4    956
V      VISA INC-CL  V US 07/21/12 C125        12.9  22.0   1.42  -39.3   2115
SPY    SPDR S&P 50  SPY US 07/21/12 C137      12.9  15.5   0.39  -48.0   6782
DIA    SPDR DJIA T  DIA US 07/21/12 C129      12.9  13.8   0.40  -45.2    518
ARNA   ARENA PHARM  ARNA US 01/19/13 C4       12.9 136.4   5.95   -9.2    675
SWN    SOUTHWESTRN  SWN US 07/21/12 P27       12.8  46.7   0.64   33.3    506
BGS    B&G FOODS I  BGS US 08/18/12 C22.5     12.8  45.7   4.40   -2.2   1227
XLF    SPDR-FINL S  XLF US 07/21/12 C13       12.7  30.7   1.12  -20.6   1672
XLF    SPDR-FINL S  XLF US 07/21/12 C14       12.7  25.9   0.39  -32.8   5627
WMT    WAL-MART ST  WMT US 08/18/12 P65       12.6  18.9   0.88    0.0   4885
WPX    WPX ENERGY   WPX US 07/21/12 P15       12.6  53.1   1.15    4.5   1001
VXX    IPATH-S&P S  VXX US 09/22/12 P14       12.4  78.9   1.12  -24.3   1962
JEC    JACOBS ENGI  JEC US 07/21/12 P33       12.3  35.6   0.70  180.0   7142
PRGO   PERRIGO CO   PRGO US 08/18/12 C120     12.1  25.8   2.60    4.0    965
CSCO   CISCO SYSTE  CSCO US 07/21/12 P17      12.1  23.2   0.50   42.9   5052
AUY    YAMANA GOLD  AUY US 07/21/12 C14       12.0  43.3   1.55   18.3   2036
SPY    SPDR S&P 50  SPY US 08/18/12 C125      11.9  22.6   8.30  -16.8    549
IBM    IBM          IBM US 07/21/12 P190      11.9  21.7   3.16   26.4   1677
CVH    COVENTRY HE  CVH US 07/21/12 C34       11.9  47.6   1.50  -14.3   4440
XOM    EXXON MOBIL  XOM US 08/18/12 P80       11.8  21.2   2.36   36.4   1941
BIDU   BAIDU INC-S  BIDU US 07/21/12 C115     11.7  37.7   2.66  -35.1    864
NTAP   NETAPP INC   NTAP US 07/21/12 P29      11.6  42.4   0.95   26.7    508
RSH    RADIOSHACK   RSH US 08/18/12 P3.5      11.6  84.6   0.28   86.7   1809
WMT    WAL-MART ST  WMT US 07/21/12 C67.5     11.6  15.5   1.37   39.8   1287
VMW    VMWARE INC-  VMW US 07/21/12 P85       11.5  43.9   2.70  116.0    932
DBA    POWERSHARES  DBA US 10/20/12 C24       11.5  21.3   3.40   17.2    500
SZYM   SOLAZYME IN  SZYM US 12/22/12 C12.5    11.5  40.2   1.95   69.6   2006
LVS    LAS VEGAS S  LVS US 07/21/12 P44       11.5  38.7   2.45   72.5   1516
LVS    LAS VEGAS S  LVS US 07/21/12 C44       11.3  38.9   1.21  -41.5   1331
NOK    NOKIA CORP-  NOK US 08/18/12 P1.5      11.3 105.1   0.07    0.0   1108
FSIN   FUSHI COPPE  FSIN US 07/21/12 C7.5     11.3  59.9   0.45  125.0    896
QQQ    POWERSH-QQQ  QQQ US 07/21/12 C60       11.3  22.1   2.81  -21.9   2517
MOS    MOSAIC CO/T  MOS US 07/21/12 P45       11.2  48.9   0.58    1.8    676
HOLX   HOLOGIC INC  HOLX US 09/22/12 P18      11.2  39.0   1.75  -14.6    922
NKE    NIKE INC -C  NKE US 07/21/12 C100      11.2  34.9   2.69  -14.9    795
HOT    STARWOOD HO  HOT US 07/21/12 P49       11.2  39.4   1.40   75.0    599
CHK    CHESAPEAKE   CHK US 07/21/12 P16       11.2  70.5   0.84  140.0   1779
AAPL   APPLE INC    AAPL US 07/21/12 C590     11.1  25.3   7.65  -30.1   4145
CX     CEMEX SAB-S  CX US 10/20/12 P5         11.1  72.0   0.46   -8.0    613
TWX    TIME WARNER  TWX US 08/18/12 P38       10.9  23.7   2.05   19.9  10124
WMT    WAL-MART ST  WMT US 08/18/12 P67.5     10.9  17.0   1.72   -7.5   2578
GSK    GLAXOSMITHK  GSK US 08/18/12 C46.84    10.9  16.0   0.70   29.6   1285
NFLX   NETFLIX INC  NFLX US 07/21/12 C70      10.9  50.3   2.45    0.0   1219
HOT    STARWOOD HO  HOT US 07/21/12 P48       10.8  40.2   1.09   84.8    524
NFLX   NETFLIX INC  NFLX US 07/21/12 C67.5    10.8  51.4   3.60   -1.4    962
LOGI   LOGITECH IN  LOGI US 08/18/12 P9       10.7  63.8   0.50    0.0   2702
BAC    BANK OF AME  BAC US 07/21/12 C7        10.7  54.8   0.78  -24.3   3529
PFE    PFIZER INC   PFE US 07/21/12 P22       10.7  17.1   0.21   75.0    782
AWI    ARMSTRONG W  AWI US 07/21/12 P45       10.7  39.4   1.50   42.9   1139
HBAN   HUNTINGTON   HBAN US 07/21/12 C6       10.7  36.7   0.33  -17.5    753
MT     ARCELORMITT  MT US 08/18/12 P14        10.6  57.2   1.16   54.7   2170
NLY    ANNALY CAPI  NLY US 07/21/12 C17       10.5   9.9   0.12   -7.7   1642
MAR    MARRIOTT IN  MAR US 07/21/12 P34       10.4  38.4   0.33   65.0    500
JPM    JPMORGAN CH  JPM US 07/21/12 P36       10.4  35.7   1.92   33.3   1060
JNJ    JOHNSON&JOH  JNJ US 07/21/12 C67.5     10.4  13.0   0.47   -6.0    880
LVS    LAS VEGAS S  LVS US 07/21/12 P43       10.4  39.5   1.92   68.4   2969
AMLN   AMYLIN PHAR  AMLN US 07/21/12 P28      10.3  49.0   1.68   24.4   4339
QQQ    POWERSH-QQQ  QQQ US 07/21/12 C65       10.3  16.9   0.21  -55.3   2709
ECA    ENCANA CORP  ECA US 07/21/12 C19       10.3  45.0   0.90  -36.6    978
AAPL   APPLE INC    AAPL US 07/21/12 C585     10.3  25.6   9.45  -30.3   4254
WMT    WAL-MART ST  WMT US 07/21/12 P60       10.2  26.3   0.06  -25.0    657
GS     GOLDMAN SAC  GS US 07/21/12 P95        10.2  34.6   5.85   50.0    536
HD     HOME DEPOT   HD US 07/21/12 C52.5      10.2  19.9   0.65  -16.7   1404
AAPL   APPLE INC    AAPL US 07/21/12 C580     10.2  25.8  11.39  -29.7   6849
AAPL   APPLE INC    AAPL US 07/21/12 P585     10.1  25.1  23.30   42.9   1506
JNJ    JOHNSON&JOH  JNJ US 07/21/12 P62.5     10.1  15.6   0.08   33.3   1656
XLE    SPDR-ENERGY  XLE US 07/21/12 C62       10.1  26.1   1.57  -39.1    657
XLU    SPDR-UTIL S  XLU US 07/21/12 P34       10.0  17.9   0.08   14.3   2007

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VXX    IPATH-S&P S  VXX US 07/21/12 C15      -28.2  78.5   2.64   48.3    527
VXX    IPATH-S&P S  VXX US 07/21/12 C16      -22.4  82.3   2.13   23.8   2843
ALXA   ALEXZA PHAR  ALXA1 US 09/22/12 C0.5   -21.6 138.9   0.15   50.0   2513
VXX    IPATH-S&P S  VXX US 08/18/12 C16      -19.8  80.4   2.67   13.6    663
PFCB   PF CHANG'S   PFCB US 01/19/13 P50     -19.2   2.7   0.05  -50.0   1400
CALL   MAGICJACK V  CALL US 12/22/12 C12.5   -17.5  41.7   6.90   -6.8   1000
CLSN   CELSION COR  CLSN US 07/21/12 C3      -17.2  55.4   0.25  400.0    533
VXX    IPATH-S&P S  VXX US 08/18/12 C17      -17.2  82.9   2.19   31.9    897
XLV    SPDR-HEALTH  XLV US 01/19/13 P27      -16.7  29.5   0.24  -51.0   1425
CLSN   CELSION COR  CLSN US 01/19/13 C3      -16.1  94.8   0.85    3.7   1116
VXX    IPATH-S&P S  VXX US 07/21/12 C18      -16.0  87.9   1.23   17.1   2805
VXX    IPATH-S&P S  VXX US 09/22/12 C17      -15.2  81.7   2.75   25.0   1574
ALXA   ALEXZA PHAR  ALXA US 07/21/12 C3.5    -15.2 111.6   1.05  110.0    772
XLI    SPDR-INDU S  XLI US 07/21/12 P29      -14.4  34.2   0.05  -37.5   1222
VXX    IPATH-S&P S  VXX US 07/21/12 C17      -14.4  85.1   1.64   21.5   4215
IWM    ISHARES-RUS  IWM US 07/21/12 P63      -13.4  35.4   0.06   20.0    500
VXX    IPATH-S&P S  VXX US 08/18/12 C18      -13.3  85.1   1.89   21.1   1722
FTR    FRONTIER CO  FTR US 08/18/12 P3       -11.5  69.0   0.05  -50.0   4836
ALXA   ALEXZA PHAR  ALXA1 US 09/22/12 C1     -11.3 174.8   0.05    0.0   2521
BKS    BARNES & NO  BKS US 01/19/13 P15      -10.8  63.7   2.85   -6.2   1265
TEVA   TEVA PHARM-  TEVA US 07/21/12 C40     -10.8  24.0   0.95  115.9   2255
SPY    SPDR S&P 50  SPY US 07/21/12 P100     -10.4  39.1   0.02    0.0   2001
IWM    ISHARES-RUS  IWM US 07/21/12 P60      -10.2  39.3   0.02  -33.3   5030

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

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