Ticker	Volume	Price	Price Delta
DJIA	15,335.30	-19.12	-0.12%
S&P 500	1,666.29	-1.18	-0.07%
Nasdaq	3,496.43	-2.53	-0.07%

Ticker	Volume	Price	Price Delta
STOXX 50	2,824.50	+6.51	0.23%
FTSE 100	6,755.63	+32.57	0.48%
DAX	8,455.83	+57.83	0.69%

Ticker	Volume	Price	Price Delta
Nikkei	15,360.80	+222.69	1.47%
Hang Seng	23,493.00	+410.35	1.78%
S&P/ASX 200	5,209.04	+28.26	0.55%

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

By Bloomberg News - 2012-08-08T15:30:06Z

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
=============================================================================
EXPE   EXPEDIA INC  EXPE US 10/20/12 C35      50.0  81.5  22.44   -3.7    500
SEMG   SEMGROUP CO  SEMG US 10/20/12 C25      48.6  51.9   9.10   19.7    245
AAPL   APPLE INC    AAPL US 09/22/12 C445     19.1  59.8 174.00    6.8    350
AAPL   APPLE INC    AAPL US 09/22/12 C450     16.2  56.6 169.79    1.6    586
LDK    LDK SOLAR C  LDK US 12/22/12 P1        15.7 139.9   0.25    0.0    800
ENOC   ENERNOC INC  ENOC US 09/22/12 P7.5     15.0  53.4   0.15  -84.2    344
AAPL   APPLE INC    AAPL US 10/20/12 C425     14.4  51.5 194.00    1.8    441
AAPL   APPLE INC    AAPL US 09/22/12 C420     13.6  65.5 199.00   -2.3    862
VC     VISTEON COR  VC US 12/22/12 P25        13.3  69.0   0.90  -63.3    232
GT     GOODYEAR TI  GT US 09/22/12 C2         13.0 232.9   9.60    0.0    200
AAPL   APPLE INC    AAPL US 10/20/12 C420     13.0  52.2 199.00   -2.0   1015
SIRI   SIRIUS XM R  SIRI US 01/18/14 C1       12.5  42.4   1.35    2.3    401
GPOR   GULFPORT EN  GPOR US 09/22/12 P25      12.4  53.4   1.40    0.0    202
VNET   21VIANET-AD  VNET US 12/22/12 C10      12.3  78.6   2.35   17.5   1546
AAPL   APPLE INC    AAPL US 09/22/12 C440     12.3  58.0 179.00   -0.2    310
RIMM   RESEARCH IN  RIMM US 09/22/12 C7       12.2  73.1   1.12   36.6   1338
BAC    BANK OF AME  BAC US 09/22/12 P6        12.0  49.2   0.04   33.3    454
AAPL   APPLE INC    AAPL US 10/20/12 C470     11.9  38.5 150.00   -0.8    930
RIMM   RESEARCH IN  RIMM US 09/22/12 C8       11.9  72.2   0.64   56.1  17884
CLSN   CELSION COR  CLSN US 01/19/13 C2.5     11.8 102.5   1.10    4.8    260
AAPL   APPLE INC    AAPL US 09/22/12 C435     11.7  59.4 184.20   -2.5    425
MTW    MANITOWOC C  MTW US 09/22/12 C11       11.4  67.0   2.30   15.0   3728
DF     DEAN FOODS   DF US 09/22/12 C13        11.3  53.9   4.00  627.3    989
AAPL   APPLE INC    AAPL US 09/22/12 C425     11.2  62.4 194.00   29.9    595
AAPL   APPLE INC    AAPL US 10/20/12 C445     11.1  44.7 175.00   -0.8   1116
SLW    SILVER WHEA  SLW US 09/22/12 P31       10.4  38.5   1.89  -35.9    598
AAPL   APPLE INC    AAPL US 09/22/12 C495     10.3  39.7 124.00   -4.1    855
SLW    SILVER WHEA  SLW US 09/22/12 P30       10.3  39.4   1.42  -36.0    792
EXPR   EXPRESS INC  EXPR US 09/22/12 P15      10.2  57.6   0.60   -7.7    500

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
DF     DEAN FOODS   DF US 09/22/12 C17       -42.9  35.1   0.90 1700.0    467
DF     DEAN FOODS   DF US 09/22/12 P17       -37.7  35.8   0.85  -82.7    325
SVNT   SAVIENT PHA  SVNT US 01/19/13 C0.5    -33.8  60.8   0.20    0.0    265
SODA   SODASTREAM   SODA US 09/22/12 C42.5   -28.3  47.9   2.50  -26.5    214
SUN    SUNOCO INC   SUN US 09/22/12 C47      -27.9  12.3   1.05    0.0   1250
WCRX   WARNER CHIL  WCRX US 10/20/12 C16     -25.5  38.5   1.20  -35.1    641
WCRX   WARNER CHIL  WCRX US 10/20/12 P15     -25.4  42.7   0.55  -40.2   7824
KWK    QUICKSILVER  KWK US 12/22/12 C5       -23.9  54.5   0.60    0.0   4546
SODA   SODASTREAM   SODA US 10/20/12 C42.5   -23.0  47.1   3.00  -26.8    331
KCG    KNIGHT CAPI  KCG US 09/22/12 C2.5     -22.6  63.8   0.75    7.1    793
WCRX   WARNER CHIL  WCRX US 09/22/12 C16     -22.2  38.3   1.00  -52.4    365
PCLN   PRICELINE.C  PCLN US 09/22/12 P500    -22.1  36.8   5.20  372.7    221
SPPI   SPECTRUM PH  SPPI US 09/22/12 P11     -21.5  69.8   0.78   73.3    397
PCLN   PRICELINE.C  PCLN US 09/22/12 P495    -21.3  37.3   4.64  303.5    209
DF     DEAN FOODS   DF US 09/22/12 P16       -21.1  37.3   0.48  -78.2    262
PCLN   PRICELINE.C  PCLN US 09/22/12 P475    -20.4  38.7   2.80  211.1    238
PCLN   PRICELINE.C  PCLN US 10/20/12 P510    -20.1  36.2  12.00  233.3    207
CREE   CREE INC     CREE US 09/22/12 C27     -20.0  43.4   1.41  -18.0    292
SODA   SODASTREAM   SODA US 09/22/12 P32.5   -19.8  66.3   0.60  -45.5    225
PCLN   PRICELINE.C  PCLN US 09/22/12 C600    -19.4  32.2  14.50  -83.8    344
EZCH   EZCHIP SEMI  EZCH US 09/22/12 P30     -18.9  53.6   2.63  378.2    242
IQNT   NEUTRAL TAN  IQNT US 09/22/12 C12.5   -18.6  30.1   0.60  -14.3    503
RAX    RACKSPACE H  RAX US 09/22/12 C55      -18.4  37.5   2.65  103.8    286
CREE   CREE INC     CREE US 09/22/12 C25     -17.7  46.0   2.52   -8.0    317
PCLN   PRICELINE.C  PCLN US 09/22/12 C580    -17.6  32.9  23.00    0.0    356
SUN    SUNOCO INC   SUN US 09/22/12 P47      -16.9  12.5   0.67   -6.9    290
BZH    BEAZER HOME  BZH US 02/16/13 C2.5     -16.7  60.7   0.55   37.5   3194
HOS    HORNBECK OF  HOS US 12/22/12 C40      -16.7  36.6   3.90   -7.1    200
SODA   SODASTREAM   SODA US 10/20/12 P40     -16.6  59.6   3.50  -27.8    262
BZH    BEAZER HOME  BZH US 02/16/13 P2.5     -16.4  63.9   0.40  -20.0   4407
WCRX   WARNER CHIL  WCRX US 09/22/12 C14     -15.9  40.4   2.40  -35.1    288
DISH   DISH NETWOR  DISH US 09/22/12 C31     -15.6  31.0   1.00  -28.6    234
NXY    NEXEN INC    NXY US 09/22/12 C25      -15.6  13.9   1.00    5.3    385
CSC    COMPUTER SC  CSC US 09/22/12 C27.5    -15.4  31.8   2.65  341.7    293
KCG    KNIGHT CAPI  KCG US 10/20/12 C2.5     -15.2  65.5   0.80    6.7    417
TLT    ISHARES BAR  TLT US 09/22/12 P108     -14.7  21.8   0.04    0.0    259
WMT    WAL-MART ST  WMT US 09/22/12 C65      -14.6  23.9   9.55    6.1    304
DIS    WALT DISNEY  DIS US 09/22/12 C49      -13.9  18.5   2.20   11.1    361
DIS    WALT DISNEY  DIS US 09/22/12 P49      -13.7  18.7   0.68  -40.4    727
CSC    COMPUTER SC  CSC US 09/22/12 C29      -13.6  32.1   1.55  933.3    236
DF     DEAN FOODS   DF US 12/22/12 P16       -13.6  39.2   1.10   -4.3    229
PHMD   PHOTOMEDEX   PHMD US 09/22/12 P12.5   -13.5  86.3   1.10  -12.0    350
RENN   RENREN INC-  RENN US 09/22/12 C3.5    -13.2  54.6   0.50    0.0    204
RENN   RENREN INC-  RENN US 10/20/12 P4      -13.2  60.6   0.50   11.1    521
WPZ    WILLIAMS PA  WPZ US 01/19/13 P45      -13.1  24.9   1.40   21.7    570
BZH    BEAZER HOME  BZH US 01/19/13 C2.5     -13.0  62.1   0.50    0.0   2026
DIS    WALT DISNEY  DIS US 09/22/12 C48      -12.9  19.3   2.92   12.3    796
RL     RALPH LAURE  RL US 09/22/12 P125      -12.7  41.6   0.98   -6.7    699
SUNH   SUN HEALTHC  SUNH US 11/17/12 C7.5    -12.6  18.2   0.95    0.0    200
NRG    NRG ENERGY   NRG US 09/22/12 C20      -12.2  31.1   0.88   10.0    428
SHAW   SHAW GROUP   SHAW US 10/20/12 C41     -11.7  21.6   1.30    0.0   1060
DF     DEAN FOODS   DF US 09/22/12 C15       -11.3  40.4   2.20 2100.0    265
TLT    ISHARES BAR  TLT US 09/22/12 P105     -10.7  21.0   0.03    0.0    272
RAX    RACKSPACE H  RAX US 09/22/12 P47      -10.4  45.7   0.70  -70.8    201
SPPI   SPECTRUM PH  SPPI US 11/17/12 P12     -10.1  66.5   1.70   36.0    837
WFR    MEMC ELEC M  WFR US 10/20/12 P2.5     -10.1  87.6   0.35  -40.7    264

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

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

Attachment: 533253134

Bloomberg moderates all comments. Comments that are abusive or off-topic will not be posted to the site. Excessively long comments may be moderated as well. Bloomberg cannot facilitate requests to remove comments or explain individual moderation decisions.