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

By Bloomberg News 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 ============================================================================= SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 166.8 15.8 0.35 16.7 240 CP CANADIAN PA CP US 05/21/11 C55 101.0 37.0 8.50 0.0 501 EK EASTMAN KOD EK US 04/16/11 C3.5 84.5 113.6 0.38 375.0 7476 EK EASTMAN KOD EK US 04/16/11 P3.5 83.6 113.7 0.39 -11.4 4062 EK EASTMAN KOD EK US 04/16/11 C2.5 80.7 123.6 0.97 56.5 592 EK EASTMAN KOD EK US 04/16/11 P3 77.8 111.3 0.15 15.4 2112 PG PROCTER & G PG US 05/21/11 C55 73.4 18.5 5.99 -0.2 500 THC TENET HEALT THC US 04/16/11 C7 72.1 22.6 0.25 66.7 909 EK EASTMAN KOD EK US 04/16/11 C3 71.9 110.5 0.62 138.5 1818 NEOP NEOPROBE CO NEOP US 10/22/11 C2.5 47.4 41.2 1.30 4.0 202 GFRE GULF RESOUR GFRE US 04/16/11 P5 38.1 129.9 0.35 94.4 1034 THC TENET HEALT THC US 04/16/11 P7 35.4 28.4 0.05 -50.0 200 EK EASTMAN KOD EK US 05/21/11 C3.5 32.3 85.5 0.45 164.7 249 GOL GOL-ADR GOL US 04/16/11 P12.5 23.5 64.9 0.35 133.3 692 C CITIGROUP I C US 04/16/11 C4 23.1 39.1 0.48 9.1 1436 EK EASTMAN KOD EK US 07/16/11 C3 21.8 75.6 0.80 60.0 223 BAC BANK OF AME BAC US 04/16/11 C11 21.5 48.6 2.54 2.4 868 EROC EAGLE ROCK EROC US 10/22/11 P10 21.4 30.1 0.90 -10.0 200 CHBT CHINA-BIOTI CHBT US 05/21/11 C4 21.3 95.2 4.50 0.0 200 VHC VIRNETX HOL VHC US 09/17/11 C10 20.8 77.8 6.80 54.5 375 IMAX IMAX CORP IMAX US 04/16/11 C31 19.9 41.2 1.60 128.6 383 MKC MCCORMICK-N MKC US 05/21/11 C50 19.5 17.4 1.05 90.9 317 NLY ANNALY CAPI NLY US 04/16/11 C17 19.5 29.8 1.12 -1.8 940 REGN REGENERON P REGN US 05/21/11 C42 19.4 49.9 2.90 9.4 399 EK EASTMAN KOD EK US 07/16/11 C3.5 19.0 72.3 0.55 96.4 1436 EK EASTMAN KOD EK US 07/16/11 P3.5 18.4 71.5 0.51 -29.2 203 AFFY AFFYMAX INC AFFY US 05/21/11 P6 17.8 63.3 0.55 0.0 3004 STX SEAGATE TEC STX US 04/16/11 P14 17.0 40.9 0.37 -7.5 1030 AYR AIRCASTLE L AYR US 04/16/11 C12.5 16.7 38.6 0.30 50.0 849 EK EASTMAN KOD EK US 07/16/11 P2.5 16.6 77.8 0.15 -25.0 418 CLWR CLEARWIRE - CLWR US 04/16/11 P5 16.3 89.4 0.20 -20.0 545 NLY ANNALY CAPI NLY US 04/16/11 C18 16.2 9.3 0.15 7.1 2173 REGN REGENERON P REGN US 04/16/11 C43 15.5 44.6 1.20 118.2 511 CAG CONAGRA FOO CAG US 04/16/11 C23 15.5 18.8 0.94 56.7 360 GERN GERON CORP GERN US 04/16/11 C5 14.9 41.3 0.10 0.0 367 IMAX IMAX CORP IMAX US 04/16/11 C32 14.7 41.5 1.15 283.3 597 HMY HARMONY GOL HMY US 04/16/11 C13 14.6 38.3 0.95 -32.1 394 CLWR CLEARWIRE - CLWR US 04/16/11 C5 14.5 77.3 0.80 33.3 548 OPEN OPENTABLE I OPEN US 04/16/11 P100 14.3 50.1 3.60 -28.0 639 CHMT CHEMTURA CO CHMT US 06/18/11 C15 14.3 42.1 2.60 57.6 2000 ALTR ALTERA CORP ALTR US 04/16/11 C40 13.9 40.1 4.31 48.6 519 OPEN OPENTABLE I OPEN US 04/16/11 C100 13.7 48.3 6.30 75.0 1141 STX SEAGATE TEC STX US 04/16/11 C14 13.3 40.5 0.79 29.5 498 EWT ISHARES-TAI EWT US 04/16/11 P15 13.1 22.4 0.53 -18.5 500 OPEN OPENTABLE I OPEN US 04/16/11 C95 13.0 50.7 10.20 58.1 356 GFRE GULF RESOUR GFRE US 05/21/11 P5 12.8 98.7 0.50 66.7 304 RSH RADIOSHACK RSH US 04/16/11 P12.5 12.6 45.4 0.10 -9.1 200 INFY INFOSYS TEC INFY US 04/16/11 P62.5 12.1 37.8 0.30 -33.3 649 OPEN OPENTABLE I OPEN US 04/16/11 C105 11.9 46.2 3.90 122.9 910 KEG KEY ENERGY KEG US 04/16/11 C15 11.9 49.5 1.05 45.8 930 C CITIGROUP I C US 09/17/11 C2 11.9 68.5 2.47 1.6 303 STX SEAGATE TEC STX US 04/16/11 P13 11.8 42.2 0.11 -15.4 1304 MENT MENTOR GRAP MENT US 04/16/11 C15 11.5 31.9 0.55 22.2 226 EK EASTMAN KOD EK US 10/22/11 C3.5 11.1 65.6 0.67 63.4 200 DTV DIRECTV-A DTV US 04/16/11 C43 11.1 24.3 4.10 17.1 360 INFY INFOSYS TEC INFY US 04/16/11 P65 11.0 34.6 0.55 -31.2 675 POT POTASH CORP POT US 04/16/11 C53.33 11.0 37.9 5.15 51.5 516 DAL DELTA AIR L DAL US 04/16/11 C9 10.8 45.2 1.11 0.0 1072 USG USG CORP USG US 04/16/11 P17 10.6 42.5 0.80 -11.1 1100 LZ LUBRIZOL CO LZ US 09/17/11 P130 10.3 7.1 1.25 4.2 3157 ELN ELAN CORP-A ELN US 04/16/11 C7 10.3 42.1 0.15 200.0 257 OPEN OPENTABLE I OPEN US 04/16/11 P95 10.2 50.9 2.00 -28.6 837 BAC BANK OF AME BAC US 04/16/11 C12 10.2 39.4 1.57 2.6 641

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= XLY SPDR-CONS D XLY US 06/18/11 P40 -48.5 17.8 1.94 -7.6 405 SMOD SMART MODUL SMOD US 04/16/11 C7.5 -47.1 51.4 0.35 -30.0 787 FINL FINISH LINE FINL US 04/16/11 C20 -43.1 29.6 0.40 0.0 828 SMOD SMART MODUL SMOD US 04/16/11 P7.5 -40.3 56.3 0.35 -58.8 467 JBLU JETBLUE AIR JBLU US 04/16/11 C6 -38.8 19.2 0.40 60.0 268 RIMM RESEARCH IN RIMM US 04/16/11 P45 -34.3 42.5 0.02 -33.3 406 RIMM RESEARCH IN RIMM US 04/16/11 C55 -34.0 37.8 3.55 -62.2 1458 RIMM RESEARCH IN RIMM US 04/16/11 P55 -33.9 37.4 1.03 83.9 8097 HDY HYPERDYNAMI HDY US 04/16/11 C5 -33.3 67.6 0.60 -53.9 763 RIMM RESEARCH IN RIMM US 04/16/11 P57.5 -33.2 36.6 2.02 104.0 5670 RIMM RESEARCH IN RIMM US 04/16/11 P60 -33.1 35.7 3.55 120.5 6230 RIMM RESEARCH IN RIMM US 04/16/11 C57.5 -32.8 37.0 2.03 -73.5 6146 RIMM RESEARCH IN RIMM US 04/16/11 P52.5 -32.6 38.5 0.47 56.7 5204 ACN ACCENTURE P ACN US 04/16/11 C57.5 -32.5 22.2 0.35 75.0 1117 RIMM RESEARCH IN RIMM US 04/16/11 C60 -31.6 36.7 1.02 -82.3 9815 RIMM RESEARCH IN RIMM US 04/16/11 C52.5 -30.1 40.4 5.40 -54.8 1028 ACN ACCENTURE P ACN US 04/16/11 C55 -29.4 22.9 1.25 135.8 1956 ORCL ORACLE CORP ORCL US 04/16/11 P33 -28.9 23.3 0.63 -59.9 1623 RIMM RESEARCH IN RIMM US 04/16/11 P50 -28.9 40.5 0.18 38.5 2541 ORCL ORACLE CORP ORCL US 04/16/11 C33 -28.8 23.4 0.82 26.1 8068 ACN ACCENTURE P ACN US 04/16/11 C52.5 -28.2 23.3 2.95 110.7 2458 ORCL ORACLE CORP ORCL US 04/16/11 P34 -27.4 23.1 1.23 -45.3 1588 ORCL ORACLE CORP ORCL US 04/16/11 C30 -27.2 26.8 3.25 30.0 2672 ORCL ORACLE CORP ORCL US 04/16/11 P32 -27.1 24.5 0.31 -70.2 2662 ORCL ORACLE CORP ORCL US 04/16/11 C34 -25.8 23.4 0.42 20.0 11451 ORCL ORACLE CORP ORCL US 04/16/11 P31 -25.6 26.0 0.15 -75.4 2805 ACN ACCENTURE P ACN US 04/16/11 P52.5 -25.6 24.0 0.45 -79.1 735 FINL FINISH LINE FINL US 04/16/11 P17.5 -25.0 39.7 0.05 -91.7 1016 CBLI CLEVELAND B CBLI US 04/16/11 C7.5 -24.5 50.0 0.40 -11.1 258 DRI DARDEN REST DRI US 04/16/11 C49 -24.4 22.3 0.25 -72.2 246 DRI DARDEN REST DRI US 04/16/11 P45 -24.2 26.5 0.49 -18.3 219 RIMM RESEARCH IN RIMM US 04/16/11 P47.5 -24.2 41.7 0.06 0.0 1132 ORCL ORACLE CORP ORCL US 04/16/11 C32 -23.6 24.9 1.55 36.0 12090 ORCL ORACLE CORP ORCL US 04/16/11 C31 -23.0 25.5 2.42 40.7 5598 BRKS BROOKS AUTO BRKS US 04/16/11 P12.5 -23.0 36.9 0.25 -66.7 300 RIMM RESEARCH IN RIMM US 05/21/11 P40 -22.7 43.5 0.06 -62.5 453 ALU ALCATEL-LUC ALU US 04/16/11 C5.5 -21.7 43.9 0.20 -20.0 317 DRI DARDEN REST DRI US 04/16/11 P43 -21.7 27.7 0.18 -28.0 885 RIMM RESEARCH IN RIMM US 05/21/11 P50 -21.3 36.8 0.69 60.5 3415 ORCL ORACLE CORP ORCL US 04/16/11 P30 -21.2 28.0 0.07 -81.1 2696 TW TOWERS WATS TW US 04/16/11 C55 -21.0 11.0 0.45 0.0 250 CIGX STAR SCIENT CIGX US 04/16/11 C3 -21.0 110.7 0.90 -10.0 312 SMOD SMART MODUL SMOD US 05/21/11 P7.5 -20.3 62.6 0.75 -31.8 276 ACN ACCENTURE P ACN US 04/16/11 C50 -20.2 25.6 5.50 93.0 523 LSI LSI CORP LSI US 04/16/11 C7 -19.1 25.2 0.15 -21.1 358 RIMM RESEARCH IN RIMM US 05/21/11 P57.5 -18.9 35.0 3.15 98.1 870 RIMM RESEARCH IN RIMM US 05/21/11 C55 -18.6 36.3 4.50 -57.5 402 AGNC AMERICAN CA AGNC US 04/16/11 C29 -18.4 13.3 0.40 33.3 461 RIMM RESEARCH IN RIMM US 05/21/11 P60 -18.4 34.5 4.60 91.7 594 TZA SMALL CAP B TZA US 04/16/11 C34 -17.9 52.5 3.60 -62.7 506 CLR CONTL RES I CLR US 06/18/11 C55 -17.8 29.5 17.60 37.5 250 WRES WARREN RESO WRES US 08/20/11 C5 -17.7 58.0 0.80 23.1 276 RIMM RESEARCH IN RIMM US 05/21/11 C57.5 -17.1 35.7 3.20 -60.5 997 NUAN NUANCE COMM NUAN US 04/16/11 C19 -16.8 33.4 0.35 12.9 568 RIMM RESEARCH IN RIMM US 06/18/11 C55 -16.7 38.7 5.40 -50.2 249 HDY HYPERDYNAMI HDY US 05/21/11 C5 -16.6 80.8 0.85 -55.3 620 RIMM RESEARCH IN RIMM US 05/21/11 C60 -16.1 35.4 2.13 -67.1 3685 BX BLACKSTONE BX US 04/16/11 C16 -16.1 36.2 2.72 11.0 254 RIMM RESEARCH IN RIMM US 06/18/11 C57.5 -15.8 38.2 4.15 -55.4 461 RIMM RESEARCH IN RIMM US 06/18/11 P47.5 -15.6 40.1 0.86 56.4 247 CADX CADENCE PHA CADX US 11/19/11 C7.5 -15.3 43.3 2.00 -9.1 1015 PLD PROLOGIS PLD US 04/16/11 P14 -15.1 37.8 0.15 -25.0 215 ORCL ORACLE CORP ORCL US 04/16/11 P29 -15.0 31.3 0.03 -83.3 5730 BBY BEST BUY CO BBY US 04/16/11 P25 -14.9 36.6 0.05 -16.7 1319 DRC DRESSER-RAN DRC US 04/16/11 P50 -14.9 34.9 0.85 6.2 500 SVNT SAVIENT PHA SVNT US 04/16/11 C10 -14.7 37.9 0.45 28.6 291 RIMM RESEARCH IN RIMM US 06/18/11 P50 -14.3 39.4 1.35 60.7 397 ZAGG ZAGG INC ZAGG US 04/16/11 C7 -14.3 71.3 0.55 83.3 554 SLW SILVER WHEA SLW US 04/16/11 C33 -14.1 76.1 11.00 -12.7 510 RIMM RESEARCH IN RIMM US 06/18/11 P52.5 -13.8 38.7 2.05 70.8 501 ORCL ORACLE CORP ORCL US 05/21/11 P33 -13.8 24.4 1.18 -37.9 304 ORCL ORACLE CORP ORCL US 04/16/11 P28 -13.5 33.4 0.03 -66.7 474 RIMM RESEARCH IN RIMM US 06/18/11 P55 -13.4 38.0 3.00 70.5 452 DF DEAN FOODS DF US 04/16/11 C10 -13.4 30.3 0.75 50.0 263 XING QIAO XING U XING US 09/17/11 C2 -13.3 58.0 0.40 -20.0 580 URA GLOBAL X UR URA US 10/22/11 C10 -13.3 45.2 6.30 1.6 200 MAKO MAKO SURGIC MAKO US 08/20/11 C17.5 -13.2 43.8 4.90 8.9 541 RIMM RESEARCH IN RIMM US 07/16/11 P45 -13.2 41.0 0.84 50.0 288 GRS GAMMON GOLD GRS US 04/16/11 C10 -13.0 37.3 0.40 -20.0 222 VXX IPATH-S&P S VXX US 04/16/11 P26 -12.9 41.7 0.13 85.7 450 SMOD SMART MODUL SMOD US 07/16/11 C5 -12.8 60.8 2.50 4.2 400 RIMM RESEARCH IN RIMM US 06/18/11 P57.5 -12.6 37.8 4.18 73.4 1226 SMOD SMART MODUL SMOD US 07/16/11 C7.5 -12.4 61.7 0.95 0.0 2651 ACN ACCENTURE P ACN US 05/21/11 P52.5 -12.4 22.5 0.95 -62.0 211 SM SM ENERGY C SM US 04/16/11 P75 -12.3 36.6 3.70 -26.0 325 QEP QEP RESOURC QEP US 04/16/11 P40 -12.2 30.4 0.55 0.0 500 ACN ACCENTURE P ACN US 05/21/11 C52.5 -12.1 22.1 3.32 107.5 233 ACN ACCENTURE P ACN US 05/21/11 C55 -12.0 21.6 1.90 153.3 328 HDY HYPERDYNAMI HDY US 06/18/11 C5 -12.0 86.8 0.90 -45.5 1500 EBIX EBIX INC EBIX US 04/16/11 P20 -11.9 108.1 1.25 -16.7 746 UUP POWERSHARES UUP US 04/16/11 C22 -11.9 10.0 0.11 -8.3 973 RIMM RESEARCH IN RIMM US 07/16/11 P50 -11.9 38.9 1.81 56.0 1019 ORCL ORACLE CORP ORCL US 05/21/11 P32 -11.7 25.3 0.77 -44.6 200 BBY BEST BUY CO BBY US 04/16/11 P27 -11.7 31.1 0.25 92.3 3761 ORCL ORACLE CORP ORCL US 05/21/11 C34 -11.6 23.9 0.87 33.9 1340 CE CELANESE CO CE US 04/16/11 C45 -11.6 28.6 0.55 0.0 453 XME SPDR S&P ME XME US 04/16/11 P69 -11.6 31.1 0.50 -35.9 600 SFI ISTAR FINAN SFI US 07/16/11 P6 -11.4 63.7 0.20 0.0 501 RIMM RESEARCH IN RIMM US 06/18/11 C60 -11.4 37.8 3.15 -59.4 1985 KRE SPDR KBW RE KRE US 04/16/11 C27 -11.4 18.6 0.17 -39.3 215 HDY HYPERDYNAMI HDY US 04/16/11 P5 -11.2 84.0 0.25 66.7 1065 RIMM RESEARCH IN RIMM US 06/18/11 P60 -11.1 37.5 5.60 69.7 477 ORCL ORACLE CORP ORCL US 05/21/11 C32 -11.0 25.7 1.98 32.0 729 RIMM RESEARCH IN RIMM US 09/17/11 P42.5 -10.9 41.1 1.05 38.2 480 MTL MECHEL-SPON MTL US 04/16/11 C31 -10.8 34.0 1.30 12.1 689 RIMM RESEARCH IN RIMM US 07/16/11 P55 -10.8 37.3 3.50 72.4 1497 BBY BEST BUY CO BBY US 04/16/11 C28 -10.7 29.7 1.29 -45.8 2463 BRCD BROCADE COM BRCD US 04/16/11 C6 -10.6 28.5 0.32 18.5 3359 JEF JEFFERIES G JEF US 04/16/11 C25 -10.6 22.9 0.80 45.5 219 ASML ASML HOLDIN ASML US 05/21/11 C42.5 -10.5 35.7 2.60 11.6 1683 TLB TALBOTS INC TLB US 08/20/11 C4 -10.4 61.9 2.19 -4.8 217 UCO PRSH-ULT CR UCO US 04/16/11 C55 -10.4 59.3 3.50 12.9 302 BBY BEST BUY CO BBY US 04/16/11 P28 -10.3 28.9 0.49 88.5 3296 T AT&T INC T US 04/16/11 C30 -10.2 14.9 0.04 33.3 660 AMZN AMAZON.COM AMZN US 10/22/11 C100 -10.2 42.6 73.60 4.6 233 ORCL ORACLE CORP ORCL US 06/18/11 P33 -10.1 24.7 1.44 -33.9 222

*T

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

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