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
=============================================================================
SPY    SPDR S&P 50  SPY US 04/21/12 P145      43.6  11.0   5.84   -1.9    390
QQQ    POWERSH-QQQ  QQQ US 04/21/12 P70       41.5  13.5   3.26    3.2    835
WM     WASTE MANAG  WM US 04/21/12 C36        34.1  15.9   0.19   90.0   2594
KITD   KIT DIGITAL  KITD US 07/21/12 P5       33.6 105.1   0.80    0.0    368
JNK    SPDR BARCLA  JNK US 04/21/12 P40       30.8   9.0   0.90    9.8    262
ODP    OFFICE DEPO  ODP US 04/21/12 C3.5      28.4  67.2   0.25  -16.7   1012
JEC    JACOBS ENGI  JEC US 05/19/12 C39       26.1  36.1   5.98    0.0    297
LH     LABORATORY   LH US 04/21/12 P85        23.1  25.4   1.00   66.7   2033
SD     SANDRIDGE E  SD US 04/21/12 C7         22.2  55.8   1.25   71.2   1611
LH     LABORATORY   LH US 04/21/12 P82.5      22.0  27.3   0.50  233.3   1306
BAC    BANK OF AME  BAC US 05/19/12 C6        21.1  76.6   3.75    5.6    247
BAC    BANK OF AME  BAC US 04/21/12 C7        20.3  73.7   2.75    5.0    693
VXX    IPATH-S&P S  VXX US 04/21/12 C16       19.9  62.4   2.21  -20.5    318
CLDX   CELLDEX THE  CLDX US 04/21/12 C5       19.3  75.3   0.30  -25.0    250
LH     LABORATORY   LH US 04/21/12 P87.5      17.1  22.9   1.55   55.0   1086
FRO    FRONTLINE L  FRO US 08/18/12 P4        15.9 107.6   0.45  125.0   1000
STE    STERIS CORP  STE US 05/19/12 P30       14.4  34.0   1.20   50.0    250
DGX    QUEST DIAGN  DGX US 04/21/12 P55       13.4  29.3   0.55  175.0   3738
QQQ    POWERSH-QQQ  QQQ US 04/21/12 P69       13.2  13.3   2.39    2.6    353
NLY    ANNALY CAPI  NLY US 04/21/12 C16       13.0  15.1   0.29   20.8    734
NILE   BLUE NILE I  NILE US 11/17/12 C30      12.7  45.5   6.88    0.0    245
SPY    SPDR S&P 50  SPY US 04/21/12 P144      12.2  10.8   4.96   -2.5    451
LPI    LAREDO PETR  LPI US 05/19/12 P22.5     12.0  39.3   0.45    0.0    500
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P11      11.5  82.4   0.07  -78.1    502
BAX    BAXTER INTL  BAX US 04/21/12 C60       11.4  17.0   0.80   11.1    415
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P10      11.3  97.8   0.06   20.0    627
MAPP   MAP PHARMAC  MAPP US 04/21/12 P7.5     11.2 248.0   0.45   55.2    350
XLE    SPDR-ENERGY  XLE US 04/21/12 C71       10.8  19.8   2.21   19.5    897
MAPP   MAP PHARMAC  MAPP US 04/21/12 P12.5    10.6 209.2   1.50    7.1   1104
SODA   SODASTREAM   SODA US 04/21/12 C32.5    10.3  47.1   2.65  -10.2    311
SVU    SUPERVALU I  SVU US 04/21/12 P6        10.3  53.6   0.30    0.0    325
GNTX   GENTEX CORP  GNTX US 09/22/12 P25      10.1  35.4   2.80   -3.5    250

Top Volatility Decreases

                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NKE    NIKE INC -C  NKE US 04/21/12 P110     -37.4  17.4   3.40   11.5   2392
NKE    NIKE INC -C  NKE US 04/21/12 P105     -35.8  18.9   1.15  -17.9   2887
NKE    NIKE INC -C  NKE US 04/21/12 C105     -35.5  19.6   3.90  -46.5   1140
NKE    NIKE INC -C  NKE US 04/21/12 C110     -35.4  18.2   1.19  -70.2   4561
NKE    NIKE INC -C  NKE US 04/21/12 P100     -29.6  22.2   0.37  -33.9   2353
ACN    ACCENTURE P  ACN US 04/21/12 C65      -25.9  17.7   0.70  -24.7   1321
NKE    NIKE INC -C  NKE US 04/21/12 P97.5    -25.6  24.4   0.22  -43.6    627
ACN    ACCENTURE P  ACN US 04/21/12 P62.5    -25.2  19.1   0.90  -45.1   1103
NKE    NIKE INC -C  NKE US 04/21/12 C100     -25.0  23.7   7.80  -32.2    307
ACN    ACCENTURE P  ACN US 04/21/12 P65      -24.6  18.3   2.25  -24.8    257
WTW    WEIGHT WATC  WTW US 04/21/12 P77.5    -23.2  35.7   1.90   -7.3    245
ACN    ACCENTURE P  ACN US 04/21/12 C62.5    -23.1  18.9   2.25    0.0    246
NKE    NIKE INC -C  NKE US 05/19/12 P105     -23.1  19.7   2.08    2.5    434
EP     EL PASO COR  EP US 04/21/12 C25       -22.8  21.1   4.98    8.3    530
ITB    ISHARES-DJ   ITB US 04/21/12 P15      -22.8  24.0   0.90   80.0    300
NKE    NIKE INC -C  NKE US 04/21/12 P95      -22.5  27.3   0.16  -40.7    764
NKE    NIKE INC -C  NKE US 05/19/12 P100     -22.0  21.8   0.98  -10.1    457
RMBS   RAMBUS INC   RMBS US 04/21/12 C6      -20.7  45.6   0.58  -29.3    200
KMI    KINDER MORG  KMI US 05/19/12 C37.5    -19.4  12.9   1.00   11.1   2538
KORS   MICHAEL KOR  KORS US 04/21/12 C48     -18.4  35.7   1.70  -37.0    489
KORS   MICHAEL KOR  KORS US 04/21/12 P48     -18.3  35.9   2.10    7.7   1035
MWW    MONSTER WOR  MWW US 04/21/12 C10      -17.8  50.6   0.65   62.5   1321
ACN    ACCENTURE P  ACN US 04/21/12 P60      -17.3  21.6   0.37  -47.1    409
BAC    BANK OF AME  BAC US 01/19/13 C2.5     -16.9  69.9   7.20    0.7    200
MU     MICRON TECH  MU US 04/21/12 P8        -16.7  44.1   0.24    4.3   3472
KBH    KB HOME      KBH US 04/21/12 C10      -16.1  56.6   0.72  -54.4   1173
KBH    KB HOME      KBH US 04/21/12 P10      -16.1  57.0   0.58   75.8   2220
NLY    ANNALY CAPI  NLY US 04/21/12 C17      -16.1  16.9   0.02  -33.3    583
SD     SANDRIDGE E  SD US 01/19/13 C5        -16.1  51.8   3.30   10.0    211
WTW    WEIGHT WATC  WTW US 04/21/12 P67.5    -15.7  44.8   0.45  -25.0    757
MU     MICRON TECH  MU US 04/21/12 C8        -15.4  45.9   0.63  -31.5    790
EP     EL PASO COR  EP US 07/21/12 C26       -14.6  18.4   4.00    8.1   2501
QQQ    POWERSH-QQQ  QQQ US 04/21/12 C62      -14.5  20.7   5.06   -1.6    589
HERO   HERCULES OF  HERO US 04/21/12 P5      -14.4  43.7   0.15  -25.0    396
VXX    IPATH-S&P S  VXX US 04/21/12 P12      -14.2  65.5   0.02    0.0    332
KMI    KINDER MORG  KMI US 04/21/12 C37.5    -13.8  12.7   0.90   63.6   3399
KBH    KB HOME      KBH US 04/21/12 P9       -13.4  62.1   0.24   84.6   4193
VXX    IPATH-S&P S  VXX US 04/21/12 P13      -12.6  64.2   0.03  -40.0    351
NKE    NIKE INC -C  NKE US 07/21/12 C110     -12.2  20.9   4.08  -35.8    269
KMI    KINDER MORG  KMI US 06/16/12 C37.5    -12.1  13.8   1.25   38.9    581
ITB    ISHARES-DJ   ITB US 04/21/12 P14      -11.9  30.4   0.30   20.0    255
SPY    SPDR S&P 50  SPY US 04/21/12 C132     -11.9  17.4   7.70   -1.5    589
SDS    PRO ULTSHRT  SDS US 04/21/12 C14      -11.4  23.8   1.45   -2.7    223
SBAC   SBA COMM CO  SBAC US 06/16/12 C40     -11.0  33.6  10.20    0.0    200
DDS    DILLARDS IN  DDS US 04/21/12 P60      -10.9  26.7   1.00   -4.8    497
KBH    KB HOME      KBH US 05/19/12 C9       -10.8  60.3   1.35  -44.2    340
QQQ    POWERSH-QQQ  QQQ US 04/21/12 C64      -10.6  18.2   3.23   -3.0   1019
MU     MICRON TECH  MU US 05/19/12 P8        -10.5  46.5   0.42    7.7    641
SPY    SPDR S&P 50  SPY US 04/21/12 C134     -10.4  16.3   6.04   -1.5    369

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

-- Bloomberg News

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