Bloomberg News

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

July 23, 2012

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
=============================================================================
P      PANDORA MED  P US 08/18/12 C9         138.6  70.8   1.24    0.0    200
NXY    NEXEN INC    NXY US 09/22/12 P18       45.8  54.2   0.05  -97.2    643
TGP    TEEKAY LNG   TGP US 08/18/12 C40       36.0  24.3   0.30  -25.0    231
OPTR   OPTIMER PHA  OPTR US 08/18/12 C12.5    30.6  57.9   1.90    0.0    200
XLU    SPDR-UTIL S  XLU US 01/19/13 C33       30.3  17.2   4.60   10.8    230
RES    RPC INC      RES US 08/18/12 C12.5     28.9  46.0   0.50    0.0    403
HNR    HARVEST NAT  HNR US 08/18/12 C7.5      28.1  81.0   1.05  -19.2    626
C      CITIGROUP I  C1 US 01/19/13 P4         27.5  45.4   1.50    5.6   9810
NRG    NRG ENERGY   NRG US 08/18/12 P18       27.2  44.5   0.30  -49.1    618
VXX    IPATH-S&P S  VXX US 08/18/12 C11       27.1  62.4   3.15   36.4    562
WM     WASTE MANAG  WM US 08/18/12 P34        26.9  26.9   2.00   48.1    946
KOG    KODIAK OIL   KOG US 09/22/12 P7.5      26.0  88.9   0.75   66.7    403
CNK    CINEMARK HO  CNK US 09/22/12 P22.5     25.7  32.0   1.15   27.8   2266
CYS    CYS INVESTM  CYS US 09/22/12 C13       25.1  20.9   1.30    4.0    200
P      PANDORA MED  P US 08/18/12 C8          24.3  76.8   2.07    0.0    200
NRG    NRG ENERGY   NRG US 08/18/12 P19       24.1  43.3   0.70  -65.0    659
NRG    NRG ENERGY   NRG US 09/22/12 C19       22.8  40.4   1.50  130.8   2107
SPPI   SPECTRUM PH  SPPI US 08/18/12 P14      22.5 103.5   0.85   54.5    892
UA     UNDER ARMOU  UA US 08/18/12 C48.75     21.8  74.5   4.10    8.5    461
HNR    HARVEST NAT  HNR US 09/22/12 C7.5      20.5  93.9   1.50  -14.3   1477
UA     UNDER ARMOU  UA US 08/18/12 C50        19.8  71.4   3.30   10.0    413
BHI    BAKER HUGHE  BHI US 08/18/12 C42       19.7  39.1   4.55   13.8    393
UA     UNDER ARMOU  UA US 08/18/12 C42.5      19.6  85.4   8.10   -1.2    242
HNR    HARVEST NAT  HNR US 08/18/12 P7.5      19.4  81.1   0.35   75.0    451
S      SPRINT NEXT  S US 08/18/12 C2.5        19.4  80.8   1.03  -10.4    919
JDSU   JDS UNIPHAS  JDSU US 08/18/12 C8       19.2  72.1   1.11  -24.0   1115
CTL    CENTURYLINK  CTL US 08/18/12 P39       18.8  29.1   0.40   33.3   6025
UA     UNDER ARMOU  UA US 08/18/12 P47.5      18.8  76.2   3.15   23.5    754
UA     UNDER ARMOU  UA US 08/18/12 P46.25     18.4  78.0   2.60   26.8   1246
JDSU   JDS UNIPHAS  JDSU US 08/18/12 P8       18.2  72.5   0.31  121.4   9929
CTL    CENTURYLINK  CTL US 08/18/12 P40       18.2  25.8   0.60   50.0    379
ILMN   ILLUMINA IN  ILMN US 08/18/12 C42      18.2  35.0   1.45  -23.7   1757
EWG    ISHARES-GER  EWG US 08/18/12 P19       18.1  31.2   0.56   86.7    947
ORLY   O'REILLY AU  ORLY US 08/18/12 P90      18.1  49.9   4.40   18.9    565
UA     UNDER ARMOU  UA US 08/18/12 P45        17.9  80.3   2.23   31.2   1045
BHI    BAKER HUGHE  BHI US 08/18/12 P45       17.7  36.3   1.09  -16.8    557
UA     UNDER ARMOU  UA US 08/18/12 P48.75     17.5  73.1   3.50   16.7    301
CTL    CENTURYLINK  CTL US 08/18/12 P42       17.3  20.6   1.35   12.5    523
UA     UNDER ARMOU  UA US 08/18/12 P50        17.3  71.0   4.17   19.1    291
XEC    CIMAREX ENE  XEC US 08/18/12 C55       17.1  54.0   3.30  -19.9    580
UA     UNDER ARMOU  UA US 08/18/12 P42.5      16.8  84.7   1.55   39.6    339
BHI    BAKER HUGHE  BHI US 08/18/12 C46       16.7  35.2   1.83   40.8    740
SPY    SPDR S&P 50  SPY US 08/18/12 P141      16.7  13.5   6.70   36.2   2237
SI     SIEMENS AG-  SI US 08/18/12 C85        16.7  27.9   1.10  -38.9    336
FB     FACEBOOK IN  FB US 08/18/12 P30        16.6  76.6   2.95    5.4   4922
TLT    ISHARES BAR  TLT US 08/18/12 C126      16.6  15.7   5.20   22.4    214
TSLA   TESLA MOTOR  TSLA US 08/18/12 C31      16.5  67.9   2.35   -5.2    444
LUV    SOUTHWEST A  LUV US 08/18/12 C9        16.3  34.6   0.20  -20.0    359
MTH    MERITAGE HO  MTH US 08/18/12 P35       16.3  56.0   1.75   -2.8    516
BHI    BAKER HUGHE  BHI US 08/18/12 P44       16.2  37.8   0.84  -13.4    812
CTL    CENTURYLINK  CTL US 08/18/12 P41       16.1  22.4   0.90   38.5    233
LL     LUMBER LIQU  LL US 11/17/12 P35        16.1  46.6   4.20    5.0    200
BA     BOEING CO/T  BA US 08/18/12 C75        16.1  26.3   1.08  -18.2   1313
CTL    CENTURYLINK  CTL US 08/18/12 P38       16.0  31.0   0.30  100.0    258
DPZ    DOMINO'S PI  DPZ US 08/18/12 P31       16.0  47.2   1.00   25.0    230
HNR    HARVEST NAT  HNR US 09/22/12 P7.5      15.8  93.5   0.85   30.8    285
ALGN   ALIGN TECHN  ALGN US 08/18/12 P31      15.8  50.1   0.75   50.0   2192
DGI    DIGITALGLOB  DGI US 08/18/12 C15       15.8  62.2   0.60    0.0    297
S      SPRINT NEXT  S US 08/18/12 P2.5        15.8  89.5   0.02  100.0    348
JPM    JPMORGAN CH  JPM US 08/18/12 P35       15.7  28.5   1.55   -2.5   1439
FB     FACEBOOK IN  FB US 08/18/12 P28        15.6  78.2   2.00   14.3   4137
S      SPRINT NEXT  S US 08/18/12 C3          15.6  67.6   0.56  -17.6    471
JPM    JPMORGAN CH  JPM US 08/18/12 P33       15.6  31.8   0.62   -1.6   2477
KOG    KODIAK OIL   KOG US 08/18/12 P7        15.4  96.1   0.30  100.0    276
HYG    ISH-IBOXX H  HYG US 08/18/12 P91       15.4   8.8   1.15   27.8    286
JPM    JPMORGAN CH  JPM US 08/18/12 P34       15.2  29.8   1.01   -1.9   1272
XRT    SPDR S&P RE  XRT US 08/18/12 C60       15.2  21.0   0.58  -27.5   1303
EWJ    ISHARES-JAP  EWJ US 08/18/12 P9        15.2  17.3   0.29   70.6    510
MNST   MONSTER BEV  MNST US 08/18/12 P55      15.1  88.5   1.85   15.6    716
UA     UNDER ARMOU  UA US 08/18/12 P40        15.1  86.6   1.03   47.1   1127
FB     FACEBOOK IN  FB US 08/18/12 P27        15.0  79.6   1.55   10.7   3439
GE     GENERAL ELE  GE US 08/18/12 P19        15.0  25.2   0.17    0.0   2632
TLM    TALISMAN EN  TLM US 08/18/12 C12       15.0  41.1   0.35   40.0    361
BCE    BCE INC      BCE US 08/18/12 P40       14.9  18.1   0.50  233.3   2731
WHR    WHIRLPOOL C  WHR US 08/18/12 P57.5     14.8  59.7   0.65    8.3    416
FB     FACEBOOK IN  FB US 08/18/12 P29        14.8  77.1   2.50   11.1   7783
GE     GENERAL ELE  GE US 08/18/12 P17        14.8  36.5   0.04  100.0    377
JPM    JPMORGAN CH  JPM US 08/18/12 P31       14.7  36.1   0.23    4.5    338
XOM    EXXON MOBIL  XOM US 08/18/12 C82.5     14.7  19.9   2.89  -25.5   1739
TXN    TEXAS INSTR  TXN US 08/18/12 C28       14.7  31.8   0.30  -34.8    450
MNST   MONSTER BEV  MNST US 08/18/12 C65      14.7  73.7   5.20   13.0    318
GSK    GLAXOSMITHK  GSK US 08/18/12 C44.84    14.6  18.5   0.95  -40.6    290
NRG    NRG ENERGY   NRG US 09/22/12 P19       14.6  39.1   0.95  -34.5    365
MOS    MOSAIC CO/T  MOS US 08/18/12 C55       14.5  34.1   3.35    4.7    238
BA     BOEING CO/T  BA US 08/18/12 P75        14.4  26.1   3.72   34.3    359
KOG    KODIAK OIL   KOG US 01/18/14 P5        14.4  77.7   1.20    4.3    500
JDSU   JDS UNIPHAS  JDSU US 08/18/12 P9       14.3  63.1   0.71   69.0    406
MNST   MONSTER BEV  MNST US 08/18/12 C67.5    14.3  71.1   3.80   12.8    272
BMO    BANK OF MON  BMO US 08/18/12 P55       14.3  20.3   0.85   88.9    276
BHI    BAKER HUGHE  BHI US 08/18/12 C47       14.2  34.1   1.29   44.9   1275
S      SPRINT NEXT  S US 08/18/12 P3.5        14.2  61.2   0.22   46.7    636
BA     BOEING CO/T  BA US 08/18/12 C72.5      14.2  28.1   2.23  -16.8   1407
GMCR   GREEN MOUNT  GMCR US 08/18/12 P10      14.2 149.8   0.19   58.3    259
QIHU   QIHOO 360 T  QIHU US 08/18/12 C15      14.1  64.3   1.10    4.8    222
AAPL   APPLE INC    AAPL US 08/18/12 P620     14.0  35.2  36.05   20.2    418
GMCR   GREEN MOUNT  GMCR US 08/18/12 P11      14.0 144.2   0.23    9.5    213
SINA   SINA CORP    SINA US 08/18/12 P40      13.9  77.9   1.77   37.2   1082
NXPI   NXP SEMICON  NXPI US 08/18/12 C22.5    13.9  62.4   1.05  -25.0    492
AAPL   APPLE INC    AAPL US 08/18/12 P610     13.9  35.8  30.05   25.2    614
JPM    JPMORGAN CH  JPM US 08/18/12 C33       13.9  31.9   1.76   10.7   1504
WSM    WILLIAMS-SO  WSM US 08/18/12 P33       13.8  40.7   0.80   33.3    426
JPM    JPMORGAN CH  JPM US 08/18/12 C35       13.8  28.9   0.68   33.3   5238
IBM    IBM          IBM US 08/18/12 C190      13.8  18.3   3.90  -13.3    537
AAPL   APPLE INC    AAPL US 08/18/12 P585     13.8  37.2  17.70   32.1   1532
BHI    BAKER HUGHE  BHI US 08/18/12 P47       13.8  33.9   2.02  -14.4    528
JDSU   JDS UNIPHAS  JDSU US 08/18/12 C9       13.8  63.2   0.50  -31.5    510
S      SPRINT NEXT  S US 08/18/12 P3          13.7  63.5   0.05   66.7    785
MAKO   MAKO SURGIC  MAKO US 08/18/12 C12.5    13.7  77.6   1.40   27.3    314
TLT    ISHARES BAR  TLT US 08/18/12 C125      13.6  15.4   5.95   12.9    477
VXX    IPATH-S&P S  VXX US 09/22/12 P10       13.6  69.4   0.18  -35.7    222
FB     FACEBOOK IN  FB US 08/18/12 C28        13.6  76.9   2.60    2.0    365
GLW    CORNING INC  GLW US 08/18/12 C12       13.6  35.2   0.47  -16.1   6099
FB     FACEBOOK IN  FB US 08/18/12 C29        13.5  75.2   2.15    5.9   1164
XOM    EXXON MOBIL  XOM US 08/18/12 C87.5     13.5  15.9   0.38  -37.7    939
GLW    CORNING INC  GLW US 08/18/12 P12       13.5  34.5   0.41   46.4   1569
EWP    ISHARES-SPA  EWP US 08/18/12 C21       13.5  45.0   0.90   -5.3    228
MNST   MONSTER BEV  MNST US 08/18/12 P60      13.4  79.3   3.09   16.6    210
FB     FACEBOOK IN  FB US 08/18/12 P26        13.4  80.5   1.25   22.6    815
AAPL   APPLE INC    AAPL US 08/18/12 P600     13.4  36.3  24.37   27.3   1639
AAPL   APPLE INC    AAPL US 08/18/12 P595     13.4  36.6  21.90   28.1   1222
DIA    SPDR DJIA T  DIA US 08/18/12 C132      13.4  12.0   0.16  -42.9   1757
KKR    KKR & CO LP  KKR US 01/19/13 P11       13.4  42.2   0.55   22.2    693
WM     WASTE MANAG  WM US 08/18/12 C34        13.4  24.4   0.30  -14.3    481
DF     DEAN FOODS   DF US 08/18/12 C11        13.3  69.5   1.90    0.0    305
JPM    JPMORGAN CH  JPM US 08/18/12 C34       13.2  29.9   1.18   25.5   2310
TLM    TALISMAN EN  TLM US 10/20/12 C12       13.2  41.5   0.80  128.6    776
JPM    JPMORGAN CH  JPM US 08/18/12 P32       13.2  33.4   0.40    8.1   1006
DIA    SPDR DJIA T  DIA US 08/18/12 C127      13.2  14.8   1.66  -30.8   1125
IBM    IBM          IBM US 08/18/12 C195      13.1  17.0   1.63  -13.3   1104
QCOR   QUESTCOR PH  QCOR US 08/18/12 C40      13.0  81.8   5.80    1.8    502
AAPL   APPLE INC    AAPL US 08/18/12 P615     13.0  35.4  32.55   20.6    291
EWI    ISHARES-ITA  EWI US 09/22/12 P10       13.0  44.6   1.00   42.9    320
FB     FACEBOOK IN  FB US 08/18/12 P22        12.9  87.5   0.35   40.0    759
AAPL   APPLE INC    AAPL US 08/18/12 P570     12.9  38.0  12.10   39.1   1543
MOS    MOSAIC CO/T  MOS US 08/18/12 P52.5     12.8  37.7   0.60   15.4    287
JNJ    JOHNSON&JOH  JNJ US 08/18/12 C70       12.8  12.5   0.20  -44.4   1419
GE     GENERAL ELE  GE US 08/18/12 P20        12.8  20.3   0.48    0.0   3188
IBM    IBM          IBM US 08/18/12 C200      12.8  16.6   0.52  -14.8    526
PPO    POLYPORE IN  PPO US 08/18/12 P35       12.8  67.9   2.60   10.6   2500
AAPL   APPLE INC    AAPL US 08/18/12 P605     12.8  36.0  26.80   24.9    923
NXY    NEXEN INC    NXY US 12/22/12 C19       12.8  41.6   7.20  691.2    315
TXN    TEXAS INSTR  TXN US 08/18/12 C27       12.8  33.4   0.66  -31.2   1141
TOL    TOLL BROTHE  TOL US 08/18/12 C30       12.7  39.7   1.80   12.5    387
CIGX   STAR SCIENT  CIGX US 08/18/12 P4       12.7  87.6   0.43   22.9   1237
DIA    SPDR DJIA T  DIA US 08/18/12 C130      12.7  12.8   0.49  -38.0    598
AAPL   APPLE INC    AAPL US 08/18/12 P590     12.7  36.7  19.55   30.3   2354
HOT    STARWOOD HO  HOT US 08/18/12 C52.5     12.7  43.0   1.68  -11.1    340
AAPL   APPLE INC    AAPL US 08/18/12 P580     12.7  37.4  15.49   33.5   1695
AAPL   APPLE INC    AAPL US 08/18/12 C625     12.7  35.0  11.05   -9.7    969
BA     BOEING CO/T  BA US 08/18/12 P72.5      12.7  27.8   2.17   41.8    599
GPS    GAP INC/THE  GPS US 08/18/12 C30       12.7  41.9   0.84    0.0   5430
SNDK   SANDISK COR  SNDK US 08/18/12 C35      12.7  46.1   4.10   -0.7    269
IMAX   IMAX CORP    IMAX US 08/18/12 P21      12.7  67.1   0.61   35.6    237
GE     GENERAL ELE  GE US 08/18/12 P18        12.7  30.8   0.07   16.7    325
NWL    NEWELL RUBB  NWL US 08/18/12 C18       12.7  38.1   0.60  -25.0    536
XRT    SPDR S&P RE  XRT US 08/18/12 C58       12.6  22.9   1.48  -27.1   1029
AAPL   APPLE INC    AAPL US 08/18/12 P575     12.6  37.6  13.86   38.6    756
ETN    EATON CORP   ETN US 08/18/12 P35       12.6  40.0   0.10  -71.4   1046
XEC    CIMAREX ENE  XEC US 08/18/12 P50       12.5  57.2   1.05   50.0   1914
DIA    SPDR DJIA T  DIA US 08/18/12 C131      12.5  12.3   0.29  -43.1   1305
MCP    MOLYCORP IN  MCP US 08/18/12 P16       12.5  70.0   0.47   88.0   1661
XRT    SPDR S&P RE  XRT US 08/18/12 C59       12.5  22.0   0.94  -27.7    406
AAPL   APPLE INC    AAPL US 08/18/12 C620     12.5  35.4  12.80   -5.4   2084
MCP    MOLYCORP IN  MCP US 08/18/12 P18       12.4  62.6   1.18   84.4    355
SCCO   SOUTHERN CO  SCCO US 08/18/12 C32      12.4  25.7   0.45  -30.8    365
AAPL   APPLE INC    AAPL US 08/18/12 C595     12.4  36.7  24.15   -8.8   2012
AAPL   APPLE INC    AAPL US 08/18/12 C605     12.4  36.2  18.90  -10.0   1966
TXN    TEXAS INSTR  TXN US 08/18/12 P26       12.3  35.4   0.70   48.9    982
FB     FACEBOOK IN  FB US 08/18/12 C30        12.3  73.4   1.65   10.0    856
FXI    ISHARES FTS  FXI US 08/18/12 C34       12.3  26.4   0.35  -35.2   1858
AAPL   APPLE INC    AAPL US 08/18/12 C615     12.3  35.6  14.60  -10.1   1638
WDC    WESTERN DIG  WDC US 08/18/12 C27       12.3  63.6   5.00  -13.8    281
MNST   MONSTER BEV  MNST US 08/18/12 P65      12.2  72.7   4.90    6.5    248
EEV    PROSHARES U  EEV US 08/18/12 C30       12.2  50.7   2.90   -6.5    200
TBT    PRO ULTSHRT  TBT US 09/22/12 C12       12.2  33.1   2.45   -6.5    343
AAPL   APPLE INC    AAPL US 08/18/12 C580     12.2  37.5  32.65   -9.7   1073
LVS    LAS VEGAS S  LVS US 08/18/12 P40       12.2  49.8   2.74   67.1    701
TXN    TEXAS INSTR  TXN US 08/18/12 C26       12.2  35.6   1.21  -24.8    911
KBH    KB HOME      KBH US 08/18/12 P9        12.2  61.9   0.22  -12.0    958
PDCE   PDC ENERGY   PDCE US 08/18/12 P25      12.2  66.1   1.85  146.7    352
AAPL   APPLE INC    AAPL US 08/18/12 C590     12.2  37.0  26.85   -8.4   2695
AAPL   APPLE INC    AAPL US 08/18/12 C610     12.2  35.9  16.90   -8.8   2589
WSM    WILLIAMS-SO  WSM US 08/18/12 P34       12.2  39.2   1.05   34.6    539
RF     REGIONS FIN  RF US 08/18/12 P5.5       12.1  55.1   0.09   80.0    599
F      FORD MOTOR   F US 08/18/12 C9          12.1  33.2   0.36  -10.0   1497
HOT    STARWOOD HO  HOT US 08/18/12 P47       12.1  50.7   1.06   43.2    223
TPX    TEMPUR-PEDI  TPX US 08/18/12 P27       12.1  86.3   2.50    0.0    297
CBI    CHICAGO BRI  CBI US 08/18/12 C37       12.1  40.7   1.55  -20.9    205
AAPL   APPLE INC    AAPL US 08/18/12 C600     12.0  36.5  21.45   -9.3   5238
CAT    CATERPILLAR  CAT US 08/18/12 P70       12.0  45.6   0.40    0.0    259
CVX    CHEVRON COR  CVX US 08/18/12 C110      12.0  16.9   0.83  -42.4   1176
FXI    ISHARES FTS  FXI US 08/18/12 P34       12.0  26.4   1.89   43.2    281
HOT    STARWOOD HO  HOT US 08/18/12 P50       12.0  46.4   2.05   34.9    246
NWSA   NEWS CORP-A  NWSA US 08/18/12 C22      12.0  30.1   0.45  -30.8    374
SNDK   SANDISK COR  SNDK US 08/18/12 P36      12.0  43.4   0.59   -4.8    291
AAPL   APPLE INC    AAPL US 08/18/12 P555     11.9  38.9   8.15   44.2    893
DIA    SPDR DJIA T  DIA US 08/18/12 C129      11.9  13.3   0.79  -35.8    714
GE     GENERAL ELE  GE US 09/22/12 P18        11.9  27.8   0.25   19.1   3655
MNST   MONSTER BEV  MNST US 09/22/12 C67.5    11.8  51.4   4.40    7.3    250
URBN   URBAN OUTFI  URBN US 08/18/12 C31      11.8  37.5   0.85  -22.7   1046
WDC    WESTERN DIG  WDC US 08/18/12 C28       11.8  61.6   4.15  -19.4    313
AAPL   APPLE INC    AAPL US 08/18/12 P565     11.8  38.1  10.65   38.5    853
SNDK   SANDISK COR  SNDK US 08/18/12 C40      11.8  37.5   1.15   23.7    612
NGD    NEW GOLD IN  NGD US 08/18/12 C10       11.8  53.7   0.35  -39.7    940
SNDK   SANDISK COR  SNDK US 08/18/12 C41      11.7  36.7   0.71   18.3    247
CAM    CAMERON INT  CAM US 08/18/12 P47       11.7  36.9   3.30   29.4    300
LOGI   LOGITECH IN  LOGI US 08/18/12 P8       11.6  77.2   0.30   50.0    390
LVS    LAS VEGAS S  LVS US 08/18/12 C40       11.6  50.2   1.55  -35.1   3575
GSK    GLAXOSMITHK  GSK US 08/18/12 C45.84    11.6  17.2   0.40  -55.1    343
CTL    CENTURYLINK  CTL US 10/20/12 P42       11.6  18.5   2.30  -28.1    400
MS     MORGAN STAN  MS US 08/18/12 P11        11.6  51.9   0.17   70.0    495
EWJ    ISHARES-JAP  EWJ US 08/18/12 C9        11.6  17.7   0.09  -40.0    209
CAT    CATERPILLAR  CAT US 08/18/12 P72.5     11.6  43.5   0.61   -6.2    282
AAPL   APPLE INC    AAPL US 08/18/12 C560     11.6  39.0  45.67  -11.3    395
ITW    ILLINOIS TO  ITW US 08/18/12 P52.5     11.6  26.8   1.05    0.0    216
BRK/B  BERKSHIRE H  BRKB US 08/18/12 C85      11.5  13.9   0.56  -17.6    709
SODA   SODASTREAM   SODA US 08/18/12 C40      11.5  74.7   2.60   -7.1    211
IBM    IBM          IBM US 08/18/12 C185      11.5  20.1   7.45   -9.7    237
GLD    SPDR GOLD T  GLD US 08/18/12 C152      11.5  16.7   3.00  -16.7   1731
AAPL   APPLE INC    AAPL US 08/18/12 P540     11.5  40.1   5.35   44.6    747
USB    US BANCORP   USB US 08/18/12 C33       11.5  20.7   0.76  -30.3    367
SPY    SPDR S&P 50  SPY US 08/18/12 P139      11.4  13.9   4.99   44.6    570
MCP    MOLYCORP IN  MCP US 08/18/12 C18       11.4  60.7   1.19  -39.0    315
DKS    DICK'S SPOR  DKS US 08/18/12 P47       11.4  37.5   2.25   40.6    817
EEM    ISHARES-EMG  EEM US 08/18/12 C38.5     11.4  25.3   0.58  -43.7    496
SNDK   SANDISK COR  SNDK US 08/18/12 P33      11.3  49.3   0.21    5.0    948
BSBR   BANCO SANTA  BSBR US 12/22/12 P7       11.3  41.5   0.85   21.4    317
KORS   MICHAEL KOR  KORS US 08/18/12 P39      11.3  63.9   2.70   28.6    532
BIDU   BAIDU INC-S  BIDU US 08/18/12 C110     11.3  56.2   4.60  -27.6    537
ILMN   ILLUMINA IN  ILMN US 08/18/12 P41      11.3  40.2   1.35   50.0    463
FB     FACEBOOK IN  FB US 08/18/12 P23        11.3  84.2   0.50   25.0    735
ATVI   ACTIVISION   ATVI US 08/18/12 C12      11.3  39.0   0.45  -11.8    479
DIA    SPDR DJIA T  DIA US 08/18/12 C125      11.3  15.8   2.95  -23.4    949
ILMN   ILLUMINA IN  ILMN US 08/18/12 P39      11.3  42.9   0.65  -38.1   1020
SPY    SPDR S&P 50  SPY US 08/18/12 C141      11.3  13.4   0.21  -47.5   6950
DELL   DELL INC     DELL US 08/18/12 C11      11.3  39.1   0.83  -36.1    405
FB     FACEBOOK IN  FB US 08/18/12 P25        11.3  81.7   0.90   20.0    858
GE     GENERAL ELE  GE US 09/22/12 P17        11.3  31.8   0.15   15.4    239
AAPL   APPLE INC    AAPL US 08/18/12 P545     11.2  39.6   6.30   47.5    752
MCP    MOLYCORP IN  MCP US 08/18/12 P17       11.2  64.8   0.74   94.7    223
F      FORD MOTOR   F US 09/22/12 P7          11.2  46.2   0.06  200.0   5230
MSFT   MICROSOFT C  MSFT US 08/18/12 C26      11.2  30.1   3.16  -26.5    323
WMB    WILLIAMS CO  WMB US 11/17/12 P30       11.2  33.5   1.85   11.4    242
CTRP   CTRIP.COM-A  CTRP US 08/18/12 P12      11.2  76.8   0.30  -25.0    205
IPG    INTERPUBLIC  IPG US 08/18/12 P11       11.2  53.0   0.40   14.3    485
WHR    WHIRLPOOL C  WHR US 08/18/12 C70       11.2  48.4   2.96   31.6    590
GLD    SPDR GOLD T  GLD US 08/18/12 C157      11.2  16.6   1.09  -12.8    509
HOGS   ZHONGPIN IN  HOGS US 08/18/12 C10      11.2  37.6   0.36  -20.0    438
GE     GENERAL ELE  GE US 09/22/12 P16        11.2  36.1   0.10   42.9    300
HBC    HSBC HOLDIN  HBC US 08/18/12 P40       11.2  30.4   1.50  111.3   1634
TOL    TOLL BROTHE  TOL US 08/18/12 P30       11.1  38.6   0.85    0.0    301
SNDK   SANDISK COR  SNDK US 08/18/12 P38      11.1  39.8   1.12   -5.9    451
SNDK   SANDISK COR  SNDK US 08/18/12 P38      11.1  39.8   1.12   -5.9    451
DAL    DELTA AIR L  DAL US 08/18/12 C10       11.1  56.4   0.41  -19.6    514
CVX    CHEVRON COR  CVX US 08/18/12 P110      11.1  17.7   4.35   45.0    218
FXE    CRYSHS-EURO  FXE US 09/22/12 P115      11.1  12.1   0.56   55.6    480
ATVI   ACTIVISION   ATVI US 08/18/12 P12      11.0  39.0   0.54   20.0    284
GLD    SPDR GOLD T  GLD US 08/18/12 C158      11.0  16.8   0.85  -15.8    897
JCP    J.C. PENNEY  JCP US 08/18/12 P19       11.0  81.3   0.90   -1.1   1552
TLM    TALISMAN EN  TLM US 10/20/12 P11       11.0  42.2   0.65  -27.8    702
URBN   URBAN OUTFI  URBN US 08/18/12 P30      11.0  38.9   1.10   37.5    260
AAPL   APPLE INC    AAPL US 08/18/12 P550     11.0  39.1   7.09   41.8   2633
BC     BRUNSWICK C  BC US 08/18/12 P22        10.9  58.5   1.60   45.5    311
ITW    ILLINOIS TO  ITW US 08/18/12 P50       10.9  30.2   0.65   62.5    684
WFC    WELLS FARGO  WFC US 08/18/12 P34       10.9  21.4   1.30   38.3   1070
CAT    CATERPILLAR  CAT US 08/18/12 P75       10.9  41.5   0.98  -10.9    750
HIG    HARTFORD FI  HIG US 08/18/12 P16       10.9  45.1   0.84   40.0   5984
CAT    CATERPILLAR  CAT US 08/18/12 P77.5     10.9  39.4   1.52  -11.1    608
CVS    CVS CAREMAR  CVS US 08/18/12 C47       10.9  24.2   0.34  -24.4    339
BWLD   BUFFALO WIL  BWLD US 08/18/12 P75      10.9  59.2   2.45   25.6    374
EZA    ISHARES-S A  EZA US 08/18/12 C61       10.9  30.2   2.31    0.0    454
RSX    MKT VECT-RU  RSX US 08/18/12 C26       10.8  33.9   0.65  -50.0    642
CBS    CBS CORP-B   CBS US 08/18/12 P31       10.8  33.0   1.25   56.2   2046
BAC    BANK OF AME  BAC US 08/18/12 P7        10.8  38.2   0.29   26.1   5629
XME    SPDR S&P ME  XME US 08/18/12 C40       10.8  32.7   0.78  -30.4    278
GLD    SPDR GOLD T  GLD US 08/18/12 C160      10.8  17.2   0.56  -13.8   1278
GMCR   GREEN MOUNT  GMCR US 08/18/12 P13      10.8 132.6   0.61   27.1    351
IWM    ISHARES-RUS  IWM US 08/18/12 P73       10.8  27.6   0.60   71.4  24393
YOKU   YOUKU INC-A  YOKU US 08/18/12 C17      10.8  87.7   1.35  -15.6    202
FXI    ISHARES FTS  FXI US 08/18/12 C33       10.8  27.1   0.68  -32.0    661
FXE    CRYSHS-EURO  FXE US 08/18/12 P115      10.8  12.8   0.15   87.5   2917
MS     MORGAN STAN  MS US 08/18/12 P13        10.8  42.0   0.94   38.2    991
AAPL   APPLE INC    AAPL US 08/18/12 P535     10.7  40.5   4.75   48.4   1171
GLD    SPDR GOLD T  GLD US 08/18/12 C153      10.7  16.6   2.50  -14.7   1125
MON    MONSANTO CO  MON US 08/18/12 C87.5     10.7  24.2   1.21  -42.9   1426
TLT    ISHARES BAR  TLT US 08/18/12 P126      10.7  15.1   0.53  -14.5    292
FXE    CRYSHS-EURO  FXE US 09/22/12 P124      10.7  11.3   4.30    8.9    224
LEN    LENNAR CORP  LEN US 08/18/12 C31       10.7  44.6   1.54   19.4    444
IWM    ISHARES-RUS  IWM US 08/18/12 P81       10.7  19.6   3.86   36.4    853
CMA    COMERICA IN  CMA US 08/18/12 C31       10.7  26.7   0.47  -29.9    290
FXI    ISHARES FTS  FXI US 08/18/12 P33       10.7  27.4   1.26   55.6    217
NAVB   NAVIDEA BIO  NAVB US 08/18/12 C4       10.6  51.5   0.70    0.0    387
URBN   URBAN OUTFI  URBN US 08/18/12 C30      10.6  38.7   1.40  -15.2   1008
AA     ALCOA INC    AA US 08/18/12 P7         10.6  43.5   0.04   33.3    220
TLT    ISHARES BAR  TLT US 08/18/12 P125      10.6  15.3   0.39  -13.3    257
TZA    DIR SMCAP B  TZA US 08/18/12 P15       10.6  55.8   0.05  -37.5    282
GE     GENERAL ELE  GE US 08/18/12 C19        10.6  25.0   1.11   11.0    791
TPX    TEMPUR-PEDI  TPX US 08/18/12 C27       10.6  85.4   2.20   10.0    334
AAPL   APPLE INC    AAPL US 08/18/12 C570     10.6  38.2  38.94  -10.9    323
BWLD   BUFFALO WIL  BWLD US 08/18/12 P80      10.6  55.6   4.20   26.9    250
WMT    WAL-MART ST  WMT US 08/18/12 C75       10.6  17.8   0.21  -32.3    640
XLE    SPDR-ENERGY  XLE US 08/18/12 C70       10.6  20.5   0.62  -30.3   1264
DB     DEUTSCHE BA  DB US 08/18/12 P27.5      10.6  55.2   1.17   67.1    308
GTLS   CHART INDUS  GTLS US 08/18/12 C65      10.5  51.6   2.50  -26.5    246
IWM    ISHARES-RUS  IWM US 08/18/12 P74       10.5  26.6   0.75   66.7  11896
AAPL   APPLE INC    AAPL US 08/18/12 C565     10.5  38.5  42.44  -11.0    258
GLD    SPDR GOLD T  GLD US 08/18/12 C155      10.5  16.5   1.65  -15.8    845
CAT    CATERPILLAR  CAT US 08/18/12 P80       10.5  37.6   2.14  -17.4    854
FXI    ISHARES FTS  FXI US 08/18/12 P32       10.5  28.6   0.77   71.1    737
SNDK   SANDISK COR  SNDK US 08/18/12 P37      10.5  41.4   0.80   -5.9    245
TPX    TEMPUR-PEDI  TPX US 08/18/12 P25       10.5  88.0   1.60    6.7   2032
NXPI   NXP SEMICON  NXPI US 08/18/12 P20      10.5  63.9   0.70   27.3    278
IBM    IBM          IBM US 08/18/12 P185      10.5  20.1   1.90   36.7   1500
SNDK   SANDISK COR  SNDK US 08/18/12 C38      10.5  39.9   2.26   19.6    455
OXY    OCCIDENTAL   OXY US 08/18/12 P85       10.4  31.7   2.88   61.8    242
BHI    BAKER HUGHE  BHI US 10/20/12 P46       10.4  33.6   2.95   -1.7    469
CAT    CATERPILLAR  CAT US 08/18/12 C80       10.4  37.5   4.50   28.6    964
JCP    J.C. PENNEY  JCP US 08/18/12 C20       10.4  78.1   2.15   13.8   3458
EDZ    DIR EMR MKT  EDZ US 08/18/12 C14       10.4  68.3   2.60   55.7    266
LEN    LENNAR CORP  LEN US 08/18/12 C32       10.4  43.2   1.02   18.6    422
CTRP   CTRIP.COM-A  CTRP US 08/18/12 P14      10.3  73.6   1.00   44.9    416
AGNC   AMERICAN CA  AGNC US 08/18/12 P34      10.3  19.6   0.51    0.0    416
JCP    J.C. PENNEY  JCP US 08/18/12 P20       10.3  78.2   1.25   -6.7   2602
EBAY   EBAY INC     EBAY US 08/18/12 P43      10.3  34.2   1.40   84.2   5869
NTAP   NETAPP INC   NTAP US 08/18/12 C28      10.3  60.6   3.30  -22.4    507
HA     HAWAIIAN HO  HA US 10/20/12 P6         10.3  44.7   0.55   22.2    479
HPQ    HEWLETT-PAC  HPQ US 08/18/12 C19       10.3  34.2   0.33  -29.8    673
JNPR   JUNIPER NET  JNPR US 08/18/12 C15      10.3  53.9   0.92  -20.7    919
DB     DEUTSCHE BA  DB US 08/18/12 C30        10.3  51.5   0.90  -41.9    281
MCF    CONTANGO OI  MCF US 10/20/12 P50       10.3  36.3   1.25   38.9    458
CSX    CSX CORP     CSX US 08/18/12 P22.5     10.3  21.6   0.90   57.9    747
JDSU   JDS UNIPHAS  JDSU US 09/22/12 P8       10.2  62.3   0.51   70.0   1510
LVS    LAS VEGAS S  LVS US 08/18/12 P39       10.2  50.3   2.09   64.6    290
SSO    PRO ULT S&P  SSO US 08/18/12 C53       10.2  32.8   1.89  -31.3    356
TOL    TOLL BROTHE  TOL US 08/18/12 C29       10.2  40.7   2.50    8.7    403
SYY    SYSCO CORP   SYY US 08/18/12 P28       10.2  20.7   0.45   80.0    635
BHI    BAKER HUGHE  BHI US 10/20/12 P41       10.2  38.4   1.22   -2.4    997
AAPL   APPLE INC    AAPL US 08/18/12 P530     10.2  41.0   4.10   46.4   2187
CLF    CLIFFS NATU  CLF US 08/18/12 C45       10.2  47.7   1.92  -25.0    476
F      FORD MOTOR   F US 09/22/12 P8          10.2  35.7   0.12   20.0    373
MSFT   MICROSOFT C  MSFT US 08/18/12 C30      10.2  22.2   0.30  -55.2   5516
IWM    ISHARES-RUS  IWM US 08/18/12 P75       10.2  25.5   0.99   70.7   8120
KO     COCA-COLA C  KO US 08/18/12 C80        10.2  14.0   0.15  -21.1    479
VOD    VODAFONE GR  VOD US 08/18/12 C29       10.1  16.1   0.10  -33.3    342
EMR    EMERSON ELE  EMR US 08/18/12 P45       10.1  29.8   1.05   12.9    407
EXC    EXELON CORP  EXC US 10/20/12 C40       10.1  15.9   0.60   -7.7    672
IBM    IBM          IBM US 08/18/12 P190      10.1  18.4   3.62   27.9    627
POT    POTASH CORP  POT US 08/18/12 C44       10.1  34.0   1.85  -22.6    251
SNDK   SANDISK COR  SNDK US 08/18/12 C39      10.0  38.4   1.62   21.8    227
WFC    WELLS FARGO  WFC US 08/18/12 C34       10.0  21.6   0.37  -35.1   2441

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
PEET   PEETS COFFE  PEET US 12/22/12 C75     -76.3   8.6   3.00  100.0    308
NXY    NEXEN INC    NXY US 09/22/12 P24      -73.7  24.0   0.35    0.0    538
PEET   PEETS COFFE  PEET US 08/18/12 P70     -72.5  13.7   0.10    0.0    202
NXY    NEXEN INC    NXY US 12/22/12 C27      -70.2  12.3   0.36    0.0   2758
PEET   PEETS COFFE  PEET US 09/22/12 P70     -66.6  12.0   0.30  -95.7    207
NXY    NEXEN INC    NXY US 12/22/12 P26      -63.4  19.2   1.15    0.0    542
RA     RAILAMERICA  RA US 10/20/12 P25       -58.6  15.5   0.10  -96.9    282
NXY    NEXEN INC    NXY US 12/22/12 C26      -52.6  20.0   1.25    0.0    699
NXY    NEXEN INC    NXY US 08/18/12 P23      -49.5  34.1   0.05    0.0    200
TLB    TALBOTS INC  TLB US 01/19/13 P2.5     -46.5  15.4   0.04  -79.0    650
HAS    HASBRO INC   HAS US 08/18/12 C35      -37.0  24.7   0.80   -5.9   2969
RA     RAILAMERICA  RA US 10/20/12 P22.5     -35.0  26.6   0.10  -95.0    237
HAS    HASBRO INC   HAS US 08/18/12 P32.5    -33.5  28.1   0.23  -79.5   1054
NAVB   NAVIDEA BIO  NAVB US 10/20/12 C2      -33.5  68.7   2.65    8.2    204
NXY    NEXEN INC    NXY US 09/22/12 P23      -29.4  29.9   0.25  -96.0    303
ETN    EATON CORP   ETN US 08/18/12 C43      -22.8  21.5   0.40  166.7    246
XLU    SPDR-UTIL S  XLU US 12/22/12 P22      -22.5  36.9   0.03    0.0    230
HNR    HARVEST NAT  HNR US 08/18/12 P5       -20.3 138.8   0.05    0.0    505
ETN    EATON CORP   ETN US 08/18/12 C40      -20.2  22.4   2.00  166.7   4280
NXY    NEXEN INC    NXY US 12/22/12 C24      -20.2  28.9   2.86  420.0   1554
ETN    EATON CORP   ETN US 08/18/12 C42      -19.4  21.3   0.70  180.0    766
WSM    WILLIAMS-SO  WSM US 08/18/12 C32      -17.8  38.5   3.10  -61.7    293
ETN    EATON CORP   ETN US 08/18/12 C41      -17.0  22.8   1.25  177.8   1650
UNG    US NAT GAS   UNG US 01/19/13 P10      -15.2  58.5   0.08  -11.1    200
MU     MICRON TECH  MU US 10/20/12 C3        -14.8  82.4   2.67   -7.9    591
LUV    SOUTHWEST A  LUV US 09/22/12 C7       -14.2  39.3   1.70  -34.6    234
TLT    ISHARES BAR  TLT US 08/18/12 P102     -13.4  36.3   0.02  -60.0    336
ETN    EATON CORP   ETN US 08/18/12 C39      -13.1  25.4   2.70  134.8    502
RDN    RADIAN GROU  RDN US 08/18/12 P2       -12.7 130.8   0.05    0.0    700
BPL    BUCKEYE PAR  BPL US 08/18/12 C55      -12.6  16.1   0.35  -53.3    514
ATPG   ATP OIL & G  ATPG US 08/18/12 P2.5    -12.6 241.6   0.64   -1.5    650
ETN    EATON CORP   ETN US 08/18/12 C37      -12.1  27.1   4.40   57.1    243
FAZ    DIR FIN BEA  FAZ US 08/18/12 C19      -12.1  40.2   5.65   28.4    217
FAZ    DIR FIN BEA  FAZ US 08/18/12 C20      -12.0  41.3   4.30   20.4    236
THRX   THERAVANCE   THRX US 08/18/12 C30     -12.0  51.5   1.80  -30.8    402
MCD    MCDONALDS C  MCD US 08/18/12 C87.5    -10.9  17.7   2.55  -46.0    341
ARNA   ARENA PHARM  ARNA US 08/18/12 C10     -10.6  78.5   0.95   33.8   5545
ETN    EATON CORP   ETN US 08/18/12 P41      -10.3  24.7   1.10  -48.8    376
TLT    ISHARES BAR  TLT US 08/18/12 P103     -10.2  36.4   0.02  -86.7    250
ATPG   ATP OIL & G  ATPG US 08/18/12 C2      -10.2 196.6   0.75    0.0    299

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

-- Bloomberg News

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


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