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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 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
=============================================================================
CPB    CAMPBELL SO  CPB US  8/21/10 C37.5     51.7  19.5   0.10  100.0    273
NGLS   TARGA RESOU  NGLS US 12/18/10 C27.5    51.3  26.6   0.95   -5.0    671
GAP    GREAT ATLA   GAP US  8/21/10 P4        50.4 177.6   0.55  -15.4    210
ADM    ARCHER-DANI  ADM US  8/21/10 C29       42.2  29.2   1.25  316.7    627
ADM    ARCHER-DANI  ADM US  8/21/10 P30       36.5  28.3   0.77  -44.2   1068
ADM    ARCHER-DANI  ADM US  8/21/10 P29       35.3  29.1   0.34  -58.0    870
ADM    ARCHER-DANI  ADM US  8/21/10 C30       31.2  27.5   0.70  775.0   6221
GAP    GREAT ATLA   GAP US  9/18/10 P4        27.3 171.1   0.90   12.5    258
CF     CF INDUSTRI  CF US  8/21/10 C90        26.6  49.5   1.81  174.2   5203
ADM    ARCHER-DANI  ADM US  9/18/10 C30       23.4  26.8   1.09  263.3   1281
OPEN   OPENTABLE I  OPEN US  8/21/10 C50      23.0  41.2   1.00   17.6    301
MRVL   MARVELL TEC  MRVL US  8/21/10 C16      22.5  44.6   0.27   42.1   4228
MRVL   MARVELL TEC  MRVL US  8/21/10 C15      21.7  46.9   0.74   15.6   1158
ADM    ARCHER-DANI  ADM US  9/18/10 P29       21.6  27.7   0.77  -35.8   2543
ADM    ARCHER-DANI  ADM US  9/18/10 C31       21.5  25.7   0.65  400.0    753
ADM    ARCHER-DANI  ADM US  9/18/10 C29       20.6  27.5   1.66  163.5    588
CF     CF INDUSTRI  CF US  8/21/10 C85        20.2  48.5   3.80   94.9    714
DBA    POWERSHARES  DBA US 10/16/10 C27       20.1  18.6   0.60   33.3  17322
MRVL   MARVELL TEC  MRVL US  8/21/10 P15      20.1  46.6   0.43   22.9   5951
MRVL   MARVELL TEC  MRVL US  8/21/10 P16      20.0  43.8   0.99   -3.9   2593
KFT    KRAFT FOODS  KFT US  8/21/10 C30       18.9  21.8   0.32   -8.6   1777
CPB    CAMPBELL SO  CPB US  8/21/10 P37.5     18.5  22.4   1.70    9.7   1299
K      KELLOGG CO   K US  8/21/10 P50         18.2  18.7   0.85  142.9   1239
CF     CF INDUSTRI  CF US  8/21/10 P85        18.1  47.7   2.94  -26.5    837
CF     CF INDUSTRI  CF US  9/18/10 C90        17.2  44.4   3.64   87.6    396
KFT    KRAFT FOODS  KFT US  8/21/10 C29       17.2  24.2   0.87  -13.9    461
AGU    AGRIUM INC   AGU US  8/21/10 P70       16.3  36.8   3.20  -28.9    269
DBA    POWERSHARES  DBA US  9/18/10 P26       16.0  17.7   0.45    0.0    273
RGNC   REGENCY ENE  RGNC US 11/20/10 C25      15.8  24.6   1.70   -8.1    963
KFT    KRAFT FOODS  KFT US  8/21/10 P29       15.7  24.0   0.35   66.7   2868
ARLP   ALLIANCE RE  ARLP US  8/21/10 P50      15.3  31.1   0.50   11.1    246
ADM    ARCHER-DANI  ADM US 12/18/10 C30       14.6  26.9   1.84   89.7   2441
ADM    ARCHER-DANI  ADM US 12/18/10 C31       14.6  26.3   1.44  140.0    338
CF     CF INDUSTRI  CF US  9/18/10 C85        13.8  44.4   5.65   52.7    239
POT    POTASH CORP  POT US  8/21/10 C110      13.6  38.1   5.75   53.3   3472
POT    POTASH CORP  POT US  8/21/10 C115      13.4  37.1   2.95   86.7   6984
ADM    ARCHER-DANI  ADM US 12/18/10 P30       13.0  27.1   2.02  -26.6   2021
AGU    AGRIUM INC   AGU US  8/21/10 C70       12.5  36.6   1.35  125.0   2303
POT    POTASH CORP  POT US  8/21/10 P110      12.5  37.3   1.78  -28.5   4906
AGU    AGRIUM INC   AGU US  8/21/10 C67.5     12.3  37.3   2.15   65.4    314
MON    MONSANTO CO  MON US  8/21/10 P60       12.2  32.7   1.06  -39.4   2315
AGU    AGRIUM INC   AGU US  9/18/10 C70       12.2  35.7   2.51   67.3    228
AGU    AGRIUM INC   AGU US  8/21/10 P67.5     12.1  37.4   1.65  -34.0    320
MON    MONSANTO CO  MON US  8/21/10 C60       11.9  32.3   2.51  112.7   1919
ETFC   E*TRADE FIN  ETFC US  8/21/10 C15      11.9  38.3   0.70   -1.4    225
POT    POTASH CORP  POT US  9/18/10 C115      11.9  36.4   5.25   50.0   2667
AGU    AGRIUM INC   AGU US  9/18/10 P70       11.7  35.9   4.30    0.0    202
DTG    DOLLAR THRI  DTG US  8/21/10 C50       11.6  30.4   0.50  -16.7    838
AGU    AGRIUM INC   AGU US  8/21/10 P65       11.0  38.3   0.95  -26.9   1241
AINV   APOLLO INV   AINV US  8/21/10 C10      11.0  37.4   0.30  -57.1    240
MON    MONSANTO CO  MON US  8/21/10 P62.5     10.7  32.2   2.03  -46.1    644
POT    POTASH CORP  POT US  9/18/10 C110      10.7  37.2   7.85   34.2    949
BXS    BANCORPSOUT  BXS US  9/18/10 C15       10.6  32.0   0.40  -11.1    347
ACLI   AMERICAN CO  ACLI US  8/21/10 P25      10.5  42.7   1.20  -17.2    250
MOS    MOSAIC CO/T  MOS US  8/21/10 P50       10.5  43.4   1.03  -31.8   1939
HNZ    HJ HEINZ CO  HNZ US  8/21/10 C46       10.3  15.9   0.25  -50.0    200
POT    POTASH CORP  POT US  9/18/10 P115      10.3  35.7   6.15  -14.6    467
LTM    LIFE TIME F  LTM US  8/21/10 C40       10.3  46.7   0.60  -25.0    215
HPQ    HEWLETT-PAC  HPQ US  8/21/10 P48       10.0  29.7   2.22   24.7    425

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EXM EXCEL MARIT EXM US 8/21/10 P6 -44.8 40.1 0.25 -16.7 210 HOTT HOT TOPIC I HOTT US 8/21/10 P5 -40.9 43.1 0.20 0.0 200 FSYS FUEL SYSTEM FSYS US 8/21/10 C34 -38.7 41.3 1.00 185.7 405 OCR OMNICARE IN OCR US 8/21/10 P22.5 -32.4 43.5 0.70 75.0 450 FCN FTI CONSULT FCN US 8/21/10 P35 -32.0 24.1 0.70 -36.4 200 FIG FORTRESS IN FIG US 8/21/10 C4 -31.9 39.8 0.15 -40.0 258 CNW CON-WAY INC CNW US 8/21/10 P30 -31.5 39.1 1.00 150.0 1269 TKLC TEKELEC TKLC US 8/21/10 P12.5 -31.0 40.8 0.35 75.0 1858 OCR OMNICARE IN OCR US 8/21/10 C22.5 -30.2 44.8 1.10 -62.7 242 PCS METROPCS CO PCS US 8/21/10 C9 -28.9 42.3 0.60 71.4 545 PCS METROPCS CO PCS US 8/21/10 P9 -28.7 40.9 0.20 -66.7 479 RIG TRANSOCEAN RIG US 8/21/10 P60 -28.3 34.0 4.00 -46.0 608 WBMD WEBMD HEALT WBMD US 8/21/10 C50 -27.8 17.2 0.91 810.0 266 WBMD WEBMD HEALT WBMD US 8/21/10 P50 -26.0 17.6 0.55 -77.1 2004 ABMD ABIOMED INC ABMD US 8/21/10 P10 -25.0 43.1 0.30 20.0 200 PMTC PARAMETRIC PMTC US 8/21/10 C17.5 -24.6 27.9 1.05 61.5 308 GAP GREAT ATLA GAP US 8/21/10 C4 -22.5 69.1 0.25 25.0 396 ARM ARVINMERITO ARM US 8/21/10 P15 -21.1 43.7 0.30 20.0 398 MELI MERCADOLIBR MELI US 8/21/10 C62.5 -20.9 44.6 1.60 -48.4 203 HUN HUNTSMAN CO HUN US 8/21/10 C11 -20.8 44.4 0.25 25.0 298 SINA SINA CORP SINA US 8/21/10 C44 -20.7 34.9 2.00 81.8 905 CTB COOPER TIRE CTB US 8/21/10 P20 -20.3 47.3 0.65 160.0 226 IFF INTL FLVR & IFF US 8/21/10 P45 -20.1 24.9 0.35 -61.1 226 ARM ARVINMERITO ARM US 8/21/10 C16 -19.6 41.8 0.45 -25.0 275 ALL ALLSTATE CO ALL US 8/21/10 C29 -19.6 28.9 0.78 11.4 1606 MELI MERCADOLIBR MELI US 8/21/10 C60 -19.4 45.8 2.40 -44.2 525 IFF INTL FLVR & IFF US 8/21/10 C45 -18.9 24.9 1.90 8.6 201 ALL ALLSTATE CO ALL US 8/21/10 C30 -18.8 27.9 0.34 0.0 429 EGLE EAGLE BULK EGLE US 8/21/10 C5 -18.7 41.1 0.15 0.0 250 AFFY AFFYMAX INC AFFY US 8/21/10 C7.5 -18.4 70.6 0.45 200.0 1434 SOLR GT SOLAR IN SOLR US 8/21/10 C7.5 -18.3 61.3 0.65 160.0 214 ALXA ALEXZA PHAR ALXA US 12/18/10 C2.5 -18.2 115.8 0.70 -33.3 1810 RIG TRANSOCEAN RIG US 8/21/10 P57.5 -18.0 40.7 2.54 -55.4 1599 ARM ARVINMERITO ARM US 8/21/10 P16 -17.8 43.4 0.65 -13.3 587 OCR OMNICARE IN OCR US 9/18/10 P22.5 -17.7 39.5 1.20 60.0 471 RIG TRANSOCEAN RIG US 8/21/10 P55 -17.1 45.6 1.48 -60.5 3505 FWLT FOSTER WHEE FWLT US 8/21/10 C22.5 -16.8 47.8 1.06 -45.6 294 CECO CAREER EDUC CECO US 8/21/10 P22 -16.4 61.9 1.00 42.9 273 CBOE CBOE HOLDIN CBOE US 8/21/10 P25 -16.1 37.1 0.85 142.9 439 SINA SINA CORP SINA US 8/21/10 P43 -16.0 37.1 0.60 -63.6 244 FWLT FOSTER WHEE FWLT US 8/21/10 P22.5 -15.6 47.7 0.72 28.6 406 KLIC KULICKE & S KLIC US 9/18/10 C7.5 -15.3 52.3 0.60 20.0 287 FWLT FOSTER WHEE FWLT US 8/21/10 C24 -15.0 45.6 0.44 -55.6 502 RIG TRANSOCEAN RIG US 8/21/10 C60 -15.0 53.7 1.12 72.3 7858 CI CIGNA CORP CI US 8/21/10 P32 -14.7 32.2 0.36 -62.1 265 SD SANDRIDGE E SD US 8/21/10 P5 -14.7 52.6 0.10 233.3 5969 MED MEDIFAST IN MED US 8/21/10 P30 -14.6 57.5 0.75 -33.6 326 ALL ALLSTATE CO ALL US 8/21/10 P28 -14.6 30.3 0.24 -55.6 289 SPY SPDR S&P 50 SPY US 9/18/10 P117 -14.5 17.4 6.17 8.6 233 DIA SPDR DJIA T DIA US 8/21/10 P107 -14.5 16.0 1.90 11.8 900 IPI INTREPID PO IPI US 8/21/10 C27 -14.4 37.7 0.50 233.3 985 IPI INTREPID PO IPI US 8/21/10 C25 -14.3 38.9 1.50 87.5 378 TQNT TRIQUINT SE TQNT US 8/21/10 C7.5 -14.2 33.4 0.11 -26.7 250 DTV DIRECTV-A DTV US 8/21/10 P39 -13.7 24.7 0.77 -56.5 444 KGC KINROSS GOL KGC US 8/21/10 C16 -13.7 32.1 0.30 -21.1 641 PXP PLAINS EXPL PXP US 8/21/10 C25 -13.6 41.5 0.82 5.1 6843 CI CIGNA CORP CI US 8/21/10 C34 -13.5 29.0 0.49 69.0 288 ARNA ARENA PHARM ARNA US 8/21/10 C7 -13.5 83.4 0.60 -14.3 382 PXP PLAINS EXPL PXP US 8/21/10 C24 -12.6 43.4 1.50 18.1 526 PXP PLAINS EXPL PXP US 8/21/10 P25 -12.5 41.3 0.80 -38.5 316 CXO CONCHO RESO CXO US 8/21/10 P60 -12.5 39.5 0.95 -26.9 1762 MOLX MOLEX INC MOLX US 8/21/10 P20 -12.5 31.4 0.40 -27.3 206 DTV DIRECTV-A DTV US 8/21/10 C39 -12.4 24.6 0.77 71.1 1413 ARO AEROPOSTALE ARO US 8/21/10 P26 -12.3 47.8 1.25 108.3 734 FWLT FOSTER WHEE FWLT US 8/21/10 P24 -12.3 45.8 1.35 20.5 267 HIG HARTFORD FI HIG US 8/21/10 P22 -12.3 45.6 0.46 48.4 556 CRZO CARRIZO OIL CRZO US 8/21/10 C22.5 -12.3 49.1 0.70 250.0 336 HGG HHGREGG INC HGG US 8/21/10 P22.5 -12.2 51.8 0.65 -64.9 302 TWC TIME WARNER TWC US 8/21/10 C60 -12.2 28.3 0.50 -60.0 436 C CITIGROUP I C US 8/21/10 C4 -12.1 24.8 0.13 -27.8 19739 CI CIGNA CORP CI US 8/21/10 C32 -11.9 33.0 1.87 70.0 495 MUR MURPHY OIL MUR US 8/21/10 C55 -11.7 27.3 1.80 -25.0 222 HIG HARTFORD FI HIG US 8/21/10 P23 -11.7 43.2 0.91 51.7 281 RIG TRANSOCEAN RIG US 8/21/10 C57.5 -11.6 56.7 2.06 76.1 4707 ENP ENCORE ENER ENP US 12/18/10 C20 -11.5 25.1 1.05 -25.0 1088 MDAS MEDASSETS I MDAS US 8/21/10 P22.5 -11.4 38.1 0.50 -44.4 264 MIC MACQUARIE I MIC US 8/21/10 C15 -11.4 44.6 0.50 42.9 273 AUY YAMANA GOLD AUY US 8/21/10 C10 -11.2 30.2 0.12 -29.4 769 KGC KINROSS GOL KGC US 8/21/10 P15 -11.2 33.9 0.14 -39.1 547 DTV DIRECTV-A DTV US 8/21/10 P38 -11.1 26.1 0.43 -57.4 2576 IPI INTREPID PO IPI US 8/21/10 C26 -10.9 39.2 0.85 88.9 278 ARO AEROPOSTALE ARO US 8/21/10 C26 -10.8 49.7 0.80 -62.8 674 DIA SPDR DJIA T DIA US 8/21/10 P106 -10.8 17.0 1.42 11.8 635 ARO AEROPOSTALE ARO US 8/21/10 P27 -10.7 47.3 1.90 90.0 735 SGY STONE ENERG SGY US 8/21/10 C14 -10.4 43.7 0.55 -15.4 1105 ARO AEROPOSTALE ARO US 8/21/10 P25 -10.3 49.9 0.76 117.1 454 KGC KINROSS GOL KGC US 8/21/10 P16 -10.2 32.1 0.56 -11.1 2156 TREX TREX CO INC TREX US 9/18/10 C22.5 -10.2 41.2 1.35 -3.6 252 KLIC KULICKE & S KLIC US 8/21/10 P7.5 -10.2 65.3 0.30 -50.0 455 WYNN WYNN RESORT WYNN US 8/21/10 P95 -10.1 36.7 5.05 1.0 768


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

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