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 3:00 p.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 500 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
=============================================================================
ETR    ENTERGY COR  ETR US  9/18/10 P80       41.5  24.8   1.85  -25.7    852
LNC    LINCOLN NAT  LNC US  9/18/10 C24       29.5  56.4   0.96  284.0   6611
ETR    ENTERGY COR  ETR US  9/18/10 C80       22.0  24.5   1.80  140.0   3877
LNC    LINCOLN NAT  LNC US  9/18/10 C23       19.4  52.5   1.30  209.5   4386
ETR    ENTERGY COR  ETR US 10/16/10 P80       19.4  25.2   2.95    0.0   1458
LNC    LINCOLN NAT  LNC US  9/18/10 P23       19.4  51.3   0.95  -37.5    837
CML    COMPELLENT   CML US 10/16/10 C17.5     17.1  78.4   1.92  249.1    818
LNC    LINCOLN NAT  LNC US 10/16/10 C24       16.4  53.4   1.55  150.0   3546
SIRI   SIRIUS XM R  SIRI US  9/18/10 C1       14.5  46.6   0.04    0.0    932
LNC    LINCOLN NAT  LNC US 10/16/10 C23       13.6  53.0   1.97  121.3   1088
CML    COMPELLENT   CML US  9/18/10 C17.5     12.8  80.3   1.21  384.0   3021
MFE    MCAFEE INC   MFE US  3/19/11 P45       12.6   9.9   0.35  -12.5    851

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= TRAK DEALERTRACK TRAK US 10/16/10 C15 -70.0 37.8 1.30 0.0 500 SPY SPDR S&P 50 SPY US 9/18/10 P111 -37.5 18.7 5.16 -22.4 781 ARUN ARUBA NETWO ARUN US 9/18/10 P18 -36.6 43.0 0.55 -72.2 503 SPY SPDR S&P 50 SPY US 9/18/10 P110 -34.3 19.0 4.57 -24.1 4943 SPY SPDR S&P 50 SPY US 9/18/10 P109 -30.8 19.7 3.85 -26.8 14912 QQQQ POWERSH-QQQ QQQQ US 9/18/10 P46 -28.7 19.4 2.27 -18.4 3710 NZ NETEZZA COR NZ US 9/18/10 C20 -28.4 65.6 1.50 500.0 1348 TIF TIFFANY & C TIF US 9/18/10 C42 -28.4 33.3 0.67 -64.9 875 TIF TIFFANY & C TIF US 9/18/10 P41 -28.2 34.0 1.71 10.3 1703 XLF SPDR-FINL S XLF US 9/18/10 P14 -27.8 25.2 0.55 -29.5 3571 TIF TIFFANY & C TIF US 9/18/10 P39 -27.7 35.8 0.77 4.0 661 TIF TIFFANY & C TIF US 9/18/10 P42 -27.7 33.8 2.31 13.8 2429 SPY SPDR S&P 50 SPY US 9/18/10 P108 -27.5 20.4 3.25 -27.8 27151 TIF TIFFANY & C TIF US 9/18/10 P40 -27.2 35.2 1.15 -3.4 546 TIF TIFFANY & C TIF US 9/18/10 C41 -27.1 34.4 1.14 -53.9 677 JCG J CREW GROU JCG US 9/18/10 C32.5 -27.0 41.6 0.75 -68.8 1014 SPY SPDR S&P 50 SPY US 9/18/10 P107 -24.8 21.2 2.71 -30.7 52530 GRS GAMMON GOLD GRS US 9/18/10 P7.5 -24.8 40.6 0.50 -47.4 510 OVTI OMNIVISION OVTI US 9/18/10 C24 -23.8 48.2 0.80 23.1 2920 OVTI OMNIVISION OVTI US 9/18/10 P22.5 -21.9 52.5 0.75 -54.5 7356 OVTI OMNIVISION OVTI US 9/18/10 C22.5 -21.7 53.5 1.60 18.5 1745 SPY SPDR S&P 50 SPY US 9/18/10 P106 -21.3 22.2 2.23 -32.2 44306 SPY SPDR S&P 50 SPY US 9/18/10 P105 -20.1 22.9 1.84 -34.5 91407 QQQQ POWERSH-QQQ QQQQ US 9/18/10 P45 -20.1 21.4 1.54 -24.9 18579 UEPS NET 1 UEPS UEPS US 9/18/10 C12.5 -19.7 48.0 0.60 -53.9 570 CEO CNOOC LTD-A CEO US 9/18/10 C165 -18.7 20.3 7.50 70.5 4800 SPY SPDR S&P 50 SPY US 9/18/10 P104 -18.2 23.7 1.51 -35.5 43444 XLE SPDR-ENERGY XLE US 9/18/10 P51 -18.0 26.0 0.95 -41.7 3839 DIA SPDR DJIA T DIA US 9/18/10 P102 -17.4 18.4 2.29 -34.6 1031 SPY SPDR S&P 50 SPY US 9/18/10 P103 -16.8 24.5 1.23 -37.2 28610 PWE PENN WEST E PWE US 9/18/10 C20 -16.4 22.2 0.15 0.0 534 DIA SPDR DJIA T DIA US 9/18/10 P101 -15.9 19.4 1.84 -34.3 1699 SPY SPDR S&P 50 SPY US 9/18/10 P102 -14.9 25.3 1.00 -40.5 26321 XLE SPDR-ENERGY XLE US 9/18/10 P50 -14.7 27.5 0.66 -45.0 833 QQQQ POWERSH-QQQ QQQQ US 9/18/10 P44 -14.7 23.2 1.02 -27.1 28254 UEPS NET 1 UEPS UEPS US 10/16/10 P12.5 -14.6 48.1 0.90 38.5 637 MDCO MEDICINES C MDCO US 9/18/10 C12 -14.4 56.6 0.60 9.1 897 TEF TELEFONICA- TEF US 9/18/10 C70 -13.5 23.0 0.40 100.0 669 GIS GENERAL MIL GIS US 9/18/10 C37 -12.7 22.2 0.37 27.6 1806 SKS SAKS INC SKS US 9/18/10 C7 -12.7 52.9 0.30 -45.5 580 XLF SPDR-FINL S XLF US 9/18/10 C14 -12.5 25.6 0.19 5.6 58677 DIA SPDR DJIA T DIA US 9/18/10 P99 -12.4 21.2 1.12 -44.0 2687 XLF SPDR-FINL S XLF US 9/18/10 P13 -12.3 30.5 0.15 -34.8 67394 XRT SPDR S&P RE XRT US 9/18/10 P37 -12.2 28.8 1.18 -15.1 642 SPY SPDR S&P 50 SPY US 10/16/10 P111 -12.0 20.5 6.45 -13.3 620 DRYS DRYSHIPS IN DRYS US 9/18/10 C4 -11.9 57.5 0.26 13.0 1922 X US STEEL CO X US 9/18/10 C45 -11.9 48.5 1.45 31.8 6630 UCO PRSH-ULT CR UCO US 9/18/10 C9 -11.8 50.8 0.58 28.9 510 X US STEEL CO X US 9/18/10 P44 -11.7 47.9 2.21 -33.0 1102 RIG TRANSOCEAN RIG US 9/18/10 P50 -11.7 39.3 1.43 -32.5 1096 DIA SPDR DJIA T DIA US 9/18/10 P98 -11.7 22.0 0.90 -42.7 4365 TLT ISHARES BAR TLT US 9/18/10 P103 -11.6 19.3 1.10 83.3 1948 X US STEEL CO X US 9/18/10 C44 -11.6 48.4 1.89 36.0 3159 MBI MBIA INC MBI US 9/18/10 C9 -11.5 61.9 0.74 54.2 861 QQQQ POWERSH-QQQ QQQQ US 9/18/10 P43 -11.4 25.2 0.66 -30.5 27920 RINO RINO INTERN RINO US 10/16/10 C16 -11.4 40.8 0.98 15.3 823 SPY SPDR S&P 50 SPY US 12/18/10 P110 -11.3 23.6 8.10 -11.0 2738 XME SPDR MET & XME US 9/18/10 C50 -11.2 35.8 0.94 23.7 2186 DIA SPDR DJIA T DIA US 9/18/10 P97 -11.2 22.9 0.71 -46.2 2086 BP BP PLC-ADR BP US 9/18/10 C36 -11.1 40.3 1.20 -9.8 1297 BP BP PLC-ADR BP US 9/18/10 C35 -11.1 41.9 1.74 -6.0 813 BP BP PLC-ADR BP US 9/18/10 C37 -10.9 38.9 0.76 -14.6 816 TLT ISHARES BAR TLT US 9/18/10 P102 -10.9 19.7 0.82 95.2 1375 XME SPDR MET & XME US 9/18/10 C49 -10.9 36.9 1.34 26.4 1614 RHT RED HAT INC RHT US 9/18/10 C35 -10.7 37.0 1.35 8.9 1194 SPWRA SUNPOWER CO SPWRA US 9/18/10 C11 -10.7 52.3 0.67 168.0 3682 DXD PROSHARES U DXD US 9/18/10 C27 -10.7 34.4 1.60 -23.8 953 ALXN ALEXION PHA ALXN US 9/18/10 C60 -10.7 25.0 0.50 42.9 548 VECO VEECO INSTR VECO US 9/18/10 C35 -10.7 58.7 1.55 47.6 2195 SPY SPDR S&P 50 SPY US 10/16/10 P109 -10.5 21.6 5.08 -17.1 5201 BP BP PLC-ADR BP US 9/18/10 P34 -10.4 43.8 0.75 -25.7 974 XME SPDR MET & XME US 9/18/10 C48 -10.4 38.1 1.87 33.6 950 FAS FINL BULL 3 FAS US 9/18/10 C19 -10.3 72.1 1.05 28.1 3639 AKS AK STEEL HL AKS US 9/18/10 P12.5 -10.3 51.3 0.60 -34.8 629 SDS PROSHARES U SDS US 9/18/10 C33 -10.2 41.5 2.32 -26.4 1829 V VISA INC-CL V US 9/18/10 P70 -10.2 27.9 1.62 -24.3 532 X US STEEL CO X US 9/18/10 P42 -10.0 48.3 1.27 -40.9 1138 SPY SPDR S&P 50 SPY US 10/16/10 P110 -10.0 21.3 5.70 -18.6 5223


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

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