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
=============================================================================
SYMC   SYMANTEC CO  SYMC US 10/16/10 C14      36.8  45.0   1.25  115.5   5537
SYMC   SYMANTEC CO  SYMC US 10/16/10 C15      35.2  49.0   0.76  171.4  12275
SYMC   SYMANTEC CO  SYMC US 10/16/10 P14      31.7  43.6   0.52  -11.9   2212
SYMC   SYMANTEC CO  SYMC US 10/16/10 P15      29.5  45.8   1.04  -16.8   2015
RBCN   RUBICON TEC  RBCN US  3/19/11 P25      20.7  88.7   5.70   50.0    626
JASO   JA SOLAR HO  JASO US 10/16/10 P7       18.4  60.5   0.40  -50.0    744
ARG    AIRGAS INC   ARG US 10/16/10 C65       15.7  34.8   2.76    0.4   3203
ARG    AIRGAS INC   ARG US 10/16/10 P65       15.1  35.3   3.00   22.4   2491
JASO   JA SOLAR HO  JASO US 10/16/10 C7       14.5  59.7   0.75  200.0   3118
SYMC   SYMANTEC CO  SYMC US  1/22/11 C15      13.1  39.5   1.29   61.2  11138
ARCC   ARES CAPITA  ARCC US 10/16/10 C16      11.8  28.9   0.25    0.0   1200
DVR    CAL DIVE IN  DVR US  1/22/11 C5        11.7  61.6   0.65   62.5   5667
SYMC   SYMANTEC CO  SYMC US  1/22/11 C14      11.3  39.1   1.71   41.3   1199
SLM    SLM CORP     SLM US 10/16/10 C12       11.0  48.2   0.61   38.6   2346
BMTI   BIOMIMETIC   BMTI US  3/19/11 P10      10.6 107.7   3.00    0.0   1176

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= BKC BURGER KING BKC US 10/16/10 P22.5 -19.5 16.7 0.10 -50.0 1020 SIRI SIRIUS XM R SIRI US 12/18/10 C1 -19.5 41.9 0.11 0.0 1607 NRGY INERGY LP NRGY US 10/16/10 P35 -18.4 24.7 0.85 41.7 572 SIRI SIRIUS XM R SIRI US 1/22/11 C1 -16.6 44.2 0.13 -7.1 2047 MFE MCAFEE INC MFE US 12/18/10 C48 -15.8 3.3 0.10 0.0 636 BKC BURGER KING BKC US 10/16/10 C24 -15.8 7.3 0.10 0.0 2193 BKC BURGER KING BKC US 1/22/11 C24 -12.6 5.0 0.15 0.0 680 DBA POWERSHARES DBA US 10/16/10 P26 -11.6 17.3 0.25 -28.6 1000 PCYC PHARMACYCLI PCYC US 2/19/11 C7.5 -11.4 50.5 0.95 -5.0 2136 BP BP PLC-ADR BP US 10/16/10 C40 -11.4 32.3 0.93 25.7 3573 BP BP PLC-ADR BP US 10/16/10 C39 -10.9 33.0 1.33 29.1 958 CIEN CIENA CORP CIEN US 10/16/10 P14 -10.1 43.8 0.65 -44.0 819


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

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