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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 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
=============================================================================
SINA   SINA CORP    SINA US 10/16/10 C48      34.0  39.8   1.20  135.3   6721
CVH    COVENTRY HE  CVH US 10/16/10 C22.5     24.9  40.7   0.60  100.0   2785
MFE    MCAFEE INC   MFE US 10/16/10 P47       24.5   6.2   0.18   28.6    840
LEAP   LEAP WIRELE  LEAP US 10/16/10 P11      22.9  65.0   0.64   14.3   9143
RDWR   RADWARE LTD  RDWR US 10/16/10 C35      22.0  82.2   3.10  -50.8   1834
PAR    3PAR INC     PAR US  3/19/11 P32.5     21.0   2.7   0.05    0.0   1056
EJ     E-HOUSE CHI  EJ US 10/16/10 C17        20.4  43.7   1.25   45.4   1077
BLUD   IMMUCOR INC  BLUD US 10/16/10 C20      19.4  38.2   0.65  116.7    598
SMG    SCOTTS MIRA  SMG US 10/16/10 P50       16.0  27.8   1.30   36.8   1150
MFE    MCAFEE INC   MFE US 10/16/10 C47       15.7   6.2   0.45  -10.0   2847
LPNT   LIFEPOINT H  LPNT US 10/16/10 C35      15.0  38.0   1.60  128.6   6102
PWER   POWER-ONE I  PWER US 10/16/10 P10      14.9  79.7   0.85  183.3    798
FDO    FAMILY DOLL  FDO US 10/16/10 P42       14.2  36.3   1.26   20.0  19533
HERO   HERCULES OF  HERO US 10/16/10 C2.5     13.9  64.8   0.15   50.0    937
YHOO   YAHOO! INC   YHOO US 10/16/10 C14      13.4  34.4   0.68  106.1  21229
NVTL   NOVATEL WIR  NVTL US 10/16/10 C7       12.8  47.8   0.40  100.0   1174
UA     UNDER ARMOU  UA US 10/16/10 P42        12.1  48.6   1.83   -8.5   1104
DGIT   DG FASTCHAN  DGIT US 10/16/10 C17.5    11.9  73.2   1.78   87.4   1220
FXY    CRYSHS-JAPA  FXY US 10/16/10 P120      11.9  14.0   4.85  110.9   1286
LPNT   LIFEPOINT H  LPNT US 11/20/10 C35      11.2  38.5   2.50  138.1    809
RVBD   RIVERBED TE  RVBD US 10/16/10 C45      10.8  52.8   2.55   41.7    538
RVBD   RIVERBED TE  RVBD US 10/16/10 P44      10.7  53.5   2.55    2.0   1101
FDO    FAMILY DOLL  FDO US 10/16/10 P43       10.5  33.6   1.69   18.2    753
YHOO   YAHOO! INC   YHOO US 10/16/10 P14      10.4  33.6   0.45  -33.8   6779
FDO    FAMILY DOLL  FDO US 10/16/10 P41       10.3  36.2   0.95   26.7    654

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SVNT SAVIENT PHA SVNT US 10/16/10 P19 -46.2 73.8 1.21 -74.3 585 SVNT SAVIENT PHA SVNT US 10/16/10 C19 -45.0 72.9 2.15 115.0 1211 ARG AIRGAS INC ARG US 10/16/10 C67.5 -43.3 13.3 1.00 33.3 3749 ARG AIRGAS INC ARG US 10/16/10 C65 -41.7 19.6 2.95 22.9 10429 SVNT SAVIENT PHA SVNT US 10/16/10 C20 -41.4 74.5 1.72 145.7 6546 ARG AIRGAS INC ARG US 10/16/10 P65 -41.2 19.7 0.60 -77.8 3577 ARG AIRGAS INC ARG US 10/16/10 P67.5 -40.9 13.6 1.09 -68.9 504 ARG AIRGAS INC ARG US 1/22/11 C65 -36.1 12.8 3.40 9.7 722 ARG AIRGAS INC ARG US 1/22/11 C70 -33.3 10.4 0.60 -20.0 2591 SVNT SAVIENT PHA SVNT US 1/22/11 P20 -33.1 51.6 2.48 0.0 989 SVNT SAVIENT PHA SVNT US 12/18/10 C20 -30.8 55.2 2.24 75.0 5468 ARG AIRGAS INC ARG US 10/16/10 C70 -29.8 14.6 0.25 25.0 4499 NOVL NOVELL INC NOVL US 10/16/10 P6 -25.4 42.8 0.35 -30.0 658 ARG AIRGAS INC ARG US 1/22/11 P67.5 -22.8 14.3 4.30 -15.7 1010 ARST ARCSIGHT IN ARST US 10/16/10 C45 -22.0 11.7 0.10 -64.3 767 ARST ARCSIGHT IN ARST US 12/18/10 C45 -21.8 7.4 0.20 -48.7 906 LVLT LEVEL 3 COM LVLT US 12/18/10 C1 -17.0 68.9 0.15 -25.0 2371 NOVL NOVELL INC NOVL US 10/16/10 C6 -16.1 48.0 0.30 50.0 1191 NOVL NOVELL INC NOVL US 11/20/10 C6 -15.7 40.1 0.35 20.7 1424 ECH ISHARES MSC ECH US 2/19/11 C75 -13.4 21.8 3.60 46.9 601 CSCO CISCO SYSTE CSCO US 10/16/10 P22 -11.5 23.8 0.85 -8.6 1988


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

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-0- Sep/15/2010 19:00 GMT

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