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
=============================================================================
RINO   RINO INTERN  RINO US 10/16/10 C13      30.3  52.1   0.80  -20.0    310
TCO    TAUBMAN CEN  TCO US 10/16/10 C45       30.0  38.8   2.80   47.4   1113
ALU    ALCATEL-LUC  ALU US 10/16/10 C3        28.3  50.6   0.15   66.7    414
TIN    TEMPLE-INLA  TIN US 10/16/10 C18       18.1  55.8   1.03  -58.5    220
APKT   ACME PACKET  APKT US 11/20/10 C40      16.1  53.9   2.85   46.1    210
N      NETSUITE IN  N US 10/16/10 C22.5       15.7  67.4   1.95   32.6    377
TCO    TAUBMAN CEN  TCO US 10/16/10 P45       14.7  36.4   1.05  -40.0    243
ES     ENERGYSOLUT  ES US 10/16/10 P5         14.3  67.3   0.20   33.3    518
SBAC   SBA COMM CO  SBAC US 10/16/10 C40      14.0  27.3   0.70   75.0    698
NRGY   INERGY LP    NRGY US 10/16/10 C40      13.4  19.5   0.40   60.0    257
T      AT&T INC     T US 10/16/10 C29         12.7  15.0   0.16   77.8   2267
PKG    PACKAGING C  PKG US 10/16/10 P22.5     12.6  36.0   0.75  400.0    358
EW     EDWARDS LIF  EW US 10/16/10 P55        11.2  70.1   5.00   61.3   1269
IP     INTL PAPER   IP US 10/16/10 P22        10.3  43.9   1.20  144.9   2109
CPB    CAMPBELL SO  CPB US 10/16/10 C38       10.1  19.7   0.20  100.0    342

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= ID L-1 IDENTIT ID US 4/16/11 C12 -79.3 7.3 0.15 -62.5 1074 OREX OREXIGEN TH OREX US 10/16/10 C6 -27.5 80.7 0.40 -42.9 240 ECOL US ECOLOGY ECOL US 3/19/11 P15 -25.0 40.4 1.55 0.0 582 EGLE EAGLE BULK EGLE US 10/16/10 C5 -22.8 32.0 0.20 0.0 1135 NLY ANNALY CAPI NLY US 10/16/10 C18 -21.0 14.4 0.19 0.0 3345 KERX KERYX BIOPH KERX US 10/16/10 C5 -19.6 78.7 0.35 -12.5 252 ATPG ATP OIL & G ATPG US 10/16/10 C13 -18.3 55.5 0.50 -13.8 2244 WNR WESTERN REF WNR US 10/16/10 C5 -18.0 47.7 0.25 -21.9 1675 LEN LENNAR CORP LEN US 10/16/10 C15 -16.8 37.2 0.54 86.2 1562 C CITIGROUP I C US 10/16/10 C4 -16.1 24.9 0.10 0.0 29432 SQNM SEQUENOM IN SQNM US 10/16/10 C7 -15.9 49.8 0.33 -23.3 507 PWER POWER-ONE I PWER US 10/16/10 C9 -15.8 75.6 0.65 12.1 671 LEN LENNAR CORP LEN US 10/16/10 P15 -15.3 37.6 0.62 -53.4 670 NLY ANNALY CAPI NLY US 10/16/10 P18 -15.3 17.6 0.76 -14.6 279 CLDX CELLDEX THE CLDX US 10/16/10 C4 -15.2 70.2 0.30 20.0 564 TLCR TALECRIS BI TLCR US 12/18/10 P22.5 -15.1 19.2 0.60 -33.3 500 CLP COLONIAL PR CLP US 12/18/10 C17.5 -14.8 37.1 0.90 -14.3 306 ATPG ATP OIL & G ATPG US 10/16/10 C12 -14.8 58.8 1.00 -1.0 514 NAT NORDIC AMER NAT US 10/16/10 C28 -14.6 21.1 0.30 -14.3 379 EK EASTMAN KOD EK US 10/16/10 P4 -14.3 52.5 0.24 -25.0 447 HSY HERSHEY CO/ HSY US 10/16/10 C50 -13.4 30.0 0.63 -23.2 499 MMR MCMORAN EXP MMR US 10/16/10 C15 -13.4 64.2 1.27 30.9 3252 VXX IPATH-S&P S VXX US 10/16/10 C16 -13.2 57.0 1.45 -17.1 343 BP BP PLC-ADR BP US 10/16/10 C40 -13.0 28.5 0.55 -12.7 1589 CIGX STAR SCIENT CIGX US 10/16/10 C2 -12.8 80.9 0.15 0.0 739 MNKD MANNKIND CO MNKD US 10/16/10 C6 -12.7 51.7 0.32 -13.5 496 GNK GENCO SHIPP GNK US 10/16/10 C16 -12.4 46.3 0.50 -16.7 263 AXL AMER AXLE & AXL US 10/16/10 C9 -12.4 45.3 0.45 0.0 453 BP BP PLC-ADR BP US 10/16/10 P38 -12.3 29.1 0.95 -28.6 302 ATPG ATP OIL & G ATPG US 10/16/10 P12 -12.0 67.1 0.65 -28.6 246 EK EASTMAN KOD EK US 10/16/10 C4 -11.9 53.8 0.20 0.0 11488 BP BP PLC-ADR BP US 10/16/10 C39 -11.9 28.7 0.91 -2.1 1646 SCO PRSH-U/S CR SCO US 10/16/10 C15 -11.7 53.4 0.60 -42.9 224 BP BP PLC-ADR BP US 10/16/10 C38 -11.6 29.3 1.40 2.2 701 BP BP PLC-ADR BP US 10/16/10 P39 -11.6 28.6 1.45 -25.6 376 YONG YONGYE INTE YONG US 10/16/10 P7.5 -11.6 48.3 0.60 -25.0 500 BP BP PLC-ADR BP US 10/16/10 P37 -11.4 30.1 0.61 -33.7 248 VXX IPATH-S&P S VXX US 10/16/10 C17 -11.3 60.7 0.95 -29.6 993 DFS DISCOVER FI DFS US 10/16/10 C17 -11.2 35.1 0.30 50.0 340 ETFC E*TRADE FIN ETFC US 10/16/10 P14 -11.2 35.2 0.46 -23.3 235 AGU AGRIUM INC AGU US 10/16/10 C75 -11.1 31.8 2.85 3.6 1894 BP BP PLC-ADR BP US 10/16/10 C37 -11.0 30.5 2.08 6.7 221 CSIQ CANADIAN SO CSIQ US 10/16/10 C14 -10.9 51.5 0.50 16.3 241 F FORD MOTOR F US 10/16/10 C13 -10.9 29.3 0.21 -12.5 6079 PG PROCTER & G PG US 10/16/10 P62.5 -10.9 12.6 1.57 -16.5 391 STD BANCO SANTA STD US 10/16/10 C13 -10.7 33.5 0.39 11.4 241 ETFC E*TRADE FIN ETFC US 10/16/10 C14 -10.5 35.0 0.69 15.0 506 MFA MFA FINANCI MFA US 4/16/11 C8 -10.5 20.1 0.20 -20.0 200 JBLU JETBLUE AIR JBLU US 10/16/10 C6 -10.2 40.4 0.20 0.0 337


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


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-0- Sep/20/2010 15:30 GMT

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