Ticker	Volume	Price	Price Delta
DJIA	15,481.20	+93.58	0.61%
S&P 500	1,680.61	+11.45	0.69%
Nasdaq	3,517.50	+15.37	0.44%

Ticker	Volume	Price	Price Delta
STOXX 50	2,835.01	+13.36	0.47%
FTSE 100	6,840.27	+36.40	0.53%
DAX	8,530.89	+58.69	0.69%

Ticker	Volume	Price	Price Delta
Nikkei	15,627.30	+246.24	1.60%
Hang Seng	23,261.10	-105.29	-0.45%
S&P/ASX 200	5,165.37	-14.69	-0.28%

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2010-09-21T15:30:12Z

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
=============================================================================
TMX    TELEF MEXI-  TMX US 11/20/10 P15       26.9  22.8   0.60  -14.3   1013
AES    AES CORP     AES US 10/16/10 C11       26.6  32.5   0.65   30.0   1065
HTS    HATTERAS FI  HTS US 10/16/10 C29       25.9  22.2   0.31  -82.3    297
ALU    ALCATEL-LUC  ALU US 10/16/10 C3        24.0  45.1   0.15    0.0    250
RWT    REDWOOD TRU  RWT US 10/16/10 C15       23.3  24.4   0.25    0.0    278
MPEL   MELCO CROWN  MPEL US 10/16/10 C5       21.8  57.2   0.25    0.0   1692
BPOP   POPULAR INC  BPOP US 10/16/10 C3       19.7  43.9   0.10   25.0    661
HCBK   HUDSON CITY  HCBK US 10/16/10 C12.5    18.6  22.0   0.20   33.3   1007
NLY    ANNALY CAPI  NLY US 10/16/10 C18       18.6  15.4   0.17  -15.0    738
IVR    INVESCO MOR  IVR US 10/16/10 C22.5     18.4  21.8   0.45  200.0    249
IYR    ISHARES-DJ   IYR US 10/16/10 C52       17.8  24.8   2.84   -3.1    356
HNP    HUANENG POW  HNP US 11/20/10 C25       17.1  27.6   1.30   30.0    740
CNO    CNO FINANCI  CNO US 10/16/10 C6        14.8  45.6   0.15  275.0    269
ELN    ELAN CORP-A  ELN US 10/16/10 C5        13.8  59.9   0.40   81.8    229
PHM    PULTE GROUP  PHM US 10/16/10 C9        12.8  44.0   0.26   18.2    866
C      CITIGROUP I  C US 10/16/10 P4          12.8  25.6   0.11   10.0   9538
ATML   ATMEL CORP   ATML US 11/20/10 C7.5     12.5  47.0   0.45   12.5    219
PHM    PULTE GROUP  PHM US 10/16/10 P9        12.4  43.8   0.56  -13.8   1500
SSO    PROSHARES U  SSO US 10/16/10 C41       12.0  35.0   0.69    0.0    755
GENZ   GENZYME COR  GENZ US 11/20/10 C70      11.6  24.5   3.15    0.0   1035
SSO    PROSHARES U  SSO US 10/16/10 C40       11.6  36.9   1.12   -0.9   1191
EXPR   EXPRESS INC  EXPR US 11/20/10 C15      11.4  45.0   1.30    0.0   2000
EW     EDWARDS LIF  EW US 10/16/10 C60        11.3  59.7   3.20  166.7    651
SSO    PROSHARES U  SSO US 10/16/10 C39       11.2  39.0   1.65   -4.1    995
C      CITIGROUP I  C US 10/16/10 C4          11.1  27.9   0.11   22.2  34480
QQQQ   POWERSH-QQQ  QQQQ US 10/16/10 C47      11.0  22.5   2.19   -0.5    864
BKE    THE BUCKLE   BKE US 10/16/10 C27.5     10.8  45.9   0.85  -61.7    433
HIG    HARTFORD FI  HIG US 10/16/10 P23       10.7  43.4   0.82  -15.5   2716
SSO    PROSHARES U  SSO US 10/16/10 C38       10.4  41.4   2.30   -6.5    542
MAS    MASCO CORP   MAS US 10/16/10 C11       10.4  43.4   0.65   18.2    206

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CAG CONAGRA FOO CAG US 10/16/10 P21 -33.3 16.6 0.30 200.0 17543 VVUS VIVUS INC VVUS US 10/16/10 C7 -32.5 71.0 0.52 40.5 9689 VVUS VIVUS INC VVUS US 10/16/10 P7 -30.9 74.6 0.51 -61.6 705 CYTK CYTOKINETIC CYTK US 10/16/10 C2.5 -30.1 52.8 0.20 0.0 342 CAG CONAGRA FOO CAG US 10/16/10 C22 -24.0 17.2 0.10 -86.7 1184 GIGM GIGAMEDIA L GIGM US 10/16/10 C2 -20.8 51.4 0.10 0.0 2064 AZO AUTOZONE IN AZO US 10/16/10 P210 -19.6 22.2 1.94 -19.2 1049 AZO AUTOZONE IN AZO US 10/16/10 P220 -18.4 21.2 6.50 6.6 201 EGLE EAGLE BULK EGLE US 11/20/10 C5 -18.1 33.4 0.35 0.0 302 EW EDWARDS LIF EW US 11/20/10 C57.5 -17.9 46.0 5.00 122.2 591 AZO AUTOZONE IN AZO US 10/16/10 C220 -17.3 21.7 3.80 -39.7 426 CIM CHIMERA INV CIM US 3/19/11 C4 -15.4 24.4 0.15 -25.0 270 VIP VIMPELCOM L VIP US 10/16/10 P15 -15.4 30.6 0.65 -31.6 610 CGA CHINA GREEN CGA US 10/16/10 C9 -14.8 45.6 0.40 14.3 260 VVUS VIVUS INC VVUS US 11/20/10 C7 -14.3 119.7 1.35 29.8 313 POT POTASH CORP POT US 10/16/10 P150 -14.0 23.3 4.91 -4.7 976 POT POTASH CORP POT US 10/16/10 P155 -13.8 25.7 8.90 2.9 2681 AMTD TD AMERITRA AMTD US 10/16/10 P17 -13.7 24.0 0.85 0.0 501 POT POTASH CORP POT US 10/16/10 P145 -13.2 23.5 2.48 -10.8 4193 CBLI CLEVELAND B CBLI US 10/16/10 C5 -12.5 59.2 0.50 25.0 400 POT POTASH CORP POT US 10/16/10 C150 -12.3 23.9 2.56 -26.9 2686 POT POTASH CORP POT US 10/16/10 C155 -12.0 26.3 1.38 -36.4 2183 NVS NOVARTIS AG NVS US 10/16/10 C55 -11.7 21.5 2.00 -16.7 234 POT POTASH CORP POT US 10/16/10 C145 -10.8 24.4 5.05 -16.5 368 GIS GENERAL MIL GIS US 10/16/10 C36.25 -10.3 23.8 0.52 -41.6 215


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


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-0- Sep/21/2010 15:30 GMT

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