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
=============================================================================
GIGM   GIGAMEDIA L  GIGM US 10/16/10 C2       71.4  75.2   0.10  100.0    367
BRCD   BROCADE COM  BRCD US 10/16/10 P6       34.6  54.4   0.24  -47.8   1529
BRCD   BROCADE COM  BRCD US 10/16/10 C6       32.4  53.4   0.43  330.0  50136
JNJ    JOHNSON&JOH  JNJ US 10/16/10 P65       30.2  13.7   2.86   -2.0    360
BRCD   BROCADE COM  BRCD US 11/20/10 C6       25.0  53.6   0.61  144.0   9647
PGNX   PROGENICS P  PGNX US 10/16/10 C5       23.9 101.5   0.40   33.3   1615
MAT    MATTEL INC   MAT US 10/16/10 P23       18.3  34.5   0.85    6.2    574
THC    TENET HEALT  THC US 10/16/10 P4        15.6  43.5   0.10  100.0    391
EV     EATON VANCE  EV US  2/19/11 P30        14.5  32.7   3.20  -31.9    200
CLNE   CLEAN ENERG  CLNE US 10/16/10 C15      14.0  51.7   1.10   57.1    215
JOBS   51JOB INC-A  JOBS US  1/22/11 C35      13.7  51.7   4.50   -4.3    332
BX     BLACKSTONE   BX US 10/16/10 C11        13.2  38.3   0.56   -8.2    372
CHS    CHICO'S FAS  CHS US 10/16/10 C10       12.7  50.6   0.40   -2.4   2179
PTP    PLATINUM UN  PTP US 10/16/10 P42.5     12.6  19.1   0.40    0.0    205
TSS    TOTAL SYS S  TSS US  2/19/11 C15       12.4  30.8   1.15   -2.5    250
BRCD   BROCADE COM  BRCD US  1/22/11 C6       11.6  44.9   0.70   89.2   2745
TLCR   TALECRIS BI  TLCR US 12/18/10 P22.5    11.4  22.8   0.75   25.0    208
AEO    AMER EAGLE   AEO US 10/16/10 P14       11.3  43.2   0.45   12.5    250
DSX    DIANA SHIPP  DSX US 10/16/10 C12       10.4  38.5   0.75  -11.8    270
CLNE   CLEAN ENERG  CLNE US 10/16/10 C16      10.2  47.8   0.50  100.0   1482

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= ACF AMERICREDIT ACF US 5/21/11 P24 -40.3 3.0 0.05 -50.0 1140 ADBE ADOBE SYS I ADBE US 10/16/10 P26 -34.0 35.6 0.82 720.0 7130 ADBE ADOBE SYS I ADBE US 10/16/10 P27 -29.3 35.7 1.27 1170.0 5112 PM PHILIP MORR PM US 10/16/10 C52.5 -27.2 19.9 2.80 -21.1 352 ADBE ADOBE SYS I ADBE US 10/16/10 C27 -23.1 36.6 0.62 -89.9 15382 GIS GENERAL MIL GIS US 10/16/10 P36.25 -22.3 19.0 0.70 -51.0 2775 JEF JEFFERIES G JEF US 10/16/10 C22.5 -22.2 40.4 1.20 -48.9 218 GIS GENERAL MIL GIS US 10/16/10 C36.25 -21.6 19.4 0.77 32.8 761 GIS GENERAL MIL GIS US 10/16/10 C37.5 -21.2 21.6 0.34 3.0 1380 SFI ISTAR FINAN SFI US 11/20/10 P3 -20.9 135.2 0.70 16.7 2011 ADBE ADOBE SYS I ADBE US 10/16/10 C26 -20.5 36.2 1.10 -84.9 10939 JEF JEFFERIES G JEF US 10/16/10 C24 -19.6 35.8 0.50 -61.5 329 GIS GENERAL MIL GIS US 10/16/10 P35 -19.2 18.2 0.20 -70.2 1271 KMX CARMAX INC KMX US 10/16/10 C26 -18.5 35.5 0.85 112.5 210 GLL PRSH-ULTSH GLL US 10/16/10 C35 -17.7 31.6 0.95 -13.6 215 ADBE ADOBE SYS I ADBE US 1/22/11 C26 -17.2 36.9 2.37 -69.7 2283 ARST ARCSIGHT IN ARST US 12/18/10 C42.5 -16.9 7.6 1.25 0.0 201 PCYC PHARMACYCLI PCYC US 10/16/10 P8 -13.9 43.3 0.40 14.3 200 KMX CARMAX INC KMX US 10/16/10 C25 -13.3 38.1 1.41 101.4 343 EGLE EAGLE BULK EGLE US 10/16/10 C5 -13.2 26.9 0.15 -25.0 400 NYT NEW YORK TI NYT US 10/16/10 P7.5 -13.0 55.7 0.30 20.0 314 WNR WESTERN REF WNR US 10/16/10 C5 -12.1 46.3 0.20 -33.3 616 ADBE ADOBE SYS I ADBE US 1/22/11 P26 -11.5 37.0 2.05 279.6 1153 HIG HARTFORD FI HIG US 10/16/10 C22 -11.0 41.6 1.13 -39.9 455 ADBE ADOBE SYS I ADBE US 1/22/11 P27 -10.0 36.4 2.54 238.7 869 GENZ GENZYME COR GENZ US 10/16/10 P72.5 -10.0 18.6 2.45 -8.2 1054 HIG HARTFORD FI HIG US 10/16/10 C23 -10.0 40.0 0.64 -49.6 1505 APAC APAC CUSTOM APAC US 10/16/10 P5 -10.0 33.1 0.10 0.0 200


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


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-0- Sep/22/2010 15:30 GMT

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