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
=============================================================================
WSO    WATSCO INC   WSO US 10/16/10 C55       38.8  28.2   2.50  -21.9    250
PMCS   PMC-SIERRA   PMCS US 10/16/10 P7       22.2  44.4   0.15  -21.1    725
ACF    AMERICREDIT  ACF US 11/20/10 P24       19.8  10.6   0.25   25.0    986
MYL    MYLAN INC    MYL US 10/16/10 C19       16.8  25.5   0.32  146.2   1896
MTB    M&T BANK CO  MTB US 11/20/10 C95       15.6  39.7   3.73   55.4    310
SVNT   SAVIENT PHA  SVNT US  1/22/11 C22.5    15.6  60.1   3.45   82.5    866
WABC   WESTAMERICA  WABC US 11/20/10 P55      15.4  29.0   3.00    5.3    230
MCK    MCKESSON CO  MCK US 10/16/10 C60       15.0  28.4   1.65  -52.9    559
EPD    ENTERPRISE   EPD US 10/16/10 C40       14.6  15.5   0.15   50.0    358
MCK    MCKESSON CO  MCK US 10/16/10 P60       14.6  28.1   1.60  220.0    687
MYL    MYLAN INC    MYL US 10/16/10 P18       14.5  28.5   0.25  -10.7    617
FTR    FRONTIER CO  FTR US 10/16/10 P8        14.2  20.5   0.10  -33.3    200
MCK    MCKESSON CO  MCK US 10/16/10 P57.5     13.6  30.9   0.85  240.0    586
LLNW   LIMELIGHT N  LLNW US 12/18/10 C5       13.5  56.0   0.40  100.0   1184
NFLX   NETFLIX INC  NFLX US 10/16/10 P155     13.2  58.1   5.55  -22.4   4407
CLNE   CLEAN ENERG  CLNE US 10/16/10 C16      13.1  54.9   0.65  116.7    791
NFLX   NETFLIX INC  NFLX US 10/16/10 C155     12.7  56.3  13.60   55.4   1681
NFLX   NETFLIX INC  NFLX US 10/16/10 C160     12.5  55.8  10.55   66.1   3794
NFLX   NETFLIX INC  NFLX US 10/16/10 C165     12.5  55.5   7.85   70.7   2322
NFLX   NETFLIX INC  NFLX US 10/16/10 P160     12.2  57.4   7.62  -22.2   1796
HIG    HARTFORD FI  HIG US 10/16/10 C23       11.6  44.8   0.72   10.8    719
NFLX   NETFLIX INC  NFLX US 10/16/10 P165     11.2  56.7  10.10  -22.3    496
FTO    FRONTIER OI  FTO US 11/20/10 P13       10.8  42.8   1.00   17.6    200
ACF    AMERICREDIT  ACF US  1/22/11 C24       10.7   6.3   0.50    0.0    320
MCK    MCKESSON CO  MCK US 10/16/10 C57.5     10.5  30.6   3.00  -25.0    204
NFLX   NETFLIX INC  NFLX US 10/16/10 C170     10.2  54.4   5.95   91.3   3505
MCK    MCKESSON CO  MCK US 10/16/10 C62.5     10.2  25.3   0.60  -53.9    273

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EW EDWARDS LIF EW US 10/16/10 C70 -49.8 33.0 1.05 110.0 1176 EW EDWARDS LIF EW US 10/16/10 P65 -48.2 34.1 1.20 -83.3 630 EW EDWARDS LIF EW US 10/16/10 C65 -31.0 31.9 3.60 200.0 840 NOVL NOVELL INC NOVL US 10/16/10 C6 -29.5 42.0 0.25 -64.3 1420 RGC REGAL ENTER RGC US 10/16/10 C12.5 -25.5 30.7 0.80 23.1 695 Q QWEST COMMU Q US 10/16/10 C6 -24.9 18.7 0.20 -33.3 378 BBBY BED BATH &B BBBY US 10/16/10 C43 -24.3 29.8 1.53 22.4 513 BBBY BED BATH &B BBBY US 10/16/10 C45 -24.3 28.2 0.72 24.1 287 RHT RED HAT INC RHT US 10/16/10 C42 -22.9 39.8 0.95 111.1 2320 BBBY BED BATH &B BBBY US 10/16/10 C42 -21.7 30.9 2.28 30.3 682 BBBY BED BATH &B BBBY US 10/16/10 P43 -21.6 30.0 0.93 -56.5 271 RHT RED HAT INC RHT US 10/16/10 P40 -21.5 41.4 1.35 -66.2 277 RHT RED HAT INC RHT US 10/16/10 C41 -21.1 40.3 1.55 162.7 605 NOVL NOVELL INC NOVL US 11/20/10 C6 -20.5 39.3 0.40 -46.7 1137 BBBY BED BATH &B BBBY US 10/16/10 C44 -20.1 29.3 1.08 22.7 8188 RHT RED HAT INC RHT US 10/16/10 P39 -19.8 41.8 0.91 -70.7 275 RHT RED HAT INC RHT US 10/16/10 C40 -19.7 40.8 2.00 150.0 1390 RHT RED HAT INC RHT US 10/16/10 C39 -15.5 43.1 2.65 165.0 210 NOVL NOVELL INC NOVL US 10/16/10 P6 -14.9 46.2 0.20 33.3 294 BRCD BROCADE COM BRCD US 11/20/10 P6 -14.7 46.1 0.45 12.5 627 BGZ LARGE CAP B BGZ US 10/16/10 P13 -13.2 55.1 0.75 -16.7 2070 NLY ANNALY CAPI NLY US 10/16/10 P18 -11.6 17.9 0.60 -25.0 829 AMX AMERICA MO- AMX US 10/16/10 C50 -11.0 21.1 2.50 -2.0 242


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


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-0- Sep/23/2010 15:30 GMT

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