Ticker	Volume	Price	Price Delta
DJIA	15,303.10	+8.60	0.06%
S&P 500	1,649.60	-0.91	-0.06%
Nasdaq	3,459.14	-0.27	-0.01%

Ticker	Volume	Price	Price Delta
STOXX 50	2,764.29	-12.49	-0.45%
FTSE 100	6,654.34	-42.45	-0.63%
DAX	8,305.32	-46.66	-0.56%

Ticker	Volume	Price	Price Delta
Nikkei	14,612.50	+128.47	0.89%
Hang Seng	22,618.70	-51.01	-0.23%
S&P/ASX 200	4,983.50	-78.95	-1.56%

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

By Bloomberg News - 2010-09-28T15:30:14Z

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
=============================================================================
MSM    MSC INDL DI  MSM US 10/16/10 P55       42.2  36.3   2.85   -8.1    286
DF     DEAN FOODS   DF US 10/16/10 C10        33.5  49.0   0.45  125.0   2995
RIG    TRANSOCEAN   RIG US 10/16/10 P65       32.9  28.4   2.60  -27.8    541
EGLE   EAGLE BULK   EGLE US 10/16/10 P5       18.4  31.3   0.05  -50.0    700
EGLE   EAGLE BULK   EGLE US 10/16/10 C5       18.1  31.1   0.25   25.0    799
TSLA   TESLA MOTOR  TSLA US 10/16/10 C21      17.8  50.6   1.00   66.7    271
INFY   INFOSYS TEC  INFY US 10/16/10 P70      16.4  31.0   4.19   -2.6    295
QLGC   QLOGIC CORP  QLGC US 10/16/10 C17.5    13.9  43.6   0.60   20.0    976
AVP    AVON PRODUC  AVP US 10/16/10 C32       13.7  27.0   0.75   -6.2   1086
NR     NEWPARK RES  NR US 11/20/10 C7.5       13.1 427.3   1.00    0.0    250
AVP    AVON PRODUC  AVP US 10/16/10 C31       12.8  29.3   1.45    0.0    520
BKC    BURGER KING  BKC US  1/22/11 C25       12.7   8.6   0.10  100.0    500
TCB    TCF FINL CO  TCB US 10/16/10 C15       12.6  50.2   1.15   27.8    845
RIG    TRANSOCEAN   RIG US 10/16/10 P62.5     12.3  31.6   1.41  -29.9    770
HIG    HARTFORD FI  HIG US 10/16/10 C23       12.2  45.6   1.00   58.7   2200
HIG    HARTFORD FI  HIG US 11/20/10 C24       11.3  46.5   1.25   42.0   2127
CTXS   CITRIX SYST  CTXS US 10/16/10 P67.5    11.3  40.7   1.30    9.2    337
HIG    HARTFORD FI  HIG US 10/16/10 C24       10.8  44.9   0.53   76.7   4686
NLY    ANNALY CAPI  NLY US 10/16/10 C18       10.3  18.0   0.45   -4.3    589
AIG    AMERICAN IN  AIG US 10/16/10 C37       10.1  38.8   1.10   -8.3    413

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= ACF AMERICREDIT ACF US 5/21/11 P24 -52.5 2.2 0.05 -75.0 1560 ACF AMERICREDIT ACF US 2/19/11 P24 -49.2 2.7 0.05 -75.0 221 ACF AMERICREDIT ACF US 1/22/11 P24 -37.6 3.7 0.05 -75.0 433 WAG WALGREEN CO WAG US 10/16/10 C35 -33.8 24.5 0.22 266.7 3369 AGNC AMERICAN CA AGNC US 10/16/10 P26 -33.1 20.5 0.20 33.3 1374 JBL JABIL CIRCU JBL US 10/16/10 P13 -32.5 45.0 0.46 2.2 511 ACF AMERICREDIT ACF US 11/20/10 P24 -29.9 5.4 0.05 -66.7 208 WAG WALGREEN CO WAG US 10/16/10 C34 -26.6 24.8 0.57 612.5 1742 PAYX PAYCHEX INC PAYX US 10/16/10 C27 -26.3 20.9 0.40 -38.5 786 ABV AMBEV-PRF A ABV US 10/16/10 C120 -24.5 17.3 2.10 -28.8 208 PAYX PAYCHEX INC PAYX US 10/16/10 P28 -23.4 19.2 1.20 -4.0 202 WAG WALGREEN CO WAG US 10/16/10 C33 -20.8 25.2 1.05 707.7 1948 CUTR CUTERA INC CUTR US 11/20/10 P7.5 -18.9 33.7 0.35 0.0 302 PAYX PAYCHEX INC PAYX US 10/16/10 C26 -18.4 23.4 1.05 -19.2 420 AGNC AMERICAN CA AGNC US 10/16/10 P27 -17.8 22.1 0.65 160.0 567 THQI THQ INC THQI US 11/20/10 P4 -17.6 58.5 0.35 0.0 333 JBL JABIL CIRCU JBL US 10/16/10 C13 -16.6 50.3 0.65 -50.0 535 MCRL MICREL INC MCRL US 11/20/10 P10 -16.2 36.9 0.83 18.6 300 WAG WALGREEN CO WAG US 10/16/10 P33 -15.7 25.3 0.50 -80.5 4613 APWR A-POWER ENE APWR US 10/16/10 C7 -15.3 71.1 0.60 -20.0 1192 CCE COCA-COLA E CCE US 10/16/10 C30 -15.0 17.3 0.92 -8.0 201 RINO RINO INTERN RINO US 10/16/10 C14 -14.7 44.8 0.60 -25.0 222 LLNW LIMELIGHT N LLNW US 3/19/11 P5 -14.5 52.8 0.70 -22.2 200 WAG WALGREEN CO WAG US 10/16/10 P32 -14.1 26.7 0.25 -86.7 1879 WAG WALGREEN CO WAG US 10/16/10 C32 -13.9 26.5 1.84 557.1 2148 AGNC AMERICAN CA AGNC US 11/20/10 P26 -13.4 23.3 0.65 62.5 219 EGLE EAGLE BULK EGLE US 11/20/10 C5 -13.1 30.7 0.35 0.0 247 PFE PFIZER INC PFE US 10/16/10 C18 -13.1 19.1 0.05 -28.6 502 DRN DIREXION-R DRN US 10/16/10 C47 -12.3 65.2 2.40 -22.6 527 POT POTASH CORP POT US 10/16/10 P145 -11.7 22.0 2.41 -10.7 360 DYN DYNEGY INC DYN US 10/16/10 C5 -11.4 37.3 0.10 -33.3 379 VALE VALE SA-SP VALE US 10/16/10 P30 -11.2 31.6 0.59 -9.2 342 DTG DOLLAR THRI DTG US 10/16/10 P50 -10.8 20.5 0.70 7.7 592 WGO WINNEBAGO I WGO US 10/16/10 C10 -10.8 65.4 0.55 -35.3 350 SINA SINA CORP SINA US 10/16/10 C52.5 -10.6 41.3 1.80 -16.3 981 AGNC AMERICAN CA AGNC US 10/16/10 C27 -10.4 22.5 0.30 -73.9 967 MCHP MICROCHIP T MCHP US 10/16/10 C32 -10.1 24.9 0.35 16.7 548


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


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-0- Sep/28/2010 15:30 GMT

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