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
=============================================================================
SVU    SUPERVALU I  SVU US 11/20/10 C12       18.6  47.3   0.60   87.5   1982
LNN    LINDSAY COR  LNN US 12/18/10 C50       14.5  36.6   2.95   55.3    283
LDK    LDK SOLAR C  LDK US 11/20/10 C11       14.4  66.5   1.00  203.0    347
HPT    HOSPITALITY  HPT US 11/20/10 C22.5     14.3  31.4   0.70  -12.5    527
DBA    POWERSHARES  DBA US 11/20/10 C29       13.4  28.2   0.85   -5.6    575
TTWO   TAKE-TWO IN  TTWO US 11/20/10 C11      11.4  46.9   0.45   12.5   2000
RMTI   ROCKWELL ME  RMTI US  5/21/11 C7.5     10.3  49.3   1.05   23.5    500

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= GYMB GYMBOREE CO GYMB US 11/20/10 C65 -81.8 6.5 0.50 233.3 1103 ARG AIRGAS INC ARG US 11/20/10 C70 -31.8 12.0 0.90 20.0 1720 ARG AIRGAS INC ARG US 11/20/10 P67.5 -22.6 16.5 0.65 -62.9 1039 ARG AIRGAS INC ARG US 1/22/11 C72.5 -20.1 9.4 0.25 25.0 378 ARG AIRGAS INC ARG US 1/22/11 C70 -19.1 11.0 1.40 40.0 4685 ARG AIRGAS INC ARG US 11/20/10 C72.5 -15.8 12.5 0.25 0.0 4844


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


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-0- Oct/11/2010 15:30 GMT

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