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 - 2010-10-19T19:00:22Z

The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 3:00 p.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 500 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
=============================================================================
IMMU   IMMUNOMEDIC  IMMU US 11/20/10 C4       23.5  73.4   0.25  -16.7    964
EEP    ENBRIDGE EN  EEP US 11/20/10 C60       21.6  16.5   0.75   -6.2   1020
GIGM   GIGAMEDIA L  GIGM US 11/20/10 P2       19.7  42.7   0.10    0.0   1194
RGNC   REGENCY ENE  RGNC US 11/20/10 C25      19.6  22.7   0.30   20.0    513
GENZ   GENZYME COR  GENZ US 12/18/10 C75      19.3  15.0   0.60   50.0    566
CCMP   CABOT MICRO  CCMP US 11/20/10 P35      18.2  40.7   1.90  -20.8   2552
ABT    ABBOTT LABS  ABT US 11/20/10 C55       15.8  17.7   0.32  -27.3   3895
KCI    KINETIC CON  KCI US 11/20/10 C35       15.3  40.2   1.70  -50.0    690
GENZ   GENZYME COR  GENZ US 12/18/10 C70      14.8  21.4   3.30    0.0    780
LCC    US AIRWAYS   LCC US 11/20/10 C10       14.4  61.5   0.70    0.0   5583
SPY    SPDR S&P 50  SPY US 11/20/10 C111      14.3  23.0   6.33  -22.1   2774
XLF    SPDR-FINL S  XLF US 11/20/10 C15       14.3  24.5   0.23   -8.0   3692
XLU    SPDR-UTIL S  XLU US  1/22/11 P31       14.2  17.6   0.78    6.8   1044
FAS    FINL BULL 3  FAS US 11/20/10 P23       13.4  73.4   2.45   27.6   3106
SLE    SARA LEE CO  SLE US 11/20/10 C15       13.2  34.0   0.35    0.0    816
MS     MORGAN STAN  MS US 11/20/10 C26        13.0  37.0   0.85   19.7   5555
POT    POTASH CORP  POT US 11/20/10 P145      12.9  27.8   5.20    1.0   1251
XLF    SPDR-FINL S  XLF US 11/20/10 P15       12.6  25.9   0.73   21.7  13527
MEE    MASSEY ENER  MEE US 11/20/10 C39       12.6  48.3   1.35  114.3    689
WSO    WATSCO INC   WSO US 11/20/10 C60       12.6  32.6   1.35   17.4   5067
SPY    SPDR S&P 50  SPY US 11/20/10 C112      12.5  22.2   5.76  -20.6  10759
MS     MORGAN STAN  MS US 11/20/10 P26        12.5  36.6   1.42    4.4   1091
BP     BP PLC-ADR   BP US 11/20/10 C42        12.2  29.6   0.91  -14.9   1067
SKF    PROSHARES U  SKF US 11/20/10 C20       12.1  54.2   0.84   33.3    849
MEE    MASSEY ENER  MEE US 11/20/10 C38       12.0  48.8   1.76   87.2    501
FAS    FINL BULL 3  FAS US 11/20/10 P22       12.0  75.8   1.84   22.7   2756
PSEC   PROSPECT CA  PSEC US  2/19/11 C10      11.9  29.1   0.45    0.0    705
MYL    MYLAN INC    MYL US 11/20/10 P19       11.7  34.1   0.89   30.9    512
FAS    FINL BULL 3  FAS US 11/20/10 C23       11.7  69.9   1.40   -9.1   4658
MEE    MASSEY ENER  MEE US 11/20/10 C37       11.6  49.2   2.23   71.5    792
AVP    AVON PRODUC  AVP US 11/20/10 C35       11.5  44.1   1.50   20.0    681
ATHN   ATHENAHEALT  ATHN US 11/20/10 P31      11.5  61.6   2.75   52.8   2516
KCI    KINETIC CON  KCI US 11/20/10 P35       11.3  40.0   1.40  174.5    939
IYR    ISHARES-DJ   IYR US 11/20/10 P55       11.2  24.7   1.57   33.0   3214
ABT    ABBOTT LABS  ABT US 11/20/10 P55       11.1  17.3   2.56   38.4    990
TBT    PROSHARES U  TBT US 11/20/10 C34       10.9  34.4   0.97   -6.7  19541
XLF    SPDR-FINL S  XLF US 11/20/10 C14       10.9  28.5   0.79   -8.1   1379
EWJ    ISHARES-JAP  EWJ US 11/20/10 C10       10.7  20.4   0.28  -26.3  20055
UYG    PROSHARES U  UYG US 11/20/10 C58       10.7  48.3   2.35   -4.1   1130
BP     BP PLC-ADR   BP US 11/20/10 P41        10.7  29.9   1.51   45.2    522
TBT    PROSHARES U  TBT US 11/20/10 P34       10.7  34.3   1.79   20.1   1636
POT    POTASH CORP  POT US 11/20/10 C145      10.7  27.7   4.20   24.3   2601
MYL    MYLAN INC    MYL US 11/20/10 P18       10.7  37.8   0.47   34.3   2176
HBAN   HUNTINGTON   HBAN US 11/20/10 C6       10.5  41.5   0.15   -6.2   1128
XOM    EXXON MOBIL  XOM US 11/20/10 C67.5     10.4  17.2   0.35  -43.5   6715
SPY    SPDR S&P 50  SPY US 11/20/10 C113      10.4  21.5   5.05  -20.4  18507
XRT    SPDR S&P RE  XRT US 11/20/10 C45       10.4  23.6   0.45  -42.3   1426
BP     BP PLC-ADR   BP US 11/20/10 C41        10.2  30.1   1.32  -14.8    624
AXP    AMERICAN EX  AXP US 11/20/10 C41       10.1  32.3   0.89   12.7   2666
FAZ    FINANCIAL B  FAZ US 11/20/10 C13       10.1  76.9   1.01   31.2   7800

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= JNJ JOHNSON&JOH JNJ US 11/20/10 P65 -66.6 4.9 2.02 18.8 861 XLE SPDR-ENERGY XLE US 11/20/10 C59 -48.1 21.1 0.98 -47.3 4302 IBM IBM IBM US 11/20/10 C135 -30.2 17.0 3.80 -56.3 4051 IBM IBM IBM US 11/20/10 P140 -29.7 16.3 4.55 58.0 9520 IBM IBM IBM US 11/20/10 C140 -29.3 16.3 1.37 -73.4 9653 VMW VMWARE INC- VMW US 11/20/10 C70 -27.1 45.9 5.60 -46.7 937 VMW VMWARE INC- VMW US 11/20/10 P70 -27.1 45.6 2.30 4.5 2431 AAPL APPLE INC AAPL US 11/20/10 P320 -26.5 31.1 17.80 5.0 5925 VMW VMWARE INC- VMW US 11/20/10 P75 -26.4 45.2 4.89 20.4 3078 WFT WEATHERFORD WFT US 11/20/10 P17 -26.3 30.5 0.51 45.7 21706 AAPL APPLE INC AAPL US 11/20/10 P310 -25.6 31.5 11.80 -0.8 16390 AAPL APPLE INC AAPL US 11/20/10 C310 -25.4 31.9 10.95 -45.7 34365 AAPL APPLE INC AAPL US 11/20/10 P300 -25.1 31.6 7.25 -9.9 19511 AAPL APPLE INC AAPL US 11/20/10 C300 -24.6 32.0 16.50 -36.5 17652 VMW VMWARE INC- VMW US 11/20/10 C75 -24.3 45.7 3.20 -57.3 2034 WFT WEATHERFORD WFT US 11/20/10 C17 -24.2 31.2 0.73 -57.8 3669 SVU SUPERVALU I SVU US 11/20/10 P11 -24.0 39.2 0.65 225.0 1468 WFT WEATHERFORD WFT US 11/20/10 P18 -23.6 30.2 1.09 62.7 1083 XLU SPDR-UTIL S XLU US 11/20/10 C32 -23.0 13.6 0.49 -14.0 5298 WFT WEATHERFORD WFT US 11/20/10 C18 -22.5 30.9 0.29 -72.9 2869 DPZ DOMINO'S PI DPZ US 11/20/10 C16 -22.1 30.4 0.35 75.0 705 CCK CROWN HOLDI CCK US 11/20/10 C30 -21.3 20.0 1.05 19.3 625 IBM IBM IBM US 12/18/10 C135 -20.4 17.9 4.80 -49.0 1834 JNJ JOHNSON&JOH JNJ US 11/20/10 P62.5 -20.2 12.8 0.96 50.0 6807 IBM IBM IBM US 12/18/10 P135 -19.6 17.8 3.10 39.6 928 IBM IBM IBM US 12/18/10 C140 -18.4 17.3 2.45 -58.9 1614 AAPL APPLE INC AAPL US 12/18/10 P320 -17.5 30.8 21.40 3.9 1107 EMC EMC CORP/MA EMC US 11/20/10 P20 -16.9 31.5 0.39 -33.9 2181 AAPL APPLE INC AAPL US 12/18/10 P310 -16.9 31.2 15.85 2.9 2993 AAPL APPLE INC AAPL US 12/18/10 C310 -16.9 31.5 15.30 -34.3 4009 AAPL APPLE INC AAPL US 12/18/10 C320 -16.8 31.3 11.10 -39.3 5097 AAPL APPLE INC AAPL US 12/18/10 P300 -16.7 31.6 11.30 -0.9 2885 HOG HARLEY-DAVI HOG US 11/20/10 P30 -15.6 41.1 1.37 69.1 1215 LMT LOCKHEED MA LMT US 11/20/10 C70 -15.3 18.7 1.30 -29.7 657 HOG HARLEY-DAVI HOG US 11/20/10 P29 -14.9 42.3 0.99 70.7 503 MTG MGIC INVT C MTG US 11/20/10 C10 -14.5 57.8 0.93 57.6 775 XLP SPDR-CONS S XLP US 12/18/10 P28 -13.9 13.7 0.52 18.2 2000 SPY SPDR S&P 50 SPY US 12/18/10 P122 -13.7 17.5 7.18 24.9 4125 ZION ZIONS BANCO ZION US 11/20/10 P21 -13.5 39.2 0.57 -41.8 1734 VMW VMWARE INC- VMW US 1/22/11 C75 -13.3 43.6 5.60 -42.9 694 WFT WEATHERFORD WFT US 12/18/10 P18 -13.2 32.5 1.37 0.0 833 SVU SUPERVALU I SVU US 11/20/10 C11 -12.8 44.5 0.40 -74.2 708 ITW ILLINOIS TO ITW US 11/20/10 P45 -12.6 25.6 0.80 158.1 1541 SPY SPDR S&P 50 SPY US 12/18/10 P121 -12.5 17.9 6.49 26.0 6959 ZION ZIONS BANCO ZION US 11/20/10 C22 -12.4 37.8 0.96 23.1 1697 ZION ZIONS BANCO ZION US 11/20/10 C23 -12.4 37.3 0.54 10.2 949 SYNA SYNAPTICS I SYNA US 11/20/10 P26 -12.1 39.8 1.30 -21.2 1165 COF CAPITAL ONE COF US 11/20/10 C40 -12.0 34.6 0.96 29.7 1924 IBM IBM IBM US 1/22/11 P135 -11.9 19.8 4.60 35.3 2886 COF CAPITAL ONE COF US 11/20/10 P39 -11.6 35.9 1.62 -43.9 730 GS GOLDMAN SAC GS US 11/20/10 C165 -11.5 25.9 2.17 29.9 6487 BRCD BROCADE COM BRCD US 11/20/10 C6 -11.4 41.1 0.17 -22.7 2680 BK BANK NY MEL BK US 11/20/10 C27 -11.3 24.8 0.40 -38.5 881 GIS GENERAL MIL GIS US 11/20/10 P36 -11.3 16.3 0.30 0.0 824 COF CAPITAL ONE COF US 11/20/10 C39 -11.3 35.7 1.42 34.0 947 COF CAPITAL ONE COF US 11/20/10 P40 -11.2 35.0 2.35 -41.2 567 BK BANK NY MEL BK US 11/20/10 P27 -11.2 25.2 1.44 23.1 521 HOG HARLEY-DAVI HOG US 12/18/10 P30 -11.2 40.7 1.88 42.4 564 FNSR FINISAR COR FNSR US 11/20/10 P19 -11.1 42.9 1.00 185.7 2705 ITW ILLINOIS TO ITW US 12/18/10 C47.5 -11.1 23.5 1.25 -58.3 753 BK BANK NY MEL BK US 11/20/10 P25 -11.0 28.4 0.40 2.6 725 IBM IBM IBM US 1/22/11 C140 -11.0 18.9 3.80 -47.2 1726 COF CAPITAL ONE COF US 11/20/10 P38 -11.0 37.0 1.43 -41.4 689 STT STATE ST CO STT US 11/20/10 C41 -11.0 29.3 0.98 -42.4 903 ITW ILLINOIS TO ITW US 12/18/10 P45 -11.0 25.1 1.20 84.6 534 NETL NETLOGIC MI NETL US 11/20/10 P25 -10.8 44.7 0.82 -8.9 1760 UCO PRSH-ULT CR UCO US 11/20/10 P10 -10.7 53.5 0.65 85.7 631 QID PROSHARES Q QID US 11/20/10 P13 -10.6 39.2 0.36 -30.8 535 EWY ISHARES-S K EWY US 11/20/10 P53 -10.5 29.6 1.70 63.5 564 BK BANK NY MEL BK US 11/20/10 P26 -10.4 26.5 0.73 4.3 1418 COF CAPITAL ONE COF US 11/20/10 C38 -10.4 37.0 1.97 40.7 1446 BAC BANK OF AME BAC US 11/20/10 P12 -10.3 38.5 0.56 21.7 104264 IBM IBM IBM US 1/22/11 C135 -10.2 20.0 6.31 -40.5 1120 NETL NETLOGIC MI NETL US 11/20/10 P26 -10.2 44.1 1.35 3.9 1764 NETL NETLOGIC MI NETL US 12/18/10 P25 -10.2 42.6 1.35 0.0 1297 SPY SPDR S&P 50 SPY US 12/18/10 P120 -10.2 18.4 5.80 26.6 4873


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

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-0- Oct/19/2010 19:00 GMT

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