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 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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