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
=============================================================================
JNJ    JOHNSON&JOH  JNJ US 11/20/10 P65       52.8   7.5   1.80  -27.4   2508
RGR    STURM RUGER  RGR US 11/20/10 P15       20.4  52.9   0.65    0.0   2976
REE    RARE ELEMEN  REE US 11/20/10 P12.5     17.3 125.7   1.55  -27.9   2624
PAAS   PAN AMER SI  PAAS US 11/20/10 P30      17.1  50.1   1.50   -6.2   1147
CLMT   CALUMET SPE  CLMT US 11/20/10 P22.5    16.4  31.6   1.55  -16.2    514
PAAS   PAN AMER SI  PAAS US 11/20/10 P29      16.2  51.4   1.10  -12.0  24937
POT    POTASH CORP  POT US 11/20/10 C140      15.4  33.2   7.20   11.6   1400
NOVL   NOVELL INC   NOVL US 11/20/10 C6       13.9  39.2   0.25    0.0    937
POT    POTASH CORP  POT US 11/20/10 P140      13.5  32.5   3.80   21.8  15435
LFC    CHINA LIFE-  LFC US 11/20/10 C72.5     13.1  33.8   1.90  153.3    571
TIVO   TIVO INC     TIVO US 11/20/10 P10      12.8  58.3   0.49  -18.3    541
TIVO   TIVO INC     TIVO US 11/20/10 C10      12.4  59.4   0.90   55.2   1194
EUO    PROSH-UL/SH  EUO US 11/20/10 C19       11.6  32.3   0.60  -36.8   4684
NZ     NETEZZA COR  NZ US 11/20/10 C27.5      11.5   8.5   0.05    0.0    765
LFC    CHINA LIFE-  LFC US 12/18/10 C72.5     11.4  32.0   2.65  165.0    781
MU     MICRON TECH  MU US 12/18/10 C8         11.1  50.7   0.50   78.6   3724
POT    POTASH CORP  POT US 11/20/10 P145      10.9  30.4   6.00    9.1    890
VVUS   VIVUS INC    VVUS US 11/20/10 C6       10.9 194.5   1.45   15.1   1613
REE    RARE ELEMEN  REE US 12/18/10 P12.5     10.9 113.9   2.00  -27.3    545
MU     MICRON TECH  MU US 12/18/10 P8         10.7  50.5   0.77  -16.3    563
POT    POTASH CORP  POT US 11/20/10 C145      10.6  31.1   4.25    6.2  15528

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= ISRG INTUITIVE S ISRG US 11/20/10 P270 -39.9 34.4 15.50 16.3 2367 ISRG INTUITIVE S ISRG US 11/20/10 C270 -39.0 34.5 6.22 -72.9 594 ISRG INTUITIVE S ISRG US 11/20/10 P260 -37.8 35.3 9.70 0.2 3407 ISRG INTUITIVE S ISRG US 11/20/10 P250 -36.8 36.0 5.80 -17.1 2752 ISRG INTUITIVE S ISRG US 11/20/10 C260 -36.5 35.2 11.20 -60.9 810 CREE CREE INC CREE US 11/20/10 C50 -33.8 45.5 2.76 -51.6 3456 CREE CREE INC CREE US 11/20/10 C52.5 -32.2 45.9 1.67 -61.6 2297 PSYS PSYCHIATRIC PSYS US 11/20/10 P32.5 -31.2 16.1 0.15 -25.0 1000 YHOO YAHOO! INC YHOO US 11/20/10 P16 -26.8 34.8 0.64 -45.3 3150 WSO WATSCO INC WSO US 11/20/10 P55 -24.6 27.3 1.35 -6.9 691 ALKS ALKERMES IN ALKS US 12/18/10 P11 -24.1 47.6 0.90 0.0 540 STJ ST JUDE MED STJ US 11/20/10 C40 -24.1 24.9 0.60 -55.2 2213 CREE CREE INC CREE US 11/20/10 P50 -23.9 45.1 2.46 -10.6 3858 CREE CREE INC CREE US 12/18/10 P50 -22.4 47.2 3.66 0.3 1145 KSWS K-SWISS INC KSWS US 1/22/11 C12.5 -22.2 31.2 1.08 -16.9 1600 CREE CREE INC CREE US 12/18/10 C50 -21.8 47.7 3.91 -41.6 798 APH AMPHENOL CO APH US 11/20/10 C50 -19.6 26.9 0.70 -48.1 512 CMA COMERICA IN CMA US 11/20/10 P36 -18.8 32.7 1.92 140.0 520 TXT TEXTRON INC TXT US 11/20/10 C20 -18.5 36.4 1.09 -31.0 767 JNPR JUNIPER NET JNPR US 11/20/10 P32 -17.9 31.3 0.90 -61.9 1242 JNPR JUNIPER NET JNPR US 11/20/10 C33 -17.7 30.3 0.92 109.1 744 ALTR ALTERA CORP ALTR US 11/20/10 C30 -17.2 30.8 0.55 -45.0 1040 TXT TEXTRON INC TXT US 11/20/10 P20 -17.1 36.5 0.57 -9.5 897 JNPR JUNIPER NET JNPR US 11/20/10 C32 -17.1 31.2 1.37 80.3 836 JNPR JUNIPER NET JNPR US 11/20/10 P31 -16.8 32.2 0.58 -66.1 1965 WDC WESTERN DIG WDC US 11/20/10 C31 -16.5 40.3 1.20 -13.0 677 ALTR ALTERA CORP ALTR US 11/20/10 P29 -16.4 32.0 1.20 9.1 3333 WDC WESTERN DIG WDC US 11/20/10 C32 -16.1 40.1 0.86 -14.0 628 AMR AMR CORP AMR US 11/20/10 P7 -16.0 46.8 0.26 -67.5 4046 GILD GILEAD SCIE GILD US 11/20/10 C40 -15.8 24.3 0.56 133.3 2538 CHKP CHECK POINT CHKP US 11/20/10 C40 -15.8 25.6 1.50 100.0 538 AMR AMR CORP AMR US 11/20/10 C7 -15.5 47.4 0.49 104.2 11801 MO ALTRIA GROU MO US 11/20/10 C25 -15.2 13.1 0.33 3.1 992 GILD GILEAD SCIE GILD US 11/20/10 C39 -15.2 24.8 0.95 115.9 2010 CREE CREE INC CREE US 1/22/11 C50 -14.8 51.5 5.15 -34.8 919 GILD GILEAD SCIE GILD US 11/20/10 P39 -14.5 24.4 1.19 -44.6 527 ALTR ALTERA CORP ALTR US 11/20/10 P28 -14.4 33.2 0.75 0.0 3736 ALTR ALTERA CORP ALTR US 11/20/10 P30 -14.4 31.5 1.80 16.1 3801 JNPR JUNIPER NET JNPR US 11/20/10 C31 -14.4 32.4 1.97 71.3 936 SLM SLM CORP SLM US 11/20/10 P11 -13.7 30.2 0.20 -54.5 534 UTX UNITED TECH UTX US 11/20/10 C75 -13.5 19.0 1.20 5.3 1511 JPM JPMORGAN CH JPM US 11/20/10 P39 -13.3 25.1 1.52 -25.5 1323 JPM JPMORGAN CH JPM US 11/20/10 C39 -12.9 25.3 0.78 5.4 7116 JPM JPMORGAN CH JPM US 11/20/10 P40 -12.9 24.3 2.25 -17.0 507 MS MORGAN STAN MS US 11/20/10 C25 -12.6 33.8 1.13 -13.7 7138 USB US BANCORP USB US 11/20/10 C23 -12.5 26.6 0.58 -15.9 1166 MS MORGAN STAN MS US 11/20/10 C26 -12.4 32.6 0.65 -23.5 5519 JPM JPMORGAN CH JPM US 11/20/10 C37 -12.2 27.6 1.90 10.5 851 GILD GILEAD SCIE GILD US 11/20/10 C38 -12.2 25.6 1.52 108.2 1107 SWK STANLEY BLA SWK US 11/20/10 P60 -11.9 28.3 1.25 0.0 592 USB US BANCORP USB US 11/20/10 P23 -11.9 26.6 0.80 -13.0 572 JPM JPMORGAN CH JPM US 11/20/10 C38 -11.9 26.4 1.24 5.1 6613 UTX UNITED TECH UTX US 11/20/10 C72.5 -11.9 20.3 2.69 11.2 583 WFC WELLS FARGO WFC US 11/20/10 C27 -11.9 31.2 0.46 76.9 7992 KCG KNIGHT CAPI KCG US 1/22/11 P12.5 -11.7 32.1 0.75 25.0 2553 JPM JPMORGAN CH JPM US 11/20/10 P38 -11.7 26.4 1.06 -26.9 10328 ETN EATON CORP ETN US 11/20/10 C90 -11.6 23.9 0.95 72.7 769 MS MORGAN STAN MS US 11/20/10 P25 -11.6 33.6 0.84 -13.4 4479 JPM JPMORGAN CH JPM US 11/20/10 P37 -11.5 27.7 0.67 -36.2 1538 GILD GILEAD SCIE GILD US 11/20/10 P38 -11.5 25.5 0.81 -60.3 6254 SVU SUPERVALU I SVU US 11/20/10 P10 -11.5 39.1 0.40 33.3 676 SYK STRYKER COR SYK US 11/20/10 C50 -11.3 25.9 1.65 -8.3 1586 MS MORGAN STAN MS US 11/20/10 P26 -11.3 32.5 1.41 0.0 675 UTX UNITED TECH UTX US 11/20/10 P72.5 -11.3 20.5 1.17 -36.8 865 WFC WELLS FARGO WFC US 11/20/10 C26 -11.2 32.5 0.85 80.8 8594 ALTR ALTERA CORP ALTR US 12/18/10 P28 -11.2 33.2 1.10 4.8 551 AAPL APPLE INC AAPL US 11/20/10 P310 -10.9 28.1 8.75 -23.9 8997 KR KROGER CO KR US 11/20/10 P21 -10.7 18.7 0.15 -57.1 10089 GILD GILEAD SCIE GILD US 11/20/10 P37 -10.3 26.8 0.48 -67.3 2524 ADS ALLIANCE DA ADS US 11/20/10 P60 -10.3 43.4 1.73 44.2 960 KCG KNIGHT CAPI KCG US 1/22/11 C12.5 -10.3 31.4 0.90 -30.8 1277 MTB M&T BANK CO MTB US 11/20/10 C75 -10.2 23.9 1.61 -44.5 598 MBI MBIA INC MBI US 11/20/10 P13 -10.1 59.4 0.88 -36.7 651 CREE CREE INC CREE US 3/19/11 C50 -10.1 51.0 6.70 -25.6 1475 ANSS ANSYS INC ANSS US 11/20/10 C45 -10.1 36.0 1.60 -3.0 1350 AAPL APPLE INC AAPL US 11/20/10 C320 -10.0 28.1 7.00 0.0 22659


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

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-0- Oct/20/2010 19:00 GMT

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