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
=============================================================================
GENZ   GENZYME COR  GENZ US 11/20/10 C72.5    34.6  16.8   1.56  116.7   3041
GENZ   GENZYME COR  GENZ US 11/20/10 P72.5    32.0  16.3   1.25    7.8    518
RDS/A  ROYAL DUTCH  RDSA US 11/20/10 P65      27.2  19.3   3.20   30.6   2501
GENZ   GENZYME COR  GENZ US 11/20/10 C70      24.1  21.7   3.40   26.4    504
GENZ   GENZYME COR  GENZ US 12/18/10 C75      22.3  17.6   1.15   88.5    457
GENZ   GENZYME COR  GENZ US 11/20/10 P70      21.8  21.1   0.68    4.6    209
FE     FIRSTENERGY  FE US 11/20/10 P37        21.4  22.6   1.00  566.7   1191
CRNT   CERAGON NET  CRNT US 11/20/10 P10      21.1  51.2   0.50   25.0    434
GENZ   GENZYME COR  GENZ US 11/20/10 C75      20.1  17.2   0.58  190.0   2756
APC    ANADARKO PE  APC US 11/20/10 C60       20.0  42.2   3.50   96.6   5124
ASPS   ALTISOURCE   ASPS US 11/20/10 P25      19.6  51.4   1.35   58.8    788
APC    ANADARKO PE  APC US 11/20/10 P62.5     18.6  40.9   3.20  -34.0    253
APC    ANADARKO PE  APC US 11/20/10 P60       18.5  42.3   2.20  -32.3    869
CBL    CBL & ASSOC  CBL US 11/20/10 C15       18.4  48.3   1.23   23.0   1084
FE     FIRSTENERGY  FE US 11/20/10 C39        18.3  19.7   0.25  -64.3   4366
DUK    DUKE ENERGY  DUK US 11/20/10 P17       17.1  18.1   0.15  200.0   1455
GENZ   GENZYME COR  GENZ US  1/22/11 C75      15.5  16.0   1.30   36.8   2944
RAS    RAIT FINANC  RAS US 11/20/10 C2        14.0  95.3   0.20  -55.6    650
QQQQ   POWERSH-QQQ  QQQQ US 11/20/10 C49      12.6  22.2   2.91    7.0    798
POT    POTASH CORP  POT US 11/20/10 C145      11.9  32.8   3.65   -2.7   3255
GENZ   GENZYME COR  GENZ US  1/22/11 C72.5    11.3  19.8   2.80   19.1    574
APC    ANADARKO PE  APC US 12/18/10 P60       10.7  38.9   3.05  -28.2    404
HANS   HANSEN NATU  HANS US 11/20/10 P50      10.5  42.4   1.60  -16.7    213
APC    ANADARKO PE  APC US 12/18/10 P62.5     10.2  37.9   4.30    0.0    208
CYB    WISDOMTR CH  CYB US  4/16/11 C25       10.2   8.6   0.95    0.0    230

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CLRT CLARIENT IN CLRT US 5/21/11 P5 -96.0 2.6 0.05 0.0 691 GPRE GREEN PLAIN GPRE US 11/20/10 C12.5 -36.0 47.1 0.55 -15.4 222 IBKR INTERACTIVE IBKR US 11/20/10 C19 -35.8 21.6 0.20 33.3 222 CPWR COMPUWARE C CPWR US 11/20/10 C10 -35.0 27.0 0.30 200.0 1929 CTXS CITRIX SYST CTXS US 11/20/10 C57.5 -31.4 30.8 2.60 -23.5 2768 BIDU BAIDU INC-S BIDU US 11/20/10 P105 -30.0 45.0 4.15 -53.9 3620 BIDU BAIDU INC-S BIDU US 11/20/10 P110 -29.9 44.6 6.80 -44.3 1038 CTXS CITRIX SYST CTXS US 11/20/10 C60 -29.8 30.7 1.80 -21.7 2192 BIDU BAIDU INC-S BIDU US 11/20/10 C105 -29.5 46.0 6.70 3.7 8151 BIDU BAIDU INC-S BIDU US 11/20/10 C110 -29.4 45.1 4.20 -4.5 10519 SNDK SANDISK COR SNDK US 11/20/10 P39 -28.1 38.8 2.70 -20.6 224 ALGN ALIGN TECHN ALGN US 11/20/10 P17.5 -28.0 50.9 0.65 62.5 1194 CTXS CITRIX SYST CTXS US 11/20/10 P57.5 -27.3 31.9 1.20 -51.0 821 SNDK SANDISK COR SNDK US 11/20/10 P38 -26.6 39.4 2.16 -20.9 1081 SNDK SANDISK COR SNDK US 11/20/10 P37 -26.3 40.1 1.63 -26.9 1398 CTXS CITRIX SYST CTXS US 11/20/10 P60 -26.2 31.6 2.55 -32.9 351 SNDK SANDISK COR SNDK US 11/20/10 P36 -25.9 40.7 1.19 -32.4 316 INFA INFORMATICA INFA US 11/20/10 C37.5 -25.8 36.2 1.90 11.8 275 ATHN ATHENAHEALT ATHN US 11/20/10 C38 -25.7 39.9 1.30 584.2 251 SNDK SANDISK COR SNDK US 11/20/10 C39 -25.6 39.5 0.89 -38.2 1226 AMZN AMAZON.COM AMZN US 11/20/10 C175 -25.2 34.9 3.60 -25.0 2576 AMZN AMAZON.COM AMZN US 11/20/10 C170 -25.0 35.8 5.60 -15.2 4263 AMZN AMAZON.COM AMZN US 11/20/10 P170 -25.0 35.7 7.90 -32.8 1237 SNDK SANDISK COR SNDK US 11/20/10 C38 -24.9 40.3 1.28 -32.3 2309 AMZN AMAZON.COM AMZN US 11/20/10 P175 -24.6 35.1 10.65 -28.3 760 FTNT FORTINET IN FTNT US 11/20/10 C30 -24.6 49.3 1.30 271.4 670 SNDK SANDISK COR SNDK US 11/20/10 C37 -24.4 41.0 1.67 -28.9 506 SNDK SANDISK COR SNDK US 11/20/10 C36 -24.1 41.5 2.25 -20.8 464 AMZN AMAZON.COM AMZN US 11/20/10 P165 -24.1 37.0 5.60 -38.1 3154 AMZN AMAZON.COM AMZN US 11/20/10 C165 -23.7 37.0 8.30 -8.0 4570 AMZN AMAZON.COM AMZN US 11/20/10 C160 -22.7 38.4 11.55 -2.9 2049 AMZN AMAZON.COM AMZN US 11/20/10 P160 -22.4 38.6 3.80 -43.7 2700 CMG CHIPOTLE ME CMG US 11/20/10 C195 -22.1 32.1 9.30 190.6 1034 CMG CHIPOTLE ME CMG US 11/20/10 P200 -21.9 31.0 7.20 -68.1 314 IR INGERSOLL-R IR US 11/20/10 C40 -20.8 24.3 0.65 -27.8 226 CMG CHIPOTLE ME CMG US 11/20/10 P190 -20.1 33.2 3.50 -76.1 531 CTXS CITRIX SYST CTXS US 12/18/10 C57.5 -20.0 32.1 3.60 -12.2 390 CMG CHIPOTLE ME CMG US 11/20/10 C190 -19.9 33.3 12.30 179.6 888 IBKR INTERACTIVE IBKR US 11/20/10 C18 -19.2 24.7 0.75 150.0 841 CTXS CITRIX SYST CTXS US 12/18/10 C60 -19.1 32.1 2.60 -14.5 481 CMG CHIPOTLE ME CMG US 11/20/10 P195 -18.4 32.1 4.80 -70.5 302 ERIC ERICSSON LM ERIC US 11/20/10 C11 -18.4 32.4 0.55 57.1 1541 RVBD RIVERBED TE RVBD US 11/20/10 C55 -18.1 41.4 2.18 522.9 1466 RAS RAIT FINANC RAS US 11/20/10 P2 -17.7 79.2 0.20 100.0 219 WEN WENDY'S/ARB WEN US 11/20/10 C5 -17.1 45.2 0.20 33.3 826 BIDU BAIDU INC-S BIDU US 12/18/10 C110 -16.8 46.1 6.84 15.7 1290 SPRD SPREADTRUM- SPRD US 11/20/10 P12.5 -16.7 55.3 0.75 7.1 522 RVBD RIVERBED TE RVBD US 12/18/10 P55 -16.7 41.7 3.90 -63.9 220 BIDU BAIDU INC-S BIDU US 12/18/10 C107 -16.6 46.4 8.29 16.8 411 AMZN AMAZON.COM AMZN US 12/18/10 C175 -16.3 34.3 6.23 -7.2 558 CYT CYTEC INDS CYT US 11/20/10 P55 -16.2 34.7 2.40 182.3 221 RMBS RAMBUS INC RMBS US 11/20/10 C20 -16.2 29.1 0.38 -20.8 641 BIDU BAIDU INC-S BIDU US 12/18/10 C106 -16.2 46.7 8.54 13.9 286 BIDU BAIDU INC-S BIDU US 12/18/10 C105 -16.2 46.7 9.09 15.7 797 PMCS PMC-SIERRA PMCS US 11/20/10 P7.5 -16.0 34.5 0.35 -46.1 311 AMZN AMAZON.COM AMZN US 12/18/10 C170 -15.9 35.1 8.25 -6.2 225 AMZN AMAZON.COM AMZN US 12/18/10 C165 -15.9 35.9 10.80 -1.8 603 AMZN AMAZON.COM AMZN US 12/18/10 P165 -15.6 35.9 8.00 -27.9 545 BIDU BAIDU INC-S BIDU US 12/18/10 C103 -15.6 47.2 10.20 17.2 251 LYV LIVE NATION LYV US 11/20/10 C10 -15.5 36.1 0.20 -20.0 310 CTXS CITRIX SYST CTXS US 12/18/10 P57.5 -15.2 33.3 2.45 -18.3 622 SNDK SANDISK COR SNDK US 12/18/10 P37 -15.1 43.6 2.40 -19.5 226 AMZN AMAZON.COM AMZN US 12/18/10 C160 -14.9 36.9 13.95 1.2 247 AMZN AMAZON.COM AMZN US 12/18/10 P160 -14.9 36.9 5.80 -33.7 355 ARG AIRGAS INC ARG US 11/20/10 P67.5 -13.9 14.3 0.30 -14.3 285 SNDK SANDISK COR SNDK US 12/18/10 C39 -13.7 43.2 1.76 -18.5 266 TROW T ROWE PRIC TROW US 11/20/10 C55 -13.6 26.1 1.40 55.6 526 IR INGERSOLL-R IR US 12/18/10 P39 -13.6 25.8 1.50 -30.2 447 CTXS CITRIX SYST CTXS US 1/22/11 C60 -13.3 32.7 3.40 -8.1 224 CTXS CITRIX SYST CTXS US 1/22/11 C57.5 -13.0 33.6 4.70 -2.1 258 BUCY BUCYRUS INT BUCY US 11/20/10 C67.5 -12.5 39.9 3.60 -51.1 436 SNDK SANDISK COR SNDK US 12/18/10 C36 -12.3 45.3 3.10 -13.9 363 CYT CYTEC INDS CYT US 11/20/10 C55 -12.3 36.9 2.00 -68.8 1652 BUCY BUCYRUS INT BUCY US 11/20/10 P67.5 -12.2 39.8 2.75 108.3 914 RAS RAIT FINANC RAS US 4/16/11 C2 -12.2 70.7 0.40 -38.5 285 QQQQ POWERSH-QQQ QQQQ US 11/20/10 P53 -12.0 18.0 1.93 -13.1 1572 BUCY BUCYRUS INT BUCY US 11/20/10 C70 -11.9 39.1 2.34 -57.8 518 BUCY BUCYRUS INT BUCY US 11/20/10 P65 -11.6 41.3 1.85 120.2 434 CMG CHIPOTLE ME CMG US 12/18/10 C200 -11.5 31.1 9.60 200.0 205 QQQQ POWERSH-QQQ QQQQ US 12/18/10 P54 -11.4 18.2 3.14 -5.7 320 GIGM GIGAMEDIA L GIGM US 12/18/10 C2 -11.2 48.1 0.10 -33.3 865 AMZN AMAZON.COM AMZN US 1/22/11 C175 -10.9 34.1 8.55 -2.8 660 AMZN AMAZON.COM AMZN US 1/22/11 C170 -10.8 34.7 10.65 -1.8 943 CMG CHIPOTLE ME CMG US 12/18/10 C195 -10.6 31.9 12.20 177.3 384 EXC EXELON CORP EXC US 11/20/10 C43 -10.6 15.3 0.38 -60.0 421 CAKE CHEESECAKE CAKE US 11/20/10 C30 -10.5 32.3 0.55 139.1 444 OKE ONEOK INC OKE US 11/20/10 C50 -10.5 18.5 0.90 38.5 298 C CITIGROUP I C US 6/18/11 P4 -10.4 34.9 0.39 -18.8 28188 CYOU CHANGYOU.CO CYOU US 11/20/10 P32 -10.4 38.5 1.55 -18.4 400 AMZN AMAZON.COM AMZN US 1/22/11 C165 -10.4 35.5 13.25 1.1 365 HON HONEYWELL I HON US 11/20/10 C49 -10.4 20.2 0.27 -22.9 244 HON HONEYWELL I HON US 11/20/10 P46 -10.2 23.2 1.00 -18.7 272 AMZN AMAZON.COM AMZN US 1/22/11 P165 -10.1 35.6 10.30 -22.2 724


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


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-0- Oct/22/2010 15:30 GMT

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