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
=============================================================================
KG     KING PHARMA  KG US 11/20/10 P14        48.9  11.4   0.05    0.0    231
NTRS   NORTHERN TR  NTRS US 11/20/10 C50      37.8  34.1   1.75  218.2   1199
NTRS   NORTHERN TR  NTRS US 12/18/10 C50      31.9  33.2   2.50  150.0    204
ARRS   ARRIS GROUP  ARRS US 11/20/10 P10      24.0  47.7   0.75   25.0   2250
LINTA  LIBERTY-INT  LINTA US 12/18/10 P15     21.1  41.3   1.00    0.0   3600
NTRS   NORTHERN TR  NTRS US  1/22/11 C50      20.9  32.6   3.00   81.8    461
ANF    ABERCROMBIE  ANF US 11/20/10 C47       20.8  53.2   1.61  198.2   4061
ANF    ABERCROMBIE  ANF US 11/20/10 C46       19.3  53.0   2.05  107.1   1365
PVH    PHILLIPS-VA  PVH US 11/20/10 P60       19.0  44.8   1.60   23.1   8622
ANF    ABERCROMBIE  ANF US 11/20/10 P45       17.7  52.7   2.38  -27.4   3579
ANF    ABERCROMBIE  ANF US 11/20/10 C44       17.6  53.6   2.96   76.2    844
SNV    SYNOVUS FIN  SNV US  2/19/11 C2.5      15.7  64.5   0.25    0.0   8215
ANF    ABERCROMBIE  ANF US 11/20/10 P44       15.5  52.6   1.85  -32.5    929
EEP    ENBRIDGE EN  EEP US 11/20/10 P60       15.1  19.8   1.30   23.8    201
ARG    AIRGAS INC   ARG US 11/20/10 P67.5     14.7  16.4   0.25   19.1    647
RCL    ROYAL CARIB  RCL US 11/20/10 P40       14.7  37.2   1.73    0.0    865
CML    COMPELLENT   CML US 11/20/10 C20       14.5  93.4   1.40   75.0    860
NOVL   NOVELL INC   NOVL US 11/20/10 C6       14.2  47.1   0.25    0.0    522
ANF    ABERCROMBIE  ANF US 11/20/10 P43       13.9  52.6   1.45  -29.9    493
PBR    PETROBRAS S  PBR US 11/20/10 C32       13.9  34.1   1.61   37.6    987
CIGX   STAR SCIENT  CIGX US 12/18/10 C2       13.6  73.4   0.25    0.0    361
PVH    PHILLIPS-VA  PVH US 11/20/10 C65       12.5  38.9   1.60    6.7    268
APL    ATLAS PIPEL  APL US 11/20/10 C20       11.8  33.6   0.45  -10.0   1000
COCO   CORINTHIAN   COCO US 12/18/10 C5       11.7  88.6   0.60   20.0    957
CPN    CALPINE COR  CPN US  1/22/11 P12.5     11.7  32.0   0.90    5.9    697
PTV    PACTIV CORP  PTV US  2/19/11 P32.5     11.6   4.6   0.05  -50.0    262
PBR    PETROBRAS S  PBR US 11/20/10 C33       11.6  33.1   1.05   52.2   1472
ARUN   ARUBA NETWO  ARUN US 11/20/10 C21      11.1  60.8   0.85    0.0    494
TSO    TESORO CORP  TSO US 11/20/10 C14       10.8  44.8   0.37   15.6   4480
IBM    IBM          IBM US 12/18/10 P145      10.7  17.1   6.40   -6.6    359
MNTA   MOMENTA PHA  MNTA US 12/18/10 P15      10.6  99.5   2.10    5.0    585

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= LUX LUXOTTICA G LUX US 1/22/11 P30 -63.7 30.6 2.40 -44.2 300 BXS BANCORPSOUT BXS US 12/18/10 C12.5 -43.9 31.8 0.85 0.0 241 CIGX STAR SCIENT CIGX US 11/20/10 C2 -33.1 47.0 0.10 -50.0 770 RCII RENT-A-CENT RCII US 12/18/10 C25 -28.0 26.1 0.95 35.7 203 MIPS MIPS TECH I MIPS US 11/20/10 C12.5 -26.2 44.7 0.85 325.0 814 RCII RENT-A-CENT RCII US 11/20/10 C25 -24.9 33.3 1.30 188.9 642 SHW SHERWIN-WIL SHW US 11/20/10 P70 -24.2 24.1 1.89 122.3 302 WYN WYNDHAM WOR WYN US 11/20/10 P30 -23.7 34.9 1.25 -16.7 263 IDTI INTEGRAT DE IDTI US 11/20/10 C6 -22.4 27.8 0.05 -75.0 350 VECO VEECO INSTR VECO US 11/20/10 C40 -22.1 53.5 1.50 -47.4 838 ATHR ATHEROS COM ATHR US 11/20/10 C29 -21.6 37.5 1.85 12.1 527 F FORD MOTOR F US 11/20/10 C14 -20.3 33.2 0.57 -17.4 14610 WYN WYNDHAM WOR WYN US 11/20/10 C30 -20.2 37.1 0.90 -35.7 6101 LXK LEXMARK INT LXK US 11/20/10 P37 -20.1 44.6 1.05 425.0 857 VECO VEECO INSTR VECO US 11/20/10 C39 -19.8 54.3 2.04 -42.2 424 VECO VEECO INSTR VECO US 11/20/10 P40 -19.8 60.1 3.10 3.3 2456 ANH ANWORTH MOR ANH US 11/20/10 C7 -19.5 14.3 0.10 -33.3 300 LXK LEXMARK INT LXK US 11/20/10 C38 -19.4 44.0 2.00 -80.0 296 DRIV DIGITAL RIV DRIV US 11/20/10 C39 -19.3 38.7 0.95 58.3 1358 ARMH ARM HOLDING ARMH US 11/20/10 C18 -19.3 34.5 0.45 -57.1 204 CE CELANESE CO CE US 11/20/10 C35 -19.0 31.5 1.70 21.4 433 DRIV DIGITAL RIV DRIV US 11/20/10 P37 -18.9 40.2 1.25 -51.9 1116 PCL PLUM CREEK PCL US 11/20/10 C38 -18.2 19.1 0.18 -59.1 245 PPS POST PROPER PPS US 12/18/10 P30 -18.1 31.4 1.35 0.0 400 TXN TEXAS INSTR TXN US 11/20/10 C29 -18.1 23.6 0.48 -40.7 6363 LXK LEXMARK INT LXK US 11/20/10 P39 -17.8 43.9 2.00 900.0 317 KCI KINETIC CON KCI US 11/20/10 C38 -17.6 27.0 1.10 57.1 204 ATHR ATHEROS COM ATHR US 11/20/10 C30 -17.5 38.8 0.90 -21.7 2645 HSP HOSPIRA INC HSP US 11/20/10 C60 -17.3 25.9 0.50 -64.3 750 TXN TEXAS INSTR TXN US 11/20/10 P29 -17.3 23.7 0.98 5.4 787 TLAB TELLABS INC TLAB US 11/20/10 P7 -17.1 34.7 0.25 400.0 360 TXN TEXAS INSTR TXN US 11/20/10 C28 -16.4 24.9 1.05 -24.5 597 PCL PLUM CREEK PCL US 11/20/10 C37 -16.2 20.3 0.43 -49.4 225 F FORD MOTOR F US 11/20/10 P14 -16.0 34.6 0.44 -17.0 3864 TXN TEXAS INSTR TXN US 11/20/10 P30 -15.6 23.5 1.69 8.3 321 TXN TEXAS INSTR TXN US 11/20/10 P28 -15.5 24.9 0.49 -9.3 2862 DD DU PONT (EI DD US 11/20/10 P46 -15.3 23.9 0.94 16.1 248 ARMH ARM HOLDING ARMH US 11/20/10 P17 -15.1 33.9 0.40 33.3 802 MAS MASCO CORP MAS US 11/20/10 P11 -15.1 39.9 0.45 -25.0 1745 DD DU PONT (EI DD US 11/20/10 P45 -15.0 25.0 0.60 7.1 527 CE CELANESE CO CE US 11/20/10 P35 -14.9 32.9 0.65 -53.6 209 X US STEEL CO X US 11/20/10 P39 -14.8 40.7 1.00 23.5 1090 DD DU PONT (EI DD US 11/20/10 P47 -14.8 23.2 1.40 16.7 280 SVNT SAVIENT PHA SVNT US 12/18/10 C12 -14.7 73.7 1.43 -7.7 477 LXK LEXMARK INT LXK US 11/20/10 P38 -14.3 47.3 1.90 660.0 595 X US STEEL CO X US 11/20/10 C40 -14.1 40.3 1.93 -41.9 989 AMGN AMGEN INC AMGN US 11/20/10 C57.5 -14.1 25.4 1.20 -40.0 1336 LXK LEXMARK INT LXK US 11/20/10 C39 -14.0 44.4 1.30 -79.4 240 X US STEEL CO X US 11/20/10 P41 -14.0 40.0 1.78 17.1 795 X US STEEL CO X US 11/20/10 P40 -14.0 40.5 1.44 30.9 4211 X US STEEL CO X US 11/20/10 P42 -14.0 39.9 2.50 30.9 622 JCI JOHNSON CON JCI US 11/20/10 C36 -13.9 27.3 0.49 -24.6 239 COH COACH INC COH US 11/20/10 C50 -13.7 27.8 0.95 458.8 227 X US STEEL CO X US 11/20/10 C41 -13.5 39.9 1.45 -45.9 822 X US STEEL CO X US 11/20/10 C42 -13.5 39.8 1.04 -50.9 1617 DD DU PONT (EI DD US 11/20/10 C47 -13.4 23.1 0.91 -42.0 495 UA UNDER ARMOU UA US 11/20/10 P48 -13.2 41.3 2.60 6.1 204 MT ARCELORMITT MT US 11/20/10 P32 -13.0 42.2 1.08 63.6 1729 ROC ROCKWOOD HO ROC US 11/20/10 C35 -12.9 34.8 0.80 -44.8 1120 MT ARCELORMITT MT US 11/20/10 P33 -12.6 40.9 1.55 66.7 1946 AMGN AMGEN INC AMGN US 11/20/10 P57.5 -12.5 25.3 1.66 8.5 1917 RCL ROYAL CARIB RCL US 11/20/10 C40 -12.4 37.5 1.39 334.4 3429 DD DU PONT (EI DD US 11/20/10 C48 -12.4 22.8 0.51 -51.4 615 ARG AIRGAS INC ARG US 11/20/10 C70 -12.3 8.7 1.05 50.0 1374 MT ARCELORMITT MT US 11/20/10 P34 -12.1 39.7 2.10 66.7 1424 CCE COCA-COLA E CCE US 11/20/10 C23 -12.0 25.9 1.20 -38.5 277 FE FIRSTENERGY FE US 11/20/10 C36 -11.7 20.9 0.55 -62.1 344 COH COACH INC COH US 11/20/10 C48 -11.7 29.4 2.05 412.5 765 DIA SPDR DJIA T DIA US 11/20/10 P113 -11.6 14.8 2.80 3.7 687 BMY BRISTOL-MYE BMY US 11/20/10 P28 -11.5 15.6 1.16 8.4 346 SPY SPDR S&P 50 SPY US 12/18/10 P123 -11.3 17.1 6.37 3.6 728 ATHR ATHEROS COM ATHR US 11/20/10 C31 -11.1 40.7 0.70 -6.7 253 RCL ROYAL CARIB RCL US 11/20/10 C39 -11.1 38.5 1.85 293.6 376 BMY BRISTOL-MYE BMY US 11/20/10 P27 -11.0 17.3 0.50 0.0 1051 COH COACH INC COH US 11/20/10 C49 -11.0 28.8 1.50 400.0 339 VLO VALERO ENER VLO US 11/20/10 C18 -11.0 27.1 0.42 -2.3 440 RCL ROYAL CARIB RCL US 11/20/10 P39 -11.0 38.4 1.22 0.0 584 ATI ALLEGHENY T ATI US 11/20/10 P45 -10.7 43.8 1.60 39.1 1100 AKS AK STEEL HL AKS US 11/20/10 P13 -10.7 42.8 0.70 37.2 693 SHW SHERWIN-WIL SHW US 12/18/10 P70 -10.5 23.6 2.65 120.8 519 BMY BRISTOL-MYE BMY US 11/20/10 C27 -10.3 17.4 0.47 -24.2 743 FE FIRSTENERGY FE US 11/20/10 P36 -10.3 20.8 1.05 61.5 213 ROC ROCKWOOD HO ROC US 11/20/10 P35 -10.1 36.3 1.45 -19.4 1272


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


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-0- Oct/26/2010 15:30 GMT

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