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
=============================================================================
DLB    DOLBY LABOR  DLB US 11/20/10 P65       51.8  36.7   4.30    7.5   1178
CIGX   STAR SCIENT  CIGX US 12/18/10 C2       27.2  83.8   0.25   25.0    290
ECA    ENCANA CORP  ECA US 11/20/10 C29       22.6  35.4   0.55  120.0   2628
UPS    UNITED PARC  UPS US 11/20/10 C67.5     21.6  19.9   1.07    0.9    657
WHR    WHIRLPOOL C  WHR US 11/20/10 P75       20.9  38.9   2.50   51.5    280
CTV    COMMSCOPE I  CTV US  1/22/11 C33       18.2  11.5   0.15    0.0    356
ECA    ENCANA CORP  ECA US 11/20/10 C28       17.7  33.0   1.00   66.7    751
ATML   ATMEL CORP   ATML US 11/20/10 C9       17.4  55.0   0.35   16.7    361
KWK    QUICKSILVER  KWK US 11/20/10 C15       17.1  50.8   0.50   11.1   4768
LVS    LAS VEGAS S  LVS US 11/20/10 C45       16.9  49.5   2.55   50.9   5443
ECA    ENCANA CORP  ECA US 11/20/10 P28       16.8  32.5   0.75  -31.8    251
LVS    LAS VEGAS S  LVS US 11/20/10 P46       16.6  49.0   2.28    0.0    312
RIG    TRANSOCEAN   RIG US 11/20/10 P62.5     15.8  48.1   2.51   32.1    818
RIG    TRANSOCEAN   RIG US 11/20/10 C62.5     15.6  48.4   3.22   -6.7    322
MI     MARSHALL &I  MI US 12/18/10 P6         15.6  50.2   0.45   50.0    480
ECA    ENCANA CORP  ECA US 12/18/10 P29       15.0  32.1   1.85  -19.6    381
MMM    3M CO        MMM US 11/20/10 C85       14.8  22.5   1.47   -8.1    660
PLXS   PLEXUS CORP  PLXS US 11/20/10 P30      14.1  36.9   0.75    0.0    510
LVS    LAS VEGAS S  LVS US 11/20/10 C44       13.8  49.6   3.05   51.0   2090
LVS    LAS VEGAS S  LVS US 11/20/10 P44       13.8  49.1   1.37    0.0    541
RIG    TRANSOCEAN   RIG US 11/20/10 C65       13.7  47.2   2.18   -0.5   1330
RRC    RANGE RESOU  RRC US 11/20/10 C36       13.7  35.7   1.70   10.4    475
HAL    HALLIBURTON  HAL US 11/20/10 C33       13.6  51.3   1.07   27.4   1548
LVS    LAS VEGAS S  LVS US 12/18/10 C45       12.9  49.9   3.75   36.4   2117
AA     ALCOA INC    AA US 11/20/10 P13        12.8  34.5   0.45  -27.4   3349
LVS    LAS VEGAS S  LVS US 12/18/10 C46       12.7  49.5   3.20    0.0    940
CASY   CASEY'S GEN  CASY US 11/20/10 P40      12.4  17.8   0.25   25.0    200
UPS    UNITED PARC  UPS US 12/18/10 C67.5     12.3  20.3   1.78   14.1    321
LVS    LAS VEGAS S  LVS US 11/20/10 P45       11.9  48.7   1.77  -15.3   1663
SOXL   DIR DAILY S  SOXL US 11/20/10 C36      11.4  72.7   2.90    3.6    203
CF     CF INDUSTRI  CF US 11/20/10 P120       11.4  50.7   4.00  -29.8    200
EDMC   EDUCATION M  EDMC US 11/20/10 C12.5    11.2 118.4   1.10   10.0    675
CF     CF INDUSTRI  CF US 11/20/10 C125       11.1  51.0   5.65   79.4    770
ECA    ENCANA CORP  ECA US 12/18/10 C29       10.7  32.8   0.96   39.1    442
HAL    HALLIBURTON  HAL US 11/20/10 P31       10.5  55.5   1.43   14.4   2860
CF     CF INDUSTRI  CF US 11/20/10 C130       10.4  50.7   3.75  108.3    627
AA     ALCOA INC    AA US 12/18/10 P13        10.3  35.1   0.69  -15.8   1330
HAL    HALLIBURTON  HAL US 11/20/10 C32       10.3  53.5   1.41   -0.7   2362
LVS    LAS VEGAS S  LVS US  1/22/11 C45       10.2  50.8   4.80   26.3   1114

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= VVUS VIVUS INC VVUS US 11/20/10 P8 -69.5 73.0 0.79 -71.2 1506 VVUS VIVUS INC VVUS US 11/20/10 C8 -68.7 71.8 0.41 -48.8 7637 EXAS EXACT SCIEN EXAS US 11/20/10 P7.5 -58.6 94.8 0.80 -38.5 1196 VVUS VIVUS INC VVUS US 12/18/10 P8 -56.4 76.4 1.00 -65.8 308 EXAS EXACT SCIEN EXAS US 11/20/10 C7.5 -54.8 97.9 0.55 -76.5 1471 VVUS VIVUS INC VVUS US 12/18/10 C8 -54.0 77.8 0.80 -20.0 12641 VVUS VIVUS INC VVUS US 1/22/11 C7.5 -46.5 76.3 1.25 -3.9 771 EXAS EXACT SCIEN EXAS US 12/18/10 C7.5 -41.8 86.3 0.85 -62.2 242 AMCC APPLIED MIC AMCC US 11/20/10 C10 -41.2 43.2 0.35 -30.0 371 EXAS EXACT SCIEN EXAS US 1/22/11 P7.5 -39.7 80.1 1.20 -29.4 221 AMCC APPLIED MIC AMCC US 11/20/10 P10 -39.3 37.8 0.45 -55.0 755 MWW MONSTER WOR MWW US 11/20/10 P18 -36.7 46.1 0.85 0.0 262 EXAS EXACT SCIEN EXAS US 1/22/11 C7.5 -35.6 77.7 1.00 -54.1 483 FSLR FIRST SOLAR FSLR US 11/20/10 P135 -34.8 36.4 3.20 38.5 1555 FSLR FIRST SOLAR FSLR US 11/20/10 P140 -34.5 35.9 5.50 52.8 1416 DECK DECKERS OUT DECK US 11/20/10 C60 -33.7 39.7 1.45 16.0 1273 FSLR FIRST SOLAR FSLR US 11/20/10 P145 -33.4 35.9 9.20 76.9 369 MXIM MAXIM INTEG MXIM US 11/20/10 C22.5 -33.2 24.8 0.25 0.0 459 FSLR FIRST SOLAR FSLR US 11/20/10 C145 -32.6 36.1 2.41 -77.9 2370 FSLR FIRST SOLAR FSLR US 11/20/10 C140 -32.4 36.1 4.25 -70.7 1031 FSLR FIRST SOLAR FSLR US 11/20/10 C135 -32.3 36.6 6.80 -63.3 389 HMSY HMS HOLDING HMSY US 11/20/10 C60 -32.1 29.3 2.45 157.9 505 EXPE EXPEDIA INC EXPE US 11/20/10 C28 -31.7 33.6 1.22 -41.9 1488 EXPE EXPEDIA INC EXPE US 11/20/10 C29 -31.0 34.6 0.70 -52.0 206 VVUS VIVUS INC VVUS US 3/19/11 C8 -29.7 91.9 1.46 1.4 472 THOR THORATEC CO THOR US 11/20/10 P32 -29.1 47.1 1.20 30.4 688 EXPE EXPEDIA INC EXPE US 11/20/10 C30 -28.2 35.6 0.45 -57.1 2303 HSIC HENRY SCHEI HSIC US 11/20/10 P55 -27.6 21.4 0.55 37.5 268 THOR THORATEC CO THOR US 11/20/10 P33 -27.5 47.1 1.78 42.4 548 APKT ACME PACKET APKT US 11/20/10 P40 -27.5 52.0 2.55 -13.6 1141 NETL NETLOGIC MI NETL US 11/20/10 P31 -27.1 37.6 1.75 -65.0 250 NETL NETLOGIC MI NETL US 11/20/10 C30 -26.8 37.0 1.14 26.7 433 EXPE EXPEDIA INC EXPE US 11/20/10 P29 -26.7 35.9 1.20 -9.1 520 NETL NETLOGIC MI NETL US 11/20/10 P29 -26.4 37.6 0.60 -62.5 1261 APKT ACME PACKET APKT US 11/20/10 C40 -25.6 51.4 1.51 -44.1 308 VRSN VERISIGN IN VRSN US 11/20/10 C36 -24.9 25.7 0.17 -43.3 2713 VRSN VERISIGN IN VRSN US 11/20/10 C34 -24.7 26.0 1.14 31.0 523 GNW GENWORTH FI GNW US 11/20/10 C11 -24.6 46.7 0.58 -70.3 995 MSFT MICROSOFT C MSFT US 11/20/10 C27 -24.3 21.5 0.39 -4.9 17139 NETL NETLOGIC MI NETL US 11/20/10 C29 -24.1 37.9 1.75 34.6 201 PWER POWER-ONE I PWER US 11/20/10 P11 -23.7 71.7 0.65 -35.0 356 MXIM MAXIM INTEG MXIM US 11/20/10 P21 -23.7 26.8 0.55 -75.0 356 VRSN VERISIGN IN VRSN US 11/20/10 C33 -23.6 26.8 2.00 40.9 491 SWI SOLARWINDS SWI US 12/18/10 C17.5 -23.5 43.2 1.40 -17.6 352 PWER POWER-ONE I PWER US 11/20/10 C11 -23.3 74.2 0.90 -18.2 2024 MSFT MICROSOFT C MSFT US 11/20/10 P27 -23.2 21.9 0.83 -34.1 2040 GNW GENWORTH FI GNW US 11/20/10 P11 -23.0 46.4 0.40 135.3 1163 MSFT MICROSOFT C MSFT US 11/20/10 C26 -22.6 22.0 0.94 10.6 22334 GNW GENWORTH FI GNW US 12/18/10 C11 -22.4 48.7 0.90 -68.4 1922 BMC BMC SOFTWAR BMC US 11/20/10 C44 -21.6 31.9 2.45 40.0 677 LPS LENDER PROC LPS US 11/20/10 C30 -21.4 40.3 0.80 33.3 509 MSFT MICROSOFT C MSFT US 11/20/10 P26 -20.5 22.7 0.34 -49.2 4474 LSI LSI CORP LSI US 11/20/10 C5 -20.0 26.4 0.20 0.0 1950 EL ESTEE LAUDE EL US 12/18/10 P75 -19.9 29.7 4.78 -46.9 1019 SUN SUNOCO INC SUN US 11/20/10 P37 -19.4 32.6 1.12 124.0 359 CSTR COINSTAR IN CSTR US 11/20/10 C55 -18.6 48.3 3.70 640.0 4805 FSLR FIRST SOLAR FSLR US 12/18/10 P140 -18.3 37.6 8.40 59.1 670 CI CIGNA CORP CI US 11/20/10 C35 -17.7 32.9 1.49 -14.9 317 SUN SUNOCO INC SUN US 11/20/10 P39 -17.6 30.4 2.33 142.7 2553 BMC BMC SOFTWAR BMC US 11/20/10 C47.5 -17.2 35.7 0.93 45.3 709 EL ESTEE LAUDE EL US 11/20/10 C70 -17.2 30.5 4.30 616.7 1200 BMC BMC SOFTWAR BMC US 11/20/10 P45 -17.0 35.1 1.05 -56.2 1392 MTW MANITOWOC C MTW US 11/20/10 C11 -16.8 47.2 0.40 -38.5 1316 SIRI SIRIUS XM R SIRI US 11/20/10 C1.5 -16.8 52.0 0.06 0.0 1021 FSLR FIRST SOLAR FSLR US 12/18/10 C145 -16.4 36.8 4.60 -64.3 650 BMC BMC SOFTWAR BMC US 11/20/10 C45 -16.1 34.6 1.95 50.0 1296 WRC WARNACO GRO WRC US 11/20/10 P55 -15.7 41.9 3.00 -11.8 450 GNW GENWORTH FI GNW US 12/18/10 P11 -15.7 47.5 0.70 89.2 1724 MIPS MIPS TECH I MIPS US 11/20/10 C15 -15.5 48.7 0.60 50.0 3161 MRK MERCK & CO MRK US 11/20/10 P35 -15.2 22.1 0.25 4.2 1699 VRSN VERISIGN IN VRSN US 12/18/10 C35 -15.2 25.4 1.13 31.4 450 BMC BMC SOFTWAR BMC US 11/20/10 P44 -14.5 34.3 0.85 -65.3 683 SIRI SIRIUS XM R SIRI US 12/18/10 C1.5 -14.5 47.9 0.09 12.5 1942 IBN ICICI BANK- IBN US 11/20/10 C55 -14.2 27.9 0.59 136.0 584 MRK MERCK & CO MRK US 11/20/10 P36 -14.1 20.7 0.57 26.7 944 MI MARSHALL &I MI US 12/18/10 C6 -14.1 50.2 0.30 -40.0 480 COL ROCKWELL CO COL US 11/20/10 C60 -14.0 23.0 1.65 -21.4 202 APKT ACME PACKET APKT US 12/18/10 C40 -13.9 54.3 2.70 -25.0 272 QCOR QUESTCOR PH QCOR US 11/20/10 C12 -13.7 38.9 0.50 150.0 277 MSFT MICROSOFT C MSFT US 12/18/10 C27 -13.4 22.5 0.69 4.5 1788 MXIM MAXIM INTEG MXIM US 12/18/10 P22 -13.2 27.3 1.10 0.0 6000 BMC BMC SOFTWAR BMC US 12/18/10 C48 -13.2 31.3 1.40 59.1 206 MSFT MICROSOFT C MSFT US 12/18/10 C26 -13.1 23.2 1.21 9.0 1571 SWN SOUTHWESTRN SWN US 11/20/10 C33 -12.7 31.2 1.52 2.0 1178 LYB LYONDELLBAS LYB US 12/18/10 C27.5 -12.7 34.0 1.15 -32.4 482 SWN SOUTHWESTRN SWN US 11/20/10 C35 -12.5 30.4 0.54 8.0 1040 SWN SOUTHWESTRN SWN US 11/20/10 P33 -12.5 31.2 0.63 -27.6 239 FSLR FIRST SOLAR FSLR US 1/22/11 P140 -12.2 38.0 10.94 47.8 1223 FSLR FIRST SOLAR FSLR US 1/22/11 P135 -12.1 38.8 8.40 40.2 280 MSFT MICROSOFT C MSFT US 12/18/10 P26 -12.1 23.4 0.68 -29.2 2713 FSLR FIRST SOLAR FSLR US 1/22/11 C140 -11.8 36.9 9.25 -49.7 302 VRSN VERISIGN IN VRSN US 12/18/10 C33 -11.8 27.4 2.13 18.3 301 FSLR FIRST SOLAR FSLR US 1/22/11 C145 -11.7 36.5 7.15 -53.0 255 NETL NETLOGIC MI NETL US 12/18/10 C31 -11.7 37.6 1.20 30.4 360 GNW GENWORTH FI GNW US 1/22/11 P11 -11.6 47.7 0.89 97.8 1675 ACI ARCH COAL I ACI US 11/20/10 P25 -11.6 37.9 1.00 17.6 203 CSTR COINSTAR IN CSTR US 11/20/10 P55 -11.5 49.4 1.85 0.0 2201 ACI ARCH COAL I ACI US 11/20/10 C26 -11.4 36.4 0.44 -45.0 316 CLF CLIFFS NATU CLF US 11/20/10 C65 -11.3 42.9 1.86 -20.2 517 CLF CLIFFS NATU CLF US 11/20/10 P65 -11.1 43.3 3.60 -8.9 405 EL ESTEE LAUDE EL US 12/18/10 C75 -11.1 29.9 2.30 411.1 4275 CLF CLIFFS NATU CLF US 11/20/10 P62.5 -11.0 43.3 2.27 -13.0 779 PWER POWER-ONE I PWER US 1/22/11 P11 -10.8 68.8 1.40 0.0 360 PWER POWER-ONE I PWER US 12/18/10 C11 -10.5 71.9 1.35 -3.6 1940 WHR WHIRLPOOL C WHR US 11/20/10 C80 -10.4 40.0 1.47 -28.6 1070 CLF CLIFFS NATU CLF US 11/20/10 C62.5 -10.3 43.4 2.99 -14.6 379 DECK DECKERS OUT DECK US 6/18/11 C60 -10.2 41.0 7.10 29.1 391 C CITIGROUP I C US 11/20/10 C4 -10.0 27.8 0.21 -4.5 2181 SPY SPDR S&P 50 SPY US 11/20/10 P124 -10.0 14.8 5.75 -1.7 694


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


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-0- Oct/29/2010 15:30 GMT

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