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
=============================================================================
ALXA   ALEXZA PHAR  ALXA US 11/20/10 C1       71.4 135.3   0.05  -50.0   1000
NRG    NRG ENERGY   NRG US 11/20/10 C21       33.1  32.4   0.25  212.5   1500
POT    POTASH CORP  POT US 11/20/10 C135      32.2  26.2   7.60    1.3   1809
UYG    PROSHARES U  UYG US 11/20/10 C66       30.4  40.5   1.14  307.1    277
NRG    NRG ENERGY   NRG US 12/18/10 C21       28.6  26.8   0.50  150.0   1822
MDRX   ALLSCRIPTS   MDRX US 11/20/10 C19      25.8  41.0   0.80   33.3   2369
VMC    VULCAN MATE  VMC US 11/20/10 C41       25.2  34.9   2.30  130.0    768
SPY    SPDR S&P 50  SPY US 11/20/10 P127      22.5  15.1   4.51  -10.3    602
SIRI   SIRIUS XM R  SIRI US 11/20/10 P1.5     22.1  59.0   0.06  -14.3    274
BK     BANK NY MEL  BK US 12/18/10 C28        21.6  25.5   0.80  280.9    897
MI     MARSHALL &I  MI US 11/20/10 C6         21.4  59.3   0.15   50.0    213
BK     BANK NY MEL  BK US 11/20/10 C27        21.4  28.7   0.95  187.9   6621
VMC    VULCAN MATE  VMC US 11/20/10 P41       21.1  34.0   0.35  -62.4    210
SYY    SYSCO CORP   SYY US 11/20/10 C30       20.6  22.3   0.55   10.0   1195
BK     BANK NY MEL  BK US 12/18/10 P28        20.6  25.8   0.95  -54.5    393
MCHP   MICROCHIP T  MCHP US 12/18/10 P35      20.5  32.2   2.50   28.2    695
FAZ    FINANCIAL B  FAZ US 11/20/10 P10       20.4  63.7   0.33  200.0   3640
MDRX   ALLSCRIPTS   MDRX US 11/20/10 C20      20.3  43.1   0.35   40.0   6017
STT    STATE ST CO  STT US 11/20/10 C43       19.4  30.8   2.83   91.2    313
STT    STATE ST CO  STT US 11/20/10 P43       19.0  30.8   0.21  -57.1    342
VMC    VULCAN MATE  VMC US 11/20/10 C42       19.0  32.5   1.85  184.6    619
QQQQ   POWERSH-QQQ  QQQQ US 11/20/10 P56      18.5  16.8   2.31   -4.2    340
STT    STATE ST CO  STT US 11/20/10 P44       18.5  28.8   0.46  -47.7    701
USB    US BANCORP   USB US 11/20/10 P25       18.4  29.6   0.18  -65.4    384
BK     BANK NY MEL  BK US 11/20/10 C28        18.3  27.7   0.62 1140.0   1798
RF     REGIONS FIN  RF US 11/20/10 P7         17.8  46.5   0.47  -11.3    295
VMC    VULCAN MATE  VMC US 11/20/10 C43       17.6  31.9   1.06  324.0    550
STD    BANCO SANTA  STD US 11/20/10 C12       17.3  33.3   0.30  -40.0    328
BK     BANK NY MEL  BK US 12/18/10 P27        17.2  26.4   0.63  -43.2    236
MFC    MANULIFE FI  MFC US 12/18/10 C15       17.1  37.5   0.60   71.4   3718
FAZ    FINANCIAL B  FAZ US 11/20/10 C10       17.1  64.5   0.78  -32.2   3434
STT    STATE ST CO  STT US 11/20/10 C45       17.0  27.3   1.04  181.1    485
VMC    VULCAN MATE  VMC US 11/20/10 C44       17.0  31.7   0.65  983.3    601
BK     BANK NY MEL  BK US 11/20/10 P27        16.8  28.2   0.35  -81.4    612
KBE    SPDR KBW BA  KBE US 12/18/10 C24       16.6  31.1   1.15   53.3  10552
USB    US BANCORP   USB US 11/20/10 P26       16.1  27.0   0.47  -55.7    325
RF     REGIONS FIN  RF US 11/20/10 C7         16.0  48.7   0.11   83.3   1907
STT    STATE ST CO  STT US 11/20/10 P45       15.9  27.3   0.82  -44.6    570
PNC    PNC FINANCI  PNC US 11/20/10 P57.5     15.8  28.8   0.93  -60.3   2175
SLGN   SILGAN HOLD  SLGN US 11/20/10 P35      14.7  22.4   0.95   -5.0    228
USB    US BANCORP   USB US 11/20/10 C26       14.4  27.0   0.67  235.0   2209
GME    GAMESTOP CO  GME US 11/20/10 C21       14.3  46.9   0.40   48.1   5195
GMCR   GREEN MOUNT  GMCR US 11/20/10 C36      14.0  67.7   1.28   54.2   1316
BK     BANK NY MEL  BK US 11/20/10 P28        13.8  27.5   0.82  -72.2    384
GMCR   GREEN MOUNT  GMCR US 11/20/10 C34      13.8  69.0   2.14   33.8   1089
ALV    AUTOLIV INC  ALV US 11/20/10 C75       13.5  27.7   2.30   12.2    313
MI     MARSHALL &I  MI US 12/18/10 C6         13.3  53.9   0.35   40.0    530
SIRI   SIRIUS XM R  SIRI US 01/22/11 C1.5     13.3  59.8   0.17   30.8   2220
LVS    LAS VEGAS S  LVS US 11/20/10 C55       13.3  60.5   1.99   79.3   9573
EK     EASTMAN KOD  EK US 11/20/10 C5         13.1  59.4   0.18   38.5    570
UYG    PROSHARES U  UYG US 11/20/10 P65       13.1  41.2   2.89  -32.0    202
GMCR   GREEN MOUNT  GMCR US 11/20/10 C35      13.0  67.7   1.70   49.1   1818
BK     BANK NY MEL  BK US 01/22/11 P28        13.0  26.4   1.58  -23.3   1178
MDRX   ALLSCRIPTS   MDRX US 11/20/10 P19      13.0  39.0   0.50    0.0    362
BBT    BB&T CORP    BBT US 11/20/10 C24       13.0  33.0   1.37  114.1    882
WFC    WELLS FARGO  WFC US 11/20/10 P28       13.0  32.0   0.36  -61.3   3283
GVA    GRANITE CON  GVA US 11/20/10 P25       12.9  44.8   0.55  -28.6    617
RDN    RADIAN GROU  RDN US 11/20/10 C10       12.8  59.9   0.50  233.3    715
ACL    ALCON INC    ACL US 11/20/10 C170      12.8  18.7   1.20  -32.6    677
SCHW   SCHWAB (CHA  SCHW US 11/20/10 C16      12.8  25.9   0.35   75.0    285
RMBS   RAMBUS INC   RMBS US 11/20/10 C21      12.7  32.2   0.40   90.5   1983
STT    STATE ST CO  STT US 11/20/10 C47       12.4  26.2   0.37 3600.0    560
BK     BANK NY MEL  BK US 01/22/11 C28        12.4  27.0   1.17  148.9   1220
PNC    PNC FINANCI  PNC US 11/20/10 C57.5     12.3  28.5   1.76  282.6   2378
POT    POTASH CORP  POT US 11/20/10 C140      12.1  25.4   3.80   -1.3   4384
LVS    LAS VEGAS S  LVS US 01/22/11 C55       12.0  58.0   5.16   39.5   2645
GENZ   GENZYME COR  GENZ US 11/20/10 P70      11.9  21.2   0.61   27.1   1142
LVS    LAS VEGAS S  LVS US 11/20/10 P55       11.8  60.1   3.30  -20.5   4977
SJT    SAN JUAN BA  SJT US 11/20/10 P25       11.8  33.1   0.90   20.0    228
GTI    GRAFTECH IN  GTI US 11/20/10 C20       11.7  40.0   0.35   75.0    266
LVS    LAS VEGAS S  LVS US 12/18/10 P55       11.5  58.1   4.95  -11.6    643
GME    GAMESTOP CO  GME US 11/20/10 C20       11.4  46.8   0.91   51.7    487
SKF    PROSHARES U  SKF US 11/20/10 P17       11.3  43.0   0.74  138.7    416
MSFT   MICROSOFT C  MSFT US 11/20/10 C28      11.3  23.1   0.08  -38.5   3052
USB    US BANCORP   USB US 12/18/10 P25       11.3  27.6   0.46  -47.1    381
USB    US BANCORP   USB US 11/20/10 C25       11.1  29.4   1.41  127.4    580
WFC    WELLS FARGO  WFC US 11/20/10 C28       10.9  31.4   1.16  190.0   4807
USB    US BANCORP   USB US 12/18/10 P26       10.9  26.0   0.80  -68.0    241
SKF    PROSHARES U  SKF US 11/20/10 C17       10.9  44.0   0.47  -37.3    711
MDRX   ALLSCRIPTS   MDRX US 12/18/10 C20      10.8  34.9   0.65   18.2   1142
NDAQ   NASDAQ OMX   NDAQ US 11/20/10 C22      10.8  21.3   0.50  150.0    390
VMW    VMWARE INC-  VMW US 11/20/10 C75       10.7  43.8   4.10   17.1   1283
SNDK   SANDISK COR  SNDK US 11/20/10 P40      10.5  41.6   0.69  -34.9    856
BK     BANK NY MEL  BK US 01/22/11 P27        10.4  27.5   0.91  -40.1    302
LVS    LAS VEGAS S  LVS US 01/22/11 P55       10.3  57.5   6.45   -5.2    632
ATLS   ATLAS ENERG  ATLS US 11/20/10 C32      10.3  39.1   0.60  300.0   2188
WIT    WIPRO LTD-A  WIT US 11/20/10 C15       10.2  32.6   0.35   16.7   1000
SIRI   SIRIUS XM R  SIRI US 12/18/10 P1.5     10.2  56.4   0.12   -7.7    282

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NILE BLUE NILE I NILE US 11/20/10 C50 -61.8 26.3 0.55 -45.0 1697 EXM EXCEL MARIT EXM US 11/20/10 C6 -59.3 16.3 0.30 100.0 801 COHR COHERENT IN COHR US 11/20/10 C45 -46.2 27.8 0.75 -44.4 289 SBUX STARBUCKS C SBUX US 11/20/10 C32 -39.6 26.6 0.25 -16.7 3668 SBUX STARBUCKS C SBUX US 11/20/10 C30 -38.9 27.7 1.27 39.6 3322 SBUX STARBUCKS C SBUX US 11/20/10 C31 -38.2 26.7 0.63 21.1 9972 CROX CROCS INC (CROX) CROX US 11/20/10 P14 -37.6 53.0 0.55 -11.3 475 SQNM SEQUENOM IN SQNM US 11/20/10 C7 -37.4 44.3 0.45 66.7 684 JDSU JDS UNIPHAS JDSU US 11/20/10 C12 -35.2 40.5 0.18 -30.8 827 SBUX STARBUCKS C SBUX US 11/20/10 P31 -34.5 27.2 0.71 -61.6 475 JDSU JDS UNIPHAS JDSU US 11/20/10 C11 -34.3 42.4 0.69 6.2 1193 DISH DISH NETWOR DISH US 11/20/10 C20 -33.8 35.9 1.15 -14.8 2611 JDSU JDS UNIPHAS JDSU US 11/20/10 P11 -33.4 41.8 0.20 -60.8 274 SBUX STARBUCKS C SBUX US 11/20/10 P30 -33.1 27.8 0.34 -71.4 1991 MCHP MICROCHIP T MCHP US 11/20/10 C34 -32.2 26.1 0.40 -52.9 473 CROX CROCS INC CROX US 11/20/10 C14 -31.0 57.1 0.67 -55.3 407 LINTA LIBERTY-INT LINTA US 11/20/10 C15 -31.0 34.1 0.55 0.0 1005 SWKS SKYWORKS SO SWKS US 11/20/10 C24 -30.4 37.8 0.85 0.0 1012 KFT KRAFT FOODS KFT US 11/20/10 P31 -29.8 16.4 0.36 33.3 368 DISH DISH NETWOR DISH US 11/20/10 P20 -29.1 39.2 0.35 -41.7 1907 KFT KRAFT FOODS KFT US 11/20/10 P30 -29.0 19.4 0.13 8.3 729 SWKS SKYWORKS SO SWKS US 11/20/10 C25 -28.6 38.2 0.40 -27.3 296 TW TOWERS WATS TW US 11/20/10 P50 -28.5 20.0 0.85 142.9 210 KFT KRAFT FOODS KFT US 11/20/10 P32 -27.6 15.6 1.02 52.2 2169 MCHP MICROCHIP T MCHP US 11/20/10 C35 -27.4 26.1 0.15 -66.7 284 SD SANDRIDGE E SD US 11/20/10 P5 -27.2 55.8 0.27 237.5 1950 SWKS SKYWORKS SO SWKS US 11/20/10 P24 -27.2 39.0 0.61 -51.2 224 JAZZ JAZZ PHARMA JAZZ US 11/20/10 C14 -26.8 48.1 0.50 0.0 262 KFT KRAFT FOODS KFT US 11/20/10 C31 -26.7 17.1 0.48 -58.6 1060 DISH DISH NETWOR DISH US 11/20/10 C21 -26.5 39.0 0.55 -21.4 1886 PXP PLAINS EXPL PXP US 11/20/10 P28 -25.9 42.3 0.44 -40.5 743 ATVI ACTIVISION ATVI US 11/20/10 P11 -25.9 30.8 0.12 -20.0 253 FIG FORTRESS IN FIG US 12/18/10 C5 -25.7 38.3 0.25 0.0 695 AMKR AMKOR TECH AMKR US 11/20/10 C7 -25.4 57.4 0.15 -75.8 919 ATVI ACTIVISION ATVI US 11/20/10 C11 -25.0 31.3 0.43 -44.9 690 KFT KRAFT FOODS KFT US 11/20/10 C32 -25.0 16.0 0.12 -75.0 1836 PXP PLAINS EXPL PXP US 11/20/10 C29 -24.8 42.1 1.09 -33.9 875 MED MEDIFAST IN MED US 11/20/10 C25 -24.6 47.4 0.64 -63.4 780 MED MEDIFAST IN MED US 11/20/10 C24 -24.5 50.3 1.05 -53.3 241 PXP PLAINS EXPL PXP US 11/20/10 C28 -23.6 43.3 1.85 -12.7 1464 KIM KIMCO REALT KIM US 11/20/10 C17.5 -21.9 24.3 0.70 16.7 293 AIG AMERICAN IN AIG US 11/20/10 C46 -21.6 33.9 0.62 -40.4 5411 AIG AMERICAN IN AIG US 11/20/10 P45 -21.4 34.6 1.49 -16.8 268 AIG AMERICAN IN AIG US 11/20/10 C44 -21.1 33.7 1.73 -7.5 1501 AIG AMERICAN IN AIG US 11/20/10 C45 -20.6 33.9 1.01 -26.8 3104 AIG AMERICAN IN AIG US 11/20/10 P44 -20.4 34.6 0.95 -24.6 669 AIG AMERICAN IN AIG US 11/20/10 C43 -20.2 33.9 2.10 -15.0 1154 SD SANDRIDGE E SD US 11/20/10 C5 -20.1 55.9 0.21 -77.4 2971 WY WEYERHAEUSE WY US 11/20/10 C18 -19.8 24.1 0.10 -33.3 288 AIG AMERICAN IN AIG US 11/20/10 P43 -19.7 35.3 0.63 -24.1 1363 CASY CASEY'S GEN CASY US 11/20/10 C40 -19.4 15.6 0.40 14.3 200 SD SANDRIDGE E SD US 12/18/10 P5 -19.3 52.6 0.41 141.2 2699 SBUX STARBUCKS C SBUX US 12/18/10 C32 -19.1 26.2 0.67 34.0 557 LINTA LIBERTY-INT LINTA US 12/18/10 P16 -19.0 33.7 0.95 0.0 5000 RBCN RUBICON TEC RBCN US 11/20/10 P22.5 -19.0 74.8 0.85 13.3 430 JDSU JDS UNIPHAS JDSU US 12/18/10 C12 -18.8 40.1 0.41 -2.4 246 CROX CROCS INC CROX US 12/18/10 C14 -18.7 54.9 1.10 -38.9 731 ATML ATMEL CORP (ATML) ATML US 11/20/10 C10 -17.7 48.1 0.40 166.7 938 SBUX STARBUCKS C SBUX US 12/18/10 C31 -17.7 26.9 1.20 53.9 483 SBUX STARBUCKS C SBUX US 12/18/10 C30 -17.3 27.4 1.67 41.5 1830 ARLP ALLIANCE RE ARLP US 12/18/10 C60 -17.1 25.0 1.85 -26.0 310 TSO TESORO CORP (TSO) TSO US 11/20/10 C14 -16.9 38.9 0.45 25.0 685 INSP INFOSPACE I INSP US 12/18/10 P7.5 -16.7 50.7 0.45 200.0 205 KFT KRAFT FOODS KFT US 12/18/10 C32 -16.6 15.3 0.31 -55.1 713 KFT KRAFT FOODS KFT US 12/18/10 P30 -16.1 18.4 0.34 17.2 827 DTG DOLLAR THRI DTG US 12/18/10 C47 -15.8 18.6 2.00 2.6 215 AGO ASSURED GUA AGO US 11/20/10 C20 -14.9 53.9 0.97 -22.4 640 CADX CADENCE PHA CADX US 12/18/10 P7.5 -14.7 58.5 0.55 10.0 300 KFT KRAFT FOODS KFT US 12/18/10 C31 -14.6 16.5 0.70 -44.9 783 DISH DISH NETWOR DISH US 12/18/10 C20 -14.4 34.5 1.40 -3.5 569 SD SANDRIDGE E SD US 12/18/10 C5 -14.1 53.2 0.31 -69.3 1511 C CITIGROUP I C US 11/20/10 P4.5 -14.1 32.1 0.14 -41.7 9694 INSP INFOSPACE I INSP US 12/18/10 C7.5 -14.1 53.2 0.55 -69.4 243 EWP ISHARES-SPA EWP US 11/20/10 P41 -14.0 29.2 0.45 -52.6 400 MCHP MICROCHIP T MCHP US 01/22/11 C34 -14.0 22.4 1.05 -27.1 294 QQQQ POWERSH-QQQ QQQQ US 11/20/10 C51 -13.7 20.6 2.81 -0.3 388 MCHP MICROCHIP T MCHP US 12/18/10 C34 -13.7 24.9 0.80 -28.6 841 BRCD BROCADE COM BRCD US 11/20/10 P6 -13.6 39.8 0.13 -13.3 1010 HRB H&R BLOCK I HRB US 11/20/10 C13 -13.5 54.8 0.40 100.0 4223 FIG FORTRESS IN FIG US 11/20/10 P5 -13.3 47.0 0.20 -69.2 380 RFMD RF MICRO DE RFMD US 11/20/10 C7.5 -13.1 37.5 0.20 -28.6 273 FLR FLUOR CORP (FLR) FLR US 11/20/10 C55 -13.1 30.0 1.20 700.0 3286 CF CF INDUSTRI CF US 11/20/10 C135 -13.0 42.2 1.89 136.2 630 KFT KRAFT FOODS KFT US 01/22/11 P30 -12.6 19.3 0.68 7.9 1120 MCHP MICROCHIP T MCHP US 12/18/10 C35 -12.5 24.5 0.50 -28.6 356 SBUX STARBUCKS C SBUX US 01/22/11 C32 -12.3 27.1 1.10 35.8 1543 QLIK QLIK TECHNO QLIK US 11/20/10 P25 -12.2 50.0 1.65 50.0 200 PLD PROLOGIS (PLD) PLD US 11/20/10 C15 -12.1 31.9 0.20 0.0 438 TBT PROSHARES U TBT US 11/20/10 P36 -12.0 29.0 1.30 -33.7 518 CRUS CIRRUS LOGI CRUS US 11/20/10 P13 -11.8 52.9 0.30 -50.0 283 POT POTASH CORP POT US 12/18/10 P145 -11.7 29.8 7.30 -12.8 452 TBT PROSHARES U TBT US 11/20/10 C36 -11.5 28.8 0.42 44.8 1055 SBUX STARBUCKS C SBUX US 01/22/11 C31 -11.5 27.7 1.56 33.3 297 TNK TEEKAY TANK TNK US 11/20/10 C12.5 -11.4 28.6 0.25 0.0 253 QQQQ POWERSH-QQQ QQQQ US 11/20/10 C52 -11.4 19.1 1.91 -3.0 1245 SNY SANOFI-AVEN SNY US 11/20/10 P36 -11.4 23.7 0.70 16.7 206 IAG IAMGOLD COR IAG US 11/20/10 P18 -11.4 44.8 0.35 16.7 804 JDSU JDS UNIPHAS JDSU US 01/22/11 P11 -11.3 40.5 0.64 -27.3 2465 SD SANDRIDGE E SD US 01/22/11 P5 -11.3 52.8 0.51 104.0 279 HBC HSBC HOLDIN HBC US 11/20/10 P55 -11.2 25.9 0.98 38.0 1368 SBUX STARBUCKS C SBUX US 01/22/11 C30 -11.0 28.4 2.07 30.2 701 MAN MANPOWER IN MAN US 11/20/10 P55 -10.8 29.4 0.45 -25.0 1327 EPD ENTERPRISE EPD US 11/20/10 C43 -10.7 13.6 1.00 42.9 237 TEVA TEVA PHARM- TEVA US 11/20/10 P52.5 -10.7 18.7 1.80 -15.9 495 HBC HSBC HOLDIN HBC US 11/20/10 C55 -10.6 25.4 1.51 -32.3 1312 TBT PROSHARES U TBT US 11/20/10 C35 -10.6 28.3 0.80 48.1 2646 TBT PROSHARES U TBT US 12/18/10 C34 -10.4 30.0 2.05 21.3 678 TC THOMPSON CR TC US 11/20/10 C13 -10.3 49.2 0.50 42.9 205 POT POTASH CORP POT US 12/18/10 P140 -10.3 30.7 4.90 -14.0 4107 S SPRINT NEXT S US 11/20/10 C4 -10.3 40.9 0.15 -28.6 221 CVH COVENTRY HE CVH US 11/20/10 C25 -10.2 36.2 0.45 28.6 284 BRCD BROCADE COM BRCD US 11/20/10 C6 -10.2 40.1 0.28 -15.2 8779 QQQQ POWERSH-QQQ QQQQ US 11/20/10 C53 -10.1 17.8 1.15 -5.0 2546


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


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