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
=============================================================================
CTV    COMMSCOPE I  CTV US 12/18/10 C31       59.8  16.5   1.40   91.8   6938
CTV    COMMSCOPE I  CTV US 12/18/10 P31       52.6  16.1   0.30   50.0    668
CTV    COMMSCOPE I  CTV US 12/18/10 C32       32.0  12.0   0.55  175.0   1178
XNPT   XENOPORT IN  XNPT US 12/18/10 P9       28.5  85.7   0.95    0.0    209
SPY    SPDR S&P 50  SPY US 12/18/10 P126      20.5  19.2   5.41    6.7   2080
SCCO   SOUTHERN CO  SCCO US 12/18/10 C44      19.3  41.6   3.30   -2.9    211
SPY    SPDR S&P 50  SPY US 12/18/10 P125      17.4  18.9   4.70    7.1  13219
SPY    SPDR S&P 50  SPY US 12/18/10 P124      15.6  19.0   4.05   10.1   2795
VRX    VALEANT PHA  VRX US 01/22/11 P26       14.9  39.0   1.70   47.8    319
AONE   A123 SYSTEM  AONE US 12/18/10 C10      14.0  63.6   0.70   -6.7    546
FOSL   FOSSIL INC   FOSL US 12/18/10 C65      13.5  45.8   3.30   46.7    337
JDSU   JDS UNIPHAS  JDSU US 12/18/10 C12      13.4  45.6   0.63   70.3    804
GHDX   GENOMIC HEA  GHDX US 06/18/11 C15      13.0  47.9   2.20    0.0    264
EWH    ISHARES-HON  EWH US 12/18/10 C21       12.6  19.4   0.20    0.0    238
SPY    SPDR S&P 50  SPY US 12/18/10 P123      12.6  18.9   3.46    8.8   2044
MGM    MGM RESORTS  MGM US 12/18/10 C12       12.1  66.0   1.35   33.7   1101
SOHU   SOHU.COM IN  SOHU US 12/18/10 P80      11.7  47.4   4.90  -38.8   1401
XLF    SPDR-FINL S  XLF US 12/18/10 C15       11.1  26.0   0.72  -12.2    851
XLF    SPDR-FINL S  XLF US 12/18/10 C16       11.1  25.3   0.26  -18.8  28355
SPY    SPDR S&P 50  SPY US 12/18/10 P122      11.0  19.1   2.96    8.8   6848
LVS    LAS VEGAS S  LVS US 01/22/11 C55       10.8  60.6   4.70   19.0   3358
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P55      10.6  18.5   2.07   -1.4   1135
JEF    JEFFERIES G  JEF US 12/18/10 C25       10.3  34.7   1.65   32.0    219
VMW    VMWARE INC-  VMW US 12/18/10 C80       10.3  44.3   4.35   35.9    223

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= FIG FORTRESS IN FIG US 01/22/11 P5 -15.6 40.8 0.40 -11.1 500 JAZZ JAZZ PHARMA JAZZ US 03/19/11 C15 -13.4 47.9 1.92 36.2 1000


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


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-0- Nov/08/2010 16:30 GMT

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