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
=============================================================================
SPY    SPDR S&P 50  SPY US 12/18/10 P125      48.0  20.4   6.24   12.8    994
SPY    SPDR S&P 50  SPY US 12/18/10 P124      39.8  19.4   5.36   14.0   2409
DOLE   DOLE FOOD C  DOLE US 01/22/11 C10      29.7  36.0   0.70    0.0    319
ZLC    ZALE CORP    ZLC US 12/18/10 C3.5      28.2  89.7   0.30  100.0    379
XLU    SPDR-UTIL S  XLU US 12/18/10 P32       28.0  14.6   1.34    3.1    200
SPY    SPDR S&P 50  SPY US 12/18/10 P122      25.4  18.5   3.80   18.0   5138
TIN    TEMPLE-INLA  TIN US 12/18/10 C22       24.1  46.2   0.70  180.0   3953
TIN    TEMPLE-INLA  TIN US 12/18/10 C21       24.1  46.1   1.15  187.5   2357
BRKR   BRUKER CORP  BRKR US 12/18/10 C15      23.4  42.2   1.00   42.9   2001
DTG    DOLLAR THRI  DTG US 12/18/10 C48       22.1  18.1   0.25    0.0    460
SPY    SPDR S&P 50  SPY US 12/18/10 P121      20.6  18.4   3.15   16.7   7850
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P55      19.4  19.2   2.84    2.5   1281
DIA    SPDR DJIA T  DIA US 12/18/10 P114      16.7  15.0   3.65   23.7    597
SPY    SPDR S&P 50  SPY US 12/18/10 P120      15.9  18.5   2.58   15.2  14101
XHB    SPDR S&P HO  XHB US 12/18/10 P16       15.7  29.2   0.78    6.8   1031
BBVA   BANCO BILBA  BBVA US 01/22/11 C11      15.4  47.8   0.90    0.0   5030
GS     GOLDMAN SAC  GS US 12/18/10 C165       14.4  27.8   3.00  -40.6   3353
GS     GOLDMAN SAC  GS US 12/18/10 C160       14.3  29.3   5.35  -35.5   1901
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P54      14.0  18.6   2.02    2.5   2901
SPY    SPDR S&P 50  SPY US 12/18/10 P119      13.5  18.8   2.12   14.0  12083
DB     DEUTSCHE BA  DB US 01/22/11 C55        13.5  36.3   2.75  -14.1    200
PDCO   PATTERSON C  PDCO US 12/18/10 C30      13.2  27.1   0.35   40.0    750
XLF    SPDR-FINL S  XLF US 12/18/10 P15       13.1  25.6   0.62   31.9    808
GS     GOLDMAN SAC  GS US 12/18/10 P165       13.0  27.3   7.00   89.2   1409
QCOM   QUALCOMM IN  QCOM US 12/18/10 C45      12.9  29.5   2.68  -13.6    357
EV     EATON VANCE  EV US 12/18/10 P30        12.8  32.8   0.75   -6.2    603
GS     GOLDMAN SAC  GS US 12/18/10 C155       12.6  31.4   8.65  -30.2    577
LDK    LDK SOLAR C  LDK US 12/18/10 P11       12.5  77.4   0.77    2.7   5478
EXAS   EXACT SCIEN  EXAS US 12/18/10 C6       12.0  71.3   0.35  -12.5    522
SPY    SPDR S&P 50  SPY US 12/18/10 P118      12.0  19.4   1.74   16.0  13404
GS     GOLDMAN SAC  GS US 12/18/10 P160       11.2  28.6   4.40  111.5   3356
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C42       11.2  35.6   1.93   12.2   1934
PWE    PENN WEST E  PWE US 12/18/10 C21       11.0  30.2   1.20  -14.3    209
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C41       10.9  36.5   2.52    8.6    290
DIA    SPDR DJIA T  DIA US 12/18/10 P113      10.8  15.0   2.80   18.6    235
HPQ    HEWLETT-PAC  HPQ US 12/18/10 P42       10.8  35.2   1.28    2.4   4512
CBRL   CRACKER BAR  CBRL US 12/18/10 C60      10.7  30.8   0.85   88.9   1092
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C43       10.7  34.5   1.39   15.8   5960
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C44       10.7  33.6   0.93   16.2   2251
CRK    COMSTOCK RE  CRK US 12/18/10 C25       10.6  43.6   1.15   35.3    329
SWHC   SMITH & WES  SWHC US 12/18/10 C4       10.3  49.4   0.10    0.0    824
SPY    SPDR S&P 50  SPY US 12/18/10 P117      10.2  19.9   1.41   15.6   5646
HPQ    HEWLETT-PAC  HPQ US 12/18/10 P41       10.2  36.1   0.92    4.5   1263

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NOVL NOVELL INC NOVL US 05/21/11 C6 -80.2 7.0 0.10 -75.0 215 NOVL NOVELL INC NOVL US 12/18/10 C6 -80.2 10.8 0.05 -75.0 4678 REGN REGENERON P REGN US 12/18/10 C28 -74.0 30.9 1.00 -50.0 2793 REGN REGENERON P REGN US 12/18/10 C27 -71.9 33.1 1.45 -38.6 237 REGN REGENERON P REGN US 12/18/10 P27 -66.8 38.7 0.75 -84.0 854 JBLU JETBLUE AIR JBLU US 12/18/10 C7 -29.1 30.6 0.15 -25.0 1050 TW TOWERS WATS TW US 12/18/10 P50 -23.7 18.5 1.25 -35.9 200 GENZ GENZYME COR GENZ US 12/18/10 C72.5 -22.5 22.6 1.23 -27.6 1169 LNG CHENIERE EN LNG US 12/18/10 P6 -20.9 105.6 0.65 0.0 675 GERN GERON CORP GERN US 12/18/10 C6 -20.6 61.1 0.30 -14.3 769 AET AETNA INC AET US 12/18/10 P31 -19.8 29.2 0.89 -36.0 921 WLP WELLPOINT I WLP US 12/18/10 P57.5 -18.6 31.2 0.88 -53.9 3434 AET AETNA INC AET US 12/18/10 P32 -18.4 28.8 1.43 -31.6 988 KNDL KENDLE INTL KNDL US 12/18/10 C10 -18.2 56.0 0.50 -31.5 229 AET AETNA INC AET US 12/18/10 C32 -18.0 28.8 0.59 -9.2 1860 GMCR GREEN MOUNT GMCR US 12/18/10 P35 -17.8 61.4 2.20 -61.1 645 WLP WELLPOINT I WLP US 12/18/10 P60 -17.5 29.7 1.81 -42.7 1511 GMCR GREEN MOUNT GMCR US 12/18/10 C36.67 -17.3 60.6 1.55 181.8 1068 WLP WELLPOINT I WLP US 12/18/10 C60 -17.3 30.5 2.02 12.8 1820 AET AETNA INC AET US 12/18/10 C31 -17.2 29.8 1.04 6.1 306 WLP WELLPOINT I WLP US 12/18/10 C57.5 -17.2 32.4 3.60 21.6 660 LYB LYONDELLBAS LYB US 12/18/10 C30 -16.6 32.0 0.50 -16.7 814 WY WEYERHAEUSE WY US 12/18/10 C18 -16.5 28.6 0.25 -16.7 349 CRUS CIRRUS LOGI CRUS US 12/18/10 C16 -16.4 50.6 0.55 120.0 2900 TSN TYSON FOODS TSN US 12/18/10 C16 -16.0 33.3 0.60 20.0 205 TTI TETRA TECHN TTI US 12/18/10 C10 -16.0 40.3 0.70 0.0 300 TSN TYSON FOODS TSN US 12/18/10 C17 -15.9 32.5 0.21 5.0 494 STV CHINA DIGIT STV US 12/18/10 P7.5 -15.8 63.0 0.35 0.0 234 VIP VIMPELCOM L VIP US 12/18/10 P15 -15.7 32.3 0.55 57.1 1001 GENZ GENZYME COR GENZ US 12/18/10 C70 -15.2 25.5 2.95 0.0 520 SCCO SOUTHERN CO SCCO US 01/22/11 P45 -14.9 38.0 3.40 -24.4 1000 SYMC SYMANTEC CO SYMC US 12/18/10 P17 -14.7 29.1 0.50 -10.7 1045 WLP WELLPOINT I WLP US 12/18/10 C62.5 -14.5 30.1 0.97 12.8 1663 HUM HUMANA INC HUM US 12/18/10 C57.5 -14.5 29.9 2.00 37.9 238 ELX EMULEX CORP ELX US 01/22/11 C11 -14.5 30.1 0.90 -5.3 2818 ARG AIRGAS INC ARG US 12/18/10 P65 -14.2 31.4 1.75 -7.9 896 UNH UNITEDHEALT UNH US 12/18/10 P36 -14.2 31.8 1.10 -23.6 1132 GMCR GREEN MOUNT GMCR US 12/18/10 C35 -14.2 62.6 2.35 173.3 2120 DG DOLLAR GENE DG US 12/18/10 P30 -14.1 27.6 0.45 -30.8 1003 GMCR GREEN MOUNT GMCR US 12/18/10 P33.33 -13.8 63.2 1.58 -62.4 960 HUM HUMANA INC HUM US 12/18/10 C60 -13.8 29.0 0.95 26.7 2015 UNH UNITEDHEALT UNH US 12/18/10 P35 -13.8 32.4 0.69 -32.4 3476 DPZ DOMINO'S PI DPZ US 12/18/10 C15 -13.4 28.4 0.25 0.0 231 KLIC KULICKE & S KLIC US 12/18/10 P6 -13.2 44.2 0.25 0.0 330 CCME CHINA MEDIA CCME US 12/18/10 C17.5 -13.0 87.9 1.25 -7.4 414 UNH UNITEDHEALT UNH US 12/18/10 P37 -13.0 31.0 1.64 -18.0 488 MFE MCAFEE INC MFE US 12/18/10 P47 -12.7 7.7 0.40 0.0 320 QCOM QUALCOMM IN QCOM US 12/18/10 P49 -12.6 20.3 2.20 12.2 381 PAL NORTH AMER PAL US 12/18/10 C6 -12.4 57.5 0.25 0.0 414 DF DEAN FOODS DF US 12/18/10 C7.5 -12.4 47.8 0.40 -33.3 609 UNH UNITEDHEALT UNH US 12/18/10 P38 -12.3 30.5 2.28 -12.6 633 CI CIGNA CORP CI US 12/18/10 P37 -12.1 30.8 1.10 -12.7 322 MFE MCAFEE INC MFE US 03/19/11 C47 -11.9 6.9 0.80 0.0 210 WLP WELLPOINT I WLP US 01/22/11 P60 -11.9 29.4 2.81 -36.1 2790 FRO FRONTLINE L FRO US 12/18/10 P27 -11.8 34.3 0.75 15.4 591 DYN DYNEGY INC DYN US 12/18/10 C5 -11.7 42.9 0.20 -33.3 3021 CI CIGNA CORP CI US 12/18/10 P38 -11.6 30.2 1.18 -29.3 630 GMCR GREEN MOUNT GMCR US 12/18/10 C33.33 -11.5 64.7 3.21 148.8 1306 KSP K-SEA TRANS KSP US 12/18/10 P5 -11.4 56.1 0.50 66.7 500 KWK QUICKSILVER KWK US 12/18/10 C15 -11.3 39.4 0.40 -42.0 1001 MANT MANTECH INT MANT US 12/18/10 C40 -11.3 28.3 1.10 -4.3 414 SYMC SYMANTEC CO SYMC US 12/18/10 C17 -11.3 30.7 0.59 -22.4 221 UNH UNITEDHEALT UNH US 12/18/10 C35 -11.2 33.3 1.98 -3.4 600 CRUS CIRRUS LOGI CRUS US 12/18/10 P16 -11.2 53.5 1.30 -45.8 232 STX SEAGATE TEC STX US 12/18/10 C14 -11.1 54.9 1.16 -22.7 3107 AFFY AFFYMAX INC AFFY US 12/18/10 C6 -11.0 104.0 0.65 18.2 228 MFE MCAFEE INC MFE US 06/18/11 C47 -11.0 5.7 0.85 -5.6 310 ARG AIRGAS INC ARG US 12/18/10 C67.5 -10.9 27.7 1.30 -36.6 821 LNG CHENIERE EN LNG US 12/18/10 C6 -10.7 93.9 0.65 -13.3 373 ANW AEGEAN MARI ANW US 12/18/10 C10 -10.7 52.0 0.55 -8.3 238 UNH UNITEDHEALT UNH US 12/18/10 C36 -10.6 32.2 1.37 3.8 3947 OPTR OPTIMER PHA OPTR US 12/18/10 C10 -10.5 46.2 0.35 16.7 258 CI CIGNA CORP CI US 12/18/10 C38 -10.5 30.8 0.85 -27.4 712 VMED VIRGIN MEDI VMED US 12/18/10 P26 -10.5 29.5 0.50 -36.7 2648 AET AETNA INC AET US 01/22/11 P31 -10.5 28.7 1.40 -25.1 282 EWA ISHARES-AUS EWA US 12/18/10 P24 -10.5 27.9 0.55 10.0 319 WLP WELLPOINT I WLP US 01/22/11 P57.5 -10.4 30.2 1.69 -38.1 349 AEO AMER EAGLE AEO US 12/18/10 P16 -10.3 39.4 0.55 -8.3 220 PDLI PDL BIOPHAR PDLI US 01/22/11 C5.5 -10.2 20.8 0.30 -14.3 210


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


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-0- Nov/22/2010 16:30 GMT

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