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
=============================================================================
XHB    SPDR S&P HO  XHB US 12/18/10 P16      102.5  42.5   0.88   22.2    334
MCD    MCDONALDS C  MCD US 12/18/10 P80       58.6  16.3   2.70   23.3   1053
SPY    SPDR S&P 50  SPY US 12/18/10 P124      54.6  26.2   6.60   14.8   2116
PFE    PFIZER INC   PFE US 12/18/10 P17       52.6  21.3   0.71   26.8   4488
XLP    SPDR-CONS S  XLP US 12/18/10 P28       50.0  19.8   0.34   70.0    201
XHB    SPDR S&P HO  XHB US 12/18/10 P15       49.8  39.4   0.34   47.8    889
SPY    SPDR S&P 50  SPY US 12/18/10 P123      44.2  25.0   5.61    7.7   7380
SPY    SPDR S&P 50  SPY US 12/18/10 P122      33.8  24.0   4.76    9.9   7307
ERTS   ELECTRONIC   ERTS US 12/18/10 P15      31.1  38.6   0.64   28.0    212
KO     COCA-COLA C  KO US 12/18/10 C62.5      30.9  21.2   1.30  -26.6    653
VGK    VANGUARD EU  VGK US 12/18/10 P48       29.8  34.9   1.40   21.7    713
FRX    FOREST LABS  FRX US 12/18/10 C33       29.1  31.4   0.55   57.1   3130
WEN    WENDY'S/ARB  WEN US 12/18/10 C5        28.2  50.8   0.10  -33.3    630
SPY    SPDR S&P 50  SPY US 12/18/10 P121      26.6  23.5   4.02    9.8   5687
GLD    SPDR GOLD T  GLD US 12/18/10 C128      26.6  21.2   5.80    4.1   5070
ARIA   ARIAD PHARM  ARIA US 12/18/10 C4       26.1  59.0   0.25   66.7    250
WM     WASTE MANAG  WM US 12/18/10 C34        26.0  25.0   0.75  -16.7    200
SDS    PROSHARES U  SDS US 12/18/10 C26       25.8  38.4   1.72   30.3   1141
XLF    SPDR-FINL S  XLF US 12/18/10 P15       25.8  27.8   0.68   -5.6   1173
THO    THOR INDUST  THO US 12/18/10 C35       25.5  54.6   1.11   -7.5    340
KO     COCA-COLA C  KO US 12/18/10 P65        25.2  15.7   2.15   38.7   1029
ANR    ALPHA NATUR  ANR US 12/18/10 C49       25.1  50.8   2.63   -0.4    330
DDM    PROSHARES U  DDM US 12/18/10 P48       24.3  40.6   1.45   61.1    235
BGZ    LARGE CAP B  BGZ US 12/18/10 C11       23.3  60.1   0.47   34.3    247
PEP    PEPSICO INC  PEP US 12/18/10 P65       23.3  14.6   2.08   26.1    285
SSO    PROSHARES U  SSO US 12/18/10 P44       23.0  38.2   2.65   29.3    316
C      CITIGROUP I  C US 12/18/10 P4          22.3  32.5   0.05    0.0   3725
SPY    SPDR S&P 50  SPY US 12/18/10 P120      22.2  23.5   3.37    7.0   9389
KO     COCA-COLA C  KO US 12/18/10 C65        21.9  17.5   0.24  -33.3    862
MSFT   MICROSOFT C  MSFT US 12/18/10 P26      19.8  22.0   1.14   26.7    487
XLP    SPDR-CONS S  XLP US 12/18/10 P27       18.8  20.0   0.12  100.0    300
ACAS   AMERICAN CA  ACAS US 12/18/10 P7       18.3  45.6   0.20   66.7   1000
KO     COCA-COLA C  KO US 01/22/11 C60        18.2  22.9   3.70  -14.3    961
FRX    FOREST LABS  FRX US 12/18/10 C32       18.2  30.6   0.95   58.3   1115
DIA    SPDR DJIA T  DIA US 12/18/10 P114      18.0  19.6   4.75   28.4    298
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P54      18.0  22.9   2.17   21.9   4194
S      SPRINT NEXT  S US 12/18/10 C4          17.7  62.9   0.17    0.0  13680
SPY    SPDR S&P 50  SPY US 12/18/10 P119      17.4  23.6   2.80    6.1  35134
XLI    SPDR-INDU S  XLI US 12/18/10 P32       17.0  27.1   0.60   36.4    930
WM     WASTE MANAG  WM US 12/18/10 C35        16.4  20.5   0.25  -37.5    267
CSCO   CISCO SYSTE  CSCO US 12/18/10 P20      16.3  25.7   0.93   32.9    717
SDS    PROSHARES U  SDS US 12/18/10 C27       16.3  41.8   1.20   33.3   2361
SPXU   PROSHARES U  SPXU US 12/18/10 C25      15.7  66.2   1.00   33.3    229
DDM    PROSHARES U  DDM US 12/18/10 P47       15.6  38.7   1.05   61.5    359
GLD    SPDR GOLD T  GLD US 12/18/10 C130      15.6  20.0   4.15    2.5    207
XLP    SPDR-CONS S  XLP US 03/19/11 P28       15.6  17.0   1.03   12.0    266
TLCR   TALECRIS BI  TLCR US 12/18/10 P22.5    15.4  31.8   0.95   11.8    500
GGP    GENERAL GRO  GGP US 12/18/10 C16       15.3  47.7   0.75    0.0    223
XLY    SPDR-CONS D  XLY US 12/18/10 P35       15.1  27.2   0.50   51.5    529
SPY    SPDR S&P 50  SPY US 12/18/10 P118      15.0  23.9   2.34    6.4  30615
DXD    PROSHARES U  DXD US 12/18/10 C24       14.8  37.7   0.50   66.7    610
EFA    ISHARES-MSC  EFA US 12/18/10 P57       14.8  25.3   2.78   28.1   2539
PFE    PFIZER INC   PFE US 12/18/10 P16       14.4  23.0   0.17   54.5   3653
T      AT&T INC     T US 12/18/10 P28         14.4  16.9   0.66   57.1    511
FAZ    FINANCIAL B  FAZ US 12/18/10 C12       14.3  68.4   1.03    6.2   1642
DIA    SPDR DJIA T  DIA US 12/18/10 P113      14.0  18.2   3.80   26.7    463
DXD    PROSHARES U  DXD US 12/18/10 C23       13.9  34.4   0.85   30.8   1019
DE     DEERE & CO   DE US 12/18/10 C72.5      13.7  34.8   4.50    3.5    902
EUO    PROSH-UL/SH  EUO US 12/18/10 C22       13.7  37.6   0.40  100.0    201
SSO    PROSHARES U  SSO US 12/18/10 P42       13.6  41.5   1.51   31.3    624
XLE    SPDR-ENERGY  XLE US 12/18/10 C64       13.4  22.8   0.55  -16.7    395
ROST   ROSS STORES  ROST US 12/18/10 C65      13.1  34.4   1.30  -35.0   1379
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P53      13.0  23.5   1.45   19.8   7043
EFA    ISHARES-MSC  EFA US 12/18/10 P56       12.9  27.0   2.20   39.2  12131
SPY    SPDR S&P 50  SPY US 12/18/10 P117      12.8  24.5   1.93    4.3  44144
KO     COCA-COLA C  KO US 01/22/11 C65        12.8  17.7   0.80  -21.6    963
DIA    SPDR DJIA T  DIA US 12/18/10 P112      12.7  18.5   3.25   32.1    704
AAPL   APPLE INC    AAPL US 12/18/10 P320     12.7  29.3  11.85   13.8   2089
TTM    TATA MOTORS  TTM US 12/18/10 C36       12.6  50.3   1.35   22.7    206
S      SPRINT NEXT  S US 12/18/10 P4          12.5  57.2   0.26   18.2    551
BP     BP PLC-ADR   BP US 12/18/10 P42        12.5  28.1   2.25   38.0    218
EGLE   EAGLE BULK   EGLE US 03/19/11 P5       12.5  36.6   0.40   33.3   1001
FAZ    FINANCIAL B  FAZ US 12/18/10 C13       12.4  70.5   0.57    7.5   1886
XLE    SPDR-ENERGY  XLE US 12/18/10 P63       12.4  26.7   2.15   26.5    528
DE     DEERE & CO   DE US 12/18/10 C75        12.3  31.5   2.76    3.0    815
SPY    SPDR S&P 50  SPY US 12/31/10 P124      12.3  17.2   6.88   30.8    353
SSO    PROSHARES U  SSO US 12/18/10 P41       12.2  43.7   1.28   47.1    296
SNDK   SANDISK COR  SNDK US 12/18/10 P44      12.2  47.6   1.60   18.5   2148
AXP    AMERICAN EX  AXP US 12/18/10 P42       12.1  29.2   0.97    7.8   1292
MHS    MEDCO HEALT  MHS US 12/18/10 P60       12.1  30.2   1.45   31.8   9345
SNDK   SANDISK COR  SNDK US 12/18/10 P45      12.1  46.7   2.07   18.3   1119
SDRL   SEADRILL LT  SDRL US 01/22/11 P30      11.9  34.7   1.40   12.0    292
VMW    VMWARE INC-  VMW US 12/18/10 C80       11.7  47.6   3.89    2.4    298
BA     BOEING CO/T  BA US 12/18/10 P65        11.7  28.3   2.20   40.1    644
MHS    MEDCO HEALT  MHS US 12/18/10 C60       11.7  30.5   1.75  -14.6   1602
JPM    JPMORGAN CH  JPM US 12/18/10 P37       11.6  32.8   0.74   -6.3   4978
MHS    MEDCO HEALT  MHS US 12/18/10 P57.5     11.6  32.6   0.70   40.0    200
SNDK   SANDISK COR  SNDK US 12/18/10 P43      11.5  48.7   1.19   21.4   2064
XOM    EXXON MOBIL  XOM US 12/18/10 P70       11.5  18.4   1.92   28.0    984
IBM    IBM          IBM US 12/18/10 P145      11.4  17.7   4.20   56.7    739
KR     KROGER CO    KR US 12/18/10 P22        11.3  34.4   0.30   20.0    524
EEM    ISHARES-EMG  EEM US 12/18/10 P45       11.3  29.5   1.32    5.6   1056
JNJ    JOHNSON&JOH  JNJ US 12/18/10 P62.5     11.3  14.3   1.31   54.1   1021
JPM    JPMORGAN CH  JPM US 12/18/10 P39       11.3  31.1   1.85    0.0    970
TTM    TATA MOTORS  TTM US 12/18/10 C35       11.2  49.5   1.60   -5.3    589
GLD    SPDR GOLD T  GLD US 12/18/10 C132      11.2  19.4   2.84    1.8    931
CELG   CELGENE COR  CELG US 12/18/10 C62.5    11.1  28.2   0.51  -44.6    718
AVP    AVON PRODUC  AVP US 12/18/10 P30       11.1  38.8   1.82   13.8    200
TMV    DIR-D 20Y+T  TMV US 12/18/10 C39       11.1  59.4   3.00  -33.3    301
TWM    PROSHARES U  TWM US 12/18/10 C15       11.1  55.8   0.75   50.0    381
SPY    SPDR S&P 50  SPY US 12/18/10 P116      11.0  25.1   1.62    4.5  52639
SSO    PROSHARES U  SSO US 12/18/10 P40       11.0  46.1   0.82   28.1    278
KO     COCA-COLA C  KO US 02/19/11 C62.5      11.0  20.6   2.57  -11.4    201
XLE    SPDR-ENERGY  XLE US 12/18/10 C62       11.0  24.0   1.45   -4.6    601
SLB    SCHLUMBERGE  SLB US 12/18/10 C72.5     10.9  36.8   4.55    4.6   7557
AXP    AMERICAN EX  AXP US 12/18/10 P41       10.9  30.8   0.60   15.4    403
JPM    JPMORGAN CH  JPM US 12/18/10 P38       10.8  31.5   1.23   -1.6   2336
DE     DEERE & CO   DE US 12/18/10 P72.5      10.7  32.7   0.80    8.1    770
DB     DEUTSCHE BA  DB US 12/18/10 C50        10.6  42.6   1.44  -31.4    596
SYMC   SYMANTEC CO  SYMC US 12/18/10 P17      10.5  33.2   0.74   68.2    280
V      VISA INC-CL  V US 12/18/10 P75         10.5  29.3   2.79   72.2    847
GLD    SPDR GOLD T  GLD US 12/18/10 C133      10.5  19.4   2.31    2.7    496
THRX   THERAVANCE   THRX US 12/18/10 C25      10.4  47.9   0.90  650.0    676
PCP    PRECISION C  PCP US 12/18/10 P135      10.4  30.0   3.00   50.0    454
SDS    PROSHARES U  SDS US 12/18/10 C28       10.4  45.1   0.80   33.3   1553
EFA    ISHARES-MSC  EFA US 12/18/10 P55       10.4  28.1   1.61   40.0   1183
RIMM   RESEARCH IN  RIMM US 12/18/10 P60      10.4  58.6   4.00   19.4    206
MRK    MERCK & CO   MRK US 12/18/10 P35       10.3  21.1   1.24   25.2    343
UTX    UNITED TECH  UTX US 12/18/10 C72.5     10.2  23.1   2.45  -29.0    559
EEM    ISHARES-EMG  EEM US 12/18/10 P46       10.2  28.1   1.83    4.6   4543
XRT    SPDR S&P RE  XRT US 12/18/10 C45       10.2  30.8   2.23  -17.7    452
GOOG   GOOGLE INC-  GOOG US 12/18/10 C610     10.2  26.8   4.37  -27.1    807
ANF    ABERCROMBIE  ANF US 12/18/10 C48       10.2  51.4   3.00   33.3    437
OXY    OCCIDENTAL   OXY US 12/18/10 P90       10.1  28.9   3.85    4.0    336
MCD    MCDONALDS C  MCD US 01/22/11 C80       10.1  18.8   1.04  -14.1    498
GVA    GRANITE CON  GVA US 12/18/10 P25       10.1  41.4   0.70   40.0    389
MSFT   MICROSOFT C  MSFT US 12/18/10 P25      10.0  23.3   0.47   27.0   4128

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NILE BLUE NILE I NILE US 12/18/10 C50 -20.5 36.6 0.80 60.0 315 AIB ALLIED IRIS AIB US 12/18/10 C1 -19.1 134.3 0.10 -33.3 1305 KO COCA-COLA C KO US 01/22/11 P65 -15.6 12.3 2.68 22.9 414 MSFT MICROSOFT C MSFT US 12/18/10 C24 -15.5 26.1 1.22 -14.1 247 OXPS OPTIONSXPRE OXPS US 06/18/11 P17.5 -15.1 26.2 1.40 -22.2 1541 TTM TATA MOTORS TTM US 12/18/10 P35 -14.9 69.6 2.15 -8.9 504 ONP ORIENT PAPE ONP US 12/18/10 C7.5 -14.9 114.1 0.85 13.3 1435 LVLT LEVEL 3 COM LVLT US 12/18/10 C1 -14.8 124.7 0.10 0.0 908 OXPS OPTIONSXPRE OXPS US 06/18/11 C17.5 -14.8 26.3 1.30 -3.7 1024 MCD MCDONALDS C MCD US 01/22/11 P80 -14.3 12.7 3.45 15.8 835 PSEC PROSPECT CA PSEC US 12/18/10 C10 -14.2 17.6 0.10 -33.3 518 KO COCA-COLA C KO US 12/18/10 P62.5 -12.1 13.1 0.67 67.5 1634 NRGY INERGY LP NRGY US 12/18/10 C40 -12.0 18.9 0.30 -53.9 3255 MSFT MICROSOFT C MSFT US 12/18/10 C25 -11.6 23.2 0.55 -28.6 3424 OXPS OPTIONSXPRE OXPS US 03/19/11 C17.5 -11.0 26.6 1.05 31.2 252 UPRO PROSHARES U UPRO US 12/18/10 C160 -10.4 63.0 14.00 -23.5 527 LNG CHENIERE EN LNG US 12/18/10 C6 -10.1 90.0 0.50 -28.6 295


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


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-0- Nov/29/2010 16:30 GMT

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