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
=============================================================================
BAS    BASIC ENERY  BAS US 01/22/11 C15       23.6  47.8   0.95  137.5    701
PVX    PROVIDENT E  PVX US 12/18/10 C7.5      20.9  28.0   0.20  100.0    424
ONP    ORIENT PAPE  ONP US 12/18/10 C7.5      20.4 109.0   0.70  100.0   1342
VEA    VANG EURO P  VEA US 12/18/10 C36       19.4  30.9   0.45  -35.7    336
JCG    J CREW GROU  JCG US 12/18/10 C42.5     18.6  13.0   1.50   30.4   1067
SNPS   SYNOPSYS IN  SNPS US 12/18/10 P25      15.0  36.2   0.30  -25.0    530
ONXX   ONYX PHARM   ONXX US 12/18/10 C30      14.5  52.8   1.25   25.0    401
JCG    J CREW GROU  JCG US 12/18/10 C45       14.2  17.1   0.20   33.3   1240
TTM    TATA MOTORS  TTM US 12/18/10 C33       11.2  56.8   1.00  -23.1    507
STD    BANCO SANTA  STD2 US 12/18/10 P10      10.8  55.1   0.40  -33.3    400
UBS    UBS AG-REG   UBS US 12/18/10 P15       10.7  41.4   0.30  -33.3    689

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SPY SPDR S&P 50 SPY US 12/18/10 P125 -33.3 15.4 5.34 -21.0 560 SPY SPDR S&P 50 SPY US 12/18/10 P124 -28.6 15.7 4.43 -32.2 4446 OVTI OMNIVISION OVTI US 12/18/10 P31 -28.4 48.9 1.20 -46.7 238 OVTI OMNIVISION OVTI US 12/18/10 P30 -28.0 48.4 0.70 -74.1 219 SPY SPDR S&P 50 SPY US 12/18/10 P123 -25.1 16.1 3.67 -36.4 4560 OVTI OMNIVISION OVTI US 12/18/10 C32 -25.1 48.0 0.90 100.0 755 OVTI OMNIVISION OVTI US 12/18/10 C30 -24.8 50.0 2.00 110.5 586 OVTI OMNIVISION OVTI US 12/18/10 C31 -23.8 49.5 1.42 118.5 427 QQQQ POWERSH-QQQ QQQQ US 12/18/10 P55 -23.8 17.7 2.05 -33.7 1192 CPRT COPART INC CPRT US 12/18/10 C35 -23.4 25.3 0.40 -66.7 320 IWM ISHARES-RUS IWM US 12/18/10 P78 -22.2 21.8 3.95 -25.9 224 SPY SPDR S&P 50 SPY US 12/18/10 P122 -20.5 16.9 2.99 -39.0 7004 OXPS OPTIONSXPRE OXPS US 12/18/10 P17.5 -19.3 28.4 0.40 -33.3 289 S SPRINT NEXT S US 12/18/10 C4 -18.6 52.9 0.09 -30.8 3488 SPY SPDR S&P 50 SPY US 12/18/10 P121 -17.4 17.5 2.41 -41.9 8104 OXPS OPTIONSXPRE OXPS US 12/18/10 C17.5 -17.3 27.9 0.40 0.0 219 XLU SPDR-UTIL S XLU US 12/18/10 P31 -17.0 13.9 0.58 -19.4 1000 QQQQ POWERSH-QQQ QQQQ US 12/18/10 P54 -16.9 19.1 1.37 -41.2 2480 PMTI PALOMAR MED PMTI US 12/18/10 C12.5 -16.8 34.8 0.55 10.0 505 HUN HUNTSMAN CO HUN US 12/18/10 P15 -16.6 39.0 0.30 -46.4 350 ROSE ROSETTA RES ROSE US 12/18/10 C35 -16.1 46.4 2.10 -2.3 970 RMBS RAMBUS INC RMBS US 12/18/10 C20 -15.6 28.6 0.60 11.1 1524 RMBS RAMBUS INC RMBS US 12/18/10 C21 -15.6 28.8 0.20 -4.8 1012 XLF SPDR-FINL S XLF US 12/18/10 P15 -15.3 23.1 0.53 -22.1 1020 SPY SPDR S&P 50 SPY US 01/22/11 P126 -15.2 16.1 7.01 -20.8 728 SSO PROSHARES U SSO US 12/18/10 C45 -15.1 31.4 0.64 60.0 428 KWK QUICKSILVER KWK US 12/18/10 C14 -15.1 38.9 0.65 -4.4 698 XLF SPDR-FINL S XLF US 12/18/10 P14 -14.8 26.4 0.11 -45.0 1904 SPY SPDR S&P 50 SPY US 12/18/10 P120 -14.5 18.6 1.92 -44.0 29966 LYB LYONDELLBAS LYB US 12/18/10 C30 -14.5 30.1 0.75 25.0 252 SCHW SCHWAB (CHA SCHW US 12/18/10 C16 -14.3 23.8 0.15 200.0 340 MSFT MICROSOFT C MSFT US 12/18/10 P26 -14.2 21.2 0.50 -47.4 2401 MSFT MICROSOFT C MSFT US 12/18/10 C27 -13.3 21.8 0.12 71.4 4921 PFE PFIZER INC PFE US 12/18/10 C17 -13.2 19.5 0.10 0.0 2133 PFE PFIZER INC PFE US 12/18/10 P17 -13.2 18.8 0.57 -26.0 1154 INTC INTEL CORP INTC US 12/18/10 P22 -13.1 20.5 0.66 -32.0 323 GOOG GOOGLE INC- GOOG US 12/18/10 P580 -13.0 26.5 18.22 -39.9 420 SPY SPDR S&P 50 SPY US 01/22/11 P125 -13.0 16.6 6.25 -22.1 1332 SDS PROSHARES U SDS US 12/18/10 C26 -13.0 35.4 0.91 -42.4 1342 SSO PROSHARES U SSO US 12/18/10 C44 -12.8 33.7 1.05 47.9 1531 SDS PROSHARES U SDS US 12/18/10 C25 -12.8 32.5 1.49 -37.1 876 SPY SPDR S&P 50 SPY US 12/31/10 P121 -12.7 17.6 3.03 -27.5 576 YHOO YAHOO! INC YHOO US 12/18/10 C17 -12.6 40.6 0.25 8.7 829 SPY SPDR S&P 50 SPY US 12/18/10 P119 -12.5 19.2 1.54 -47.3 19532 SPY SPDR S&P 50 SPY US 12/18/10 C126 -12.3 15.0 0.14 55.6 2072 GOOG GOOGLE INC- GOOG US 12/18/10 C590 -12.3 27.1 5.50 41.0 1298 SPY SPDR S&P 50 SPY US 01/22/11 P124 -12.3 16.9 5.55 -22.8 819 QLD PROSHARES U QLD US 12/18/10 C80 -12.2 36.0 1.40 68.7 335 QQQQ POWERSH-QQQ QQQQ US 12/18/10 P53 -12.2 20.5 0.86 -49.1 14482 DIA SPDR DJIA T DIA US 12/18/10 C116 -12.1 13.4 0.18 80.0 233 IWM ISHARES-RUS IWM US 12/18/10 P75 -12.1 24.6 1.90 -38.1 5686 GOOG GOOGLE INC- GOOG US 12/18/10 P570 -12.0 27.4 13.41 -42.7 1121 DIA SPDR DJIA T DIA US 12/18/10 P112 -12.0 16.3 1.67 -43.4 680 WMT WAL-MART ST WMT US 12/18/10 C55 -11.9 13.9 0.40 29.0 1081 AAPL APPLE INC AAPL US 12/18/10 C320 -11.9 26.7 5.75 26.4 9181 AAPL APPLE INC AAPL US 12/18/10 C330 -11.8 26.4 2.40 16.5 5731 SPY SPDR S&P 50 SPY US 12/18/10 C125 -11.8 15.1 0.23 64.3 4225 FIS FIDELITY NA FIS US 12/18/10 C28 -11.7 20.7 0.23 15.0 238 MS MORGAN STAN MS US 12/18/10 C26 -11.6 30.4 0.25 13.6 547 WYNN WYNN RESORT WYNN US 12/18/10 C110 -11.5 37.3 1.68 60.0 405 GOOG GOOGLE INC- GOOG US 12/18/10 C580 -11.5 27.6 9.00 45.2 1728 GOOG GOOGLE INC- GOOG US 12/18/10 P560 -11.4 28.2 9.27 -47.3 997 GOOG GOOGLE INC- GOOG US 12/18/10 C560 -11.2 28.9 19.00 39.7 1385 DIA SPDR DJIA T DIA US 12/18/10 P113 -11.2 15.3 2.15 -41.1 223 MELI MERCADOLIBR MELI US 12/18/10 C62.5 -11.1 43.5 3.80 15.2 318 SPY SPDR S&P 50 SPY US 12/18/10 P118 -11.1 20.1 1.23 -49.6 15518 SDS PROSHARES U SDS US 12/18/10 P26 -11.0 35.1 0.66 53.5 699 WYNN WYNN RESORT WYNN US 12/18/10 C107 -10.9 38.0 2.73 72.8 423 IBM IBM IBM US 12/18/10 C150 -10.9 17.3 0.36 63.6 678 QQQQ POWERSH-QQQ QQQQ US 12/18/10 C55 -10.9 17.5 0.21 110.0 2003 DNDN DENDREON CO DNDN US 12/18/10 C38 -10.9 34.4 0.71 77.5 712 IWM ISHARES-RUS IWM US 12/18/10 P74 -10.9 25.9 1.47 -39.5 2624 IWM ISHARES-RUS IWM US 12/18/10 C77 -10.9 21.4 0.43 59.3 360 EUO PROSH-UL/SH EUO US 12/18/10 C21 -10.8 30.9 0.75 -25.0 704 STP SUNTECH POW STP US 12/18/10 C7.5 -10.8 52.0 0.25 13.6 382 OCR OMNICARE IN OCR US 12/18/10 P22.5 -10.7 32.0 0.65 44.4 913 SPY SPDR S&P 50 SPY US 12/18/10 P117 -10.7 21.0 0.97 -51.5 27476 SPY SPDR S&P 50 SPY US 01/22/11 P123 -10.6 17.4 4.96 -26.4 1974 WYNN WYNN RESORT WYNN US 12/18/10 C102 -10.5 39.9 5.84 62.2 286 EPD ENTERPRISE EPD US 12/18/10 P41 -10.4 18.9 0.60 50.0 234 IWM ISHARES-RUS IWM US 12/31/10 P76 -10.4 23.4 3.14 -28.6 361 CASY CASEY'S GEN CASY US 12/18/10 C40 -10.3 23.0 0.75 15.4 246 GOOG GOOGLE INC- GOOG US 12/18/10 C570 -10.3 28.2 13.72 49.1 1661 AAPL APPLE INC AAPL US 12/18/10 P330 -10.2 26.6 15.80 -24.2 260 XLF SPDR-FINL S XLF US 12/18/10 C15 -10.2 23.2 0.14 16.7 18593 C CITIGROUP I C US 12/18/10 C4.5 -10.2 33.1 0.04 33.3 13199 DIA SPDR DJIA T DIA US 12/18/10 C115 -10.2 14.0 0.35 94.4 566 PG PROCTER & G PG US 12/18/10 P62.5 -10.1 15.2 1.15 -30.7 347 AAPL APPLE INC AAPL US 12/18/10 P320 -10.1 26.8 8.90 -33.8 1886 BBD BRADESCO-AD BBD US 12/18/10 C20 -10.1 30.7 0.81 39.7 280 SSO PROSHARES U SSO US 12/18/10 C43 -10.1 36.2 1.66 49.5 757 EEM ISHARES-EMG EEM US 12/18/10 P46 -10.0 26.7 1.14 -36.3 1492


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


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-0- Dec/01/2010 16:30 GMT

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