Ticker	Volume	Price	Price Delta
DJIA	15,492.00	+104.45	0.68%
S&P 500	1,678.69	+9.53	0.57%
Nasdaq	3,517.86	+15.74	0.45%

Ticker	Volume	Price	Price Delta
STOXX 50	2,831.35	+9.70	0.34%
FTSE 100	6,831.42	+27.55	0.40%
DAX	8,521.81	+49.61	0.59%

Ticker	Volume	Price	Price Delta
Nikkei	15,627.30	+246.24	1.60%
Hang Seng	23,261.10	-105.29	-0.45%
S&P/ASX 200	5,165.37	-14.69	-0.28%

WATCH LIVE

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2010-12-08T16:30:13Z

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
=============================================================================
VVUS   VIVUS INC    VVUS US 01/22/11 C5       88.1 111.8   4.00   42.9    240
VVUS   VIVUS INC    VVUS US 01/22/11 C6       50.7  82.1   3.15  146.1    230
VVUS   VIVUS INC    VVUS US 03/19/11 C6       44.1  80.2   3.15  115.8    328
VALE   VALE SA-SP   VALE US 01/22/11 C27      31.1  39.5   6.52  -15.9    219
IRE    BANK IRELAN  IRE US 01/22/11 P1.48     31.0 200.2   0.05  -50.0    247
SLE    SARA LEE CO  SLE US 01/22/11 C16       29.2  34.1   0.65   44.4   1918
VR     VALIDUS HOL  VR US 05/21/11 C30        28.7  22.7   1.20  -11.1    200
MFN    MINEFINDERS  MFN US 02/19/11 C7.5      26.2  51.2   3.20    0.0    477
ARNA   ARENA PHARM  ARNA US 01/22/11 P1       23.3 136.3   0.05    0.0    384
GNTX   GENTEX CORP  GNTX US 01/22/11 P25      21.1  51.2   0.45  -43.8    646
SLE    SARA LEE CO  SLE US 01/22/11 P16       20.8  32.1   0.95    0.0    342
GLD    SPDR GOLD T  GLD US 01/22/11 C100      19.0  39.7  34.00   -9.8    500
GNTX   GENTEX CORP  GNTX US 03/19/11 C30      17.1  40.4   2.25  114.3    642
GNTX   GENTEX CORP  GNTX US 01/22/11 C30      15.6  44.3   1.70  174.2    883
CLWR   CLEARWIRE -  CLWR US 03/19/11 P6       15.5  78.1   0.97    7.8    347
AAI    AIRTRAN HOL  AAI US 01/22/11 C7.5      14.2  10.6   0.05    0.0    300
C      CITIGROUP I  C US 02/19/11 C2.5        12.5  67.8   2.08   -2.4    752
IVN    IVANHOE MIN  IVN US 01/22/11 C25       12.3  49.8   2.00  -57.5    292
SGMS   SCIENTIFIC   SGMS US 01/22/11 C10      12.3  51.0   0.50  233.3   1333
YCS    PROSH-UL/SH  YCS US 01/22/11 C17       11.8  24.9   0.45    0.0    200
QCOR   QUESTCOR PH  QCOR US 01/22/11 C14      11.4  48.5   1.25   19.1    241
SCHL   SCHOLASTIC   SCHL US 06/18/11 C22.5    10.9  39.1   8.50    0.0    270
DNN    DENISON MIN  DNN US 01/22/11 C2.5      10.8  83.4   0.90  -10.0    207
SPY    SPDR S&P 50  SPY US 01/22/11 C110      10.8  24.0  12.94   -2.3   4000
MFN    MINEFINDERS  MFN US 02/19/11 C10       10.2  45.4   1.00  -16.7    235

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= OREX OREXIGEN TH OREX US 01/22/11 C7.5 -62.7 82.7 2.75 243.8 677 OREX OREXIGEN TH OREX US 01/22/11 C5 -60.3 87.4 5.00 244.8 584 OREX OREXIGEN TH OREX US 01/22/11 C10 -60.2 83.0 1.25 177.8 3218 OREX OREXIGEN TH OREX US 01/22/11 C6 -59.4 92.0 4.20 281.8 563 OREX OREXIGEN TH OREX US 01/22/11 P9 -59.4 97.3 0.90 -82.0 1292 OREX OREXIGEN TH OREX US 01/22/11 C9 -58.7 91.2 1.95 254.6 466 OREX OREXIGEN TH OREX US 01/22/11 P7.5 -58.6 100.9 0.35 -90.3 1251 OREX OREXIGEN TH OREX US 01/22/11 P10 -58.1 97.8 1.25 -78.1 2336 OREX OREXIGEN TH OREX US 01/22/11 P6 -53.1 116.7 0.15 -94.1 270 OREX OREXIGEN TH OREX US 01/22/11 P5 -49.9 126.0 0.09 -94.9 1444 MBI MBIA INC MBI US 01/22/11 C5 -39.6 94.8 4.70 -7.8 247 OREX OREXIGEN TH OREX US 01/22/11 P4 -36.6 149.2 0.05 -95.2 595 VECO VEECO INSTR VECO US 01/22/11 C40 -34.2 33.1 6.70 -9.5 231 URI UNITED RENT URI US 03/19/11 C18 -32.9 38.3 4.90 30.3 200 AMR AMR CORP AMR US 02/19/11 C3 -32.8 113.7 4.80 0.0 503 JAS JO-ANN STOR JAS US 01/22/11 C40 -31.2 37.5 6.40 -12.3 1500 WMT WAL-MART ST WMT US 01/22/11 C40 -30.2 42.6 14.85 -1.7 881 EQIX EQUINIX INC EQIX US 01/22/11 C60 -28.7 54.1 22.80 -4.8 429 OREX OREXIGEN TH OREX US 04/16/11 P7 -27.4 143.7 1.55 -56.9 705 XRT SPDR S&P RE XRT US 01/22/11 C40 -27.3 25.6 7.82 1.3 1000 MW MEN'S WEARH MW US 01/22/11 P24 -21.3 39.7 1.20 166.7 459 OREX OREXIGEN TH OREX US 04/16/11 C6 -20.1 140.8 5.20 181.1 377 OREX OREXIGEN TH OREX US 07/16/11 C10 -17.0 119.3 3.50 233.3 565 TIVO TIVO INC TIVO US 01/22/11 C7.5 -15.8 58.3 1.15 -20.7 401 KWK QUICKSILVER KWK US 01/22/11 C14 -14.7 37.8 1.15 -20.1 250 JBLU JETBLUE AIR JBLU US 01/22/11 C6 -12.9 41.8 0.60 -47.8 429 Q QWEST COMMU Q US 04/16/11 P7 -12.8 20.2 0.35 -2.8 200 GERN GERON CORP GERN US 01/21/12 C5 -12.5 70.6 1.53 9.3 332 KFN KKR FINANCI KFN US 04/16/11 C7 -11.8 41.4 2.10 -18.9 225 PWER POWER-ONE I PWER US 01/22/11 C10 -11.3 48.0 0.90 5.9 277 S SPRINT NEXT S US 01/22/11 C3 -11.2 60.1 1.14 -8.1 410 HAO GUGGENHEIM HAO US 01/22/11 C29 -11.2 27.1 2.75 0.0 210 C CITIGROUP I C US 01/22/11 P4.5 -11.0 32.1 0.16 -5.9 8333


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


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

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