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
=============================================================================
THC    TENET HEALT  THC US 01/22/11 P4       160.1  98.3   0.05  -66.7    362
THC    TENET HEALT  THC US 01/22/11 P5       121.7  68.3   0.05  -93.3  10655
JTX    JACKSON HEW  JTX US 01/22/11 C1        91.0 157.6   0.55  175.0    888
THC    TENET HEALT  THC US 01/22/11 C4        73.0  71.1   2.55  522.0   1351
CYH    COMMUNITY H  CYH US 01/22/11 P35       67.7  42.1   1.50  -54.5    212
CYH    COMMUNITY H  CYH US 01/22/11 P31       45.9  49.6   0.50  -63.0    540
THC    TENET HEALT  THC US 02/19/11 P5        45.9  53.0   0.10  -87.5    654
THC    TENET HEALT  THC US 01/22/11 C5        43.9  60.6   1.65 3200.0   2724
BPL    BUCKEYE PAR  BPL US 05/21/11 C65       36.6  13.8   3.50    0.0    210
GAP    GREAT ATLA   GAP US 01/22/11 P1        32.8 443.5   0.55  175.0   2857
THC    TENET HEALT  THC US 01/22/11 P6        27.6  44.1   0.15  -89.7    609
ATML   ATMEL CORP   ATML US 02/19/11 C7.5     27.0  56.5   4.95   15.1    510
RAX    RACKSPACE H  RAX US 01/22/11 C34       19.8  46.1   1.40  211.1    785
IRE    BANK IRELAN  IRE US 04/16/11 C2        19.2 135.1   1.05  -16.0    305
RAX    RACKSPACE H  RAX US 01/22/11 C33       17.3  45.5   1.65   96.4   1007
GDXJ   MARKET VECT  GDXJ US 01/22/11 P36      16.9  58.7   1.25   25.0  10067
ERJ    EMPRESA BRA  ERJ US 01/22/11 P30       15.9  36.5   1.90   26.7    289
THC    TENET HEALT  THC US 05/21/11 C4        15.8  54.2   2.65  301.5    332
RAX    RACKSPACE H  RAX US 01/22/11 P30       15.4  52.8   1.20  -33.3    325
RAX    RACKSPACE H  RAX US 01/22/11 P31       15.4  52.9   1.60  -27.3    685
C      CITIGROUP I  C US 03/19/11 C2          15.3  97.3   2.73    0.7    597
BPT    BP PRUD BAY  BPT US 03/19/11 P110      15.2  24.4   2.00  -27.3    287
WMB    WILLIAMS CO  WMB US 01/22/11 C15       14.9  79.1   8.95    0.6   1500
LSI    LSI CORP     LSI US 01/22/11 C6        13.6  33.8   0.25    4.2    435
RAX    RACKSPACE H  RAX US 01/22/11 C31       13.5  43.5   2.38   83.1    228
LNG    CHENIERE EN  LNG US 06/18/11 P5        13.2  96.0   1.25    0.0   1853
GGP    GENERAL GRO  GGP US 01/22/11 P15       11.1  32.9   0.60  -23.1    250
GE     GENERAL ELE  GE US 01/22/11 C15        10.8  31.8   2.29    7.0    280
GT     GOODYEAR TI  GT US 01/22/11 P7.5       10.5  73.5   0.05    0.0    268
CIEN   CIENA CORP   CIEN US 01/22/11 P12.5    10.4  57.2   0.03   50.0    384

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CYS CYPRESS SHA CYS US 01/22/11 C10 -58.3 33.0 2.80 0.0 233 THC TENET HEALT THC US 01/21/12 C5 -57.7 20.8 1.75 169.2 212 THC TENET HEALT THC US 01/21/12 C4 -48.8 25.4 2.60 147.6 639 SLW SILVER WHEA SLW US 01/22/11 C21 -46.1 70.0 16.90 -2.3 829 THC TENET HEALT THC US 01/22/11 C6 -44.0 40.2 0.75 1400.0 2568 CML COMPELLENT CML US 04/16/11 P27.5 -41.4 14.7 0.60 -42.9 200 THC TENET HEALT THC US 02/19/11 C6 -39.3 33.9 0.75 1400.0 724 CML COMPELLENT CML US 01/22/11 P27.5 -36.2 23.0 0.35 -61.1 545 CML COMPELLENT CML US 01/22/11 C27.5 -35.4 23.1 1.65 -17.5 325 GAP GREAT ATLA GAP US 05/21/11 C0.5 -34.2 104.2 0.50 -77.3 605 GAP GREAT ATLA GAP US 01/22/11 C0.5 -33.0 244.4 0.50 0.0 551 THC TENET HEALT THC US 05/21/11 P6 -29.5 31.5 0.30 -80.7 248 CML COMPELLENT CML US 01/22/11 C30 -29.2 28.2 0.60 -47.8 1305 GAP GREAT ATLA GAP US 01/22/11 C1 -26.1 201.3 0.25 -92.4 1085 THC TENET HEALT THC US 05/21/11 C6 -25.2 30.8 0.85 750.0 2686 GMCR GREEN MOUNT GMCR US 01/22/11 C33.33 -24.9 49.0 2.08 -62.9 1145 GMCR GREEN MOUNT GMCR US 01/22/11 P31.67 -24.4 50.9 1.54 38.7 790 GMCR GREEN MOUNT GMCR US 01/22/11 P33.33 -24.4 49.8 2.34 50.0 559 CYS CYPRESS SHA CYS US 01/22/11 P12.5 -24.3 17.6 0.15 50.0 273 GMCR GREEN MOUNT GMCR US 01/22/11 P30 -23.8 53.0 1.05 47.9 553 C CITIGROUP I C US 03/19/11 C2.5 -23.0 52.1 2.21 1.8 280 GMCR GREEN MOUNT GMCR US 01/22/11 P28.33 -22.1 55.8 0.69 25.4 390 GERN GERON CORP GERN US 03/19/11 C2.5 -20.5 90.6 2.55 0.0 231 GMCR GREEN MOUNT GMCR US 01/22/11 P25 -19.8 61.3 0.26 18.2 295 NSM NATL SEMICO NSM US 01/22/11 P14 -18.9 27.7 0.50 42.9 306 NSM NATL SEMICO NSM US 01/22/11 C14 -18.4 27.8 0.40 -68.0 401 C CITIGROUP I C US 02/19/11 C3 -17.7 46.3 1.72 1.8 788 BEE STRATEGIC H BEE US 06/18/11 C2.5 -17.2 74.5 2.65 8.2 200 ENER ENERGY CONV ENER US 03/19/11 C3.5 -16.5 63.5 1.43 -13.3 929 GGP GENERAL GRO GGP US 01/22/11 C15 -16.2 35.0 0.80 14.3 270 NG NOVAGOLD RE NG US 01/22/11 C12.5 -15.6 55.4 2.75 -8.3 1015 CML COMPELLENT CML US 01/22/11 C25 -15.5 33.2 3.80 -11.6 222 MNKD MANNKIND CO MNKD US 02/19/11 C5 -15.3 93.0 2.65 1.9 1704 CHU CHINA UNICO CHU US 01/22/11 P14 -14.1 28.0 0.50 -28.6 765 OREX OREXIGEN TH OREX US 01/22/11 C7.5 -14.1 75.8 1.59 -9.1 206 MNKD MANNKIND CO MNKD US 01/22/11 C5 -14.0 104.8 2.70 4.7 1239 NSM NATL SEMICO NSM US 02/19/11 P14 -13.8 27.8 0.60 9.1 2329 CIEN CIENA CORP CIEN US 01/22/11 C14 -13.5 28.8 4.50 3.5 504 CML COMPELLENT CML US 07/16/11 P25 -13.2 18.2 0.25 -50.0 299 PLL PALL CORP PLL US 03/19/11 C45 -13.0 29.3 5.90 25.5 2031 C CITIGROUP I C US 01/22/11 C4 -12.8 32.4 0.73 4.3 6833 C CITIGROUP I C US 03/19/11 C3 -12.8 48.0 1.71 0.6 916 GMCR GREEN MOUNT GMCR US 03/19/11 P34 -12.4 52.6 4.00 40.9 778 GMCR GREEN MOUNT GMCR US 03/19/11 C34 -12.2 51.8 2.95 -53.9 438 ZLC ZALE CORP ZLC US 02/19/11 P1.5 -12.1 149.2 0.10 0.0 260 COCO CORINTHIAN COCO US 02/19/11 C4.5 -12.0 66.0 0.45 0.0 1576 SLW SILVER WHEA SLW US 03/19/11 C22 -11.7 55.0 16.05 5.9 610 CYS CYPRESS SHA CYS US 06/18/11 P12.5 -11.6 18.0 0.75 15.4 550 GSS GOLDEN STAR GSS US 05/21/11 C4 -11.4 59.5 0.90 0.0 396 ZSL PRSH-ULTSH ZSL US 05/21/11 C11 -10.7 59.4 2.30 -4.2 1320


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


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-0- Dec/10/2010 16:30 GMT

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