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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
=============================================================================
ANAD   ANADIGICS I  ANAD US 01/22/11 C5       49.9 104.6   2.80    3.7    241
F      FORD MOTOR   F US 01/22/11 C12.5       42.4  44.2   3.95   -1.2    281
ALSK   ALASKA COMM  ALSK US 01/22/11 C10      41.9  40.2   1.25    4.2    222
Q      QWEST COMMU  Q US 01/22/11 C7.5        39.8  16.3   0.10    0.0    870
EMS    EMERGENCY M  EMS US 01/22/11 C60       37.9  35.1   4.96 1966.7    222
THC    TENET HEALT  THC US 05/21/11 P4        23.4  67.7   0.11   10.0    263
IVN    IVANHOE MIN  IVN US 03/19/11 P24       22.6  67.2   2.75   25.0    461
STO    STATOIL ASA  STO US 01/22/11 P20       19.8  33.4   0.10    0.0    276
TTM    TATA MOTORS  TTM US 01/21/12 P25       19.5  41.8   2.50    0.0   1000
GXDX   GENOPTIX IN  GXDX US 01/22/11 C20      18.9  43.1   1.60    0.0    220
WHR    WHIRLPOOL C  WHR US 01/22/11 C90       16.2  44.6   3.96   52.3   3566
WHR    WHIRLPOOL C  WHR US 01/22/11 P85       15.8  44.3   3.69   -6.6    550
WHR    WHIRLPOOL C  WHR US 01/22/11 C80       15.8  46.0   9.90   26.9   2439
NGG    NATIONAL GR  NGG US 06/18/11 C45       15.8  25.3   2.50    0.0   1449
WHR    WHIRLPOOL C  WHR US 01/22/11 C85       15.0  44.2   6.25   33.0   2256
AIG    AMERICAN IN  AIG US 01/22/11 P43       15.0  47.9   0.36  -41.0    841
AIG    AMERICAN IN  AIG US 01/22/11 P45       14.7  46.2   0.60  -46.4    236
SNV    SYNOVUS FIN  SNV US 01/22/11 C2.5      13.2  62.0   0.15   50.0    294
MRK    MERCK & CO   MRK US 01/22/11 P34       12.2  22.1   0.22  -24.1    321
CMCSA  COMCAST COR  CMCSA US 01/22/11 P20     12.1  28.7   0.14  -44.0    619
MRK    MERCK & CO   MRK US 04/16/11 P35       11.7  22.1   1.27  -12.4    244
CMCSA  COMCAST COR  CMCSA US 01/22/11 P21     11.6  26.1   0.30  -45.5    584
GENZ   GENZYME COR  GENZ US 01/22/11 P72.5    11.5  20.4   3.05  -25.6    500
UNG    US NAT GAS   UNG US 01/22/11 C5        10.7  50.4   1.03   -7.2    457

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= AIG AMERICAN IN AIG US 01/21/12 C30 -64.0 12.9 20.60 8.4 246 BBY BEST BUY CO BBY US 01/22/11 C33 -53.4 32.6 3.20 -65.5 316 CVE CENOVUS ENE CVE US 03/19/11 C22.5 -42.7 30.1 8.70 -9.4 2500 BBY BEST BUY CO BBY US 01/22/11 C34 -39.7 32.3 2.55 -75.6 348 MFA MFA FINANCI MFA US 01/22/11 C7.5 -36.9 24.1 0.70 -17.6 225 BBY BEST BUY CO BBY US 01/22/11 C35 -33.6 32.0 1.83 -74.8 863 AMGN AMGEN INC AMGN US 01/22/11 C57.5 -32.9 23.6 0.94 -24.8 8020 AMGN AMGEN INC AMGN US 01/22/11 C55 -31.8 24.3 2.10 -0.5 2213 AMGN AMGEN INC AMGN US 01/22/11 P55 -30.8 24.4 1.43 -51.5 3421 TMX TELEF MEXI- TMX US 01/22/11 C15 -29.3 23.8 0.85 -39.3 246 KG KING PHARMA KG US 01/22/11 C14 -28.6 5.6 0.25 0.0 283 BBY BEST BUY CO BBY US 01/22/11 C36 -28.3 31.6 1.33 -78.0 3019 MNKD MANNKIND CO MNKD US 01/22/11 C5 -27.2 95.2 3.25 12.1 2166 KS KAPSTONE PA KS US 01/22/11 C15 -26.5 26.9 0.60 0.0 300 THC TENET HEALT THC US 01/22/11 C2.5 -26.4 136.9 4.00 2.6 500 AMGN AMGEN INC AMGN US 01/22/11 C52.5 -25.1 25.8 3.80 15.2 428 BBY BEST BUY CO BBY US 01/22/11 P33 -24.3 32.2 0.48 433.3 1082 HOT STARWOOD HO HOT US 01/22/11 C48 -23.8 40.1 11.60 -9.4 308 AMGN AMGEN INC AMGN US 01/22/11 P52.5 -23.6 25.8 0.65 -60.6 1333 BBY BEST BUY CO BBY US 01/22/11 C37 -23.4 31.1 0.90 -83.6 2431 BBY BEST BUY CO BBY US 01/22/11 P36 -23.3 30.6 1.64 412.5 1978 BBY BEST BUY CO BBY US 01/22/11 P31 -22.8 34.2 0.18 500.0 5267 BBY BEST BUY CO BBY US 03/19/11 C34 -22.5 33.0 3.30 -63.3 1627 BEXP BRIGHAM EXP BEXP US 01/22/11 C22.5 -22.4 50.4 4.55 1.1 1205 BBY BEST BUY CO BBY US 01/22/11 P35 -22.4 31.1 1.13 465.0 2609 BBY BEST BUY CO BBY US 01/22/11 P34 -22.1 31.6 0.77 450.0 3407 JDSU JDS UNIPHAS JDSU US 01/22/11 C11 -21.0 44.3 3.15 -4.5 200 WNR WESTERN REF WNR US 01/22/11 C7.5 -19.3 46.6 2.05 -2.4 391 MNKD MANNKIND CO MNKD US 01/22/11 C6 -19.0 113.8 2.47 6.9 1104 THC TENET HEALT THC US 01/22/11 C6 -18.9 37.8 0.70 0.0 250 BBY BEST BUY CO BBY US 03/19/11 C35 -17.9 32.3 2.64 -65.3 722 MRK MERCK & CO MRK US 01/22/11 C36 -17.7 18.8 1.11 15.6 398 HBAN HUNTINGTON HBAN US 01/22/11 C5 -17.1 52.9 1.48 -14.9 580 SINA SINA CORP SINA US 01/22/11 C55 -17.0 41.8 14.99 -8.0 200 MFN MINEFINDERS MFN US 01/22/11 C11 -16.9 37.0 0.45 -59.1 350 SPPI SPECTRUM PH SPPI US 01/22/11 C5 -15.5 38.4 0.65 -7.1 205 COP CONOCOPHILL COP US 01/22/11 C60 -14.7 24.7 5.79 -7.4 1969 C CITIGROUP I C US 01/22/11 C3.5 -14.6 44.8 1.24 -6.1 1572 MRK MERCK & CO MRK US 01/22/11 C37 -14.3 17.9 0.59 20.4 378 IVN IVANHOE MIN IVN US 03/19/11 C25 -14.2 42.7 2.10 -19.2 216 MRK MERCK & CO MRK US 01/22/11 C38 -14.1 17.1 0.28 21.7 218 BBY BEST BUY CO BBY US 03/19/11 P30 -13.4 35.0 0.49 133.3 283 FAS FINL BULL 3 FAS US 01/21/12 P14 -13.3 78.2 1.98 -25.3 379 BBY BEST BUY CO BBY US 06/18/11 P25 -13.2 38.8 0.39 62.5 2662 BBY BEST BUY CO BBY US 03/19/11 P31 -12.8 34.0 0.65 195.4 320 SGMS SCIENTIFIC SGMS US 07/16/11 P7.5 -12.7 48.3 0.45 -35.7 1273 C CITIGROUP I C US 01/22/11 C3 -12.6 64.9 1.77 -1.7 350 ONTY ONCOTHYREON ONTY US 01/22/11 P2 -12.5 159.6 0.15 0.0 500 BBY BEST BUY CO BBY US 03/19/11 P32 -12.5 33.3 0.90 190.3 1131 BBY BEST BUY CO BBY US 03/19/11 P34 -11.8 31.9 1.54 258.1 388 BBY BEST BUY CO BBY US 03/19/11 P33 -11.5 32.7 1.17 244.1 427 TNP TSAKOS ENER TNP US 01/22/11 P10 -11.3 27.2 0.35 -12.5 200 BBY BEST BUY CO BBY US 03/19/11 P35 -11.2 31.4 1.90 233.3 858 IWM ISHARES-RUS IWM US 12/31/10 C75 -11.2 21.4 2.96 -8.1 405 XCO EXCO RESOUR XCO US 01/22/11 C19 -11.1 22.5 0.47 -14.6 570 MFN MINEFINDERS MFN US 02/19/11 C10 -10.7 40.8 1.30 -31.6 388 BPOP POPULAR INC BPOP US 01/22/11 C3 -10.5 44.4 0.20 -4.8 602 BBY BEST BUY CO BBY US 06/18/11 P30 -10.1 35.4 1.22 121.8 522 BBY BEST BUY CO BBY US 03/19/11 P36 -10.1 31.1 2.42 240.8 241 BBY BEST BUY CO BBY US 03/19/11 C37 -10.0 31.5 1.70 -70.4 667


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


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-0- Dec/14/2010 16:30 GMT

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