Ticker	Volume	Price	Price Delta
DJIA	15,307.20	-80.41	-0.52%
S&P 500	1,655.35	-13.81	-0.83%
Nasdaq	3,463.30	-38.82	-1.11%

Ticker	Volume	Price	Price Delta
STOXX 50	2,835.01	+13.36	0.47%
FTSE 100	6,840.27	+36.40	0.53%
DAX	8,530.89	+58.69	0.69%

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	5,146.50	-18.87	-0.37%

BREAKING NEWS

Japan's 10-Year Yield Rises to 1%, Highest Since April 2012

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

By Bloomberg News - 2010-12-15T16:30:32Z

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
=============================================================================
IVR    INVESCO MOR  IVR US 01/22/11 C22.5     41.7  27.3   0.65  -23.5   1781
X      US STEEL CO  X US 01/22/11 C46         41.3  44.3  10.90   15.0    315
MNKD   MANNKIND CO  MNKD US 01/22/11 C1       33.6 354.8   8.00    7.4    251
C      CITIGROUP I  C US 03/19/11 C1.5        26.4 119.9   3.15   -1.6    222
THC    TENET HEALT  THC US 01/22/11 C6        25.1  45.6   0.80   33.3   5224
C      CITIGROUP I  C US 01/21/12 C1          22.5  88.2   3.65   -1.4    271
STP    SUNTECH POW  STP US 01/21/12 C5        21.5  48.9   3.70    0.0    465
NVS    NOVARTIS AG  NVS US 01/22/11 C55       19.0  25.0   4.20  117.6    267
ZOLT   ZOLTEK COS   ZOLT US 01/22/11 C10      17.2  42.0   0.65    8.3    311
ILMN   ILLUMINA IN  ILMN US 01/22/11 P60      16.7  36.1   0.70   16.7    225
SRDX   SURMODICS I  SRDX US 02/19/11 P10      16.5  48.3   0.15  -78.6    320
RF     REGIONS FIN  RF US 01/22/11 P5         16.0  76.7   0.12   33.3   1739
NVS    NOVARTIS AG  NVS US 01/22/11 P50       15.4  31.3   0.15  -40.0   2638
S      SPRINT NEXT  S US 05/21/11 C2          15.3  70.8   2.27   -3.8    200
ACL    ALCON INC    ACL US 01/21/12 C170      14.2  17.7   8.36   44.1    556
RF     REGIONS FIN  RF US 01/22/11 C6         13.7  61.1   0.59    7.3   2325
CIM    CHIMERA INV  CIM US 06/18/11 P4        13.2   8.5   0.30    0.0   1139
MOTR   MOTRICITY I  MOTR US 01/22/11 C17.5    12.9  90.2   2.55  -45.7    751
RF     REGIONS FIN  RF US 02/19/11 P6         12.7  62.7   0.50    2.0    694
ILMN   ILLUMINA IN  ILMN US 01/22/11 P65      12.5  32.7   2.10   -2.3   2051
RF     REGIONS FIN  RF US 01/22/11 P4         12.5 100.1   0.06   50.0    456
EPB    EL PASO PIP  EPB US 01/22/11 P30       12.3  30.1   0.30   20.0    300
S      SPRINT NEXT  S US 01/22/11 C3.5        12.0  52.8   0.88    2.3    512
PBR    PETROBRAS S  PBR US 01/22/11 C34       11.9  29.4   1.00  -16.7    383
RF     REGIONS FIN  RF US 01/22/11 P6         11.4  59.9   0.33    6.5  15393
VALE   VALE SA-SP   VALE US 01/22/11 C28      11.3  34.5   6.35   -9.3    905
PBR    PETROBRAS S  PBR US 01/22/11 C35       11.0  29.2   0.62  -16.2    808
VZ     VERIZON COM  VZ US 01/22/11 C32        11.0  18.5   2.77    4.9    327
ZSL    PRSH-ULTSH   ZSL US 05/21/11 C8        11.0  52.6   3.40    3.0    461
PBR    PETROBRAS S  PBR US 04/16/11 C31       10.7  33.1   3.90  -10.1    257
GE     GENERAL ELE  GE US 01/22/11 C15        10.5  39.5   2.59   -2.3    690

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= ACL ALCON INC ACL US 01/22/11 P165 -86.1 2.8 0.75 -88.5 288 ACL ALCON INC ACL US 01/22/11 C165 -82.5 3.7 0.90 -71.9 1028 ACL ALCON INC ACL US 02/19/11 P165 -76.9 4.6 1.00 0.0 235 ACL ALCON INC ACL US 02/19/11 C170 -75.9 4.6 0.14 -94.0 323 ACL ALCON INC ACL US 01/22/11 C170 -72.7 5.6 0.05 -96.8 751 ACL ALCON INC ACL US 02/19/11 C165 -70.1 6.2 1.00 -77.0 208 CML COMPELLENT CML US 07/16/11 C25 -65.9 4.8 3.10 -22.5 320 ACL ALCON INC ACL US 01/22/11 C160 -63.1 8.0 5.60 1.8 2682 DYN DYNEGY INC DYN US 06/18/11 P5.5 -54.0 19.2 0.25 -50.0 273 ACL ALCON INC ACL US 01/22/11 P155 -53.9 10.4 0.05 -97.6 885 DYN DYNEGY INC DYN US 03/19/11 C5.5 -47.2 21.9 0.28 -44.0 643 ACL ALCON INC ACL US 05/21/11 P165 -42.7 7.0 4.63 -55.9 366 DYN DYNEGY INC DYN US 03/19/11 C5 -40.1 25.6 0.71 -11.2 337 DYN DYNEGY INC DYN US 06/18/11 C5 -38.0 26.5 0.75 -11.8 251 ACL ALCON INC ACL US 05/21/11 P155 -37.1 10.3 2.25 -63.1 242 ACL ALCON INC ACL US 05/21/11 C165 -37.1 12.0 4.87 -17.5 280 EMS EMERGENCY M EMS US 01/22/11 C65 -33.9 30.0 1.60 0.0 204 ACL ALCON INC ACL US 05/21/11 C170 -33.0 11.6 2.95 -14.5 1392 BRCM BROADCOM CO BRCM US 01/22/11 C37 -30.4 33.1 7.26 0.0 200 ACL ALCON INC ACL US 05/21/11 C160 -28.2 13.0 8.35 -5.4 267 PTR PETROCHINA PTR US 01/22/11 C95 -24.8 47.7 30.00 -9.6 309 VALE VALE SA-SP VALE US 01/22/11 C25 -23.9 39.4 9.20 -2.1 1140 CML COMPELLENT CML US 07/16/11 C27.5 -22.4 4.3 0.60 -20.0 347 REE RARE ELEMEN REE US 01/22/11 C7.5 -20.4 37.9 2.25 25.0 302 CNX CONSOL ENER CNX US 07/16/11 P37 -19.7 43.9 2.80 3.7 200 BPOP POPULAR INC BPOP US 01/22/11 C3 -18.2 38.0 0.15 -21.1 5089 QQQQ POWERSH-QQQ QQQQ US 01/22/11 C45 -17.5 33.3 9.51 0.3 266 VCI VALASSIS CO VCI US 01/22/11 C32.5 -17.2 41.2 2.65 12.8 300 QID PROSHARES Q QID US 01/22/11 C10 -15.7 29.2 1.65 -4.6 368 QQQQ POWERSH-QQQ QQQQ US 12/31/10 C51 -15.7 23.1 3.68 5.1 411 OHI OMEGA HEALT OHI US 01/22/11 C20 -14.4 24.3 1.10 -4.3 600 HMA HEALTH MGMT HMA US 01/22/11 P9 -14.3 38.3 0.20 -50.0 1000 MWE MARKWEST EN MWE US 02/19/11 C35 -14.3 24.1 7.20 -4.0 200 QQQQ POWERSH-QQQ QQQQ US 01/22/11 C46 -14.1 31.9 8.66 3.5 220 TOT TOTAL SA-SP TOT US 01/22/11 C48 -13.9 25.8 5.70 -6.6 230 THC TENET HEALT THC US 01/22/11 P5 -13.3 66.1 0.05 0.0 5770 JOYG JOY GLOBAL JOYG US 01/22/11 C90 -12.4 34.8 2.32 103.5 1424 EPB EL PASO PIP EPB US 03/19/11 C30 -12.2 23.1 3.05 -1.6 300 JOYG JOY GLOBAL JOYG US 01/22/11 P85 -12.2 35.1 3.20 -54.9 231 QQQQ POWERSH-QQQ QQQQ US 01/22/11 C48 -12.1 26.2 6.62 3.3 581 NKTR NEKTAR THER NKTR US 02/19/11 P12.5 -11.9 38.1 0.75 -16.7 208 ALNY ALNYLAM PHA ALNY US 01/22/11 P10 -11.7 51.2 0.75 -25.0 2501 WAC WALTER INVE WAC US 03/19/11 P17.5 -11.5 21.4 0.85 -14.1 200 SPY SPDR S&P 50 SPY US 01/22/11 C110 -11.3 26.1 14.89 2.3 8201 PTR PETROCHINA PTR US 06/18/11 P125 -11.2 26.9 10.50 8.2 524 AIB ALLIED IRIS AIB US 01/22/11 C1 -11.1 123.0 0.35 16.7 2034 C CITIGROUP I C US 01/22/11 C2.5 -10.9 87.0 2.14 -0.9 1134 GXDX GENOPTIX IN GXDX US 02/19/11 C20 -10.7 37.8 1.95 2.6 3628 JOYG JOY GLOBAL JOYG US 01/22/11 C85 -10.6 35.4 4.45 104.1 2174 MSPD MINDSPEED T MSPD US 03/19/11 C5 -10.3 66.9 1.55 -18.4 200 MELA MELA SCIENC MELA US 07/16/11 P2 -10.3 140.9 0.55 -16.7 1500 WIN WINDSTREAM WIN US 02/19/11 C15 -10.2 18.8 0.16 14.3 842


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


-- Bloomberg News
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-0- Dec/15/2010 16:30 GMT

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