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
=============================================================================
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.


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

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