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
=============================================================================
MATK   MARTEK BIOS  MATK US 01/22/11 P25      91.1  44.0   0.05    0.0    500
EWZ    ISHARES-BRA  EWZ US 01/22/11 C72       64.1  25.8   3.18    0.9    264
LIZ    LIZ CLAIBOR  LIZ US 01/22/11 C6        56.8  71.7   1.65   37.5   4975
EWZ    ISHARES-BRA  EWZ US 01/22/11 C74       44.2  24.8   2.04   36.0    698
HUBG   HUB GROUP-A  HUBG US 01/22/11 P35      44.0  45.3   1.15    0.0    241
SDS    PROSHARES U  SDS US 01/21/12 C20       40.2  54.1   6.25    2.0    200
RCL    ROYAL CARIB  RCL US 01/22/11 C36       37.8  48.8   9.20   64.3    600
ARNA   ARENA PHARM  ARNA US 01/22/11 C1.5     34.3 108.0   0.70  -17.6    202
IWM    ISHARES-RUS  IWM US 01/22/11 C65       31.1  44.7  13.80    0.4   2500
IWM    ISHARES-RUS  IWM US 01/22/11 C70       30.5  29.3   8.80    3.6   5255
QUIK   QUICKLOGIC   QUIK US 05/21/11 C2.5     30.5 100.2   3.90    5.4    202
EWZ    ISHARES-BRA  EWZ US 01/22/11 C76       29.2  23.8   1.15   33.7    405
C      CITIGROUP I  C US 01/22/11 C4          29.1  37.5   0.72    0.0   4461
SSW    SEASPAN COR  SSW US 05/21/11 C10       27.9  45.2   2.55   10.9    780
SLV    ISHARES SIL  SLV US 01/22/11 C20       27.7  60.8   8.60   -1.7    348
EWZ    ISHARES-BRA  EWZ US 01/22/11 C77       27.4  23.4   0.83   36.1    248
SSL    SASOL LTD-S  SSL US 01/22/11 C50       27.3  24.8   1.10   10.0    224
MGM    MGM RESORTS  MGM US 01/22/11 C10       27.2  68.4   4.60    5.8    236
ENTR   ENTROPIC CO  ENTR US 01/22/11 C10      26.3  62.6   2.00   11.1    491
NLY    ANNALY CAPI  NLY US 01/22/11 C17.5     25.2  23.4   0.80    6.7   1704
ISRG   INTUITIVE S  ISRG US 01/22/11 C270     24.7  39.3  11.00    6.0    309
SOMX   SOMAXON PHA  SOMX US 01/22/11 C3       24.4  54.8   0.10  100.0    318
ISRG   INTUITIVE S  ISRG US 01/22/11 P280     23.9  38.3  19.00   21.8    507
ISRG   INTUITIVE S  ISRG US 01/22/11 C280     23.4  38.2   6.90   14.4    229
ISRG   INTUITIVE S  ISRG US 01/22/11 P270     23.0  39.2  13.63   36.3    409
THC    TENET HEALT  THC US 01/22/11 C4.5      22.4  74.5   2.30    4.5    200
PM     PHILIP MORR  PM US 01/22/11 C57.5      21.9  15.7   1.68  -21.1    326
MATK   MARTEK BIOS  MATK US 01/22/11 C25      21.5  38.9   6.50 2500.0   2116
SUPG   SUPERGEN IN  SUPG US 01/22/11 C2.5     21.4  55.0   0.50   66.7    200
GE     GENERAL ELE  GE US 01/22/11 C16        21.2  32.2   1.94   14.1    461
FLML   FLAMEL TECH  FLML US 03/19/11 C5       19.6  86.2   2.40   20.6    500
AMED   AMEDISYS IN  AMED US 01/22/11 P27      19.0  47.7   0.25  -50.0    391
SPY    SPDR S&P 50  SPY US 01/22/11 C116      17.9  21.9   9.49    6.2    350
IWM    ISHARES-RUS  IWM US 01/22/11 C73       17.1  22.8   5.93    4.0    367
GE     GENERAL ELE  GE US 01/22/11 C15        16.9  45.4   2.94    6.9    298
MGM    MGM RESORTS  MGM US 01/22/11 C11       16.7  60.4   3.69   10.2    636
NPSP   NPS PHARM I  NPSP US 01/22/11 C7.5     16.5  73.6   0.90  100.0    400
PQ     PETROQUEST   PQ US 01/22/11 C7.5       16.0  48.4   0.50   11.1    276
HERO   HERCULES OF  HERO US 01/22/11 C2.5     15.9  74.8   1.05   22.1    885
HSY    HERSHEY CO/  HSY US 01/22/11 C50       15.6  20.7   0.39   62.5   3199
NOK    NOKIA CORP-  NOK US 01/22/11 C9        15.3  39.0   1.26   28.6    204
RBY    RUBICON MIN  RBY US 06/18/11 C2.5      15.2 121.3   3.20    3.2    800
DELL   DELL INC     DELL US 01/22/11 P12.5    15.1  30.8   0.07  -41.7    405
MA     MASTERCARD   MA US 01/22/11 C210       14.8  33.3  13.85  -17.6    906
MA     MASTERCARD   MA US 01/22/11 P220       14.7  31.2   7.98   59.0   1904
MA     MASTERCARD   MA US 01/22/11 C230       14.7  30.9   4.00   -7.4   1306
XLE    SPDR-ENERGY  XLE US 01/22/11 C60       14.6  22.7   6.85    5.2    200
STLD   STEEL DYNAM  STLD US 01/22/11 C17.5    14.6  37.6   0.95    5.6   6222
NRG    NRG ENERGY   NRG US 01/22/11 P19       14.5  20.7   0.65    0.0   6000
MA     MASTERCARD   MA US 01/22/11 P230       14.2  30.2  14.13   40.9    200
MA     MASTERCARD   MA US 01/22/11 P210       14.1  32.9   4.18   74.2   1390
UTI    UNIVERSAL T  UTI US 01/22/11 C20       14.1  51.6   2.05    0.0    300
MA     MASTERCARD   MA US 01/22/11 C220       13.6  31.6   8.05  -13.4    432
YRCW   YRC WORLDWI  YRCW US 01/22/11 C4       13.5  72.0   0.30   42.9    232
SPY    SPDR S&P 50  SPY US 03/19/11 C100      13.3  30.2  25.53    3.6    480
C      CITIGROUP I  C US 02/19/11 C3.5        13.3  49.2   1.25    2.5    255
SPY    SPDR S&P 50  SPY US 03/19/11 C101      13.1  29.6  24.60    4.2    238
MNKD   MANNKIND CO  MNKD US 01/22/11 C1       13.0 376.2   7.20   -0.7   1204
SPY    SPDR S&P 50  SPY US 01/22/11 C119      13.0  18.9   6.72    7.2   3456
BZH    BEAZER HOME  BZH US 01/22/11 C5        12.7  50.4   0.50   42.9   1435
GE     GENERAL ELE  GE US 01/22/11 C12.5      12.7  79.9   5.40    4.0    341
EWZ    ISHARES-BRA  EWZ US 01/21/12 C75       12.7  30.4   8.00    5.3   1200
V      VISA INC-CL  V US 01/22/11 P67.5       12.7  29.4   2.04   11.5   2530
MFE    MCAFEE INC   MFE US 03/19/11 C48       12.6   7.3   0.10  100.0    398
CNO    CNO FINANCI  CNO US 01/22/11 C6        12.6  47.6   0.80    6.7    525
MA     MASTERCARD   MA US 01/22/11 P200       12.6  35.5   2.10  110.0   1598
KONG   KONGZHONG-A  KONG US 06/18/11 C5       12.3  69.6   2.55    2.0    250
V      VISA INC-CL  V US 01/22/11 P65         12.2  30.6   1.14   17.5   1522
V      VISA INC-CL  V US 01/22/11 C65         11.8  31.1   4.20    5.0   1090
V      VISA INC-CL  V US 01/22/11 P62.5       11.7  32.3   0.62   24.0    696
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C49      11.7  23.8   5.88    1.4    230
RRGB   RED ROBIN G  RRGB US 01/22/11 C22.5    11.6  31.4   0.50  150.0   1004
NOK    NOKIA CORP-  NOK US 01/22/11 P9        11.6  36.5   0.06  -14.3    222
SPY    SPDR S&P 50  SPY US 01/22/11 C120      11.5  18.1   5.83    8.4  15060
ORLY   O'REILLY AU  ORLY US 01/22/11 P65      11.3  18.0   3.30   -5.7    400
EL     ESTEE LAUDE  EL US 01/22/11 C75        11.1  24.9   5.20   12.1   1513
MNKD   MANNKIND CO  MNKD US 01/22/11 P1       11.0 387.0   0.03   50.0   2308
V      VISA INC-CL  V US 01/22/11 P60         11.0  35.2   0.34   30.8   2166
EFA    ISHARES-MSC  EFA US 01/22/11 C57       10.9  18.0   1.55   32.5    377
CRDN   CERADYNE IN  CRDN US 01/22/11 P27.5    10.7  40.0   0.25    0.0    800
MSFT   MICROSOFT C  MSFT US 01/22/11 P20      10.7  55.2   0.02    0.0   7026
CRK    COMSTOCK RE  CRK US 03/19/11 C22.5     10.7  42.2   2.30   39.4    208
MA     MASTERCARD   MA US 01/21/12 P200       10.6  36.8  21.60   12.8   4644
MA     MASTERCARD   MA US 01/21/12 P210       10.6  36.1  24.80    9.3    432
MI     MARSHALL &I  MI US 01/22/11 C5         10.4  55.0   1.75    6.1    220
PCX    PATRIOT COA  PCX US 01/22/11 C17.5     10.3  52.3   1.71   74.5   1272
CHK    CHESAPEAKE   CHK US 01/22/11 C22.5     10.3  32.8   2.90    0.0    958
PFE    PFIZER INC   PFE US 01/22/11 C16       10.2  23.9   1.37    8.7   3344
PCX    PATRIOT COA  PCX US 01/22/11 C16       10.1  56.0   2.82   44.6    554
YRCW   YRC WORLDWI  YRCW US 01/22/11 P3.5     10.1 115.4   0.31    3.3    240

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= MATK MARTEK BIOS MATK US 06/18/11 P30 -79.6 6.8 0.10 0.0 630 MATK MARTEK BIOS MATK US 01/22/11 C30 -77.4 13.2 1.60 0.0 258 MATK MARTEK BIOS MATK US 06/18/11 C30 -72.6 9.1 1.60 255.6 1250 MATK MARTEK BIOS MATK US 03/19/11 P30 -60.6 9.6 0.10 0.0 700 INCY INCYTE CORP INCY US 01/22/11 P15 -51.0 40.4 0.30 -76.9 333 ADBE ADOBE SYS I ADBE US 01/22/11 P29 -47.3 24.9 0.36 -76.0 1783 INCY INCYTE CORP INCY US 01/22/11 C15 -47.3 42.3 1.32 -14.3 2910 ADBE ADOBE SYS I ADBE US 01/22/11 P28 -46.9 25.6 0.14 -87.4 1282 ADBE ADOBE SYS I ADBE US 01/22/11 C29 -46.9 25.2 1.68 -4.0 2065 ADBE ADOBE SYS I ADBE US 01/22/11 P30 -46.5 24.7 0.70 -65.7 2465 ADBE ADOBE SYS I ADBE US 01/22/11 C28 -46.0 26.2 2.47 6.9 2807 ADBE ADOBE SYS I ADBE US 01/22/11 C30 -45.4 25.2 1.05 -16.0 8673 ADBE ADOBE SYS I ADBE US 01/22/11 P31 -44.1 25.1 1.15 -54.7 1410 ADBE ADOBE SYS I ADBE US 01/22/11 C27 -43.8 28.6 3.50 16.7 444 ADBE ADOBE SYS I ADBE US 01/22/11 P27 -43.4 27.9 0.09 -88.3 1562 ADBE ADOBE SYS I ADBE US 01/22/11 C31 -42.9 25.3 0.62 -27.1 7091 ADBE ADOBE SYS I ADBE US 01/22/11 P26 -38.8 30.9 0.06 -88.5 2748 MOTR MOTRICITY I MOTR US 04/16/11 P22.5 -35.1 48.2 2.50 -46.7 1482 PM PHILIP MORR PM US 01/22/11 C43 -34.3 48.8 15.55 -6.3 256 EEM ISHARES-EMG EEM US 01/22/11 C39 -33.8 29.7 7.45 2.0 562 MATK MARTEK BIOS MATK US 03/19/11 C25 -32.5 22.9 6.50 622.2 2520 ADBE ADOBE SYS I ADBE US 01/22/11 C25 -31.6 36.3 5.35 16.3 470 ADBE ADOBE SYS I ADBE US 01/22/11 P25 -31.5 35.0 0.03 -90.9 757 EEM ISHARES-EMG EEM US 01/22/11 C38 -30.2 35.0 8.40 1.8 266 PM PHILIP MORR PM US 01/22/11 C50 -29.9 29.2 8.60 -10.4 268 MOTR MOTRICITY I MOTR US 07/16/11 P20 -29.0 47.5 2.00 -42.9 400 ADBE ADOBE SYS I ADBE US 01/22/11 P24 -28.9 36.9 0.02 -88.2 405 DRI DARDEN REST DRI US 01/22/11 P48 -28.3 25.7 1.65 43.5 315 EEM ISHARES-EMG EEM US 01/22/11 P33 -28.0 46.3 0.01 -50.0 232 XLF SPDR-FINL S XLF US 01/22/11 C12 -27.8 36.0 3.70 4.5 204 EWZ ISHARES-BRA EWZ US 01/22/11 P74 -27.3 24.8 2.34 -19.3 275 DRI DARDEN REST DRI US 01/22/11 P50 -27.2 26.4 2.95 43.9 1088 AGNC AMERICAN CA AGNC US 03/19/11 C28 -26.8 16.8 1.90 0.0 350 DRI DARDEN REST DRI US 01/22/11 P47 -26.6 26.6 1.16 45.0 505 DRI DARDEN REST DRI US 01/22/11 C50 -26.5 25.8 0.60 -73.9 755 DRI DARDEN REST DRI US 01/22/11 C49 -25.9 26.0 0.90 -64.7 481 MATK MARTEK BIOS MATK US 06/18/11 C22.5 -25.8 26.9 9.30 311.5 200 MOTR MOTRICITY I MOTR US 07/16/11 P22.5 -25.5 48.2 3.60 -28.0 1430 EEM ISHARES-EMG EEM US 01/22/11 C40 -25.4 29.6 6.47 4.3 888 HNZ HJ HEINZ CO HNZ US 01/22/11 C50 -25.3 11.6 0.65 -1.5 290 PAYX PAYCHEX INC PAYX US 01/22/11 C32.5 -25.1 15.5 0.11 -45.0 1926 PM PHILIP MORR PM US 01/22/11 C55 -24.9 19.0 3.90 -15.2 680 MOTR MOTRICITY I MOTR US 01/22/11 P22.5 -24.7 57.0 1.75 -37.3 374 GDXJ MARKET VECT GDXJ US 01/22/11 C40 -24.0 11.0 1.65 -13.2 363 JBL JABIL CIRCU JBL US 01/22/11 C17.5 -23.8 35.8 2.00 81.8 2179 MTL MECHEL-SPON MTL US 01/22/11 C25 -23.8 32.7 4.35 15.1 998 DRI DARDEN REST DRI US 01/22/11 P46 -23.7 27.0 0.85 41.7 800 UNG US NAT GAS UNG US 01/22/11 C4 -23.4 56.5 1.74 -4.4 344 MGIC MAGIC SOFTW MGIC US 08/20/11 C7.5 -23.2 63.9 1.40 -6.7 402 EWZ ISHARES-BRA EWZ US 01/22/11 P73 -23.2 25.4 1.86 -22.5 520 ARNA ARENA PHARM ARNA US 01/22/11 P2 -23.1 115.7 0.25 0.0 984 KMX CARMAX INC KMX US 01/22/11 P31 -22.8 32.6 0.65 140.7 250 JBL JABIL CIRCU JBL US 01/22/11 C19 -22.8 34.5 0.95 90.0 1245 CAG CONAGRA FOO CAG US 01/22/11 C22.5 -22.5 14.1 0.45 -10.0 670 EGLE EAGLE BULK EGLE US 01/22/11 P5 -21.8 19.4 0.15 -25.0 800 JBL JABIL CIRCU JBL US 01/22/11 P17.5 -21.7 35.4 0.25 -71.9 662 JBL JABIL CIRCU JBL US 01/22/11 C20 -21.5 34.6 0.45 80.0 978 JBL JABIL CIRCU JBL US 01/22/11 P19 -21.4 34.3 0.65 -63.9 341 JBL JABIL CIRCU JBL US 03/19/11 C15 -21.2 37.1 4.30 34.4 324 PAYX PAYCHEX INC PAYX US 01/22/11 C31 -21.1 16.0 0.60 -7.7 2220 PM PHILIP MORR PM US 01/21/12 C40 -20.8 27.4 18.80 -4.1 936 MOTR MOTRICITY I MOTR US 01/22/11 C20 -20.8 46.2 2.35 20.5 524 MOTR MOTRICITY I MOTR US 01/22/11 P20 -20.4 58.1 0.75 -40.0 450 MOTR MOTRICITY I MOTR US 01/22/11 C22.5 -20.4 49.0 1.00 17.6 828 MRK MERCK & CO MRK US 01/22/11 C30 -20.1 29.6 6.35 -0.8 872 KMX CARMAX INC KMX US 01/22/11 P32.5 -19.6 33.2 1.24 175.6 203 MFE MCAFEE INC MFE US 01/22/11 C45 -19.3 14.8 1.50 -23.1 1466 SPY SPDR S&P 50 SPY US 03/19/11 P131 -18.7 14.0 7.65 -8.9 654 IRE BANK IRELAN IRE US 01/22/11 C2.5 -18.6 95.8 0.35 -12.5 325 PAYX PAYCHEX INC PAYX US 01/22/11 C30 -18.5 17.1 1.30 8.3 318 JBL JABIL CIRCU JBL US 01/22/11 C16 -18.4 41.5 3.30 57.1 445 NVDA NVIDIA CORP NVDA US 03/19/11 C7 -18.1 68.3 7.60 -5.6 222 EEM ISHARES-EMG EEM US 01/22/11 P34 -18.0 44.8 0.01 0.0 299 KMX CARMAX INC KMX US 01/22/11 C34 -17.9 31.7 0.60 -78.6 323 PKX POSCO-ADR PKX US 01/22/11 C100 -17.9 22.5 8.00 100.0 206 CMC COMMERCIAL CMC US 01/22/11 C17.5 -17.9 35.0 0.65 8.3 207 GGP GENERAL GRO GGP US 01/22/11 C16 -17.7 25.9 0.40 -4.8 255 SPY SPDR S&P 50 SPY US 01/22/11 P130 -16.7 11.3 5.23 -7.8 3984 EWZ ISHARES-BRA EWZ US 01/22/11 P70 -16.7 27.2 0.88 -26.1 5003 PAYX PAYCHEX INC PAYX US 01/22/11 P31 -16.2 16.3 0.60 -34.8 978 SNV SYNOVUS FIN SNV US 01/22/11 P2.5 -15.9 50.0 0.15 -16.7 234 ARLP ALLIANCE RE ARLP US 01/22/11 P65 -15.8 21.5 1.99 -9.9 300 ARNA ARENA PHARM ARNA US 01/22/11 P1.5 -15.6 93.9 0.05 0.0 338 ZLC ZALE CORP ZLC US 01/22/11 P2.5 -15.4 107.1 0.05 0.0 338 AA ALCOA INC AA US 01/22/11 C12.5 -15.2 31.4 2.47 7.4 3458 CLWR CLEARWIRE - CLWR US 01/21/12 C5 -14.5 51.6 1.20 0.0 236 EWZ ISHARES-BRA EWZ US 01/22/11 P69 -14.3 28.0 0.68 -25.3 2577 ADBE ADOBE SYS I ADBE US 04/16/11 C30 -14.2 33.5 2.54 13.4 224 ADBE ADOBE SYS I ADBE US 04/16/11 P28 -14.1 34.3 1.25 -35.9 212 AGNC AMERICAN CA AGNC US 01/22/11 C29 -14.1 16.8 0.95 5.6 219 TSM TAIWAN SEMI TSM US 01/22/11 C12.5 -14.0 20.1 0.30 20.0 264 ADBE ADOBE SYS I ADBE US 04/16/11 C28 -13.9 34.8 3.65 10.6 650 IDTI INTEGRAT DE IDTI US 02/19/11 C6 -13.4 37.9 0.85 -15.0 1250 QID PROSHARES Q QID US 01/22/11 C10 -13.2 27.1 1.52 -3.2 3036 SPY SPDR S&P 50 SPY US 03/19/11 P128 -13.0 15.2 5.76 -5.0 1844 SPY SPDR S&P 50 SPY US 01/22/11 P129 -12.9 11.7 4.40 -8.5 9666 WAC WALTER INVE WAC US 03/19/11 C17.5 -12.6 17.8 0.85 7.6 920 NVDA NVIDIA CORP NVDA US 06/18/11 C5 -12.5 77.7 9.70 0.0 220 MOTR MOTRICITY I MOTR US 01/22/11 P17.5 -12.3 66.4 0.20 -63.0 258 SUPG SUPERGEN IN SUPG US 01/22/11 P2.5 -12.2 78.4 0.05 -50.0 304 SPY SPDR S&P 50 SPY US 03/19/11 P127 -12.1 15.6 5.22 -3.7 1948 IWM ISHARES-RUS IWM US 01/22/11 P82 -11.9 17.3 3.89 -4.0 465 KFN KKR FINANCI KFN US 01/22/11 C9 -11.8 25.6 0.25 -16.7 550 GDXJ MARKET VECT GDXJ US 02/19/11 C40 -11.5 14.6 1.95 -15.2 200 SFI ISTAR FINAN SFI US 01/22/11 C5 -11.4 76.4 2.45 -2.0 282 CCL CARNIVAL CO CCL US 01/22/11 C45 -11.4 24.1 1.00 42.9 996 CCL CARNIVAL CO CCL US 01/22/11 C43 -11.2 26.0 2.25 40.6 716 CEG CONSTELLAT CEG US 01/22/11 P30 -11.0 19.4 1.00 -37.5 516 CCL CARNIVAL CO CCL US 01/22/11 P44 -11.0 25.0 1.00 -47.4 1192 CCL CARNIVAL CO CCL US 01/22/11 C44 -10.9 25.3 1.55 39.6 229 CCL CARNIVAL CO CCL US 01/22/11 C46 -10.8 23.4 0.55 22.2 211 JBL JABIL CIRCU JBL US 03/19/11 C19 -10.7 38.3 1.50 66.7 495 SPY SPDR S&P 50 SPY US 03/19/11 P126 -10.6 16.0 4.72 -5.8 886 SIRI SIRIUS XM R SIRI US 01/22/11 C1.5 -10.5 38.9 0.05 25.0 6746 DLM DEL MONTE F DLM US 01/22/11 P17.5 -10.3 17.9 0.05 0.0 265 JCG J CREW GROU JCG US 01/22/11 P41 -10.2 13.2 0.10 0.0 207 CCL CARNIVAL CO CCL US 01/22/11 P40 -10.2 29.2 0.20 -55.6 2081 MSB MESABI TRUS MSB US 01/22/11 C50 -10.1 47.8 2.36 -14.2 226


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


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-0- Dec/21/2010 16:30 GMT

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