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. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Dec/21/2010 16:30 GMT
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