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
=============================================================================
ZLC    ZALE CORP    ZLC US 01/22/11 C2.5      74.6 113.2   1.35   50.0    338
NWS    NEWS CORP-B  NWS US 01/22/11 C15       71.5  31.5   1.55   11.5   2018
NYB    NY COMM BAN  NYB US 01/22/11 C16       60.5  35.3   2.95   22.9    216
Q      QWEST COMMU  Q US 01/22/11 C7.5        46.1  12.7   0.20  -20.0    432
ARMH   ARM HOLDING  ARMH US 01/22/11 C15      44.3  58.7   5.50   14.6    206
ODP    OFFICE DEPO  ODP US 01/22/11 C5        42.8  61.5   0.35   75.0    618
WAG    WALGREEN CO  WAG US 02/19/11 P41       42.1  20.7   2.38    0.0    354
TV     GRUPO TELEV  TV US 02/19/11 C25        38.4  28.6   2.05    0.0    200
ODP    OFFICE DEPO  ODP US 01/22/11 P5        34.0  55.5   0.25  -19.4    764
OXM    OXFORD INDS  OXM US 01/22/11 P22.5     33.7  50.8   0.20  -86.2    224
NYB    NY COMM BAN  NYB US 01/22/11 C17.5     30.3  21.3   1.45   45.0    388
FAZ    FINANCIAL B  FAZ US 01/22/11 C7        29.3  62.6   2.50  -11.3    385
NBIX   NEUROCRINE   NBIX US 01/22/11 C8       25.6  64.1   1.15   64.3    228
FAZ    FINANCIAL B  FAZ US 01/22/11 C8        24.6  57.0   1.57  -14.2   1312
USO    UNITED STAT  USO US 01/22/11 C31       23.6  33.5   7.70    5.5    286
PFE    PFIZER INC   PFE US 01/22/11 C15       23.0  31.9   2.41    0.0  24530
ZION   ZIONS BANCO  ZION US 01/22/11 C20      22.6  37.3   3.65   17.7    346
ISIS   ISIS PHARM   ISIS US 01/22/11 C10      21.5  37.7   0.70    7.7    265
OXPS   OPTIONSXPRE  OXPS US 01/22/11 C10      21.4 120.2  10.90    2.8    920
SMOD   SMART MODUL  SMOD US 01/22/11 C5       21.3  59.2   0.75    0.0    466
IVR    INVESCO MOR  IVR US 01/22/11 C22.5     20.8  18.9   0.55   -8.3    237
C      CITIGROUP I  C US 01/22/11 C2.5        20.2 118.2   2.21   -1.3   3095
ARMH   ARM HOLDING  ARMH US 01/22/11 C17      20.1  46.0   3.70   27.6    337
CPN    CALPINE COR  CPN US 01/22/11 C14       19.7  21.3   0.15    0.0   1010
JEC    JACOBS ENGI  JEC US 01/22/11 P47       19.7  25.7   1.56  -51.2    644
JEC    JACOBS ENGI  JEC US 01/22/11 P46       19.4  25.8   1.10  -71.8    220
SLB    SCHLUMBERGE  SLB US 01/22/11 C55       18.9  66.5  27.75    0.9    384
UNG    US NAT GAS   UNG US 01/22/11 C4        18.6  63.6   1.51   -4.4    504
WFC    WELLS FARGO  WFC US 01/22/11 C20       18.6  67.0  11.20    3.7    258
LIZ    LIZ CLAIBOR  LIZ US 04/16/11 C7        17.6  72.9   1.45   11.5   1488
MASI   MASIMO CORP  MASI US 01/22/11 P29.25   17.6  36.8   0.90   50.0   1464
NLY    ANNALY CAPI  NLY US 01/22/11 C17.5     16.8  27.6   0.83    3.8   2782
XLF    SPDR-FINL S  XLF US 01/22/11 P14       16.2  30.0   0.03    0.0  17834
USO    UNITED STAT  USO US 01/22/11 C32       16.1  34.8   6.62    5.1   1004
MU     MICRON TECH  MU US 01/22/11 C7.5       15.8  51.0   0.91   15.2   2472
BXS    BANCORPSOUT  BXS US 02/19/11 P12.5     15.6  44.5   0.15  -25.0   2257
PVX    PROVIDENT E  PVX US 01/22/11 C8        15.5  21.6   0.15   50.0    210
SA     SEABRIDGE G  SA US 01/22/11 C30        14.7  41.8   1.30    0.0    324
JEC    JACOBS ENGI  JEC US 01/22/11 C47       14.6  25.1   1.12  330.8    628
MGM    MGM RESORTS  MGM US 01/22/11 C10       14.3  68.0   4.40  -10.2    304
NBG    NATL BANK G  NBG US 02/19/11 P1.74     14.2  82.3   0.25    0.0    400
FHN    FIRST HORIZ  FHN US 01/22/11 C12       14.2  32.1   0.30  100.0    375
TSN    TYSON FOODS  TSN US 01/22/11 C15       14.1  39.9   2.60    8.3    204
C      CITIGROUP I  C US 01/22/11 C4          14.1  46.9   0.72   -2.7   8013
PPDI   PHARM PROD   PPDI US 01/22/11 C27.5    14.1  23.7   0.75   50.0    370
JPM    JPMORGAN CH  JPM US 01/22/11 P39       14.1  30.5   0.36  -28.0   1756
SD     SANDRIDGE E  SD US 01/22/11 C4         14.0 106.3   3.25    3.2    220
JEC    JACOBS ENGI  JEC US 01/22/11 C48       13.7  24.6   0.80   23.1    629
AGNC   AMERICAN CA  AGNC US 01/22/11 C28      13.7  25.5   1.87   -1.6    203
FAS    FINL BULL 3  FAS US 01/22/11 C20       13.6  68.1   7.81   10.0    207
USU    USEC INC     USU US 01/21/12 C5        13.6  49.1   1.70    6.2    434
IYR    ISHARES-DJ   IYR US 01/22/11 C54       13.6  18.5   2.01   36.7    625
ODP    OFFICE DEPO  ODP US 02/19/11 C5        13.3  63.2   0.54   80.0   3108
JPM    JPMORGAN CH  JPM US 01/22/11 P40       13.2  28.7   0.54  -30.8   3466
MU     MICRON TECH  MU US 01/22/11 P7.5       13.0  49.2   0.17    6.2   3640
JPM    JPMORGAN CH  JPM US 01/22/11 P42       12.8  26.8   1.26  -24.6   3187
JEC    JACOBS ENGI  JEC US 02/19/11 P45       12.7  30.6   1.45  -39.6    218
JPM    JPMORGAN CH  JPM US 01/22/11 P36       12.5  36.4   0.11  -15.4    355
JPM    JPMORGAN CH  JPM US 01/22/11 P37.5     12.5  32.8   0.19  -29.6    892
NLY    ANNALY CAPI  NLY US 01/22/11 C16       12.4  55.6   2.32    0.0    412
XLF    SPDR-FINL S  XLF US 01/22/11 C14       12.2  29.4   2.01    9.8   2342
LVLT   LEVEL 3 COM  LVLT US 03/19/11 P1       12.2  73.3   0.16    6.7    800
JPM    JPMORGAN CH  JPM US 01/22/11 P41       12.2  27.6   0.82  -31.7   3270
USG    USG CORP     USG US 01/22/11 P15       12.0  44.7   0.25    0.0    400
BAC    BANK OF AME  BAC US 01/22/11 C10       11.9  61.0   3.35   12.4   1336
WTNY   WHITNEY HLD  WTNY US 03/19/11 C10      11.8  46.4   4.40  166.7    300
JEC    JACOBS ENGI  JEC US 04/16/11 P41       11.8  34.2   1.20  -25.0    208
JPM    JPMORGAN CH  JPM US 01/22/11 P43       11.7  26.3   1.80  -28.6   2129
JEC    JACOBS ENGI  JEC US 04/16/11 P43       11.7  32.6   1.65  -31.2  16686
XLF    SPDR-FINL S  XLF US 01/22/11 P15       11.5  24.1   0.10   -9.1  14484
MO     ALTRIA GROU  MO US 01/22/11 C24        11.4  23.2   1.25   -2.3    206
MFE    MCAFEE INC   MFE US 01/22/11 C47       11.3   8.6   0.25   25.0   1482
SWY    SAFEWAY INC  SWY US 01/22/11 C22.5     11.3  23.4   0.40    0.0    314
JPM    JPMORGAN CH  JPM US 01/22/11 P32       11.2  48.6   0.04  -20.0   2541
JPM    JPMORGAN CH  JPM US 01/22/11 C40       11.2  28.4   2.62   49.7   6098
JPM    JPMORGAN CH  JPM US 01/22/11 C41       11.1  27.3   1.97   68.4   4177
REXX   REX ENERGY   REXX US 03/19/11 C12.5    11.0  53.2   1.90   22.6    350
RSX    MKT VECT-RU  RSX US 01/22/11 P36       11.0  29.1   0.68    4.6   2020
SD     SANDRIDGE E  SD US 01/21/12 C5         11.0  56.8   2.85    9.2    254
JPM    JPMORGAN CH  JPM US 01/22/11 C42       10.7  26.7   1.39   98.6   7664
C      CITIGROUP I  C US 02/19/11 C4          10.6  41.3   0.76   -2.6    455
MFE    MCAFEE INC   MFE US 03/19/11 P40       10.5  27.3   0.45    0.0    952
BAC    BANK OF AME  BAC US 01/22/11 C11       10.5  43.9   2.37   17.3   4148
GE     GENERAL ELE  GE US 01/22/11 P16        10.5  30.8   0.08   14.3   7641
JPM    JPMORGAN CH  JPM US 01/22/11 C43       10.4  26.1   0.91  127.5   7741
MU     MICRON TECH  MU US 02/19/11 C7         10.4  50.5   1.42    8.4    218
JEC    JACOBS ENGI  JEC US 04/16/11 P42       10.2  33.2   1.45  -25.6    257
SRS    PROSHARES U  SRS US 01/22/11 C19       10.2  35.4   0.51  -25.0    722
ARNA   ARENA PHARM  ARNA US 01/21/12 C1       10.1 109.0   1.20    4.3    693

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= AES AES CORP AES US 01/22/11 C11 -36.4 21.9 1.20 0.0 273 NKE NIKE INC -C NKE US 01/22/11 C85 -33.0 18.7 3.15 -59.6 2886 GERN GERON CORP GERN US 01/22/11 C5 -32.5 24.7 0.25 -16.7 497 TIBX TIBCO SOFTW TIBX US 01/22/11 P21 -32.3 37.6 0.95 -24.0 1020 TIBX TIBCO SOFTW TIBX US 01/22/11 C21 -32.1 38.2 0.85 -41.4 1760 ARNA ARENA PHARM ARNA US 01/22/11 C1 -30.0 140.8 0.85 -27.4 343 GE GENERAL ELE GE US 01/22/11 C14 -29.7 42.8 3.90 -1.3 425 NKE NIKE INC -C NKE US 01/22/11 P85 -29.6 18.7 0.94 80.8 4102 RHT RED HAT INC RHT US 01/22/11 P44 -29.3 30.5 0.80 0.0 350 GE GENERAL ELE GE US 01/22/11 C10 -29.0 88.2 7.90 -0.2 379 TIBX TIBCO SOFTW TIBX US 01/22/11 P19 -28.9 39.7 0.30 -41.2 350 TIBX TIBCO SOFTW TIBX US 01/22/11 P20 -28.7 38.4 0.55 -35.3 414 NKE NIKE INC -C NKE US 01/22/11 C90 -28.6 18.4 0.80 -80.5 14614 FINL FINISH LINE FINL US 01/22/11 C17.5 -28.1 32.1 0.55 -69.4 682 SIRI SIRIUS XM R SIRI US 03/19/11 C1 -28.1 49.0 0.55 12.2 860 RHT RED HAT INC RHT US 01/22/11 P46 -27.9 29.9 1.79 27.9 272 RHT RED HAT INC RHT US 01/22/11 P45 -27.9 30.4 1.20 14.3 520 NKE NIKE INC -C NKE US 01/22/11 C80 -27.8 23.0 7.40 -39.3 210 GE GENERAL ELE GE US 01/22/11 C12.5 -27.7 59.7 5.40 -0.4 499 NKE NIKE INC -C NKE US 01/22/11 P90 -27.6 18.1 3.55 117.8 2340 SLV ISHARES SIL SLV US 01/22/11 C21 -26.9 42.6 7.70 1.3 212 RPTP RAPTOR PHAR RPTP US 08/20/11 C2.5 -26.3 67.2 1.20 0.0 628 RHT RED HAT INC RHT US 01/22/11 C47 -26.2 30.7 1.05 -63.2 554 NKE NIKE INC -C NKE US 01/22/11 P80 -25.7 22.6 0.25 38.9 2060 JCG J CREW GROU JCG US 02/19/11 C44 -25.7 7.0 0.25 -37.5 208 RHT RED HAT INC RHT US 01/22/11 C48 -25.5 30.9 0.75 -67.4 3260 RHT RED HAT INC RHT US 01/22/11 C45 -24.5 31.6 2.30 -42.5 652 CTAS CINTAS CORP CTAS US 01/22/11 C30 -23.8 19.2 0.30 -44.4 332 AIG AMERICAN IN AIG US 01/22/11 C39 -22.5 41.2 17.15 17.1 1702 GE GENERAL ELE GE US 01/22/11 C15 -22.5 38.2 2.92 0.0 2667 HOV HOVNANIAN E HOV US 01/22/11 C4 -22.0 50.2 0.25 -50.0 1186 IYR ISHARES-DJ IYR US 01/22/11 C50 -21.5 25.0 5.62 3.1 1249 GE GENERAL ELE GE US 03/19/11 C13 -21.1 39.0 4.95 0.0 938 AES AES CORP AES US 02/19/11 C11 -20.7 25.3 1.30 -2.3 200 PBR PETROBRAS S PBR US 01/22/11 C30 -20.6 31.5 3.85 -7.2 344 LNN LINDSAY COR LNN US 01/22/11 P60 -19.8 42.5 1.31 9.2 566 ZNH CHINA SOUTH ZNH US 03/19/11 C30 -19.7 36.9 2.35 30.6 596 WAG WALGREEN CO WAG US 01/22/11 P40 -19.5 20.9 1.30 -59.4 1928 NKE NIKE INC -C NKE US 02/19/11 C85 -19.3 19.7 3.90 -48.0 736 LULU LULULEMON A LULU US 01/22/11 C40 -19.0 61.5 33.00 -0.3 200 ORCL ORACLE CORP ORCL US 01/22/11 C28 -18.7 22.3 3.73 -1.8 292 MY CHINA MING MY US 01/22/11 C10 -18.6 54.2 0.80 -27.3 240 TIBX TIBCO SOFTW TIBX US 02/19/11 C20 -18.6 38.5 1.70 -22.7 330 NKE NIKE INC -C NKE US 02/19/11 P85 -18.3 19.2 1.70 88.9 662 NAV NAVISTAR IN NAV US 01/22/11 P55 -18.1 35.1 1.45 11.5 1360 WAG WALGREEN CO WAG US 01/22/11 C40 -17.9 20.9 0.67 235.0 8594 QUIK QUICKLOGIC QUIK US 01/22/11 C5 -17.9 70.8 1.45 -3.3 516 SOMX SOMAXON PHA SOMX US 05/21/11 C3 -17.7 39.3 0.50 25.0 2110 BSDM BSD MEDICAL BSDM US 01/22/11 C5 -17.4 79.7 0.50 100.0 1064 NKE NIKE INC -C NKE US 02/19/11 P80 -17.3 21.1 0.55 61.8 354 TBF PROSHARES S TBF US 03/19/11 C41 -16.9 14.6 3.80 -5.0 200 XLF SPDR-FINL S XLF US 01/21/12 C7 -16.9 38.3 8.80 3.5 200 CRZO CARRIZO OIL CRZO US 01/22/11 C25 -16.9 48.4 7.70 2.7 572 WAG WALGREEN CO WAG US 01/22/11 P39 -16.8 21.5 0.78 -67.1 770 MFE MCAFEE INC MFE US 06/18/11 C48 -16.7 3.9 0.10 0.0 230 WAG WALGREEN CO WAG US 01/22/11 C41 -16.6 20.6 0.33 312.5 2826 NKE NIKE INC -C NKE US 02/19/11 C90 -16.4 19.0 1.52 -67.0 2284 BSDM BSD MEDICAL BSDM US 01/22/11 P5 -15.6 116.4 0.65 -38.1 299 WMT WAL-MART ST WMT US 01/22/11 C42.5 -15.5 38.4 10.75 -4.9 244 WAG WALGREEN CO WAG US 01/22/11 C39 -15.2 21.7 1.16 205.3 2438 WAG WALGREEN CO WAG US 01/22/11 C38 -15.1 22.8 1.83 177.3 2544 FXEN FX ENERGY I FXEN US 01/22/11 P5 -15.0 74.5 0.10 0.0 210 WAG WALGREEN CO WAG US 01/22/11 P38 -15.0 22.7 0.48 -72.9 486 KRE SPDR KBW RE KRE US 01/22/11 C28 -15.0 17.9 0.10 0.0 200 AGNC AMERICAN CA AGNC US 01/22/11 C30 -14.9 18.0 0.30 -25.0 1394 PMI PMI GROUP I PMI US 01/22/11 C3 -14.8 69.8 0.55 0.0 200 CVBF CVB FINANCI CVBF US 03/19/11 P5 -14.7 88.8 0.20 -4.8 20000 GE GENERAL ELE GE US 01/21/12 C10 -14.5 38.7 7.95 0.0 772 RSX MKT VECT-RU RSX US 01/22/11 C39 -14.1 19.5 0.28 -6.7 2000 LVLT LEVEL 3 COM LVLT US 01/22/11 C1 -14.0 74.5 0.10 100.0 1500 PDC PIONEER DRI PDC US 03/19/11 C6 -13.8 50.5 2.55 10.9 1756 GE GENERAL ELE GE US 01/22/11 C16 -13.4 30.4 1.95 1.0 1195 IFF INTL FLVR & IFF US 01/22/11 P55 -13.3 14.3 0.70 -34.6 1200 NKE NIKE INC -C NKE US 04/16/11 C85 -13.1 20.9 5.14 -44.4 526 MNKD MANNKIND CO MNKD US 01/21/12 C5 -12.7 69.8 4.10 2.5 850 NKE NIKE INC -C NKE US 04/16/11 C75 -12.4 24.0 12.80 -28.1 218 WAG WALGREEN CO WAG US 01/22/11 C37 -12.4 24.5 2.60 130.1 4508 ATPG ATP OIL & G ATPG US 01/22/11 C12.5 -12.1 45.5 3.55 10.9 492 OXM OXFORD INDS OXM US 01/22/11 P25 -12.1 45.9 0.50 -84.4 1360 TIBX TIBCO SOFTW TIBX US 05/21/11 C21 -11.9 38.2 2.00 -18.4 200 WAG WALGREEN CO WAG US 01/22/11 P37 -11.8 24.6 0.27 -78.0 1874 MGM MGM RESORTS MGM US 01/22/11 C11 -11.6 59.6 3.40 -12.8 1044 CBLI CLEVELAND B CBLI US 01/22/11 P5 -11.6 102.3 0.15 50.0 480 NKE NIKE INC -C NKE US 04/16/11 P80 -11.6 22.1 1.54 51.0 332 QEP QEP RESOURC QEP US 01/22/11 P35 -11.6 28.6 0.20 0.0 750 BTX BIOTIME INC BTX US 06/18/11 C7.5 -11.5 35.1 2.10 5.0 260 ARG AIRGAS INC ARG US 01/22/11 C60 -11.4 32.1 2.90 -35.6 1278 SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 -11.3 39.7 1.00 11.1 5204 NKE NIKE INC -C NKE US 04/16/11 C90 -11.3 20.4 2.69 -52.0 694 SVNT SAVIENT PHA SVNT US 01/19/13 C12.5 -11.1 57.7 3.80 4.1 200 BRCD BROCADE COM BRCD US 01/22/11 P5 -11.1 47.0 0.13 -7.1 281 NKE NIKE INC -C NKE US 04/16/11 P75 -11.0 24.2 0.75 29.3 202 NKE NIKE INC -C NKE US 04/16/11 P85 -10.9 21.0 3.10 53.5 372 DCTH DELCATH SYS DCTH US 01/22/11 C7.5 -10.9 81.2 3.20 -5.9 282 SKX SKECHERS US SKX US 01/22/11 C17.5 -10.9 45.1 2.20 -6.4 514 XLF SPDR-FINL S XLF US 04/16/11 C9 -10.8 47.3 7.00 2.2 626 EGLE EAGLE BULK EGLE US 03/19/11 C5 -10.7 29.3 0.30 0.0 377 WAG WALGREEN CO WAG US 01/22/11 P36 -10.5 26.2 0.16 -81.2 912 LVLT LEVEL 3 COM LVLT US 03/19/11 C1 -10.5 70.4 0.15 0.0 1266 MTL MECHEL-SPON MTL US 04/16/11 P30 -10.4 41.1 3.00 0.0 3504 COLM COLUMBIA SP COLM US 01/22/11 P58.5 -10.4 23.0 0.80 6.7 398 ENZN ENZON PHARM ENZN US 02/19/11 C12.5 -10.3 43.3 0.80 -3.6 1072 CTV COMMSCOPE I CTV US 07/16/11 P31 -10.2 4.4 0.10 -33.3 250 IYR ISHARES-DJ IYR US 01/22/11 P57 -10.1 17.1 2.04 -24.7 307 MET METLIFE INC MET US 03/19/11 C30 -10.0 39.5 14.90 30.5 200


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


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-0- Dec/22/2010 16:30 GMT

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