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
=============================================================================
AGNC   AMERICAN CA  AGNC US 01/22/11 C28      36.7  33.4   1.83    4.6    336
AAPL   APPLE INC    AAPL US 01/22/11 C310     34.5  32.6  18.00    5.3   2903
AAPL   APPLE INC    AAPL US 01/22/11 C330     34.3  30.4   7.05   27.0  17011
AAPL   APPLE INC    AAPL US 01/22/11 P310     33.6  31.9   5.50   61.8   5836
AAPL   APPLE INC    AAPL US 01/22/11 P320     33.5  30.5   9.20   39.4  10163
AGNC   AMERICAN CA  AGNC US 01/22/11 C29      33.4  19.8   0.85    0.0    438
AAPL   APPLE INC    AAPL US 01/22/11 P330     33.4  29.7  14.55   23.3   4745
AAPL   APPLE INC    AAPL US 01/22/11 C320     33.1  31.0  11.70   13.0  11657
AAPL   APPLE INC    AAPL US 01/22/11 C300     32.2  34.5  25.70    0.8   1169
AAPL   APPLE INC    AAPL US 01/22/11 P300     29.9  33.5   3.25   86.8   7482
AAPL   APPLE INC    AAPL US 01/22/11 C290     28.8  36.9  34.34   -0.6    467
FXEN   FX ENERGY I  FXEN US 02/19/11 C5       26.8  80.9   1.20  -22.6    352
AAPL   APPLE INC    AAPL US 01/22/11 P290     26.6  35.7   1.87   98.9   3991
AIG    AMERICAN IN  AIG US 01/22/11 C50       23.3  48.8   8.38   67.6    763
AAPL   APPLE INC    AAPL US 01/22/11 P280     23.0  38.5   1.14   96.5   2022
AIG    AMERICAN IN  AIG US 01/22/11 P50       21.9  51.7   0.52  -42.2    614
AAPL   APPLE INC    AAPL US 01/22/11 C280     20.8  40.0  43.65   -1.5    335
AIG    AMERICAN IN  AIG US 01/22/11 C55       19.7  46.5   4.50  117.4   3782
AAPL   APPLE INC    AAPL US 01/22/11 P270     19.2  41.9   0.73   82.5    664
CVVT   CHINA VALVE  CVVT US 01/22/11 P10      19.1  78.3   0.60  -14.3    502
CVVT   CHINA VALVE  CVVT US 01/22/11 P7.5     18.8 109.2   0.15   -6.2    444
AIG    AMERICAN IN  AIG US 01/22/11 P40       18.2  68.1   0.04  -66.7   1000
ACAS   AMERICAN CA  ACAS US 01/22/11 P8       17.9  31.5   0.25    0.0    492
JTX    JACKSON HEW  JTX US 04/16/11 C1        17.4 175.6   1.50   57.9    348
AIG    AMERICAN IN  AIG US 01/22/11 P55       17.0  48.8   1.64  -43.8   1264
CSCO   CISCO SYSTE  CSCO US 01/22/11 C16      16.8  48.5   4.05    8.0    338
CNC    CENTENE COR  CNC US 01/22/11 P22.5     16.6  44.1   0.15  -25.0    202
BAC    BANK OF AME  BAC US 01/22/11 P11       16.6  51.0   0.05  -16.7   1394
KIRK   KIRKLAND'S   KIRK US 01/22/11 C15      16.4  45.4   0.55  266.7    286
ELNK   EARTHLINK I  ELNK US 07/16/11 C9       16.4  26.2   0.45   28.6    800
GGP    GENERAL GRO  GGP US 01/22/11 P15       16.3  38.7   0.49   63.3    410
CSCO   CISCO SYSTE  CSCO US 01/22/11 P19      16.2  24.5   0.12  -40.0   1774
ITW    ILLINOIS TO  ITW US 01/22/11 C50       16.0  24.3   3.50    0.0   1222
CSX    CSX CORP     CSX US 01/22/11 C57.5     15.9  33.6   6.85    4.6   1540
AIG    AMERICAN IN  AIG US 01/22/11 C57.5     15.9  46.6   3.05  150.0   1763
GE     GENERAL ELE  GE US 01/22/11 C16        15.8  34.1   2.12    1.9    201
HOV    HOVNANIAN E  HOV US 01/22/11 P4        15.6  54.9   0.27    8.0    221
MCP    MOLYCORP IN  MCP US 01/22/11 P42       15.3  78.6   1.20  -38.5    422
PACW   PACWEST BAN  PACW US 02/19/11 C22.5    15.2  35.3   0.70    0.0    200
CSCO   CISCO SYSTE  CSCO US 01/22/11 P17.5    14.7  30.8   0.02  -33.3    432
AAPL   APPLE INC    AAPL US 01/22/11 P260     14.4  45.3   0.48   45.5    344
KEY    KEYCORP      KEY US 01/22/11 P5        14.3 122.2   0.02  100.0    200
JASO   JA SOLAR HO  JASO US 01/22/11 P7       14.0  50.5   0.40   33.3    219
ENTR   ENTROPIC CO  ENTR US 01/22/11 C10      13.9  55.5   1.65   -2.9    211
MCP    MOLYCORP IN  MCP US 01/22/11 C42       13.9  77.5   8.20   54.7    508
AIG    AMERICAN IN  AIG US 01/22/11 P57.5     13.7  49.0   2.77  -40.4    636
AIG    AMERICAN IN  AIG US 02/19/11 P41       12.9  60.0   0.32   -5.9   1508
NWSA   NEWS CORP-A  NWSA US 02/19/11 C15      12.8  28.2   0.40  -33.3    210
AIG    AMERICAN IN  AIG US 01/22/11 C60       12.8  47.0   1.98  164.0   2354
ETE    ENERGY TRAN  ETE US 01/22/11 C40       12.6  20.4   0.20   33.3   1280
CSCO   CISCO SYSTE  CSCO US 01/22/11 C19      12.4  25.1   1.28   40.7  10851
AAPL   APPLE INC    AAPL US 01/22/11 P250     12.3  48.9   0.32   33.3    471
AGNC   AMERICAN CA  AGNC US 03/19/11 C25      12.2  49.9   4.80    0.0    360
CSCO   CISCO SYSTE  CSCO US 01/22/11 C17.5    12.1  34.1   2.66   17.2   1367
GE     GENERAL ELE  GE US 01/22/11 C17.5      12.0  26.3   0.81    5.2   1722
C      CITIGROUP I  C US 01/22/11 C4          11.9  42.2   0.73    4.3   1199
JPM    JPMORGAN CH  JPM US 01/22/11 P36       11.8  39.6   0.09  -10.0    244
C      CITIGROUP I  C US 01/22/11 P4          11.6  42.6   0.02    0.0   2088
GU     GUSHAN ENVI  GU US 01/22/11 C5         11.2 122.8   0.70  600.0    259
DIA    SPDR DJIA T  DIA US 01/22/11 C115      11.1  14.4   1.83  -11.2    244
JPM    JPMORGAN CH  JPM US 01/22/11 P32       11.1  52.6   0.03  -25.0    510
FAS    FINL BULL 3  FAS US 01/22/11 C26.67    10.8  58.3   2.29   15.7    314
T      AT&T INC     T US 10/22/11 C25         10.8  21.7   4.40    0.0    200
FAS    FINL BULL 3  FAS US 01/22/11 C27       10.7  57.9   2.10   22.1    208
JPM    JPMORGAN CH  JPM US 01/22/11 P37.5     10.6  35.4   0.18    5.9    410
C      CITIGROUP I  C US 02/19/11 P4.5        10.6  32.5   0.13    0.0    707
AGNC   AMERICAN CA  AGNC US 01/22/11 C30      10.5  19.6   0.25   25.0    396
AIG    AMERICAN IN  AIG US 01/22/11 P60       10.4  49.6   4.15  -36.7    322
FAS    FINL BULL 3  FAS US 01/22/11 P26.67    10.3  60.5   1.23   -8.2    367
FAS    FINL BULL 3  FAS US 01/22/11 P25       10.3  63.9   0.71  -11.2    451
MCP    MOLYCORP IN  MCP US 01/22/11 P48       10.2  74.7   3.10  -39.2    218
CVC    CABLEVISION  CVC US 01/22/11 P35       10.2  29.7   1.95    5.4    650
AAPL   APPLE INC    AAPL US 01/22/11 P230     10.1  57.0   0.18   28.6    202
JPM    JPMORGAN CH  JPM US 01/22/11 P41       10.1  29.6   0.72  -12.2    574

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CTV COMMSCOPE I CTV US 04/16/11 C31 -37.5 3.0 0.45 -18.2 457 IMAX IMAX CORP IMAX US 01/22/11 C22 -21.6 39.0 3.40 -12.8 754 CTV COMMSCOPE I CTV US 07/16/11 P31 -21.0 3.7 0.15 -25.0 1592 IRDM IRIDIUM COM IRDM US 01/22/11 C7.5 -18.6 35.0 0.85 -10.5 258 IRE BANK IRELAN IRE US 01/22/11 C1.48 -17.6 100.8 0.80 -5.9 398 KG KING PHARMA KG US 01/22/11 C14 -17.5 8.4 0.15 0.0 300 AA ALCOA INC AA US 01/22/11 C9 -15.4 75.5 6.20 0.0 304 C CITIGROUP I C US 04/16/11 C3 -15.3 50.7 1.76 1.1 1582 APWR A-POWER ENE APWR US 01/22/11 C6 -14.3 47.4 0.20 233.3 268 ODP OFFICE DEPO ODP US 02/19/11 C5 -12.2 59.8 0.80 0.0 220 ARG AIRGAS INC ARG US 01/22/11 P62.5 -11.7 17.8 1.20 -17.2 657 CHTP CHELSEA THE CHTP US 06/18/11 P5 -11.3 70.8 0.25 -37.5 2950 C CITIGROUP I C US 04/16/11 C3.5 -11.2 41.9 1.27 1.6 552


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


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-0- Dec/27/2010 16:30 GMT

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