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      32.5  40.7   1.55  -16.2    394
EWW    ISHARES-MEX  EWW US 01/22/11 P63       31.7  21.7   2.42  -15.4    430
EWW    ISHARES-MEX  EWW US 01/22/11 P62       28.7  22.3   1.70   17.2    231
EWW    ISHARES-MEX  EWW US 01/22/11 P61       27.1  23.7   1.36   21.4  13250
EWW    ISHARES-MEX  EWW US 01/22/11 P60       27.0  24.9   1.01   32.9   1750
MCP    MOLYCORP IN  MCP US 01/22/11 P46       25.5  95.6   2.15   -8.5    380
MCP    MOLYCORP IN  MCP US 01/22/11 P49       25.5  94.5   3.10  -16.2   2544
MCP    MOLYCORP IN  MCP US 01/22/11 P48       25.4  94.3   2.70  -12.9   1110
AA     ALCOA INC    AA US 01/22/11 C12.5      24.7  52.8   2.84    4.8    294
MCP    MOLYCORP IN  MCP US 01/22/11 P44       24.4  97.3   1.55   -8.8    226
REE    RARE ELEMEN  REE US 02/19/11 P10       23.8 110.9   0.50  -33.3    256
EWW    ISHARES-MEX  EWW US 01/22/11 C61       22.6  22.0   1.56   16.4    423
MCP    MOLYCORP IN  MCP US 01/22/11 P43       21.9  97.4   1.35   -6.9    200
MCP    MOLYCORP IN  MCP US 01/22/11 P42       21.8  97.7   1.15   -4.2    256
FRG    FRONTEER GO  FRG US 02/19/11 C9        20.3  59.6   2.71    0.0    200
MCP    MOLYCORP IN  MCP US 02/19/11 P39       19.3  92.0   1.55   -3.1   2500
EWW    ISHARES-MEX  EWW US 01/22/11 C64       18.6  18.2   0.28   33.3    290
AGNC   AMERICAN CA  AGNC US 03/19/11 C29      18.5  20.9   0.75  -16.7    234
MCP    MOLYCORP IN  MCP US 02/19/11 C50       18.4  83.5   8.00   56.9    380
REE    RARE ELEMEN  REE US 02/19/11 P13       18.0 109.0   1.65  -50.0    208
REE    RARE ELEMEN  REE US 02/19/11 C12       17.9  81.5   3.00  172.7    414
MCP    MOLYCORP IN  MCP US 02/19/11 P47       17.2  86.4   3.80   -7.3    270
DYN    DYNEGY INC   DYN US 01/22/11 C5        17.1  45.6   0.85   13.3  10000
MCP    MOLYCORP IN  MCP US 02/19/11 C55       17.1  82.7   5.80   81.2    602
MCP    MOLYCORP IN  MCP US 02/19/11 P50       16.5  85.3   5.10  -14.3    694
BAC    BANK OF AME  BAC US 01/22/11 C10       16.1  62.2   3.50    6.1   1072
EWW    ISHARES-MEX  EWW US 01/22/11 P57       15.8  28.7   0.36   28.6    576
REE    RARE ELEMEN  REE US 02/19/11 P14       15.7 110.3   2.15  -47.6    280
AUY    YAMANA GOLD  AUY US 01/22/11 C11       15.5  44.7   1.75   24.1    368
DTG    DOLLAR THRI  DTG US 01/22/11 C47       15.2  13.7   0.75  -11.8    383
MCP    MOLYCORP IN  MCP US 02/19/11 P49       15.2  84.5   4.90   -3.9    204
BAS    BASIC ENERY  BAS US 04/16/11 C15       15.0  52.3   2.76   -8.0    600
REE    RARE ELEMEN  REE US 02/19/11 C14       14.9  82.5   1.85  270.0   1572
MCP    MOLYCORP IN  MCP US 02/19/11 P55       14.7  83.3   7.90  -13.2   1158
HBAN   HUNTINGTON   HBAN US 01/22/11 C6       13.4  49.7   1.01    1.0    640
AGNC   AMERICAN CA  AGNC US 03/19/11 C25      13.1  53.9   4.50   -6.2    304
TLT    ISHARES BAR  TLT US 02/19/11 C89       12.8  17.6   4.10    0.0    268
BPOP   POPULAR INC  BPOP US 02/19/11 C3       12.5  50.3   0.25   25.0   5021
IFF    INTL FLVR &  IFF US 01/22/11 P55       12.4  13.8   0.60  -29.4   1500
REE    RARE ELEMEN  REE US 02/19/11 C11       11.8  76.1   3.70  155.2    388
GLD    SPDR GOLD T  GLD US 01/22/11 C130      11.7  18.4   7.44   33.8    269
EXK    ENDEAVOUR S  EXK US 01/22/11 C7.5      11.7  71.0   0.35   75.0    349
AGNC   AMERICAN CA  AGNC US 01/22/11 C30      11.3  19.6   0.05  -66.7    822
KEY    KEYCORP      KEY US 01/22/11 C9        10.6  35.5   0.15   15.4    632
REE    RARE ELEMEN  REE US 02/19/11 C13       10.3  77.4   2.40  220.0    958
GLD    SPDR GOLD T  GLD US 01/22/11 C115      10.1  31.5  22.20   10.7    631

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= KBE SPDR KBW BA KBE US 01/22/11 C25 -50.7 12.5 1.43 24.4 1005 HYG ISH-IBOXX H HYG US 02/19/11 P90 -49.7 4.5 1.70 0.0 224 AIG AMERICAN IN AIG US 02/19/11 C42 -30.5 37.8 17.48 -2.9 255 GGP GENERAL GRO GGP1 US 01/22/11 P12.5 -19.4 41.6 0.03 0.0 1005 NXG NORTHGATE M NXG US 02/19/11 C2.5 -16.9 62.9 0.70 0.0 400 SVA SINOVAC BIO SVA US 02/19/11 C2.5 -14.8 125.7 2.25 -2.2 440 FCX FREEPORT-MC FCX US 01/22/11 C94 -13.8 43.2 25.47 1.1 1306 DTG DOLLAR THRI DTG US 01/22/11 C46 -13.1 14.6 1.55 -8.8 256 TLT ISHARES BAR TLT US 02/19/11 P97 -13.1 13.3 5.45 12.4 340 QID PROSHARES Q QID US 02/19/11 C11 -12.2 34.0 0.94 5.6 358 ZLC ZALE CORP ZLC US 08/20/11 P2.5 -11.9 91.9 0.25 -28.6 392 GGP GENERAL GRO GGP US 01/22/11 P15 -11.3 35.7 0.45 -8.2 947 ARG AIRGAS INC ARG US 01/22/11 P60 -11.3 18.6 0.35 -22.2 386 C CITIGROUP I C US 01/22/11 C4 -10.5 45.1 0.78 -1.3 4387


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


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-0- Dec/28/2010 16:30 GMT

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