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
=============================================================================
OMER   OMEROS CORP  OMER US 02/19/11 P7.5    268.8 269.5   1.00    0.0    454
REE    RARE ELEMEN  REE US 04/16/11 C5        44.8 111.4  10.10    3.1    374
DBA    POWERSHARES  DBA US 01/22/11 C30       41.0  27.3   2.20   -6.4    332
APC    ANADARKO PE  APC US 01/22/11 C72.5     40.7  40.6   4.30  246.8   1408
APC    ANADARKO PE  APC US 01/22/11 C75       40.3  40.5   2.80  382.8   4400
APC    ANADARKO PE  APC US 01/22/11 P75       40.2  40.7   3.25  -44.4   1801
AUY    YAMANA GOLD  AUY US 01/22/11 C10       39.3  56.7   2.75    0.0    653
APC    ANADARKO PE  APC US 01/22/11 P72.5     38.9  40.3   2.00  -50.0    568
APC    ANADARKO PE  APC US 01/22/11 C70       38.4  40.8   5.80  137.7   1091
APC    ANADARKO PE  APC US 01/22/11 P70       37.1  40.5   1.22  -31.8   2759
PXP    PLAINS EXPL  PXP US 01/22/11 C26       37.1  45.7   6.25    8.7   1310
PAL    NORTH AMER   PAL US 03/19/11 C4        34.4  62.4   2.95    7.3    460
APC    ANADARKO PE  APC US 01/22/11 P67.5     31.9  41.2   0.66  -32.0    250
CLWR   CLEARWIRE -  CLWR US 01/22/11 C5       31.6  79.2   0.50   25.0    344
APC    ANADARKO PE  APC US 01/22/11 C67.5     30.0  40.8   8.75  118.8    549
XING   QIAO XING U  XING US 01/22/11 P2.5     27.3 147.6   0.20  -33.3   4914
MIPS   MIPS TECH I  MIPS US 01/22/11 C12.5    27.1  58.6   3.10   31.9    296
TBL    TIMBERLAND   TBL US 01/22/11 P25       26.5  33.2   0.95   -5.0    200
APC    ANADARKO PE  APC US 01/22/11 P65       26.3  42.3   0.35  -31.4    604
XLF    SPDR-FINL S  XLF US 01/22/11 C14       25.8  28.3   1.95   -3.9   3306
MNKD   MANNKIND CO  MNKD US 01/22/11 C4       25.7 144.8   4.10    2.5   2144
CLWR   CLEARWIRE -  CLWR US 01/22/11 P5       25.5  89.2   0.40   60.0   1032
APC    ANADARKO PE  APC US 01/22/11 C65       23.9  41.5   9.80   63.3    245
MBI    MBIA INC     MBI US 01/22/11 C9        23.6  97.7   2.79   70.1    280
TSM    TAIWAN SEMI  TSM US 01/22/11 C10       23.6  49.6   2.38    3.5   1152
MBI    MBIA INC     MBI US 01/22/11 P9        23.6  95.5   0.18  -33.3    302
ITUB   ITAU UNIBAN  ITUB US 01/22/11 C24      23.2  28.9   0.60   50.0    257
LDK    LDK SOLAR C  LDK US 01/22/11 P5        23.1 156.0   0.03   50.0    223
CSR    CHINA SECUR  CSR US 01/22/11 C5        22.1  59.0   0.50   78.6    500
MBI    MBIA INC     MBI US 01/22/11 C7.5      22.0 117.4   4.30   51.9   1630
MCP    MOLYCORP IN  MCP US 01/22/11 C32       21.8  84.7  18.80   10.6    336
ZLC    ZALE CORP    ZLC US 01/22/11 P4.5      21.4  96.3   0.45   80.0   2174
SONS   SONUS NETWO  SONS US 04/16/11 P2.5     21.2  59.4   0.30   20.0    260
APC    ANADARKO PE  APC US 02/19/11 C75       20.8  38.9   4.15  137.1   1268
UWM    PROSHARES U  UWM US 01/22/11 C33       20.2  56.7  10.78    7.8   1000
APC    ANADARKO PE  APC US 02/19/11 P75       19.5  38.7   4.50  -55.5    325
MY     CHINA MING   MY US 01/22/11 C10        19.1  70.9   1.65   50.0    420
NS     NUSTAR ENER  NS US 03/19/11 C65        19.1  22.7   5.50    5.8    282
WLT    WALTER ENER  WLT US 01/22/11 P110      18.8  48.6   0.57   -5.0   2374
ANR    ALPHA NATUR  ANR US 01/22/11 P57.5     18.3  43.8   1.50  -23.1    292
ASML   ASML HOLDIN  ASML US 01/22/11 C35      17.9  41.4   4.10   28.1   1000
ANR    ALPHA NATUR  ANR US 01/22/11 P60       17.3  42.7   2.58  -21.8    342
APC    ANADARKO PE  APC US 02/19/11 P70       16.6  39.5   2.15  -34.9    937
THC    TENET HEALT  THC US 01/22/11 P5        16.3  98.8   0.05    0.0   1650
UUP    POWERSHARES  UUP US 01/22/11 P22       15.9  11.8   0.01    0.0   1016
IWM    ISHARES-RUS  IWM US 01/22/11 C73       15.8  25.2   6.33    1.8    553
MBI    MBIA INC     MBI US 02/19/11 P9        15.8  86.0   0.40  -29.8    514
ANR    ALPHA NATUR  ANR US 01/22/11 C57.5     15.7  43.7   4.10   70.1    384
COCO   CORINTHIAN   COCO US 01/22/11 C4       15.6  73.3   0.95   18.8    300
ANR    ALPHA NATUR  ANR US 01/22/11 P55       15.6  45.5   0.85  -19.8    343
WLT    WALTER ENER  WLT US 01/22/11 C120      15.1  44.8  11.80   47.5    562
RIG    TRANSOCEAN   RIG US 02/19/11 C55       15.1  39.9  14.15   -2.0    452
MBI    MBIA INC     MBI US 02/19/11 C9        15.1  89.6   3.30   64.2    216
WLT    WALTER ENER  WLT US 01/22/11 P115      15.0  45.9   0.97  -24.2    430
VRGY   VERIGY LTD   VRGY US 01/22/11 P11      14.9  86.1   0.31  -11.4    540
SONS   SONUS NETWO  SONS US 04/16/11 C2.5     14.9  62.0   0.35   -7.9    400
ANR    ALPHA NATUR  ANR US 01/22/11 C60       14.8  42.8   2.45   84.2    696
XLF    SPDR-FINL S  XLF US 01/22/11 C13       14.7  38.6   2.94   -1.7    582
XLF    SPDR-FINL S  XLF US 01/22/11 C12       14.6  51.8   3.95    0.0    228
MEE    MASSEY ENER  MEE US 01/22/11 C44       14.0  48.0   9.40   25.8    300
MBI    MBIA INC     MBI US 05/21/11 P10       14.0  77.0   1.33  -24.0    950
SID    SID NACIONA  SID US 01/22/11 C16       13.8  30.1   0.60   20.0    382
SPY    SPDR S&P 50  SPY US 03/19/11 P130      13.5  17.3   6.60    3.3   1492
MBI    MBIA INC     MBI US 01/22/11 P10       13.4  90.5   0.34  -47.7   2962
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C51      13.4  22.1   3.72   -4.9    336
HBAN   HUNTINGTON   HBAN US 01/22/11 C6       13.2  51.7   0.97   -1.0   2713
ASML   ASML HOLDIN  ASML US 01/22/11 P35      13.1  42.6   0.40   14.3    691
MBI    MBIA INC     MBI US 02/19/11 C11       13.1  83.4   1.80   97.8   2618
ASIA   ASIAINFO-LI  ASIA US 01/22/11 C15      13.1  60.3   2.10   35.5    200
APC    ANADARKO PE  APC US 02/19/11 P67.5     13.1  40.0   1.45  -36.7    368
SWKS   SKYWORKS SO  SWKS US 01/22/11 P25      12.9  58.5   0.20    0.0   4324
WLT    WALTER ENER  WLT US 01/22/11 P120      12.8  44.5   1.85  -30.2    702
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C52      12.7  20.1   2.84   -3.7   2096
MBI    MBIA INC     MBI US 02/19/11 P10       12.4  82.0   0.68  -26.1   1742
ANR    ALPHA NATUR  ANR US 01/22/11 C55       12.2  44.8   5.70   44.3    282
STP    SUNTECH POW  STP US 01/22/11 C7.5      11.8  45.7   0.50  -28.6    266
AIG    AMERICAN IN  AIG US 01/22/11 C55       11.8  51.3   5.10   32.5    274
VAR    VARIAN MEDI  VAR US 01/22/11 P65       11.7  28.2   0.30    0.0    214
MBI    MBIA INC     MBI US 01/22/11 C10       11.7  92.8   2.05   88.1   3284
MBI    MBIA INC     MBI US 02/19/11 C10       11.5  84.9   2.32   71.8   1434
SPY    SPDR S&P 50  SPY US 03/19/11 P129      11.5  17.4   5.93    4.0   1240
MBI    MBIA INC     MBI US 02/19/11 P11       11.5  80.3   0.99  -32.6   2000
SPY    SPDR S&P 50  SPY US 03/19/11 P128      11.1  17.8   5.37    3.3   1180
WLT    WALTER ENER  WLT US 01/22/11 C125      11.1  43.5   8.30   66.0    718
HERO   HERCULES OF  HERO US 01/22/11 C3       11.0  84.8   0.55   -8.3    200
NAK    NORTHERN DY  NAK US 01/22/11 C12.5     10.9  72.5   1.80  -12.2    386
LYV    LIVE NATION  LYV US 01/22/11 C10       10.8  41.9   1.93   -3.5    840
APC    ANADARKO PE  APC US 02/19/11 P65       10.8  40.8   1.00  -36.3    238
MBI    MBIA INC     MBI US 08/20/11 P10       10.8  74.6   1.74  -14.3    540
PCX    PATRIOT COA  PCX US 01/22/11 C16       10.7  65.5   3.65   17.7    286
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C53      10.7  18.6   1.99   -5.7   5876
SNV    SYNOVUS FIN  SNV US 01/22/11 C2.5      10.6  72.5   0.30   15.4    380
EMC    EMC CORP/MA  EMC US 01/22/11 C22.5     10.5  26.2   0.80    2.6   6978
REE    RARE ELEMEN  REE US 01/22/11 P14       10.3 128.5   1.30    0.0   4688
FCX    FREEPORT-MC  FCX US 01/22/11 C99       10.2  50.0  21.19    3.9    547
MNKD   MANNKIND CO  MNKD US 01/22/11 C2.5     10.2 240.8   5.50   -1.8   1046
TIP    ISHARES US   TIP US 03/19/11 C111      10.1   7.6   0.35  150.0   1982
REE    RARE ELEMEN  REE US 01/22/11 P11       10.1 127.3   0.31    3.3    722

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= DRYS DRYSHIPS IN DRYS US 02/19/11 C2.5 -24.7 112.4 2.91 0.0 246 FIG FORTRESS IN FIG US 01/22/11 C5 -19.4 44.8 0.85 -5.6 247 ENZN ENZON PHARM ENZN US 02/19/11 P12.5 -16.7 37.6 0.80 -10.1 236 INTC INTEL CORP INTC US 01/22/11 C17.5 -14.1 39.5 3.55 2.9 203 AMR AMR CORP AMR US 05/21/11 P3 -14.0 87.3 0.04 0.0 276 GIS GENERAL MIL GIS US 01/22/11 P32.5 -13.8 17.9 0.01 -50.0 212 AGNC AMERICAN CA AGNC US 01/22/11 C30 -12.8 17.9 0.10 -33.3 368 BZ BOISE INC BZ US 03/19/11 C7.1 -12.3 26.4 0.85 0.0 750 IWM ISHARES-RUS IWM US 01/22/11 P83 -11.2 17.9 4.23 -3.4 244 IRE BANK IRELAN IRE US 01/22/11 C2.5 -10.2 86.9 0.35 0.0 440


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


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

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