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
=============================================================================
SAP    SAP AG-SPON  SAP US 01/22/11 C49      160.6  23.6   2.35    8.3    250
STM    STMICROELEC  STM US 01/22/11 C10       68.4  44.8   0.95   46.1    247
TZA    SMALL CAP B  TZA US 01/22/11 C12       59.3  61.5   3.25   -3.0   5150
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C51      53.0  22.4   4.34   -0.7    250
IWM    ISHARES-RUS  IWM US 01/22/11 C70       49.5  28.6   9.05   -6.8    346
ARLP   ALLIANCE RE  ARLP US 01/22/11 C65      39.9  22.7   2.79  -10.0    280
C      CITIGROUP I  C US 01/22/11 C4          37.6  64.0   0.85   -4.5   5158
PMI    PMI GROUP I  PMI US 02/19/11 C3.5      33.3  84.0   0.55   57.1   2903
SIG    SIGNET JEWE  SIG US 01/22/11 C40       33.0  40.5   3.50   -5.4    414
XLF    SPDR-FINL S  XLF US 01/22/11 C15       32.4  26.4   1.27   -5.9   1809
SPY    SPDR S&P 50  SPY US 01/22/11 C118      31.8  23.2   8.82   -4.3    229
VZ     VERIZON COM  VZ US 01/22/11 C34        31.6  30.2   2.69   12.1    500
VZ     VERIZON COM  VZ US 01/22/11 C35        29.3  21.5   1.79   26.9    520
AA     ALCOA INC    AA US 01/22/11 C12.5      28.9  62.9   3.85   16.7    940
GOOG   GOOGLE INC-  GOOG US 01/22/11 C490     28.4  43.9 113.40    0.3    301
FRG    FRONTEER GO  FRG US 03/19/11 C7.5      26.5  64.1   3.30  -17.5    963
RVBD   RIVERBED TE  RVBD US 01/22/11 C30      25.9  78.0   8.80   10.0    268
SOA    SOLUTIA INC  SOA US 01/22/11 P22.5     25.7  46.0   0.35    0.0    200
VZ     VERIZON COM  VZ US 01/22/11 C31        25.1  63.0   5.55    2.8    204
AA     ALCOA INC    AA US 01/22/11 C14        25.0  50.2   2.36   26.9   1189
MTG    MGIC INVT C  MTG US 01/22/11 C11       24.7  63.5   0.55   37.5   1433
ZMH    ZIMMER HLDG  ZMH US 01/22/11 C50       24.7  28.3   4.70   -2.1    358
UNG    US NAT GAS   UNG US 01/22/11 C5        23.5  62.0   1.27   -1.6   2555
SPY    SPDR S&P 50  SPY US 01/22/11 C119      23.5  22.0   8.12    0.4    323
AA     ALCOA INC    AA US 01/22/11 P15        22.4  46.3   0.17  -19.1  20107
AA     ALCOA INC    AA US 01/22/11 P14        22.2  49.5   0.07   16.7   6011
NG     NOVAGOLD RE  NG US 01/22/11 C12.5      22.1  57.9   1.20  -27.3    322
GNK    GENCO SHIPP  GNK US 01/22/11 P14       21.6  42.4   0.23   -8.0    602
WNR    WESTERN REF  WNR US 01/22/11 C9        21.1  57.7   1.60  -11.1    261
PAL    NORTH AMER   PAL US 01/22/11 C6        21.0  72.4   0.85  -20.6    280
BAC    BANK OF AME  BAC US 01/22/11 C10       20.5  76.6   4.10   -2.4    446
C      CITIGROUP I  C US 02/19/11 C3          20.4  75.2   1.90    0.0    205
PUDA   PUDA COAL I  PUDA US 01/22/11 C12.5    20.1  60.8   1.75  -18.6    293
VZ     VERIZON COM  VZ US 01/22/11 C36        19.4  18.8   0.85   44.1   1084
AA     ALCOA INC    AA US 01/22/11 P12.5      19.4  63.7   0.02    0.0    460
MTG    MGIC INVT C  MTG US 01/22/11 P10       18.9  60.9   0.19   11.8    459
C      CITIGROUP I  C US 03/19/11 C3          18.9  65.2   1.86   -2.1   1126
BWA    BORGWARNER   BWA US 01/22/11 P70       18.5  34.7   0.85   18.1   1294
AA     ALCOA INC    AA US 01/22/11 C15        18.2  46.2   1.50   48.5   3056
AMGN   AMGEN INC    AMGN US 01/22/11 P52.5    18.0  27.4   0.16  -15.8    935
XLF    SPDR-FINL S  XLF US 01/22/11 C16       17.4  22.4   0.46   -8.0   3630
AHD    ATLAS PIPEL  AHD US 02/19/11 P15       17.4  87.1   1.75   12.9    470
ONXX   ONYX PHARM   ONXX US 01/21/12 C22.5    17.4  52.7  16.00    0.0    969
AA     ALCOA INC    AA US 01/22/11 P16        17.4  44.8   0.48  -26.1   9166
SIRI   SIRIUS XM R  SIRI US 01/22/11 C1       17.3 151.3   0.68   -4.2    211
LIFE   LIFE TECHNO  LIFE US 01/22/11 C40      17.1  94.2  17.00    5.8    200
GA     GIANT INTER  GA US 01/22/11 C7.5       16.4  33.5   0.10    0.0    934
GNK    GENCO SHIPP  GNK US 02/19/11 C14       16.3  46.3   1.25   19.1  10284
PWER   POWER-ONE I  PWER US 01/22/11 P9       16.3  57.7   0.05  -50.0    274
LUV    SOUTHWEST A  LUV US 01/19/13 C10       15.9  39.7   4.60    4.5    200
SPY    SPDR S&P 50  SPY US 01/22/11 C122      15.7  19.0   5.07   -4.9   3680
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C50      15.6  22.9   5.31    0.2    205
AMGN   AMGEN INC    AMGN US 01/22/11 C55      15.5  23.6   2.17   61.9    686
GNK    GENCO SHIPP  GNK US 02/19/11 C15       15.2  41.9   0.70   27.3    249
NG     NOVAGOLD RE  NG US 02/19/11 C12        15.2  60.1   1.90  -19.1    240
FMCN   FOCUS MEDIA  FMCN US 01/22/11 C24      15.1  46.8   0.80  128.6   1552
AUXL   AUXILIUM PH  AUXL US 01/22/11 C22.5    14.7  59.5   0.70   27.3    921
DIA    SPDR DJIA T  DIA US 01/22/11 C116      14.7  13.2   1.59   10.4    257
AA     ALCOA INC    AA US 01/22/11 C16        14.7  45.0   0.80   77.8   9852
WCRX   WARNER CHIL  WCRX US 01/22/11 P21.5    14.3  36.9   0.20    0.0    240
AAPL   APPLE INC    AAPL US 01/22/11 C270     14.1  49.2  60.59    1.0    690
SPY    SPDR S&P 50  SPY US 01/22/11 C123      14.1  18.1   4.25   -7.6   3755
SVU    SUPERVALU I  SVU US 02/19/11 P9        14.1  50.0   0.75  127.3    507
WERN   WERNER ENT   WERN US 03/19/11 C23.4    14.1  28.9   0.95  -23.4    302
FCX    FREEPORT-MC  FCX US 01/22/11 P120      14.1  44.1   6.70   45.6    859
IOC    INTEROIL CO  IOC US 01/21/12 C40       14.0  65.8  40.15   -3.8    200
GM     GENERAL MOT  GM US 01/22/11 P38        13.7  30.7   1.25    4.2    512
IDCC   INTERDIGITA  IDCC US 01/22/11 P37      13.6  68.6   0.25  -16.7    249
IWM    ISHARES-RUS  IWM US 01/22/11 C75       13.6  25.6   4.36  -13.2    327
TASR   TASER INTL   TASR US 03/19/11 C5       13.6  55.0   0.45    0.0    240
IDCC   INTERDIGITA  IDCC US 01/22/11 C44      13.2  57.7   1.85   49.2    852
MO     ALTRIA GROU  MO US 01/22/11 C25        13.2  14.2   0.06  -40.0    621
GM     GENERAL MOT  GM US 01/22/11 P37        13.1  31.1   0.75    0.0   5298
FCX    FREEPORT-MC  FCX US 01/22/11 P119      13.0  44.6   5.90   43.9   1760
SVU    SUPERVALU I  SVU US 01/22/11 C9        12.8  60.7   0.35  -53.3   1560
GM     GENERAL MOT  GM US 01/22/11 P36        12.8  31.6   0.36  -20.0    442
ENP    ENCORE ENER  ENP US 02/19/11 C22.5     12.8  29.6   0.50  -23.1    200
GNK    GENCO SHIPP  GNK US 01/22/11 C14       12.6  41.1   0.86   14.7    500
F      FORD MOTOR   F US 01/22/11 C15         12.5  41.3   2.45    7.5    954
DIA    SPDR DJIA T  DIA US 01/22/11 C117      12.5  12.5   0.99   10.0    284
GNK    GENCO SHIPP  GNK US 01/22/11 C15       12.5  38.3   0.35   40.0    711
MTL    MECHEL-SPON  MTL US 01/22/11 P31       12.4  44.0   0.75  -31.8    459
MTL    MECHEL-SPON  MTL US 01/22/11 P30       12.4  45.4   0.45  -40.0    355
LYG    LLOYDS BANK  LYG US 07/16/11 C4        12.4  45.1   0.65    8.3    605
MMR    MCMORAN EXP  MMR US 01/22/11 C14       12.2  79.5   3.45    0.0    209
EBIX   EBIX INC     EBIX US 01/22/11 C24      12.1  38.9   0.80    8.1    205
AA     ALCOA INC    AA US 01/19/13 C12.5      12.0  39.3   5.30    9.5   1124
VXX    IPATH-S&P S  VXX US 01/22/11 P36       12.0  56.8   1.25  -19.4   7340
THC    TENET HEALT  THC US 05/21/11 C7        12.0  29.1   0.40    0.0  20143
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C53      11.9  20.0   2.36   -6.0    990
INTC   INTEL CORP   INTC US 01/22/11 C19      11.7  36.4   2.18   12.9    256
UAL    UNITED CONT  UAL US 01/22/11 P24       11.6  45.8   0.35  -20.4    204
KOL    MKT VECT-CO  KOL US 01/22/11 P45       11.5  34.3   0.25  -72.2    300
BP     BP PLC-ADR   BP US 01/22/11 C43        11.4  31.9   3.15   27.0    545
S      SPRINT NEXT  S US 01/22/11 P4          11.4  50.2   0.03    0.0    258
MNKD   MANNKIND CO  MNKD US 01/22/11 C7.5     11.3 100.5   1.25   -3.9    278
MMR    MCMORAN EXP  MMR US 01/22/11 C15       11.2  71.4   2.30   -3.4   2695
NXY    NEXEN INC    NXY US 02/19/11 P20       11.2  41.6   0.25  -28.6    630
VXX    IPATH-S&P S  VXX US 01/22/11 P33       11.1  50.8   0.27  -32.5   6261
HANS   HANSEN NATU  HANS US 01/22/11 C46      11.1  50.5   7.16   -3.2    400
CMG    CHIPOTLE ME  CMG US 01/22/11 P230      11.1  40.2  13.60   22.5    314
NG     NOVAGOLD RE  NG US 01/22/11 C10        11.1  76.2   3.40  -15.0    711
XLF    SPDR-FINL S  XLF US 02/19/11 C14       11.0  29.2   2.31   -2.5    974
AMZN   AMAZON.COM   AMZN US 01/22/11 C160     10.9  40.4  25.90    5.7    299
GM     GENERAL MOT  GM US 02/19/11 P36        10.9  32.0   0.90  -14.3    208
PEP    PEPSICO INC  PEP US 01/22/11 C67.5     10.9  11.8   0.08  -33.3    300
GM     GENERAL MOT  GM US 01/22/11 C35        10.8  32.5   2.70   17.4    893
MTL    MECHEL-SPON  MTL US 01/22/11 C31       10.8  45.0   1.80   89.5    274
MCP    MOLYCORP IN  MCP US 02/19/11 P55       10.7 109.9   6.70   -4.3    450
MTL    MECHEL-SPON  MTL US 01/22/11 C29       10.7  47.2   3.40   36.0    500
MMR    MCMORAN EXP  MMR US 01/22/11 P15       10.6  67.9   0.24   26.3    405
MCP    MOLYCORP IN  MCP US 01/22/11 P50       10.6 117.8   2.00   -4.8   1047
ISIS   ISIS PHARM   ISIS US 04/16/11 C10      10.4  42.6   1.10   10.0    400
BWA    BORGWARNER   BWA US 02/19/11 P70       10.4  37.0   2.25    9.8    589
AAPL   APPLE INC    AAPL US 01/22/11 C260     10.3  51.6  70.35    1.1    283
DIS    WALT DISNEY  DIS US 01/22/11 C36       10.3  25.0   2.60   21.5    268
KBR    KBR INC      KBR US 01/22/11 P29       10.2  34.6   0.50  100.0    399
RDS/A  ROYAL DUTCH  RDSA US 01/22/11 P65      10.2  22.5   0.50   25.0   1270
OIL    IPATH GS CR  OIL US 02/19/11 C26       10.1  30.0   0.60  -39.4    568
XLF    SPDR-FINL S  XLF US 02/19/11 C15       10.1  26.4   1.40   -2.8    873
NEE    NEXTERA ENE  NEE US 01/22/11 P50       10.0  20.1   0.15   50.0    200

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= JNJ JOHNSON&JOH JNJ US 02/19/11 P65 -71.3 4.7 2.66 -1.5 1341 CTV COMMSCOPE I CTV US 01/22/11 C31 -43.8 4.7 0.40 0.0 400 XLF SPDR-FINL S XLF US 02/19/11 C13 -34.8 22.1 3.30 0.0 200 PFF ISHARES S&P PFF US 01/22/11 C39 -33.3 3.3 0.05 0.0 1600 FTK FLOTEK INDS FTK US 01/22/11 C5 -32.5 70.0 0.55 10.0 843 USO UNITED STAT USO US 01/22/11 C31 -32.4 38.2 7.10 -1.4 200 SLW SILVER WHEA SLW US 01/22/11 C32 -31.0 50.0 5.80 -17.1 902 DBA POWERSHARES DBA US 01/22/11 C30 -30.5 21.6 1.80 -25.0 323 SVU SUPERVALU I SVU US 01/22/11 P5 -28.8 159.8 0.10 0.0 674 NLY ANNALY CAPI NLY US 04/16/11 P18 -27.6 10.5 1.32 32.0 267 UXG US GOLD COR UXG US 02/19/11 C5 -27.0 66.2 2.50 -15.2 953 BPOP POPULAR INC BPOP US 01/22/11 C3 -26.5 27.6 0.18 -18.2 437 CMCSA COMCAST COR CMCSA US 01/22/11 C12.5 -26.5 108.1 9.90 4.8 1000 SI SIEMENS AG- SI US 01/22/11 P115 -25.3 29.0 1.25 38.9 534 GM GENERAL MOT GM US 01/22/11 C29 -23.4 44.4 8.11 -5.3 527 TXI TEXAS INDUS TXI US 01/22/11 C40 -22.3 52.2 5.40 -19.4 294 PBI PITNEY BOWE PBI US 01/22/11 P25 -21.7 15.8 0.70 -17.6 261 SLW SILVER WHEA SLW US 01/22/11 C28 -21.1 56.3 9.65 -8.1 902 CHBT CHINA-BIOTI CHBT US 01/22/11 C12.5 -20.9 35.6 2.50 11.1 272 JOE ST JOE CO JOE US 01/22/11 C17.5 -20.7 55.7 4.50 -4.3 1512 HST HOST HOTELS HST US 01/22/11 P17.5 -20.1 23.0 0.20 -33.3 284 NLY ANNALY CAPI NLY US 01/22/11 P17.5 -20.1 13.3 0.26 116.7 6929 BEXP BRIGHAM EXP BEXP US 01/22/11 C20 -18.9 70.6 8.00 -1.2 1457 TBT PROSHARES U TBT US 01/22/11 C32 -17.4 36.0 5.51 1.7 273 EGO ELDORADO GO EGO US 01/22/11 C15 -17.3 51.9 2.90 -16.4 202 SVU SUPERVALU I SVU US 01/22/11 P7.5 -17.1 64.8 0.05 25.0 240 EROC EAGLE ROCK EROC US 04/16/11 C7.5 -16.7 31.0 1.35 -10.0 220 CSX CSX CORP CSX US 01/22/11 P60 -16.4 28.1 0.19 -29.6 262 NLY ANNALY CAPI NLY US 07/16/11 P17 -16.1 14.5 1.30 23.8 1208 CSX CSX CORP CSX US 01/22/11 P62.5 -15.9 25.3 0.51 -10.5 5179 C CITIGROUP I C US 01/22/11 P4.5 -15.3 36.2 0.03 -25.0 6559 PIP PHARMATHENE PIP US 06/18/11 C2.5 -14.9 117.5 1.75 -14.6 1215 NLY ANNALY CAPI NLY US 02/19/11 P17 -14.9 16.2 0.22 29.4 3953 SPY SPDR S&P 50 SPY US 03/19/11 P132 -14.8 14.8 7.24 7.7 404 NLY ANNALY CAPI NLY US 01/22/11 C17.5 -14.3 14.2 0.15 -69.4 2870 BBG BILL BARRET BBG US 02/19/11 P35 -14.0 41.5 0.50 0.0 250 CSX CSX CORP CSX US 01/22/11 C65 -13.5 23.8 1.28 -34.4 471 NLY ANNALY CAPI NLY US 02/19/11 C16 -13.4 21.0 1.44 -26.1 562 NLY ANNALY CAPI NLY US 04/16/11 P17 -13.3 14.4 0.65 27.4 548 XLF SPDR-FINL S XLF US 01/22/11 P17 -13.3 21.4 0.82 7.9 1246 SPY SPDR S&P 50 SPY US 03/19/11 P131 -12.8 15.1 6.56 6.8 801 NLY ANNALY CAPI NLY US 04/16/11 P16 -12.5 17.4 0.32 23.1 210 EGO ELDORADO GO EGO US 01/22/11 C17.5 -12.5 34.5 0.70 -39.1 226 SPY SPDR S&P 50 SPY US 01/22/11 P131 -12.3 12.3 4.62 9.5 4051 FTR FRONTIER CO FTR US 02/19/11 C10 -11.9 17.2 0.10 -33.3 208 ONCY ONCOLYTICS ONCY US 02/19/11 P5 -11.8 143.9 0.30 0.0 280 MNKD MANNKIND CO MNKD US 01/19/13 P2.5 -11.8 90.7 0.50 -9.1 1096 C CITIGROUP I C US 02/19/11 P4 -11.6 40.0 0.03 0.0 660 C CITIGROUP I C US 01/22/11 C3.5 -11.5 72.3 1.35 -3.6 331 SPY SPDR S&P 50 SPY US 03/19/11 P130 -11.1 15.6 5.92 5.7 934 BUCY BUCYRUS INT BUCY US 01/22/11 C90 -11.0 2.8 0.13 8.3 303 OXPS OPTIONSXPRE OXPS US 01/22/11 P15.5 -10.8 28.2 0.65 44.4 389 HL HECLA MININ HL US 01/22/11 P7.5 -10.6 81.1 0.03 200.0 248 NLY ANNALY CAPI NLY US 07/16/11 P16 -10.4 17.1 0.74 15.6 582 CSX CSX CORP CSX US 01/22/11 P67.5 -10.3 23.4 2.77 7.8 227 BKS BARNES & NO BKS US 01/22/11 P14 -10.3 49.8 0.10 -50.0 376 IRE BANK IRELAN IRE US 01/22/11 P2.5 -10.3 92.8 0.20 0.0 300 ZSL PRSH-ULTSH ZSL US 05/21/11 C10 -10.1 51.9 1.60 14.3 200


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


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-0- Jan/04/2011 16:30 GMT

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