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
=============================================================================
TIVO   TIVO INC     TIVO US 01/22/11 C7.5     77.0  84.5   2.01   33.1    400
CIEN   CIENA CORP   CIEN US 01/22/11 C20      57.6  46.0   2.85   11.8    567
MPEL   MELCO CROWN  MPEL US 01/22/11 C6       56.9  51.3   0.75   -6.2    516
PCLN   PRICELINE.C  PCLN US 01/22/11 P420     46.4  31.8  10.00  -25.5    415
Q      QWEST COMMU  Q US 01/22/11 C7.5        44.2  14.1   0.20  -20.0    215
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C52      44.2  21.4   3.57    6.9    730
MRK    MERCK & CO   MRK US 01/22/11 C30       41.9  44.0   6.20    3.3    200
TBT    PROSHARES U  TBT US 01/22/11 C32       38.4  42.0   6.83   15.8    459
PWER   POWER-ONE I  PWER US 01/22/11 C10      36.0  47.5   0.60  -14.3    288
UUP    POWERSHARES  UUP US 01/22/11 C22       35.9  13.9   1.12   21.7    212
UAM    UNIVERSAL A  UAM US 02/19/11 P20       35.4  27.8   0.40  -32.2    308
VZ     VERIZON COM  VZ US 01/22/11 C36        35.2  24.4   1.42   22.4   2307
PCLN   PRICELINE.C  PCLN US 01/22/11 P410     34.5  32.5   6.00  -29.4    351
VZ     VERIZON COM  VZ US 01/22/11 C35        29.9  33.9   2.44   17.3    604
PCLN   PRICELINE.C  PCLN US 01/22/11 P400     29.0  32.9   3.40  -29.2    210
CALP   CALIPER LIF  CALP US 05/21/11 C5       27.1  62.0   1.50  -16.7    390
VZ     VERIZON COM  VZ US 01/22/11 C33        26.9  51.3   4.46    6.7    394
T      AT&T INC     T US 01/22/11 C28         26.6  34.5   1.82   -2.7    429
TMRK   TERREMARK W  TMRK US 02/19/11 C10      24.5  64.5   2.50  -19.4    200
AIG    AMERICAN IN  AIG US 01/22/11 C50       23.9  58.8   9.90   47.8    234
XING   QIAO XING U  XING US 01/22/11 C2.5     23.7 129.6   1.35  170.0    320
CBLI   CLEVELAND B  CBLI US 04/16/11 C5       22.9  93.9   2.25   -6.2    252
PWAV   POWERWAVE T  PWAV US 02/19/11 C2.5     22.9  89.8   0.80   33.3    570
DIS    WALT DISNEY  DIS US 01/22/11 C37       22.5  26.8   2.83   34.1    347
PCLN   PRICELINE.C  PCLN US 01/22/11 P390     21.9  34.0   1.85  -36.2    924
DBA    POWERSHARES  DBA US 01/22/11 P30       21.7  24.9   0.13   30.0    200
XING   QIAO XING U  XING US 01/22/11 P2.5     21.2 168.0   0.10    0.0   1071
EMC    EMC CORP/MA  EMC US 01/22/11 C21       21.0  38.6   2.50   19.6    357
SVNT   SAVIENT PHA  SVNT US 01/22/11 P9       21.0  74.3   0.06   20.0    391
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C53      20.9  19.7   2.66    8.1    743
QQQQ   POWERSH-QQQ  QQQQ US 02/19/11 C45      20.9  17.8  10.56    5.1    471
DIS    WALT DISNEY  DIS US 01/22/11 C38       20.8  23.3   2.00   56.2   1001
ARNA   ARENA PHARM  ARNA US 01/22/11 P2       20.7 101.6   0.20    0.0    430
LVS    LAS VEGAS S  LVS US 01/22/11 C30       20.5  99.7  17.60    1.1    915
XING   QIAO XING U  XING US 03/19/11 C2.5     19.3 105.6   1.30   62.5    246
RDN    RADIAN GROU  RDN US 01/22/11 C7.5      19.0  71.9   1.50   20.0    275
MXIM   MAXIM INTEG  MXIM US 01/22/11 C24      18.7  32.7   0.45   12.5   1405
TBT    PROSHARES U  TBT US 01/22/11 C34       17.3  37.5   4.85   24.4    350
ARNA   ARENA PHARM  ARNA US 01/22/11 C2       16.4 101.7   0.17   30.8   1304
FRX    FOREST LABS  FRX US 01/22/11 P30       16.2  32.4   0.20  -20.0    250
VZ     VERIZON COM  VZ US 01/22/11 C34        16.0  43.2   3.45   17.4    649
MON    MONSANTO CO  MON US 01/22/11 C60       16.0  46.6   9.03    0.3    431
PEP    PEPSICO INC  PEP US 01/22/11 P62.5     15.9  22.1   0.15  -16.7   3960
CAVM   CAVIUM NETW  CAVM US 03/19/11 P25      15.9  67.2   0.06  -70.0    200
LBTYA  LIBERTY GLO  LBTYA US 01/22/11 C30     15.9  54.8   7.00   27.3   2000
AIG    AMERICAN IN  AIG US 01/22/11 P55       15.7  53.2   0.85  -42.6    850
AIG    AMERICAN IN  AIG US 01/22/11 C55       15.6  52.2   5.50   79.2   1263
MXIM   MAXIM INTEG  MXIM US 01/22/11 P22.5    15.5  35.2   0.30   50.0   1010
DIS    WALT DISNEY  DIS US 01/22/11 P38       15.3  22.7   0.17  -50.0    572
DLM    DEL MONTE F  DLM US 01/22/11 P17.5     14.9  30.1   0.05    0.0    560
AIG    AMERICAN IN  AIG US 01/22/11 C57.5     14.7  51.2   3.70  111.4    703
YONG   YONGYE INTE  YONG US 01/22/11 P7.5     14.2  61.2   0.05  -50.0    211
DIS    WALT DISNEY  DIS US 01/22/11 P36       14.2  30.3   0.05  -50.0   1056
CGA    CHINA GREEN  CGA US 01/22/11 P8        14.2 113.2   0.35   16.7    290
DIS    WALT DISNEY  DIS US 01/22/11 C39       14.1  20.8   1.17   88.7   1827
AIG    AMERICAN IN  AIG1 US 01/22/11 C2.5     14.1  47.6   0.48   50.0    915
QQQQ   POWERSH-QQQ  QQQQ US 02/19/11 C50      14.1  23.1   5.75    4.2    318
CPNO   COPANO ENER  CPNO US 01/22/11 P33      14.0  21.1   0.60   20.0    379
FRX    FOREST LABS  FRX US 01/22/11 C32.5     13.9  33.0   0.65   85.7   2655
BMY    BRISTOL-MYE  BMY US 01/22/11 C26       13.8  16.6   0.38  -25.5    456
AIG    AMERICAN IN  AIG US 01/22/11 P57.5     13.8  51.9   1.61  -41.0    646
S      SPRINT NEXT  S US 01/22/11 P4          13.5  50.6   0.02    0.0    301
PG     PROCTER & G  PG US 01/22/11 C67.5      13.4  15.4   0.08    0.0    474
BYD    BOYD GAMING  BYD US 01/22/11 C11       13.4  55.7   0.95  216.7    698
DIS    WALT DISNEY  DIS US 01/22/11 P39       13.1  21.0   0.36  -42.9    722
CHRW   CH ROBINSON  CHRW US 02/19/11 C70      13.1  30.5   9.73   -8.2    451
AA     ALCOA INC    AA US 01/22/11 C12.5      13.0  59.0   3.90   -2.5    479
VZ     VERIZON COM  VZ US 02/19/11 C35        13.0  22.4   2.45   11.9    309
CAVM   CAVIUM NETW  CAVM US 01/22/11 C44      13.0  37.6   0.75  114.3    200
C      CITIGROUP I  C US 03/19/11 C3          12.9  67.3   1.95    2.6    352
DIS    WALT DISNEY  DIS US 01/22/11 C40       12.9  20.1   0.58  141.7   2194
LTD    LIMITED BRA  LTD US 01/22/11 C31       12.7  36.7   0.40    0.0    229
HBC    HSBC HOLDIN  HBC US 01/22/11 P50       12.7  21.2   0.09  -52.6    948
UAL    UNITED CONT  UAL1 US 01/22/11 C25      12.6  45.4   2.50   67.8    200
LO     LORILLARD I  LO US 01/22/11 P70        12.2  41.2   0.22  175.0    381
SVNT   SAVIENT PHA  SVNT US 01/22/11 P10      12.2  63.2   0.15   25.0    203
AIG    AMERICAN IN  AIG US 01/22/11 C60       12.2  50.2   2.37  152.1   4144
HBC    HSBC HOLDIN  HBC US 01/22/11 P52.5     12.1  20.3   0.64  -39.6   2948
CAVM   CAVIUM NETW  CAVM US 01/22/11 P41      12.1  38.9   0.80  -59.0    266
QQQQ   POWERSH-QQQ  QQQQ US 01/22/11 C54      11.8  17.9   1.80   12.5   2125
DIS    WALT DISNEY  DIS US 01/22/11 P35       11.8  35.7   0.04  -42.9    742
ELN    ELAN CORP-A  ELN US 01/22/11 C6        11.7  56.2   0.40  100.0    400
TOL    TOLL BROTHE  TOL US 01/22/11 C20       11.5  32.1   0.50  100.0    430
HBC    HSBC HOLDIN  HBC US 01/22/11 C50       11.4  20.9   3.20   42.2    553
MXIM   MAXIM INTEG  MXIM US 01/22/11 P24      11.2  31.3   1.00   31.6    785
CAVM   CAVIUM NETW  CAVM US 01/22/11 C43      11.1  37.5   1.10  450.0    418
AIG    AMERICAN IN  AIG US 01/22/11 C44       11.0  56.4  13.00    1.6    250
AIG    AMERICAN IN  AIG US 01/22/11 P60       10.8  51.3   2.77  -37.0    387
FRX    FOREST LABS  FRX US 01/22/11 C31       10.8  31.1   1.40  115.4    300
AIG    AMERICAN IN  AIG US 02/19/11 P50       10.7  54.5   0.96  -23.2    271
CNQ    CANADIAN NA  CNQ US 01/19/13 P25       10.7  47.4   2.80   27.3    390
C      CITIGROUP I  C US 03/19/11 C3.5        10.7  53.3   1.46    2.8   1608
V      VISA INC-CL  V US 01/22/11 P65         10.6  32.1   0.17  -10.5   2336
BCS    BARCLAYS PL  BCS US 01/22/11 C17.5     10.6  33.7   0.45   80.0    526
CYTX   CYTORI THER  CYTX US 01/22/11 C5       10.5  58.3   0.60   50.0    200
APKT   ACME PACKET  APKT US 01/22/11 C60      10.4  58.9   2.65   71.0   1026
YCS    PROSH-UL/SH  YCS US 02/19/11 C17       10.4  27.0   0.40  166.7    563
BZH    BEAZER HOME  BZH US 02/19/11 P5        10.3  67.1   0.25  -16.7    211
PCLN   PRICELINE.C  PCLN US 01/22/11 P380     10.2  35.5   1.15  -28.1    891
DBA    POWERSHARES  DBA US 01/22/11 P31       10.2  23.0   0.40   33.3   1052
AIG    AMERICAN IN  AIG US 02/19/11 C55       10.2  48.7   6.57   49.3    214
AMAT   APPLIED MAT  AMAT US 01/22/11 P14      10.2  25.1   0.41   36.7    321
LCC    US AIRWAYS   LCC US 01/22/11 C10       10.2  50.4   1.20   50.0   6565
CSCO   CISCO SYSTE  CSCO US 01/22/11 C17.5    10.1  46.4   3.20    4.2    295
PCLN   PRICELINE.C  PCLN US 01/22/11 C420     10.1  31.5  13.44   81.6   1039

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= ATHR ATHEROS COM ATHR US 01/21/12 C45 -79.4 1.8 0.25 -80.8 200 ATHR ATHEROS COM ATHR US 06/18/11 C45 -78.0 2.8 0.17 -88.7 1234 ATHR ATHEROS COM ATHR US 03/19/11 C45 -74.4 4.5 0.20 -80.0 2211 ATHR ATHEROS COM ATHR US 01/22/11 C45 -73.8 6.4 0.06 -90.0 5289 ATHR ATHEROS COM ATHR US 02/19/11 C45 -72.9 5.4 0.15 -80.0 8759 ATHR ATHEROS COM ATHR US 01/21/12 C40 -51.7 7.7 4.90 -2.0 580 ATHR ATHEROS COM ATHR US 01/22/11 C40 -43.3 26.6 4.50 2.3 387 EWH ISHARES-HON EWH US 03/19/11 C16 -40.0 17.1 3.90 34.5 988 ATHR ATHEROS COM ATHR US 01/22/11 P40 -36.2 30.1 0.05 -87.5 657 ATHR ATHEROS COM ATHR US 06/18/11 C40 -33.8 15.2 4.85 67.2 1170 FDO FAMILY DOLL FDO US 01/22/11 P43 -32.5 28.6 0.25 212.5 419 FDO FAMILY DOLL FDO US 01/22/11 C46 -32.0 26.3 0.85 -77.6 386 FDO FAMILY DOLL FDO US 01/22/11 P44 -31.7 27.2 0.45 125.0 1018 ATHR ATHEROS COM ATHR US 06/18/11 P40 -31.4 13.8 0.20 -96.5 242 BXP BOSTON PROP BXP US 01/22/11 C85 -31.0 24.4 2.90 13.7 742 FDO FAMILY DOLL FDO US 01/22/11 P45 -30.0 26.8 0.78 178.6 745 FDO FAMILY DOLL FDO US 01/22/11 C47.5 -29.9 26.1 0.35 -86.0 3743 DB DEUTSCHE BA DB US 01/22/11 C50 -29.2 28.7 4.30 7.5 210 IAU ISHARES GOL IAU US 01/22/11 P14 -24.7 15.2 0.60 0.0 1811 CTV COMMSCOPE I CTV US 01/22/11 C31 -23.6 4.7 0.40 0.0 580 AHD ATLAS PIPEL AHD US 01/22/11 C15 -21.6 17.8 0.10 -50.0 205 YCS PROSH-UL/SH YCS US 02/19/11 C15 -21.6 20.6 2.40 100.0 308 JASO JA SOLAR HO JASO US 01/22/11 C7 -21.2 48.4 0.30 -14.3 229 SLV ISHARES SIL SLV US 01/22/11 C23 -20.8 47.5 5.35 -12.9 214 GIS GENERAL MIL GIS US 01/22/11 C37.5 -18.6 17.6 0.11 22.2 1134 FDO FAMILY DOLL FDO US 02/19/11 P45 -18.2 25.5 1.35 110.9 339 KO COCA-COLA C KO US 01/22/11 C52.5 -18.0 46.4 10.55 -13.9 244 MOS MOSAIC CO/T MOS US 01/22/11 C75 -17.6 35.8 3.35 17.5 1577 BAC BANK OF AME BAC US 01/22/11 C10 -17.5 70.3 4.47 6.4 760 MOS MOSAIC CO/T MOS US 01/22/11 C80 -16.8 36.7 1.18 3.5 4296 ABX BARRICK GOL ABX US 01/22/11 C40 -16.8 50.8 10.43 -6.9 230 SNV SYNOVUS FIN SNV US 01/22/11 C2.5 -16.3 59.2 0.35 40.0 315 MOS MOSAIC CO/T MOS US 01/22/11 P80 -16.2 36.8 4.60 -25.2 343 STD BANCO SANTA STD2 US 03/19/11 P10 -16.1 35.8 0.65 -50.0 510 MOS MOSAIC CO/T MOS US 01/22/11 P75 -15.7 36.1 1.48 -46.2 1576 IDCC INTERDIGITA IDCC US 02/19/11 P38 -15.6 56.2 0.85 -21.3 492 MOS MOSAIC CO/T MOS US 01/22/11 C72.5 -15.4 36.7 5.10 20.9 289 YRCW YRC WORLDWI YRCW US 04/16/11 C3.5 -14.7 65.7 0.50 -3.9 1000 MOS MOSAIC CO/T MOS US 01/22/11 C70 -14.3 38.4 7.30 20.7 347 PAL NORTH AMER PAL US 01/22/11 C6 -14.3 52.6 0.50 -28.6 214 F FORD MOTOR F US 01/22/11 C15 -14.1 32.4 2.64 10.5 1669 QQQQ POWERSH-QQQ QQQQ US 01/22/11 P57 -13.9 14.7 1.66 -15.3 2815 ABV AMBEV-PRF A ABV US 04/16/11 C29 -13.6 35.1 3.30 -10.8 207 MOS MOSAIC CO/T MOS US 01/22/11 P72.5 -13.4 37.3 0.76 -53.9 1750 VXX IPATH-S&P S VXX US 01/22/11 C34 -13.0 53.3 2.92 -4.3 260 S SPRINT NEXT S US 01/22/11 C4 -12.9 36.1 0.58 16.0 517 BTX BIOTIME INC BTX US 06/18/11 C7.5 -12.8 33.8 1.85 -13.9 496 SVU SUPERVALU I SVU US 07/16/11 P5 -12.7 60.0 0.10 -50.0 674 ARIA ARIAD PHARM ARIA US 01/22/11 C5 -12.6 91.3 0.48 -4.0 1035 BSDM BSD MEDICAL BSDM US 02/19/11 C5 -12.6 91.1 0.70 34.6 640 MSFT MICROSOFT C MSFT US 01/22/11 C26 -12.3 23.7 1.88 -13.4 473 ENP ENCORE ENER ENP US 02/19/11 C22.5 -11.7 21.5 0.35 16.7 350 SPY SPDR S&P 50 SPY US 03/19/11 P130 -11.6 15.1 5.49 -2.5 230 CAVM CAVIUM NETW CAVM US 01/22/11 P43 -11.5 37.9 1.40 0.0 397 RBY RUBICON MIN RBY US 03/19/11 C2.5 -11.3 108.8 2.85 1.8 801 SLV ISHARES SIL SLV US 01/22/11 C25 -11.3 39.9 3.30 -19.5 762 MOS MOSAIC CO/T MOS US 01/22/11 P70 -11.2 39.1 0.40 -57.9 646 MOS MOSAIC CO/T MOS US 01/22/11 P67.5 -10.9 41.0 0.17 -68.5 397 BSDM BSD MEDICAL BSDM US 01/22/11 C5 -10.8 88.9 0.40 60.0 268 CX CEMEX SAB-S CX US 01/22/11 P8 -10.6 91.3 0.05 0.0 200 S SPRINT NEXT S US 05/21/11 C3 -10.5 48.5 1.48 -7.5 340 SPY SPDR S&P 50 SPY US 03/19/11 P129 -10.5 15.5 5.04 1.0 332 XLF SPDR-FINL S XLF US 01/22/11 P14 -10.3 36.9 0.01 -66.7 3632 TSM TAIWAN SEMI TSM US 01/22/11 P12.5 -10.1 23.3 0.40 60.0 542 TRGL TOREADOR RE TRGL US 01/22/11 C17.5 -10.1 51.6 0.45 -31.8 618 YONG YONGYE INTE YONG US 01/22/11 C7.5 -10.1 37.1 0.95 26.7 305


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


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-0- Jan/05/2011 16:30 GMT

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