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
=============================================================================
CIM    CHIMERA INV  CIM US 03/19/11 P4        34.9  24.7   0.10    0.0    279
AA     ALCOA INC    AA US 02/19/11 C10        26.4  74.8   6.55    4.0    202
GET    GAYLORD ENT  GET US 02/19/11 C35       20.4  45.8   2.35  -15.2    235
CDE    COEUR D'ALE  CDE US 02/19/11 C20       18.6  58.0   4.60    0.0   1000
AIXG   AIXTRON AG-  AIXG US 02/19/11 C40      17.6  43.8   1.95   -9.3    242
ATHR   ATHEROS COM  ATHR US 02/19/11 C45      17.3   5.9   0.15  -25.0    486
VZ     VERIZON COM  VZ US 02/19/11 C37        16.8  23.2   0.71   29.1   2474
VZ     VERIZON COM  VZ US 02/19/11 C36        16.1  23.3   1.14   20.0   1817
FAF    FIRST AMERI  FAF US 07/16/11 P15       15.8  38.8   1.85    0.0   1518
VZ     VERIZON COM  VZ US 02/19/11 C35        15.8  24.3   1.80   15.4    511
VZ     VERIZON COM  VZ US 02/19/11 C34        15.2  25.8   2.50    9.2    203
LO     LORILLARD I  LO US 03/19/11 P50        14.4  60.1   0.36  227.3    200
PDLI   PDL BIOPHAR  PDLI US 02/19/11 C5.5     14.2  38.2   0.25  -66.7    224
SPY    SPDR S&P 50  SPY US 03/19/11 P130      13.0  17.0   5.73    7.5    868
PFE    PFIZER INC   PFE US 02/19/11 C16       12.6  29.0   2.29   -3.8    401
APOL   APOLLO GROU  APOL US 02/19/11 P32      12.2  58.5   1.16  107.1   1243
LDK    LDK SOLAR C  LDK US 03/19/11 C9        11.8  76.0   3.30   65.8    304
VZ     VERIZON COM  VZ US 03/19/11 C34        11.6  23.8   2.64    6.0    233
APOL   APOLLO GROU  APOL US 02/19/11 P33      11.6  56.9   1.35   87.5    911
WDC    WESTERN DIG  WDC US 02/19/11 P30       11.5  44.2   0.67  -10.7   3500
SPY    SPDR S&P 50  SPY US 03/19/11 P129      11.5  17.2   5.14    7.5    954
MYL    MYLAN INC    MYL US 02/19/11 C23       11.3  28.4   0.56    9.8    588
LDK    LDK SOLAR C  LDK US 02/19/11 C12       11.2  67.0   0.95  171.4    687
QQQQ   POWERSH-QQQ  QQQQ US 02/19/11 C48      11.0  26.1   7.83    1.3    204
DD     DU PONT (EI  DD US 02/19/11 C50        10.9  23.8   0.74  -40.8    752
CCOI   COGENT COMM  CCOI US 04/16/11 C12.5    10.8  51.8   2.25    2.3    510
CYOU   CHANGYOU.CO  CYOU US 02/19/11 C30      10.8  41.7   1.05    5.0   1017
APOL   APOLLO GROU  APOL US 02/19/11 C37      10.7  53.1   2.11  -43.7    216
SKX    SKECHERS US  SKX US 02/19/11 C17       10.5  64.0   3.90   11.4    300
ACAS   AMERICAN CA  ACAS US 02/19/11 C8       10.4  34.4   0.35   52.2    260
AEO    AMER EAGLE   AEO US 02/19/11 P13.5     10.4  44.3   0.45   28.6    300
PH     PARKER HANN  PH US 02/19/11 C90        10.3  27.3   1.55    7.6    590
SPY    SPDR S&P 50  SPY US 03/19/11 P128      10.3  17.5   4.60    7.5   1048
MRX    MEDICIS PHA  MRX US 04/16/11 P25       10.2  36.8   1.25   19.1    501
VZ     VERIZON COM  VZ US 03/19/11 C36        10.2  21.7   1.44   17.1    477
DIA    SPDR DJIA T  DIA US 02/19/11 P116      10.1  15.2   2.40   14.3    294
VZ     VERIZON COM  VZ US 03/19/11 C37        10.1  21.3   0.95   17.3    759
VZ     VERIZON COM  VZ US 03/19/11 C35        10.0  22.5   1.98    8.8    309

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= DV DEVRY INC DV US 01/19/13 P25 -34.2 40.5 2.20 0.0 207 BSQR BSQUARE COR BSQR US 02/19/11 C7.5 -25.6 60.0 3.90 18.2 345 BEC BECKMAN COU BEC US 05/21/11 P72.5 -17.7 23.6 3.10 -22.5 680 GENZ GENZYME COR GENZ US 02/19/11 C75 -14.2 17.1 0.73 7.3 1049 CQP CHENIERE EN CQP US 03/19/11 C19 -12.6 32.6 3.30 3.1 261 BEC BECKMAN COU BEC US 05/21/11 C75 -11.8 23.9 3.30 -25.0 607 EPB EL PASO PIP EPB US 03/19/11 C30 -10.7 22.6 3.60 0.0 200


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


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-0- Jan/10/2011 16:30 GMT

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