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
=============================================================================
REE    RARE ELEMEN  REE US 04/16/11 C5        63.5 140.1  10.80   11.3   3200
VRNM   VERENIUM CO  VRNM US 05/21/11 P2.5     33.4  91.9   0.20  -20.0    200
TGB    TASEKO MINE  TGB US 02/19/11 C5        25.9  60.2   1.00  185.7   1089
ARUN   ARUBA NETWO  ARUN US 02/19/11 C25      16.8  64.0   2.35   27.0    639
DD     DU PONT (EI  DD US 02/19/11 C50        16.1  27.0   1.06    8.2    256
TTWO   TAKE-TWO IN  TTWO US 02/19/11 P12      14.2  51.6   0.45  -35.7    223
NVDA   NVIDIA CORP  NVDA US 06/18/11 C15      13.6  51.9   5.85   -4.1   2118
HAS    HASBRO INC   HAS US 02/19/11 P42.5     13.4  34.9   0.60   -4.8    339
CQP    CHENIERE EN  CQP US 06/18/11 C23       12.7  21.7   1.50   66.7    269
TTWO   TAKE-TWO IN  TTWO US 02/19/11 C13      12.4  50.8   0.75    0.0    227
ARUN   ARUBA NETWO  ARUN US 04/16/11 C22.5    11.7  60.6   4.60   12.2   2030
AMTD   TD AMERITRA  AMTD US 02/19/11 C20      11.3  27.8   0.70   16.7   1517
INTC   INTEL CORP   INTC US 03/19/11 P21      11.0  26.0   1.07    0.0    794
SOL    RENESOLA LT  SOL US 02/19/11 C11       10.6  64.8   0.75   15.4    566
TTWO   TAKE-TWO IN  TTWO US 02/19/11 P13      10.5  49.6   0.95    0.0    256
MHP    MCGRAW-HILL  MHP US 02/19/11 C32.5     10.1  31.8   5.20    4.0    370
JOE    ST JOE CO    JOE US 06/18/11 P20       10.1  54.2   1.95   39.3    313

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= A AGILENT TEC A US 02/19/11 C36 -66.1 13.5 7.01 3.9 270 BAC BANK OF AME BAC US 02/19/11 C12 -44.6 24.0 2.62 4.8 1475 PAY VERIFONE SY PAY US 02/19/11 P46 -34.9 35.5 3.40 0.0 216 SVU SUPERVALU I SVU US 02/19/11 P7 -34.6 54.4 0.30 20.0 519 SVU SUPERVALU I SVU US 02/19/11 C7 -32.0 48.8 0.85 -50.0 222 GNW GENWORTH FI GNW US 01/21/12 C10 -29.9 34.1 4.85 0.0 300 CDE COEUR D'ALE CDE US 02/19/11 C20 -29.5 33.7 6.40 39.1 500 C CITIGROUP I C US 03/19/11 C3.5 -29.3 37.4 1.47 2.1 1183 F FORD MOTOR F US 02/19/11 C15 -27.7 30.0 3.35 0.0 285 HBC HSBC HOLDIN HBC US 02/19/11 C50 -27.7 16.9 3.95 11.3 216 HES HESS CORP HES US 02/19/11 C80 -26.9 21.1 2.45 15.6 202 BAC BANK OF AME BAC US 02/19/11 C13 -26.6 28.0 1.73 6.8 3277 EGO ELDORADO GO EGO US 02/19/11 C17 -26.0 30.0 1.10 22.2 472 MNKD MANNKIND CO MNKD US 02/19/11 C4 -25.9 112.5 4.60 3.4 264 APOL APOLLO GROU APOL US 02/19/11 C38 -24.1 36.8 2.47 68.0 226 FO FORTUNE BRA FO US 02/19/11 P65 -24.1 22.4 3.10 0.0 710 DELL DELL INC DELL US 02/19/11 C13 -23.4 27.9 1.22 -4.7 538 APOL APOLLO GROU APOL US 02/19/11 C39 -22.9 36.8 1.93 67.8 390 AA ALCOA INC AA US 02/19/11 C15 -21.8 31.3 1.39 -19.2 477 AMRN AMARIN CORP AMRN US 03/19/11 C7.5 -21.0 70.9 2.40 14.3 202 BLK BLACKROCK I BLK US 02/19/11 C195 -19.3 22.7 6.10 13.0 488 AA ALCOA INC AA US 02/19/11 P16 -19.1 30.7 0.53 -10.2 2394 AA ALCOA INC AA US 02/19/11 C17 -19.1 30.3 0.32 -42.9 4035 LEN LENNAR CORP LEN US 02/19/11 C21 -18.1 35.6 0.65 22.6 504 BAC BANK OF AME BAC US 03/19/11 C13 -17.7 31.3 1.89 6.8 549 F FORD MOTOR F US 02/19/11 C16 -17.6 30.8 2.46 1.2 279 SPY SPDR S&P 50 SPY US 03/19/11 P132 -17.5 13.6 6.12 -6.8 218 HAS HASBRO INC HAS US 02/19/11 C47.5 -17.1 27.4 1.25 -1.6 321 AA ALCOA INC AA US 02/19/11 P15 -16.9 32.4 0.21 -25.0 1269 AA ALCOA INC AA US 02/19/11 C16 -16.9 31.7 0.77 -27.4 1735 APOL APOLLO GROU APOL US 02/19/11 P39 -15.2 41.0 1.93 -56.1 265 CCJ CAMECO CORP CCJ US 02/19/11 C35 -15.1 31.8 4.30 -32.8 520 GNW GENWORTH FI GNW US 02/19/11 C15 -14.7 35.5 0.53 47.2 482 XLE SPDR-ENERGY XLE US 03/19/11 C60 -14.5 22.6 9.10 8.3 210 APOL APOLLO GROU APOL US 02/19/11 P36 -14.0 42.8 0.85 -63.5 244 SPY SPDR S&P 50 SPY US 03/19/11 P130 -13.8 14.4 4.85 -9.3 366 INTC INTEL CORP INTC US 02/19/11 C20 -13.4 23.4 1.11 3.7 1144 GNK GENCO SHIPP GNK US 02/19/11 C14 -13.2 40.9 1.25 4.2 395 MELA MELA SCIENC MELA US 04/16/11 P2 -13.2 103.7 0.15 0.0 250 SPY SPDR S&P 50 SPY US 03/19/11 P129 -12.7 15.0 4.42 -7.0 476 APOL APOLLO GROU APOL US 02/19/11 P35 -12.7 43.9 0.63 -67.0 357 PVH PHILLIPS-VA PVH US 03/19/11 P55 -12.7 37.2 1.45 -3.3 1250 BZH BEAZER HOME BZH US 02/19/11 C5 -12.6 54.6 1.10 37.5 1000 BAC BANK OF AME BAC US 02/19/11 C14 -12.3 30.2 0.97 11.5 3718 GE GENERAL ELE GE US 02/19/11 C18 -12.3 22.6 1.03 13.2 1690 F FORD MOTOR F US 02/19/11 C17 -11.8 31.8 1.60 -0.6 303 SPY SPDR S&P 50 SPY US 03/19/11 P128 -11.6 15.3 3.83 -9.5 527 DELL DELL INC DELL US 02/19/11 C14 -11.6 29.9 0.59 -9.2 284 CSCO CISCO SYSTE CSCO US 02/19/11 C17.5 -11.4 32.8 3.35 -1.5 202 GE GENERAL ELE GE US 03/19/11 C18 -11.3 23.3 1.14 7.5 312 S SPRINT NEXT S US 02/19/11 P3.5 -11.3 56.4 0.03 0.0 500 VZ VERIZON COM VZ US 02/19/11 P36 -11.2 19.4 1.32 26.9 2018 SVU SUPERVALU I SVU US 04/16/11 C7 -11.1 54.8 1.10 -40.5 612 C CITIGROUP I C US 03/19/11 C4 -11.1 35.6 1.00 4.2 331 AA ALCOA INC AA US 04/16/11 C14 -11.0 33.3 2.50 -8.4 373 LLEN L&L ENERGY LLEN US 02/19/11 P10 -11.0 72.6 1.15 15.0 224 F FORD MOTOR F US 03/19/11 C17 -10.9 31.0 1.78 -3.3 335 AMD ADV MICRO D AMD US 02/19/11 P7 -10.8 48.4 0.06 50.0 225 BAC BANK OF AME BAC US 02/19/11 C15 -10.7 30.3 0.44 12.8 8224 CDE COEUR D'ALE CDE US 02/19/11 C26 -10.7 47.2 2.10 82.6 423 ABX BARRICK GOL ABX US 02/19/11 C50 -10.6 28.4 1.79 10.5 321 ARMH ARM HOLDING ARMH US 04/16/11 C21 -10.6 39.6 3.40 13.3 645 VZ VERIZON COM VZ US 02/19/11 P37 -10.5 19.6 2.02 22.4 348 AKS AK STEEL HL AKS US 02/19/11 C15 -10.3 44.4 1.35 12.5 249 SPY SPDR S&P 50 SPY US 03/19/11 P127 -10.2 15.9 3.39 -10.8 819 FDX FEDEX CORP FDX US 02/19/11 C90 -10.2 24.8 5.35 -8.6 219 SVU SUPERVALU I SVU US 07/16/11 P7 -10.1 52.4 0.90 20.0 1338 GDX MKT VECT-GO GDX US 02/19/11 C60 -10.1 27.2 1.21 10.0 1374


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


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-0- Jan/11/2011 16:30 GMT

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