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
=============================================================================
C      CITIGROUP I  C US 03/19/11 C3          62.0  91.6   1.91  -10.3    611
C      CITIGROUP I  C US 02/19/11 C3.5        56.2  89.4   1.41  -13.0    237
CVVT   CHINA VALVE  CVVT US 02/19/11 C5       49.9 204.8   2.75   25.0    300
HEV    ENER1 INC    HEV US 06/18/11 C5        43.2  80.9   1.10  450.0    426
C      CITIGROUP I  C US 03/19/11 C3.5        42.3  67.6   1.42  -11.8    389
EXPD   EXPEDITORS   EXPD US 02/19/11 C52.5    39.0  35.4   3.80   46.1    381
SAH    SONIC AUTOM  SAH US 02/19/11 C10       38.7  72.7   3.20   -8.6    201
BAC    BANK OF AME  BAC US 02/19/11 C12       38.7  58.0   2.97  -10.0   1836
AAPL   APPLE INC    AAPL US 02/19/11 P345     38.2  38.0  20.08   97.8    714
HEV    ENER1 INC    HEV US 02/19/11 P5        37.4 123.5   0.65    0.0    363
NBG    NATL BANK G  NBG US 02/19/11 C1.74     36.7  84.8   0.15  -25.0    210
AAPL   APPLE INC    AAPL US 02/19/11 P335     32.6  37.3  13.94  116.1   1103
COF    CAPITAL ONE  COF US 02/19/11 C45       29.2  46.3   3.94   -8.4    750
MTXX   MATRIXX INI  MTXX US 02/19/11 C7.5     28.9  38.5   1.17   -6.4    801
ADM    ARCHER-DANI  ADM US 03/19/11 C30       28.0  39.2   4.20   12.0    226
C      CITIGROUP I  C US 02/19/11 C4          27.8  57.1   0.91  -19.5    492
AAPL   APPLE INC    AAPL US 02/19/11 P350     27.5  34.6  21.85   72.2    534
C      CITIGROUP I  C US 01/19/13 C2          25.8  69.0   3.10   -3.1    202
BAC    BANK OF AME  BAC US 02/19/11 C11       25.6  68.6   3.90   -9.3    367
AAPL   APPLE INC    AAPL US 02/19/11 P320     24.7  36.5   7.51  161.7   3316
AAPL   APPLE INC    AAPL US 02/19/11 P340     24.6  34.5  15.75   94.4   1391
C      CITIGROUP I  C US 06/18/11 C3          24.0  61.6   1.94   -9.8    380
AAPL   APPLE INC    AAPL US 03/19/11 P335     23.9  33.9  17.60   77.8    352
C      CITIGROUP I  C US 06/18/11 C2.5        23.6  72.9   2.41   -9.1    398
C      CITIGROUP I  C US 04/16/11 C3.5        23.5  55.7   1.42  -13.4    331
CLF    CLIFFS NATU  CLF US 02/19/11 C80       23.2  52.6  11.80   17.4    300
BIDU   BAIDU INC-S  BIDU US 02/19/11 C100     23.1  50.8  10.90    9.0    325
AAPL   APPLE INC    AAPL US 02/19/11 P330     22.2  34.7  10.60  116.3   2355
GLW    CORNING INC  GLW US 05/21/11 C15       21.5  46.8   5.10    0.0    500
AAPL   APPLE INC    AAPL US 02/19/11 P315     21.5  36.4   5.78  160.4   1711
HEV    ENER1 INC    HEV US 06/18/11 C4        21.4  73.5   1.60  255.6    561
INTC   INTEL CORP   INTC US 02/19/11 P22      21.2  25.7   1.34    4.7    464
AAPL   APPLE INC    AAPL US 02/19/11 C345     21.2  33.7   9.35  -31.5   2596
AAPL   APPLE INC    AAPL US 02/19/11 C340     20.6  33.6  11.32  -31.4   5607
GE     GENERAL ELE  GE US 02/19/11 C18        20.4  28.9   1.02   -1.9    858
BAC    BANK OF AME  BAC US 02/19/11 C10       20.3  78.9   4.90   -6.1    295
WBMD   WEBMD HEALT  WBMD US 03/19/11 C55      20.2  27.6   2.20   33.3    400
SMTC   SEMTECH COR  SMTC US 02/19/11 C23      20.1  32.4   0.95   18.8    522
AAPL   APPLE INC    AAPL US 03/19/11 P330     19.9  33.3  14.90   80.6    422
AAPL   APPLE INC    AAPL US 02/19/11 P310     19.6  36.6   4.52  175.6   2889
C      CITIGROUP I  C US 03/19/11 C4          19.2  50.5   0.92  -20.7   7949
MU     MICRON TECH  MU US 02/19/11 P7         19.1  61.6   0.01    0.0    700
DECK   DECKERS OUT  DECK US 02/19/11 C80      18.8  50.8   4.40  -13.7    207
PGR    PROGRESSIVE  PGR US 02/19/11 C20       18.8  23.7   0.25   25.0    291
AAPL   APPLE INC    AAPL US 02/19/11 P325     18.6  34.2   8.55  126.2   1777
BIDU   BAIDU INC-S  BIDU US 02/19/11 C105     18.4  48.1   7.60   13.4    932
CBG    CB RICHARD   CBG US 02/19/11 C22       18.1  36.0   1.00   42.9   9013
MNKD   MANNKIND CO  MNKD US 02/19/11 C5       18.1 186.0   4.85    5.4   1060
MLNX   MELLANOX TE  MLNX US 02/19/11 P25      17.9  50.2   0.65   30.0   1357
CSR    CHINA SECUR  CSR US 02/19/11 C5        17.9  69.0   0.35    0.0    277
SNV    SYNOVUS FIN  SNV US 02/19/11 C2.5      17.7  77.1   0.40   -9.1   1073
CLF    CLIFFS NATU  CLF US 02/19/11 C85       17.5  48.8   7.60   15.2    303
AAPL   APPLE INC    AAPL US 04/16/11 P340     17.5  32.8  23.66   56.2    495
BAC    BANK OF AME  BAC US 02/19/11 C13       17.2  44.5   2.04  -11.3   1644
AAPL   APPLE INC    AAPL US 04/16/11 P335     17.2  32.8  20.90   56.5    247
MGIC   MAGIC SOFTW  MGIC US 02/19/11 C7.5     17.1  75.2   1.25   47.1    271
AAPL   APPLE INC    AAPL US 03/19/11 P320     16.9  33.3  10.76   97.4    365
F      FORD MOTOR   F US 06/18/11 C7.5        16.7  64.3  11.25   10.3    297
TBT    PROSHARES U  TBT US 02/19/11 P35       15.9  33.4   0.20  -13.0    264
AAPL   APPLE INC    AAPL US 03/19/11 P340     15.6  31.7  19.65   66.8    452
BAX    BAXTER INTL  BAX US 02/19/11 C46       15.6  32.0   5.00   -2.0    318
GE     GENERAL ELE  GE US 02/19/11 C19        15.4  24.8   0.42   -2.3   3135
GG     GOLDCORP IN  GG US 02/19/11 C41        15.3  36.5   1.62   15.7  12067
PTEN   PATTERSON-U  PTEN US 02/19/11 C17.5    15.1  50.5   3.50   18.6    494
ALB    ALBEMARLE C  ALB US 02/19/11 P60       15.1  35.3   2.55   15.9    400
AAPL   APPLE INC    AAPL US 02/19/11 C350     15.0  31.9   6.90  -37.8   4479
GLW    CORNING INC  GLW US 02/19/11 C20       15.0  36.2   0.70    4.5    439
BA     BOEING CO/T  BA US 02/19/11 P67.5      14.9  28.9   0.83  -33.6    213
JNJ    JOHNSON&JOH  JNJ US 02/19/11 C62.5     14.8  15.0   1.05    0.0    464
INTC   INTEL CORP   INTC US 02/19/11 P21      14.6  24.1   0.65    8.3   1021
BA     BOEING CO/T  BA US 02/19/11 P72.5      14.5  25.5   2.67  -27.8    296
AAPL   APPLE INC    AAPL US 02/19/11 C325     14.4  33.6  19.10  -29.6    956
AMD    ADV MICRO D  AMD US 02/19/11 C8        14.4  50.7   0.55    1.9    232
MS     MORGAN STAN  MS US 02/19/11 C30        14.3  31.2   0.50  -10.7    383
AAPL   APPLE INC    AAPL US 04/16/11 P320     14.2  32.9  13.85   66.9    515
AAPL   APPLE INC    AAPL US 02/19/11 P295     14.1  37.9   2.02  176.7    649
ADM    ARCHER-DANI  ADM US 02/19/11 C35       14.0  34.0   0.81   35.0    898
FHN    FIRST HORIZ  FHN US 05/21/11 P12       13.9  43.4   1.05   23.5   5011
MGM    MGM RESORTS  MGM US 01/21/12 C7.5      13.8  66.2   9.50   -2.6    275
C      CITIGROUP I  C US 01/19/13 C2.5        13.6  58.9   2.65   -7.3    773
YGE    YINGLI GREE  YGE US 02/19/11 C10       13.6  51.2   1.40   64.7    851
C      CITIGROUP I  C US 02/19/11 C4.5        13.5  37.8   0.44  -32.3  15737
SAH    SONIC AUTOM  SAH US 02/19/11 C12.5     13.5  56.1   1.15  -23.3    350
AAPL   APPLE INC    AAPL US 03/19/11 C340     13.5  31.3  15.10  -25.6   1492
MNI    MCCLATCHY C  MNI US 04/16/11 C5        13.4  75.2   0.90   28.6   1424
AAPL   APPLE INC    AAPL US 03/19/11 P315     13.3  32.5   8.80   89.7    442
GOOG   GOOGLE INC-  GOOG US 02/19/11 C620     13.3  30.6  29.60   29.8    704
C      CITIGROUP I  C US 01/19/13 C3          13.2  54.3   2.26   -7.8   1292
BRCD   BROCADE COM  BRCD US 01/21/12 C4       13.1  56.7   2.28    1.3    280
GE     GENERAL ELE  GE US 03/19/11 C18        13.0  26.8   1.08   -7.7    478
AAPL   APPLE INC    AAPL US 03/19/11 C345     12.9  31.2  12.75  -27.4    521
EK     EASTMAN KOD  EK US 02/19/11 C5         12.9  69.0   0.73    5.8    305
X      US STEEL CO  X US 02/19/11 C50         12.7  50.6   6.40   10.3   1012
BIDU   BAIDU INC-S  BIDU US 03/19/11 C110     12.6  42.2   6.20    9.7    510
AAPL   APPLE INC    AAPL US 02/19/11 C320     12.6  33.4  22.25  -28.7   3747
JNPR   JUNIPER NET  JNPR US 02/19/11 C39      12.5  39.2   1.32  -12.0    373
TBT    PROSHARES U  TBT US 02/19/11 C37       12.5  32.8   2.94   23.5    586
X      US STEEL CO  X US 02/19/11 P55         12.5  51.0   3.18   -5.1    409
TBT    PROSHARES U  TBT US 03/19/11 P30       12.4  36.8   0.06  -14.3   1743
UBS    UBS AG-REG   UBS US 01/21/12 C12.5     12.3  38.9   6.20    8.8    200
MLNX   MELLANOX TE  MLNX US 02/19/11 P26      12.3  45.4   0.85  -50.0   1109
X      US STEEL CO  X US 02/19/11 P50         12.3  50.2   1.13   -3.4    288
MEE    MASSEY ENER  MEE US 02/19/11 P50       12.1  56.1   1.42    9.2    571
BAC    BANK OF AME  BAC US 02/19/11 C14       12.0  39.0   1.21  -16.0   5646
HDY    HYPERDYNAMI  HDY US 06/18/11 P5        12.0 121.8   0.90   12.5    500
CRUS   CIRRUS LOGI  CRUS US 02/19/11 P14      12.0  73.3   0.15   50.0   1935
DAN    DANA HOLDIN  DAN US 02/19/11 C16       12.0  61.0   2.90   -3.3    231
MS     MORGAN STAN  MS US 02/19/11 P29        11.9  31.8   1.25   20.2    344
JCP    J.C. PENNEY  JCP US 02/19/11 C31       11.9  36.7   0.81  -16.5    260
X      US STEEL CO  X US 02/19/11 P52.5       11.9  50.3   1.96   -5.8    225
KGC    KINROSS GOL  KGC US 02/19/11 C16       11.7  40.6   1.36   12.4    424
GOOG   GOOGLE INC-  GOOG US 02/19/11 C650     11.7  29.7  15.27   45.4    235
ANF    ABERCROMBIE  ANF US 05/21/11 C50       11.6  45.5   5.15   -8.0    523
AAPL   APPLE INC    AAPL US 04/16/11 P330     11.5  31.5  17.60   54.4    993
REE    RARE ELEMEN  REE US 02/19/11 C13       11.5  74.4   1.04  -16.8    890
BAC    BANK OF AME  BAC US 04/16/11 C12       11.3  46.5   3.10   -8.8    247
C      CITIGROUP I  C US 06/18/11 C3.5        11.3  47.4   1.45  -13.2   1544
MRO    MARATHON OI  MRO US 02/19/11 C41       11.3  29.3   2.62   16.4    276
X      US STEEL CO  X US 02/19/11 C57.5       11.3  51.6   2.38   20.8    612
INTU   INTUIT INC   INTU US 02/19/11 C48      11.2  33.9   1.45   20.8    234
VOD    VODAFONE GR  VOD US 02/19/11 C27       11.1  25.4   2.05   99.0    656
C      CITIGROUP I  C US 01/21/12 C3          11.1  49.8   2.03   -9.4   2374
AAPL   APPLE INC    AAPL US 03/19/11 P305     11.0  32.7   5.90  107.8    837
AAPL   APPLE INC    AAPL US 02/19/11 P305     10.9  34.8   2.98  132.8   1128
EMC    EMC CORP/MA  EMC US 02/19/11 C23       10.9  30.7   2.12   19.8    600
CVX    CHEVRON COR  CVX US 02/19/11 C95       10.8  18.8   1.30   32.6    284
AAPL   APPLE INC    AAPL US 02/19/11 C335     10.8  31.1  12.75  -35.6   3465
AAPL   APPLE INC    AAPL US 03/19/11 C325     10.8  31.5  22.23  -26.1    206
GOOG   GOOGLE INC-  GOOG US 02/19/11 C635     10.8  29.7  21.61   36.8    384
DIA    SPDR DJIA T  DIA US 02/19/11 P117.75   10.8  12.8   1.78  -11.4    202
INTC   INTEL CORP   INTC US 02/19/11 P20      10.7  24.8   0.26   13.0   1082
C      CITIGROUP I  C US 01/21/12 C2.5        10.6  55.6   2.47   -8.5   4770
AAPL   APPLE INC    AAPL US 04/16/11 P300     10.5  33.4   7.45   74.9   1121
HSP    HOSPIRA INC  HSP US 02/19/11 P55       10.4  31.4   1.10  -21.4    451
CAT    CATERPILLAR  CAT US 02/19/11 P95       10.4  28.2   2.84  -22.8    239
MU     MICRON TECH  MU US 02/19/11 C9         10.4  46.7   0.93    2.2   1089
LMT    LOCKHEED MA  LMT US 02/19/11 C75       10.4  22.0   2.54   54.9    800
AAPL   APPLE INC    AAPL US 04/16/11 C345     10.4  31.1  16.50  -22.0    725
TBT    PROSHARES U  TBT US 02/19/11 P38       10.3  31.7   0.88  -17.0    901
CRUS   CIRRUS LOGI  CRUS US 02/19/11 P16      10.1  64.5   0.40   25.0    372
TIN    TEMPLE-INLA  TIN US 02/19/11 P22.5     10.1  52.9   1.20    9.1   1000
TLT    ISHARES BAR  TLT US 02/19/11 P92       10.1  16.4   2.48   29.8    229

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SEED ORIGIN AGRI SEED US 02/19/11 C11 -40.1 42.9 0.49 -53.3 936 AMTD TD AMERITRA AMTD US 02/19/11 C20 -38.5 17.9 0.80 -30.4 242 AAPL APPLE INC AAPL US 02/19/11 C290 -38.4 22.4 45.85 -22.0 434 CB CHUBB CORP CB US 02/19/11 C55 -32.2 14.3 3.03 10.2 318 BP BP PLC-ADR BP US 02/19/11 P50 -25.1 21.3 2.31 0.0 203 VFC VF CORP VFC US 02/19/11 P85 -24.5 21.7 3.50 -23.9 1102 DAL DELTA AIR L DAL US 02/19/11 P12 -24.1 33.3 0.42 7.7 313 JCG J CREW GROU JCG US 02/19/11 C44 -24.1 7.4 0.20 -55.6 330 TGB TASEKO MINE TGB US 02/19/11 P6 -21.5 47.3 0.42 -6.7 222 ARIA ARIAD PHARM ARIA US 08/20/11 P4 -21.2 61.7 0.10 -81.8 5000 SLV ISHARES SIL SLV US 02/19/11 C21 -20.9 39.7 7.25 -8.0 233 CMA COMERICA IN CMA US 02/19/11 P38 -20.7 29.8 0.90 63.6 249 SEED ORIGIN AGRI SEED US 05/21/11 P9 -20.5 54.7 0.55 -22.5 300 BP BP PLC-ADR BP US 02/19/11 P48 -19.1 23.3 1.20 -10.4 649 AAPL APPLE INC AAPL US 04/16/11 C280 -18.6 26.9 58.20 -17.7 307 C CITIGROUP I C US 02/19/11 P4.5 -17.6 30.6 0.05 66.7 3543 C CITIGROUP I C US 02/19/11 P5 -17.2 27.0 0.23 64.3 7069 ARIA ARIAD PHARM ARIA US 05/21/11 P5 -16.9 71.1 0.20 -79.0 360 BP BP PLC-ADR BP US 02/19/11 P47 -16.4 24.4 0.78 -18.8 936 SEED ORIGIN AGRI SEED US 05/21/11 P8 -15.9 57.5 0.35 -14.6 350 C CITIGROUP I C US 03/19/11 P5 -15.8 27.7 0.30 36.4 4089 AEP AMERICAN EL AEP US 02/19/11 C36 -15.7 11.1 0.30 -14.3 310 AEM AGNICO-EAGL AEM US 08/20/11 C45 -15.4 40.6 25.20 0.0 400 C CITIGROUP I C US 03/19/11 P4.5 -15.4 30.5 0.10 42.9 2531 BP BP PLC-ADR BP US 02/19/11 C50 -15.1 26.9 1.03 -33.1 4333 OSIR OSIRIS THER OSIR US 02/19/11 P7.5 -14.7 74.7 0.70 -12.5 200 CRM SALESFORCE. CRM US 02/19/11 P150 -14.1 31.5 9.70 10.9 200 DIG PROSHARES U DIG US 03/19/11 C44 -13.9 30.9 6.50 10.2 612 LDK LDK SOLAR C LDK US 02/19/11 C13 -13.7 52.6 0.67 19.6 244 BP BP PLC-ADR BP US 02/19/11 P46 -13.3 25.5 0.50 -27.5 717 AAPL APPLE INC AAPL US 02/19/11 C310 -13.1 27.6 28.40 -29.0 1162 BP BP PLC-ADR BP US 02/19/11 C49 -12.8 27.1 1.42 -26.8 486 XLF SPDR-FINL S XLF US 02/19/11 C15 -12.7 26.9 1.62 -9.0 807 C CITIGROUP I C US 04/16/11 P4.5 -11.6 31.6 0.14 16.7 386 AAPL APPLE INC AAPL US 03/19/11 C300 -11.3 27.6 38.90 -23.5 294 AIG AMERICAN IN AIG US 02/19/11 P52.5 -11.2 54.0 3.45 3.3 419 VFC VF CORP VFC US 02/19/11 P80 -10.7 24.1 1.20 0.0 278 FORM FORMFACTOR FORM US 04/16/11 C10 -10.1 48.8 1.15 -8.0 1099


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


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-0- Jan/18/2011 16:30 GMT

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