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
=============================================================================
BPI    BRIDGEPOINT  BPI US 02/19/11 C15      147.0  71.7   3.40   33.3    829
SPY    SPDR S&P 50  SPY US 03/19/11 P134      27.1  15.8   6.44   -6.5   2041
DIA    SPDR DJIA T  DIA US 02/19/11 P121.75   24.7  12.5   3.25  -15.6    242
SOLF   SOLARFUN PO  SOLF US 02/19/11 C8       23.4  68.5   1.55   29.2    231
REE    RARE ELEMEN  REE US 02/19/11 P12       23.2 114.4   1.14   20.0   1086
REE    RARE ELEMEN  REE US 02/19/11 P10       23.1 120.5   0.44   76.0    590
REE    RARE ELEMEN  REE US 02/19/11 P9        22.4 123.9   0.25   25.0    298
NOVL   NOVELL INC   NOVL US 08/20/11 C6       22.0   8.1   0.10    0.0    289
SPY    SPDR S&P 50  SPY US 03/19/11 P133      21.9  15.7   5.65   -7.4   1144
HDY    HYPERDYNAMI  HDY US 02/19/11 C5        19.8 123.7   1.20   33.3    371
REE    RARE ELEMEN  REE US 02/19/11 P13       19.5 111.5   1.70   17.2    595
ITMN   INTERMUNE I  ITMN US 02/19/11 P31      18.7  70.6   0.55   10.0    381
NVDA   NVIDIA CORP  NVDA US 02/19/11 C19      18.1  67.5   5.00   42.9    261
TC     THOMPSON CR  TC US 02/19/11 C11        17.6  67.3   3.10  -27.9   1000
SPY    SPDR S&P 50  SPY US 03/19/11 P132      17.3  15.8   4.99   -7.1   1559
YHOO   YAHOO! INC   YHOO US 02/19/11 C14      16.4  40.8   2.05    0.0    218
YGE    YINGLI GREE  YGE US 02/19/11 C11       15.7  52.7   1.00   42.9    228
IBM    IBM          IBM US 02/19/11 C150      15.0  17.4   8.15   34.3    532
SPY    SPDR S&P 50  SPY US 03/19/11 P131      14.8  16.0   4.35   -9.0   1235
JCP    J.C. PENNEY  JCP US 02/19/11 P27       14.6  47.5   0.10  -66.7   2042
REE    RARE ELEMEN  REE US 02/19/11 C12       14.5  88.7   1.30  -18.8    355
RSH    RADIOSHACK   RSH US 02/19/11 P16       14.4  37.5   0.85  672.7   1450
GSIC   GSI COMMERC  GSIC US 02/19/11 C23      14.0  62.9   2.00   31.6   1010
REE    RARE ELEMEN  REE US 02/19/11 P11       13.9 114.0   0.65   10.2    995
IBM    IBM          IBM US 02/19/11 P145      13.9  20.2   0.22  -31.2    352
REE    RARE ELEMEN  REE US 04/16/11 P11       13.8 107.8   1.65   26.9   4373
DIA    SPDR DJIA T  DIA US 02/19/11 P120      12.9  12.6   2.11  -20.4    317
TLAB   TELLABS INC  TLAB US 02/19/11 C7       12.8  47.5   0.25    0.0    913
SPY    SPDR S&P 50  SPY US 03/19/11 P130      12.8  16.2   3.81   -9.5   2350
DG     DOLLAR GENE  DG US 02/19/11 C25        12.8  36.8   4.30   -3.1    384
APKT   ACME PACKET  APKT US 02/19/11 P42.5    12.6  77.8   0.99   39.4    469
CSCO   CISCO SYSTE  CSCO US 02/19/11 P17.5    12.6  42.5   0.04    0.0    240
GSIC   GSI COMMERC  GSIC US 02/19/11 C24      12.4  59.2   1.07   25.9    285
RVBD   RIVERBED TE  RVBD US 02/19/11 P32      12.3  61.7   1.05   75.0   1027
NVDA   NVIDIA CORP  NVDA US 02/19/11 P18      12.3  65.5   0.07  -50.0    813
RVBD   RIVERBED TE  RVBD US 02/19/11 C36      12.3  61.5   1.50  -37.0    501
RVBD   RIVERBED TE  RVBD US 02/19/11 P34      12.2  60.2   1.80   56.5    898
RVBD   RIVERBED TE  RVBD US 02/19/11 C35      12.2  61.5   1.85  -36.2    205
DUK    DUKE ENERGY  DUK US 02/19/11 C18       11.9  12.2   0.30    0.0    278
BRK/B  BERKSHIRE H  BRKB US 02/19/11 P75      11.9  25.4   0.16  -51.5    229
JCP    J.C. PENNEY  JCP US 02/19/11 P28       11.8  43.3   0.16  -61.0    280
OVTI   OMNIVISION   OVTI US 02/19/11 P27      11.7  55.9   1.90  100.0    207
RVBD   RIVERBED TE  RVBD US 02/19/11 P36      11.5  60.1   3.00   42.9    243
FSLR   FIRST SOLAR  FSLR US 03/19/11 C160     11.5  44.0   7.35   63.3   2265
XLU    SPDR-UTIL S  XLU US 03/19/11 P31       11.4  15.6   0.32  -17.9    212
NVDA   NVIDIA CORP  NVDA US 02/19/11 C20      11.4  62.4   4.35   60.5    323
FSLR   FIRST SOLAR  FSLR US 03/19/11 C155     11.4  44.0   9.30   52.5    513
REE    RARE ELEMEN  REE US 02/19/11 C13       11.3  86.1   1.02    2.0    981
REE    RARE ELEMEN  REE US 07/16/11 P8        11.2  97.1   1.00   33.3    503
NVDA   NVIDIA CORP  NVDA US 02/19/11 P21      11.1  61.8   0.39  -51.2   2331
LDK    LDK SOLAR C  LDK US 02/19/11 P10       10.8  84.2   0.06  -45.5    270
BZ     BOISE INC    BZ US 03/19/11 P8.6       10.7  23.4   0.40  -20.0    227
IBM    IBM          IBM US 02/19/11 P150      10.6  16.9   0.52  -38.1   2124
AAPL   APPLE INC    AAPL US 02/19/11 P225     10.6  55.4   0.05    0.0    280
SPY    SPDR S&P 50  SPY US 03/19/11 P129      10.4  16.6   3.32  -10.8   3188
APKT   ACME PACKET  APKT US 02/19/11 P52.5    10.4  76.4   4.91   58.4    223
DIA    SPDR DJIA T  DIA US 02/19/11 P118.75   10.4  13.1   1.55  -20.5    500
IBM    IBM          IBM US 02/19/11 C155      10.3  15.0   3.90   60.5   1818
TM     TOYOTA MOTO  TM US 02/19/11 P70        10.3  31.9   0.05  -28.6    300
MXIM   MAXIM INTEG  MXIM US 02/19/11 P24      10.1  34.7   0.15    0.0   2000
DIA    SPDR DJIA T  DIA US 02/19/11 P119      10.1  13.0   1.62  -21.0   1095
ZSL    PRSH-ULTSH   ZSL US 02/19/11 C12       10.0  68.1   0.85   -5.6    305

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= GXDX GENOPTIX IN GXDX US 08/20/11 C25 -94.6 2.3 0.15 -89.3 1022 GXDX GENOPTIX IN GXDX US 05/21/11 C25 -94.2 2.9 0.10 -86.7 261 GXDX GENOPTIX IN GXDX US 08/20/11 P22.5 -77.2 9.1 0.05 0.0 244 CLDA CLINICAL DA CLDA US 02/19/11 C17.5 -74.5 47.1 6.30 186.4 3408 CLDA CLINICAL DA CLDA US 02/19/11 C20 -69.6 55.3 3.80 153.3 4595 CLDA CLINICAL DA CLDA US 02/19/11 P20 -64.4 65.6 0.30 -95.2 563 CLDA CLINICAL DA CLDA US 02/19/11 P17.5 -63.9 69.7 0.08 -98.3 296 GXDX GENOPTIX IN GXDX US 02/19/11 C22.5 -62.4 24.4 2.35 327.3 289 CLDA CLINICAL DA CLDA US 02/19/11 P22.5 -61.9 62.2 0.95 -89.4 974 CLDA CLINICAL DA CLDA US 03/19/11 C20 -61.2 56.5 4.50 108.3 1222 CLDA CLINICAL DA CLDA US 02/19/11 C22.5 -59.9 60.2 2.10 200.0 4905 CLDA CLINICAL DA CLDA US 03/19/11 C22.5 -59.9 55.6 2.60 48.6 1373 CLDA CLINICAL DA CLDA US 02/19/11 C15 -58.3 82.2 8.60 160.6 773 CLDA CLINICAL DA CLDA US 02/19/11 P15 -55.6 91.7 0.05 -98.6 282 GXDX GENOPTIX IN GXDX US 05/21/11 C20 -46.5 28.6 4.90 117.8 304 CLDA CLINICAL DA CLDA US 02/19/11 P12.5 -44.4 123.3 0.05 -97.8 228 SLW SILVER WHEA SLW US 03/19/11 C20 -38.6 40.5 11.50 2.1 276 GXDX GENOPTIX IN GXDX US 02/19/11 C20 -38.1 39.8 4.80 269.2 236 RSH RADIOSHACK RSH US 02/19/11 P14 -38.0 38.8 0.10 0.0 294 CHBT CHINA-BIOTI CHBT US 02/19/11 C10 -37.1 93.0 5.10 10.9 202 SSCC SMURFIT-STO SSCC US 02/19/11 C30 -35.3 34.9 5.00 669.2 585 PFF ISHARES S&P PFF US 02/19/11 C39 -33.7 2.3 0.05 -66.7 400 CLDA CLINICAL DA CLDA US 02/19/11 P10 -32.7 161.7 0.05 -96.3 417 CHBT CHINA-BIOTI CHBT US 02/19/11 C15 -30.9 92.7 1.60 -8.6 482 GXDX GENOPTIX IN GXDX US 02/19/11 P20 -24.9 48.1 0.05 -96.7 672 VIP VIMPELCOM L VIP US 02/19/11 C12.5 -22.6 33.5 1.60 6.7 200 CHBT CHINA-BIOTI CHBT US 02/19/11 P15 -21.5 153.1 2.55 -27.1 391 UNG US NAT GAS UNG US 02/19/11 C5 -21.4 43.0 1.34 -4.3 296 CHBT CHINA-BIOTI CHBT US 02/19/11 P12.5 -21.3 167.8 1.25 -47.9 741 CHBT CHINA-BIOTI CHBT US 05/21/11 C15 -20.7 60.0 2.25 4.7 466 JCG J CREW GROU JCG US 02/19/11 P43 -19.4 5.1 0.10 -33.3 454 HAL HALLIBURTON HAL US 02/19/11 C41 -19.2 31.9 0.89 -11.0 5338 PETS PETMED EXPR PETS US 02/19/11 P15 -19.2 38.2 0.75 25.0 782 HAL HALLIBURTON HAL US 02/19/11 P40 -18.8 31.9 1.41 -36.2 226 HAL HALLIBURTON HAL US 02/19/11 C40 -18.4 32.5 1.29 -7.9 4752 JCG J CREW GROU JCG US 03/19/11 P43 -18.2 4.1 0.10 -33.3 200 CCME CHINA MEDIA CCME US 02/19/11 C12 -17.8 97.0 7.30 17.7 200 MCP MOLYCORP IN MCP US 03/19/11 C43 -17.6 75.1 5.80 9.4 399 CNO CNO FINANCI CNO US 02/19/11 C6 -17.5 47.4 0.70 -44.0 1103 HAL HALLIBURTON HAL US 02/19/11 P39 -17.4 33.0 0.96 -41.8 394 ATHR ATHEROS COM ATHR US 03/19/11 C45 -17.2 3.4 0.10 -9.1 205 HAL HALLIBURTON HAL US 02/19/11 C39 -17.2 33.4 1.89 2.2 2153 HAL HALLIBURTON HAL US 02/19/11 P38 -16.8 33.8 0.65 -46.3 4254 HAL HALLIBURTON HAL US 02/19/11 C38 -16.7 34.3 2.62 8.3 371 CHBT CHINA-BIOTI CHBT US 05/21/11 P7.5 -16.2 124.7 0.65 -35.0 885 C CITIGROUP I C US 02/19/11 C4 -15.7 38.7 0.89 0.0 1388 RMBS RAMBUS INC RMBS US 02/19/11 C21 -15.6 47.7 0.87 -16.4 559 HAL HALLIBURTON HAL US 02/19/11 P37 -15.6 35.0 0.42 -50.6 1521 NOG NORTHERN OI NOG US 02/19/11 C22.5 -15.3 40.3 3.10 -45.6 256 HAL HALLIBURTON HAL US 02/19/11 C36 -14.6 36.8 4.25 14.9 249 PRGO PERRIGO CO PRGO US 02/19/11 C65 -14.6 29.2 7.03 19.1 200 SDS PROSHARES U SDS US 02/19/11 C19 -14.3 29.5 3.80 -13.6 600 HAL HALLIBURTON HAL US 02/19/11 P36 -14.2 36.2 0.24 -60.7 221 MTG MGIC INVT C MTG US 06/18/11 C7 -14.2 62.1 2.50 -22.1 3001 MCD MCDONALDS C MCD US 02/19/11 P72.5 -14.1 16.4 0.43 -30.6 2107 SCOK SINOCOKING SCOK US 02/19/11 C12.5 -14.0 58.1 0.65 0.0 422 MCD MCDONALDS C MCD US 02/19/11 C72.5 -13.9 16.7 2.75 -12.7 940 CVVT CHINA VALVE CVVT US 02/19/11 P7.5 -13.8 81.8 0.75 -11.8 920 SVU SUPERVALU I SVU US 02/19/11 P7 -13.8 40.2 0.20 0.0 217 MCD MCDONALDS C MCD US 02/19/11 C75 -13.5 15.1 1.11 -24.5 4105 HAL HALLIBURTON HAL US 02/19/11 P35 -13.4 37.4 0.15 -62.5 4255 MCD MCDONALDS C MCD US 02/19/11 P75 -13.2 14.8 1.27 -11.2 1785 CSCO CISCO SYSTE CSCO US 07/16/11 C12.5 -12.6 39.8 8.45 4.3 301 WTS WATTS WATER WTS US 02/19/11 C35 -12.4 30.1 1.25 -32.4 393 IRE BANK IRELAN IRE US 02/19/11 C2.5 -12.4 80.0 0.15 -40.0 753 MCD MCDONALDS C MCD US 03/19/11 P72.5 -11.6 15.9 1.05 -16.0 771 LLEN L&L ENERGY LLEN US 02/19/11 C7.5 -11.4 88.1 0.70 -17.6 242 MCD MCDONALDS C MCD US 03/19/11 P75 -11.3 15.0 2.12 -7.8 898 VHC VIRNETX HOL VHC US 02/19/11 C13 -11.1 78.3 1.00 -17.4 220 CVVT CHINA VALVE CVVT US 03/19/11 P7.5 -10.9 85.5 1.05 -16.0 660 SIGA SIGA TECH I SIGA US 02/19/11 P11 -10.9 67.8 0.40 -11.1 346 BRCD BROCADE COM BRCD US 02/19/11 P5 -10.9 47.5 0.07 -22.2 538 MNTA MOMENTA PHA MNTA US 02/19/11 C15 -10.8 110.4 2.20 7.3 206 MCD MCDONALDS C MCD US 03/19/11 C72.5 -10.7 16.5 3.05 -10.3 584 KWK QUICKSILVER KWK US 02/19/11 C15 -10.4 27.5 0.40 14.3 720 CGA CHINA GREEN CGA US 02/19/11 P7 -10.4 92.4 0.25 -37.5 906 GLW CORNING INC GLW US 02/19/11 C20 -10.3 28.1 0.40 0.0 4484 XLU SPDR-UTIL S XLU US 02/19/11 P32 -10.3 10.3 0.32 -20.0 301 TIVO TIVO INC TIVO US 02/19/11 C10 -10.3 74.2 0.62 -4.6 932 MCD MCDONALDS C MCD US 02/19/11 P70 -10.2 19.5 0.16 -42.9 494


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


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-0- Jan/24/2011 16:30 GMT

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