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
=============================================================================
SSCC   SMURFIT-STO  SSCC US 02/19/11 C30      84.7  44.6   5.90   22.9    420
SMH    SEMICONDUCT  SMH US 02/19/11 C32       46.0  21.6   2.35    2.2    506
EPD    ENTERPRISE   EPD US 02/19/11 C42       37.3  19.2   1.05    0.0    500
CLDA   CLINICAL DA  CLDA US 02/19/11 C15      33.7 129.5  10.60    5.0    232
LUV    SOUTHWEST A  LUV US 01/19/13 C10       29.7  42.6   3.90    0.0    202
SPY    SPDR S&P 50  SPY US 02/19/11 P134      28.5  12.3   5.69   13.1   3448
IWM    ISHARES-RUS  IWM US 02/19/11 C64       28.1  34.0  13.58   -1.9    241
SPF    STANDARD PA  SPF US 03/19/11 C4        27.4  74.7   0.75  -13.8    286
BUCY   BUCYRUS INT  BUCY US 04/16/11 P90      26.9   5.8   0.80   23.1    417
GE     GENERAL ELE  GE US 03/19/11 C16        24.4  36.1   4.25    6.2    440
DRYS   DRYSHIPS IN  DRYS US 02/19/11 C4       24.4  56.8   0.73  -20.6    385
C      CITIGROUP I  C US 03/19/11 C3.5        22.3  49.3   1.32   -2.9    711
INTC   INTEL CORP   INTC US 03/19/11 C19      21.9  27.5   2.44    8.0    248
CHBT   CHINA-BIOTI  CHBT US 02/19/11 C5       20.8 215.8  10.50   -3.7    272
CAGC   CHINA AGRIT  CAGC US 02/19/11 P9       20.1 107.7   0.30  100.0    231
VZ     VERIZON COM  VZ US 02/19/11 C31        19.5  31.8   5.15   21.2    339
CVC    CABLEVISION  CVC US 02/19/11 C35       19.0  34.2   0.80    0.0    271
LUV    SOUTHWEST A  LUV US 02/19/11 C12       18.8  30.2   0.70  -12.5    342
RF     REGIONS FIN  RF US 02/19/11 C5         18.5  75.7   2.22   -2.6    387
INTC   INTEL CORP   INTC US 02/19/11 C20      17.7  23.3   1.40   10.2   3652
IDTI   INTEGRAT DE  IDTI US 03/19/11 C6       16.5  43.0   0.80    0.0   2139
CLDA   CLINICAL DA  CLDA US 02/19/11 C25      16.5  63.0   1.85   12.1   1021
TBT    PROSHARES U  TBT US 02/19/11 P35       16.3  33.4   0.16   45.5    484
SJT    SAN JUAN BA  SJT US 03/19/11 P20       16.2  45.5   0.40    0.0    338
Q      QWEST COMMU  Q US 03/19/11 C7          15.9  23.1   0.20   33.3    501
IWM    ISHARES-RUS  IWM US 02/19/11 C67       15.9  32.7  10.36  -13.3    353
CAGC   CHINA AGRIT  CAGC US 02/19/11 P11      15.8  89.4   0.85   21.4    630
CLDA   CLINICAL DA  CLDA US 02/19/11 C22.5    15.8  54.3   3.50   16.7   1115
TBT    PROSHARES U  TBT US 02/19/11 P36       15.1  32.2   0.29   38.1   2567
COCO   CORINTHIAN   COCO US 02/19/11 P4.5     14.9  90.1   0.10    0.0    267
LPS    LENDER PROC  LPS US 02/19/11 P30       14.5  49.8   0.60    9.1    513
TEVA   TEVA PHARM-  TEVA US 02/19/11 C50      14.3  29.5   4.85   56.5    203
SMH    SEMICONDUCT  SMH US 02/19/11 C33       14.1  20.1   1.45   -4.0    279
XLY    SPDR-CONS D  XLY US 01/21/12 C35       13.5  22.3   4.75   -2.1   1000
GERN   GERON CORP   GERN US 02/19/11 P5       13.3  37.7   0.30    0.0    255
FE     FIRSTENERGY  FE US 02/19/11 C40        13.3  18.2   0.20  -23.1   1030
GDXJ   MARKET VECT  GDXJ US 02/19/11 C34      13.2  47.3   1.10  -14.7   1115
CIGX   STAR SCIENT  CIGX US 02/19/11 P1.5     12.8 104.9   0.05  -50.0   1002
CLDA   CLINICAL DA  CLDA US 03/19/11 C22.5    12.5  56.4   3.90   11.4    352
ALL    ALLSTATE CO  ALL US 04/16/11 C28       12.0  29.0   4.30   19.4    361
LOGI   LOGITECH IN  LOGI US 02/19/11 P17.5    11.9  50.6   0.30    7.1   1075
SVM    SILVERCORP   SVM US 02/19/11 P9        11.7  58.3   0.30   20.0    251
TBT    PROSHARES U  TBT US 02/19/11 C37       11.6  31.2   2.38    3.0    347
CLDA   CLINICAL DA  CLDA US 03/19/11 C25      11.5  58.5   2.45   16.1    769
CSCO   CISCO SYSTE  CSCO US 02/19/11 C19      11.5  37.2   2.56   14.3    524
SLV    ISHARES SIL  SLV US 01/21/12 P11       11.5  49.7   0.15  275.0    477
YRCW   YRC WORLDWI  YRCW US 02/19/11 C4       11.4  75.5   0.36  100.0   2411
TBT    PROSHARES U  TBT US 02/19/11 P37       11.1  30.8   0.50   25.0    702
TBT    PROSHARES U  TBT US 02/19/11 C36       11.0  32.9   3.20    1.6   3874
VZ     VERIZON COM  VZ US 02/19/11 C33        10.9  25.9   3.20   36.8    247
OREX   OREXIGEN TH  OREX US 02/19/11 P4       10.3 244.5   0.20   33.3    330
HSP    HOSPIRA INC  HSP US 02/19/11 C55       10.1  30.3   1.75   12.9    849
FMCN   FOCUS MEDIA  FMCN US 02/19/11 C24      10.1  42.5   1.30   44.4    237

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= TLAB TELLABS INC TLAB US 02/19/11 P5 -66.4 41.8 0.05 0.0 263 ALY ALLIS-CHALM ALY US 07/16/11 C7.5 -62.6 13.7 0.45 -10.0 240 MNTA MOMENTA PHA MNTA US 02/19/11 P13 -52.1 63.0 0.75 -21.1 3178 MNTA MOMENTA PHA MNTA US 02/19/11 C14 -51.7 65.1 0.65 -75.5 547 MNTA MOMENTA PHA MNTA US 02/19/11 P12 -51.4 67.7 0.35 -46.1 990 MNTA MOMENTA PHA MNTA US 02/19/11 C13 -51.4 58.1 1.20 -62.5 505 TLAB TELLABS INC TLAB US 03/19/11 P5 -51.3 41.6 0.15 50.0 1085 MNTA MOMENTA PHA MNTA US 02/19/11 P11 -47.0 76.9 0.20 -50.0 211 ALY ALLIS-CHALM ALY US 03/19/11 C7.5 -36.1 24.8 0.40 -20.0 211 MNTA MOMENTA PHA MNTA US 03/19/11 P13 -36.0 67.5 1.10 0.0 386 MNTA MOMENTA PHA MNTA US 03/19/11 P12 -35.6 72.5 0.75 -11.8 294 VMW VMWARE INC- VMW US 02/19/11 P85 -35.6 37.0 4.10 2.5 1989 VMW VMWARE INC- VMW US 02/19/11 P80 -34.3 38.4 1.85 -17.8 1462 VMW VMWARE INC- VMW US 02/19/11 P75 -34.2 40.8 0.66 -45.0 931 VMW VMWARE INC- VMW US 02/19/11 P70 -33.5 43.6 0.20 -69.2 306 VMW VMWARE INC- VMW US 02/19/11 C85 -33.5 38.0 2.55 -61.9 983 VMW VMWARE INC- VMW US 02/19/11 C80 -32.0 40.2 5.76 -41.2 1536 OSIS OSI SYSTEMS OSIS US 02/19/11 C33 -31.9 34.5 4.00 11.1 341 COH COACH INC COH US 02/19/11 P52.5 -30.3 27.2 1.45 -19.4 278 MNTA MOMENTA PHA MNTA US 03/19/11 P14 -29.9 71.3 1.55 3.3 267 BAC BANK OF AME BAC US 02/19/11 C10 -29.5 48.7 3.70 -6.3 217 EGLE EAGLE BULK EGLE US 02/19/11 P4 -28.6 35.9 0.10 100.0 1065 MNTA MOMENTA PHA MNTA US 03/19/11 P10 -28.4 87.8 0.55 10.0 400 COH COACH INC COH US 02/19/11 C52.5 -28.2 28.4 1.48 -45.2 622 COH COACH INC COH US 02/19/11 C55 -27.7 27.4 0.55 -62.1 769 COH COACH INC COH US 02/19/11 P50 -27.6 29.6 0.60 -33.3 867 MNTA MOMENTA PHA MNTA US 03/19/11 P11 -26.8 81.2 0.70 7.7 1081 SHW SHERWIN-WIL SHW US 02/19/11 C85 -26.6 19.8 1.89 18.1 594 DGX QUEST DIAGN DGX US 02/19/11 C55 -25.2 22.1 2.15 53.6 317 WMG WARNER MUSI WMG US 02/19/11 P5 -23.6 73.6 0.20 -33.3 254 GXDX GENOPTIX IN GXDX US 08/20/11 C25 -23.4 1.7 0.15 0.0 500 MMM 3M CO MMM US 02/19/11 P90 -22.8 14.7 3.15 64.9 905 SANM SANMINA-SCI SANM US 02/19/11 C15 -22.3 45.3 0.60 20.0 412 VMW VMWARE INC- VMW US 03/19/11 P75 -22.3 40.4 1.65 -17.5 220 EMC EMC CORP/MA EMC US 02/19/11 P24 -21.7 21.5 0.66 -16.5 3858 RF REGIONS FIN RF US 02/19/11 P7 -21.5 41.3 0.21 -22.2 666 EMC EMC CORP/MA EMC US 02/19/11 P23 -21.4 22.3 0.24 -35.1 1488 EMC EMC CORP/MA EMC US 02/19/11 C23 -21.4 22.7 1.09 -9.2 1857 EMC EMC CORP/MA EMC US 02/19/11 C24 -21.3 22.2 0.46 -25.8 5047 SHW SHERWIN-WIL SHW US 02/19/11 P80 -21.0 23.0 0.30 -72.7 230 COH COACH INC COH US 03/19/11 P52.5 -21.0 26.8 2.45 3.8 290 EMC EMC CORP/MA EMC US 02/19/11 P22 -21.0 24.1 0.06 -60.0 882 MSPD MINDSPEED T MSPD US 02/19/11 C7.5 -20.9 45.3 0.25 -16.7 296 RF REGIONS FIN RF US 02/19/11 C7 -20.9 40.9 0.39 -29.1 558 VMW VMWARE INC- VMW US 03/19/11 C85 -20.8 37.8 3.90 -50.0 589 EMC EMC CORP/MA EMC US 02/19/11 C25 -20.3 22.5 0.15 -44.4 634 KEY KEYCORP KEY US 02/19/11 C9 -19.9 32.3 0.25 25.0 3146 ESI ITT EDUCATI ESI US 02/19/11 C70 -19.7 42.6 3.80 -32.7 1370 MMM 3M CO MMM US 02/19/11 P85 -19.3 18.9 0.83 59.6 922 ZION ZIONS BANCO ZION US 02/19/11 C24 -19.3 32.6 0.71 -21.1 352 TRV TRAVELERS C TRV US 02/19/11 P55 -19.3 16.5 0.35 -61.1 477 HOG HARLEY-DAVI HOG US 02/19/11 P39 -18.6 31.6 1.25 -59.0 876 ZION ZIONS BANCO ZION US 02/19/11 P24 -18.5 32.8 0.68 -41.9 395 COH COACH INC COH US 03/19/11 C52.5 -18.4 27.9 2.15 -31.3 263 ESI ITT EDUCATI ESI US 02/19/11 C75 -18.1 41.2 1.87 -35.7 320 JNJ JOHNSON&JOH JNJ US 02/19/11 C60 -17.9 14.0 1.48 -43.1 5406 UNG US NAT GAS UNG US 02/19/11 C5 -17.8 38.2 1.12 -9.7 1068 JNJ JOHNSON&JOH JNJ US 02/19/11 P60 -17.0 13.5 0.45 66.7 3423 ESI ITT EDUCATI ESI US 02/19/11 C67.5 -16.9 45.2 5.60 -24.8 233 HOG HARLEY-DAVI HOG US 02/19/11 C41 -16.9 30.3 0.52 173.7 634 TXN TEXAS INSTR TXN US 02/19/11 P35 -16.9 20.5 1.24 7.8 1596 AMGN AMGEN INC AMGN US 02/19/11 P57.5 -16.8 18.7 0.99 -30.8 222 TXN TEXAS INSTR TXN US 02/19/11 P34 -16.7 21.6 0.73 5.8 679 XING QIAO XING U XING US 02/19/11 C2.5 -16.6 81.2 0.25 -26.5 224 AMGN AMGEN INC AMGN US 02/19/11 C57.5 -16.3 18.9 1.24 0.0 1821 HOG HARLEY-DAVI HOG US 02/19/11 C40 -16.2 30.7 0.85 183.3 1464 AXP AMERICAN EX AXP US 02/19/11 P43 -16.2 24.5 0.47 14.6 763 ESI ITT EDUCATI ESI US 02/19/11 P75 -16.2 42.3 5.15 3.0 558 MSPD MINDSPEED T MSPD US 03/19/11 P7.5 -16.1 48.7 0.75 -25.0 295 ESI ITT EDUCATI ESI US 02/19/11 P70 -16.1 44.0 2.23 -14.2 254 RF REGIONS FIN RF US 02/19/11 C6 -15.8 53.2 1.20 -11.8 203 ESI ITT EDUCATI ESI US 02/19/11 P67.5 -15.8 45.3 1.62 1.2 213 SLT STERLITE IN SLT US 02/19/11 P15 -15.8 32.6 0.45 0.0 245 AMGN AMGEN INC AMGN US 02/19/11 C60 -15.7 17.8 0.28 -22.2 1021 HOG HARLEY-DAVI HOG US 02/19/11 C39 -15.6 31.4 1.30 150.0 546 MMM 3M CO MMM US 02/19/11 C90 -15.5 17.0 0.63 -68.7 1830 MNKD MANNKIND CO MNKD US 02/19/11 C3 -15.5 101.4 2.42 -2.4 808 SSO PROSHARES U SSO US 03/19/11 P19 -15.4 111.6 0.05 -58.3 797 TXN TEXAS INSTR TXN US 02/19/11 C34 -15.2 21.5 0.75 -37.5 252 WFT WEATHERFORD WFT US 02/19/11 C22 -15.2 33.1 0.80 -23.8 412 GWW WW GRAINGER GWW US 02/19/11 C135 -15.2 20.4 2.20 -52.2 476 TXN TEXAS INSTR TXN US 02/19/11 P33 -15.2 23.2 0.38 0.0 1489 AXP AMERICAN EX AXP US 02/19/11 P45 -15.1 22.6 1.27 41.1 703 AXP AMERICAN EX AXP US 02/19/11 P44 -15.1 23.6 0.80 29.0 638 AXP AMERICAN EX AXP US 02/19/11 C43 -15.1 25.3 2.13 -30.2 203 AXP AMERICAN EX AXP US 02/19/11 P46 -15.0 21.7 1.82 33.8 811 CSX CSX CORP CSX US 02/19/11 C70 -15.0 21.8 1.00 7.5 1590 SHW SHERWIN-WIL SHW US 03/19/11 C85 -15.0 20.1 2.65 15.2 859 HOG HARLEY-DAVI HOG US 02/19/11 P37 -14.9 33.3 0.53 -70.4 770 CSX CSX CORP CSX US 02/19/11 P67.5 -14.9 22.9 1.11 -39.0 388 CSX CSX CORP CSX US 02/19/11 C67.5 -14.9 23.1 2.27 11.8 413 HOG HARLEY-DAVI HOG US 02/19/11 C37 -14.7 33.3 2.65 108.7 359 GLW CORNING INC GLW US 02/19/11 C21 -14.7 24.3 0.37 146.7 3189 X US STEEL CO X US 02/19/11 C52.5 -14.7 42.0 3.25 -14.5 424 WFT WEATHERFORD WFT US 02/19/11 C23 -14.6 32.4 0.36 -37.9 1315 WFT WEATHERFORD WFT US 02/19/11 P21 -14.6 34.4 0.41 0.0 843 ESI ITT EDUCATI ESI US 02/19/11 P65 -14.5 47.6 1.06 -11.7 442 WFT WEATHERFORD WFT US 02/19/11 P22 -14.4 33.1 0.75 0.0 689 SSO PROSHARES U SSO US 03/19/11 P18 -14.4 117.5 0.04 -63.6 1292 AXP AMERICAN EX AXP US 02/19/11 C46 -14.4 22.3 0.48 -57.9 1944 CSX CSX CORP CSX US 02/19/11 P65 -14.3 24.9 0.46 -51.6 539 VMW VMWARE INC- VMW US 04/16/11 P80 -14.1 39.4 4.25 6.8 207 AXP AMERICAN EX AXP US 02/19/11 C44 -14.1 24.1 1.43 -38.9 808 X US STEEL CO X US 02/19/11 P55 -14.0 40.4 2.70 -10.0 2451 VMW VMWARE INC- VMW US 04/16/11 C85 -14.0 38.6 5.50 -40.2 799 JNJ JOHNSON&JOH JNJ US 02/19/11 P62.5 -13.9 11.4 1.68 66.3 1845 AXP AMERICAN EX AXP US 02/19/11 C45 -13.8 23.0 0.89 -46.1 1265 BTU PEABODY ENE BTU US 02/19/11 C60 -13.8 32.0 2.00 3.6 1543 TXN TEXAS INSTR TXN US 02/19/11 C35 -13.6 20.8 0.34 -47.7 1239 JNJ JOHNSON&JOH JNJ US 02/19/11 P57.5 -13.5 18.9 0.15 15.4 1831 X US STEEL CO X US 02/19/11 P52.5 -13.5 41.8 1.53 -16.4 3358 SSO PROSHARES U SSO US 03/19/11 P20 -13.4 108.7 0.05 -66.7 903 ALB ALBEMARLE C ALB US 02/19/11 C60 -13.3 26.7 0.70 -26.3 646 CNO CNO FINANCI CNO US 02/19/11 C6 -13.3 44.6 0.75 0.0 800 PWAV POWERWAVE T PWAV US 02/19/11 C2.5 -13.3 98.7 0.90 -18.2 560 ONTY ONCOTHYREON ONTY US 08/20/11 C3 -13.2 74.3 0.80 -52.9 200 SSO PROSHARES U SSO US 03/19/11 P21 -13.2 103.7 0.06 0.0 538 TXN TEXAS INSTR TXN US 02/19/11 P32 -13.2 25.3 0.19 -13.6 264 HOG HARLEY-DAVI HOG US 02/19/11 P36 -13.1 34.7 0.30 -76.6 541 BTU PEABODY ENE BTU US 02/19/11 P55 -13.0 34.3 0.43 -46.2 1152 EAT BRINKER INT EAT US 02/19/11 P20 -12.6 40.7 0.10 -84.6 700 BHI BAKER HUGHE BHI US 02/19/11 C60 -12.5 31.5 2.40 61.1 3655 ARG AIRGAS INC ARG US 02/19/11 P60 -12.5 28.9 0.80 -5.9 545 XLV SPDR-HEALTH XLV US 03/19/11 P32 -12.5 12.7 0.62 0.0 570 ESI ITT EDUCATI ESI US 02/19/11 P62.5 -12.4 50.5 0.68 -16.1 448 SSO PROSHARES U SSO US 03/19/11 P23 -12.4 95.8 0.07 -72.0 205 GLW CORNING INC GLW US 02/19/11 C20 -12.4 25.8 0.89 111.9 7275 BTU PEABODY ENE BTU US 02/19/11 P60 -12.3 32.1 1.90 -29.6 1246 DD DU PONT (EI DD US 02/19/11 C50 -12.2 17.3 0.44 -4.3 859 KMB KIMBERLY-CL KMB US 02/19/11 P65 -12.2 13.1 0.45 -71.9 671 JNJ JOHNSON&JOH JNJ US 03/19/11 P57.5 -12.1 15.6 0.38 22.6 1310 UUP POWERSHARES UUP US 01/19/13 C20 -12.0 15.3 3.40 -5.6 222 RF REGIONS FIN RF US 03/19/11 P7 -12.0 43.0 0.37 -9.8 274 LPHI LIFE PARTNE LPHI US 02/19/11 P12.5 -12.0 66.1 0.95 5.6 216 IVE ISHARES-SP5 IVE US 02/19/11 P61 -11.9 14.2 0.70 0.0 220 SIRI SIRIUS XM R SIRI US 02/19/11 C1.5 -11.9 51.8 0.13 -7.1 326 DD DU PONT (EI DD US 02/19/11 C48 -11.8 19.0 1.55 12.3 892 SVNT SAVIENT PHA SVNT US 03/19/11 C10 -11.7 79.0 1.20 71.4 1860 X US STEEL CO X US 02/19/11 P50 -11.5 44.3 0.81 -25.7 1766 KMB KIMBERLY-CL KMB US 02/19/11 C67.5 -11.4 12.4 0.30 500.0 1739 HOG HARLEY-DAVI HOG US 02/19/11 P35 -11.3 35.9 0.20 -76.7 269 GLW CORNING INC GLW US 02/19/11 P21 -11.3 24.4 0.72 -52.3 918 JNJ JOHNSON&JOH JNJ US 03/19/11 P60 -11.3 13.1 0.99 50.0 473 COH COACH INC COH US 05/21/11 C52.5 -11.0 29.9 3.48 -24.4 240 IO ION GEOPHYS IO US 02/19/11 C9 -11.0 51.7 0.45 50.0 307 JNJ JOHNSON&JOH JNJ US 02/19/11 C62.5 -10.9 11.8 0.20 -73.3 2990 SSO PROSHARES U SSO US 03/19/11 P24 -10.8 92.8 0.08 -80.0 315 RDN RADIAN GROU RDN US 02/19/11 P6 -10.8 76.3 0.15 0.0 332 COH COACH INC COH US 05/21/11 P52.5 -10.7 28.9 3.47 -0.9 219 DD DU PONT (EI DD US 02/19/11 C49 -10.7 18.1 0.88 7.3 810 APOL APOLLO GROU APOL US 02/19/11 P41 -10.5 33.6 0.90 -28.6 586 APOL APOLLO GROU APOL US 02/19/11 P42 -10.5 32.9 1.37 -19.4 535 RKT ROCK-TENN C RKT US 02/19/11 C60 -10.4 26.7 3.70 184.6 327 APOL APOLLO GROU APOL US 02/19/11 C44 -10.3 32.0 0.58 -22.7 685 SSO PROSHARES U SSO US 03/19/11 P25 -10.3 89.7 0.08 -33.3 225 CHBT CHINA-BIOTI CHBT US 02/19/11 P12.5 -10.3 123.1 0.75 -6.2 526 DD DU PONT (EI DD US 02/19/11 P48 -10.3 19.2 0.62 -31.1 541 MMM 3M CO MMM US 03/19/11 C90 -10.2 17.6 1.28 -51.3 720 XOM EXXON MOBIL XOM US 02/19/11 P75 -10.2 20.0 0.54 -12.9 15510 KMB KIMBERLY-CL KMB US 02/19/11 C65 -10.1 13.2 1.60 220.0 364 BHI BAKER HUGHE BHI US 02/19/11 P55 -10.0 35.5 0.33 -67.3 615


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


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-0- Jan/25/2011 16:30 GMT

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