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
=============================================================================
JDSU   JDS UNIPHAS  JDSU US 06/18/11 C15      38.3  49.1   7.90    0.6    428
PAY    VERIFONE SY  PAY US 03/19/11 C38       31.3  55.2   6.90   44.6   1255
SGI    SILICON GRA  SGI US 06/18/11 C14       25.0  55.5   2.15   65.4    670
GMXR   GMX RESOURC  GMXR US 03/19/11 C5       23.1  67.4   0.30    0.0    515
SGI    SILICON GRA  SGI US 06/18/11 C13       21.5  57.9   2.15    0.0    500
OREX   OREXIGEN TH  OREX US 03/19/11 P2.5     19.6 120.2   0.05  -50.0    210
DHR    DANAHER COR  DHR US 03/19/11 C50       19.5  20.5   1.05  425.0   3103
YONG   YONGYE INTE  YONG US 04/16/11 C5       19.2  67.6   2.00  -13.0    813
SNIC   SONIC SOLUT  SNIC US 03/19/11 C15      17.7  16.8   0.30   50.0    238
SNIC   SONIC SOLUT  SNIC US 03/19/11 P15      17.2  39.0   0.80   -5.9    213
AET    AETNA INC    AET US 01/21/12 C30       16.4  31.2   8.80    6.7   1277
JOE    ST JOE CO    JOE US 03/19/11 P17.5     15.8  87.4   0.05  -66.7    200
OREX   OREXIGEN TH  OREX US 03/19/11 P3.5     15.3 113.9   0.35  -22.2    580
YGE    YINGLI GREE  YGE US 03/19/11 C11       14.9  54.1   1.50   20.0    202
CIM    CHIMERA INV  CIM US 09/17/11 P4        14.0  21.0   0.30    0.0    420
DNN    DENISON MIN  DNN US 07/16/11 P2.5      13.8  91.3   0.15    0.0   1000
CDE    COEUR D'ALE  CDE US 03/19/11 C25       12.7  54.1   2.00   37.9    279
DTG    DOLLAR THRI  DTG US 03/19/11 C50       12.6  27.1   2.45   40.0    563
OREX   OREXIGEN TH  OREX US 03/19/11 P4       12.1 115.2   0.65  -18.8   1806
MU     MICRON TECH  MU US 03/19/11 P8         11.8  54.5   0.02  -33.3    259
CPHD   CEPHEID INC  CPHD US 03/19/11 P25      11.6  45.3   1.65  -25.0    201
PG     PROCTER & G  PG US 03/19/11 P62.5      11.3  15.3   0.44  -37.1   1089
GENZ   GENZYME COR  GENZ US 01/21/12 C75      11.2   5.8   1.55   55.0    638
XLE    SPDR-ENERGY  XLE US 03/19/11 P74       11.2  22.8   1.67  -24.8   1610
DIA    SPDR DJIA T  DIA US 03/19/11 P121.75   11.2  12.0   2.20  -22.0    250
CDE    COEUR D'ALE  CDE US 03/19/11 C26       11.1  53.0   1.55   47.6    251
VLO    VALERO ENER  VLO US 03/19/11 C25       11.1  35.8   3.07   52.0   1092
CDE    COEUR D'ALE  CDE US 03/19/11 P25       11.0  53.0   1.50   -3.2    236
SGI    SILICON GRA  SGI US 09/17/11 C12       10.9  55.5   3.80   26.7   2623
CDE    COEUR D'ALE  CDE US 03/19/11 P24       10.9  54.0   1.10  -18.5    353
AET    AETNA INC    AET US 01/21/12 C35       10.8  28.6   5.25   14.1   1285
DKS    DICK'S SPOR  DKS US 03/19/11 C39       10.7  33.5   1.55  121.4   1500
SCCO   SOUTHERN CO  SCCO US 03/19/11 C44      10.6  38.8   3.30   13.8    203
MMR    MCMORAN EXP  MMR US 03/19/11 P13       10.4  68.2   0.19   26.7    332
VLO    VALERO ENER  VLO US 03/19/11 P25       10.2  35.3   0.30  -47.4    234
ADM    ARCHER-DANI  ADM US 03/19/11 P28       10.2  41.7   0.05  -16.7    258
REE    RARE ELEMEN  REE US 03/19/11 C12       10.2  78.2   3.10   21.6    322
XLE    SPDR-ENERGY  XLE US 03/19/11 P73       10.1  23.3   1.38  -21.6    309

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= BEC BECKMAN COU BEC US 05/21/11 C85 -75.7 4.1 0.05 -86.8 2284 BEC BECKMAN COU BEC US 08/20/11 P80 -66.9 6.6 0.70 -90.7 542 BEC BECKMAN COU BEC US 03/19/11 P80 -65.7 11.2 0.40 0.0 986 BEC BECKMAN COU BEC US 03/19/11 C80 -52.4 12.7 2.85 216.7 835 BEC BECKMAN COU BEC US 08/20/11 C80 -42.7 8.4 3.30 164.0 213 BEC BECKMAN COU BEC US 05/21/11 C80 -38.5 10.7 3.25 225.0 2622 BEC BECKMAN COU BEC US 05/21/11 P80 -36.9 8.9 0.70 -91.0 588 MMR MCMORAN EXP MMR US 03/19/11 C13 -36.4 53.7 4.75 86.3 2035 BEC BECKMAN COU BEC US 03/19/11 P75 -34.3 21.7 0.30 -90.9 288 PDE PRIDE INTL PDE US 07/16/11 P35 -34.1 24.1 0.75 0.0 423 PDE PRIDE INTL PDE US 03/19/11 C37 -31.4 26.1 3.50 386.1 544 PPHM PEREGRINE P PPHM US 04/16/11 P2.5 -28.1 61.6 0.35 40.0 500 XOP SPDR OIL&GA XOP US 03/19/11 C45 -27.8 36.5 13.60 11.5 1900 BEC BECKMAN COU BEC US 05/21/11 P75 -27.6 14.9 0.40 -89.5 805 PDE PRIDE INTL PDE US 03/19/11 C38 -27.4 27.8 2.50 0.0 679 PDE PRIDE INTL PDE US 04/16/11 C36 -26.9 26.2 4.30 258.3 4788 SYY SYSCO CORP SYY US 03/19/11 P27 -22.2 19.7 0.30 100.0 1386 S SPRINT NEXT S US 05/21/11 C3 -20.7 48.9 1.39 3.7 200 OPTR OPTIMER PHA OPTR US 03/19/11 C10 -20.6 58.3 2.70 8.0 345 BEC BECKMAN COU BEC US 05/21/11 C75 -19.9 15.7 7.80 151.6 323 CFN CAREFUSION CFN US 06/18/11 C20 -19.7 31.9 7.40 21.3 200 JOE ST JOE CO JOE US 03/19/11 C25 -19.7 29.6 4.40 63.0 260 BEC BECKMAN COU BEC US 03/19/11 C75 -17.9 24.4 7.60 176.4 454 BEC BECKMAN COU BEC US 03/19/11 P70 -17.0 31.0 0.10 -94.7 1172 ITMN INTERMUNE I ITMN US 07/16/11 C20 -16.6 76.4 17.50 -6.5 200 CTSH COGNIZANT T CTSH US 03/19/11 C75 -15.7 25.1 2.60 -23.5 309 DBA POWERSHARES DBA US 03/19/11 C31 -15.6 23.5 3.70 2.8 2530 NOVL NOVELL INC NOVL US 03/19/11 C6 -15.1 10.2 0.05 0.0 200 VISN VISIONCHINA VISN US 04/16/11 P5 -14.1 58.5 0.50 -58.3 300 BRK/B BERKSHIRE H BRKB US 03/19/11 P55 -13.5 51.7 0.04 -66.7 565 OREX OREXIGEN TH OREX US 04/16/11 C4 -13.2 76.0 0.50 25.0 956 JOE ST JOE CO JOE US 03/19/11 C30 -12.0 35.8 0.95 72.7 229 JOE ST JOE CO JOE US 06/18/11 C28 -11.5 24.3 2.25 48.0 207 GENZ GENZYME COR GENZ US 01/21/12 P62.5 -11.4 13.5 0.28 -68.9 816 BEC BECKMAN COU BEC US 03/19/11 C72.5 -11.3 25.6 10.10 136.0 701 UIS UNISYS CORP UIS US 03/19/11 C32 -11.2 39.0 6.60 37.5 714 NYT NEW YORK TI NYT US 04/16/11 C9 -11.1 46.7 2.10 10.5 400 VIP VIMPELCOM L VIP US 06/18/11 P12.5 -10.9 27.5 0.40 0.0 959 OREX OREXIGEN TH OREX US 07/16/11 C4 -10.9 67.6 0.65 18.2 441 CCME CHINA MEDIA CCME US 06/18/11 C10 -10.6 85.0 5.70 14.0 287 CCME CHINA MEDIA CCME US 03/19/11 C11 -10.4 123.6 4.50 15.4 200 RAS RAIT FINANC RAS US 03/19/11 C3 -10.3 67.9 0.30 0.0 200 WNR WESTERN REF WNR US 06/18/11 C14 -10.2 48.9 2.25 -10.0 280


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


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-0- Feb/07/2011 16:30 GMT

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