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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
=============================================================================
NYX    NYSE EURONE  NYX US 03/19/11 C38       87.4  34.6   1.35  -17.2   1328
ALU    ALCATEL-LUC  ALU US 03/19/11 C3        43.4  77.8   1.29  115.0   5933
JDSU   JDS UNIPHAS  JDSU US 03/19/11 C14      43.3  82.1  11.60   11.7    256
GMR    GENERAL MAR  GMR US 03/19/11 C3        27.8  75.9   0.25  -37.5   3263
ALU    ALCATEL-LUC  ALU US 03/19/11 P3        23.2  89.3   0.05  -50.0    721
IBKR   INTERACTIVE  IBKR US 03/19/11 C13.21   22.4  38.3   2.70   -3.6    300
AEO    AMER EAGLE   AEO US 03/19/11 P15       22.2  52.5   1.00    6.4    558
C      CITIGROUP I  C US 03/19/11 C3.5        21.7  58.9   1.31   -2.2    341
EXXI   ENERGY XXI   EXXI US 03/19/11 C25      21.4  70.6   7.60   -1.3    681
SRX    SRA INTL IN  SRX US 03/19/11 P25       19.9  50.8   0.55   -8.3    359
CYS    CYPRESS SHA  CYS US 06/18/11 P12.5     18.2  20.6   0.95   48.4    200
UNG    US NAT GAS   UNG US 04/16/11 C4        18.0  46.7   1.50    0.0    243
MPEL   MELCO CROWN  MPEL US 03/19/11 C6       17.4  47.9   1.20   20.0    287
AEO    AMER EAGLE   AEO US 03/19/11 C15       17.1  51.2   1.10   69.2   2561
SPY    SPDR S&P 50  SPY US 03/19/11 P137      16.8  11.3   5.91    2.8   1787
CYS    CYPRESS SHA  CYS US 03/19/11 C10       16.0  56.8   2.40  -14.3    417
NOK    NOKIA CORP-  NOK US 07/16/11 C9        15.7  40.7   2.25  -15.4    220
PPL    PPL CORPORA  PPL US 04/16/11 C25       15.6  19.7   0.60    9.1    604
NTES   NETEASE.COM  NTES US 03/19/11 C43      15.5  43.1   2.90   75.8    738
MGM    MGM RESORTS  MGM US 03/19/11 C12       15.4  54.9   3.60   -0.3    313
DISH   DISH NETWOR  DISH US 03/19/11 C23      15.3  38.9   1.35  125.0    536
GME    GAMESTOP CO  GME US 03/19/11 C20       15.0  42.6   1.06   32.5   4250
SCCO   SOUTHERN CO  SCCO US 03/19/11 C36      14.8  62.2   8.80  -12.9    610
OEH    ORIENT EXPR  OEH US 03/19/11 C12.5     14.7  46.7   1.60   33.3    314
C      CITIGROUP I  C US 05/21/11 C3          14.6  52.0   1.82   -0.6   1052
LLY    ELI LILLY &  LLY US 04/16/11 C30       14.5  38.6   5.80    6.4    300
XLU    SPDR-UTIL S  XLU US 03/19/11 P31       14.5  13.3   0.26    4.0   4554
NTES   NETEASE.COM  NTES US 03/19/11 C40      14.4  43.0   4.70  100.0    474
DISH   DISH NETWOR  DISH US 03/19/11 C24      14.3  38.3   0.85  325.0    599
GME    GAMESTOP CO  GME US 04/16/11 C20       13.9  39.9   1.32   28.2   2683
LLY    ELI LILLY &  LLY US 04/16/11 C33       13.9  21.6   2.76   -3.5    880
GME    GAMESTOP CO  GME US 03/19/11 C19       13.3  42.7   1.47    0.0    351
C      CITIGROUP I  C US 04/16/11 C4          13.2  38.8   0.83   -4.6    345
C      CITIGROUP I  C US 06/18/11 C3          12.9  51.8   1.80   -2.7    249
NTES   NETEASE.COM  NTES US 03/19/11 C44      12.6  42.0   2.20  109.5    292
JOE    ST JOE CO    JOE US 06/18/11 P16       12.6  69.2   0.45  125.0    248
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 P60      12.1  14.2   2.45    0.8    819
C      CITIGROUP I  C US 09/17/11 C2.5        12.0  52.8   2.31   -1.7    711
DVN    DEVON ENERG  DVN US 03/19/11 C75       11.9  35.0  11.50    4.5    500
SFSF   SUCCESSFACT  SFSF US 03/19/11 P25      11.2  64.0   0.15  -57.1    270
PPL    PPL CORPORA  PPL US 07/16/11 C26       11.0  18.6   0.55   22.2    500
GME    GAMESTOP CO  GME US 04/16/11 P19       11.0  39.5   0.79   -1.2    240
TLM    TALISMAN EN  TLM US 04/16/11 P21       10.8  35.0   0.65  -18.8  11700
SLW    SILVER WHEA  SLW US 01/19/13 C25       10.6  53.0  13.85   -4.5    200
TNDM   NEUTRAL TAN  TNDM US 03/19/11 C17.5    10.5  43.0   0.60  200.0    784
C      CITIGROUP I  C US 03/19/11 C4          10.1  42.4   0.82   -2.4   2838

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SOMX SOMAXON PHA SOMX US 05/21/11 C3 -43.1 19.9 0.15 -25.0 792 CSCO CISCO SYSTE CSCO US 03/19/11 C18 -42.5 25.3 1.39 -66.1 2065 AKAM AKAMAI TECH AKAM US 03/19/11 C35 -40.0 43.3 5.75 -56.8 723 CSCO CISCO SYSTE CSCO US 03/19/11 P19 -37.7 23.3 0.45 246.2 28089 CSCO CISCO SYSTE CSCO US 03/19/11 C17 -36.9 29.8 2.29 -54.6 390 CSCO CISCO SYSTE CSCO US 03/19/11 P18 -36.8 25.5 0.18 200.0 30071 CSCO CISCO SYSTE CSCO US 03/19/11 C19 -36.7 23.1 0.68 -78.8 7549 CSCO CISCO SYSTE CSCO US 04/16/11 P17 -35.5 25.7 0.14 100.0 2557 CSCO CISCO SYSTE CSCO US 03/19/11 P17 -34.9 28.7 0.08 100.0 1803 CSCO CISCO SYSTE CSCO US 03/19/11 C20 -34.2 23.2 0.27 -88.3 38594 CSCO CISCO SYSTE CSCO US 04/16/11 C18 -34.2 25.6 1.52 -62.5 2255 CSCO CISCO SYSTE CSCO US 04/16/11 P18 -33.7 23.2 0.30 150.0 2296 CSCO CISCO SYSTE CSCO US 07/16/11 C10 -32.8 56.3 9.30 -22.8 353 ALU ALCATEL-LUC ALU US 03/19/11 C3.5 -32.7 32.7 0.80 220.0 7951 CSCO CISCO SYSTE CSCO US 04/16/11 P19 -32.6 21.5 0.62 210.0 16723 TKLC TEKELEC TKLC US 03/19/11 C10 -32.5 45.5 0.60 -68.4 258 CSCO CISCO SYSTE CSCO US 03/19/11 P20 -32.3 23.3 1.05 356.5 8007 CSCO CISCO SYSTE CSCO US 04/16/11 C19 -31.0 24.4 0.85 -74.2 8282 CSCO CISCO SYSTE CSCO US 04/16/11 P20 -30.5 20.4 1.23 261.8 3749 WFMI WHOLE FOODS WFMI US 03/19/11 P60 -30.5 32.4 2.05 -71.9 777 CSCO CISCO SYSTE CSCO US 04/16/11 P16 -30.3 29.8 0.08 33.3 243 ISIG INSIGNIA SY ISIG US 04/16/11 C7.5 -28.5 61.1 0.55 -54.2 230 NDAQ NASDAQ OMX NDAQ US 03/19/11 C25 -26.9 25.9 2.40 -10.8 2145 SCCO SOUTHERN CO SCCO US 03/19/11 C33 -26.8 79.9 11.80 11.3 240 WFMI WHOLE FOODS WFMI US 03/19/11 C55 -26.2 33.6 6.38 146.3 1500 SCCO SOUTHERN CO SCCO US 03/19/11 C32 -26.0 85.9 12.80 16.4 600 SCCO SOUTHERN CO SCCO US 03/19/11 C31 -25.2 93.2 13.80 -21.1 1040 WFMI WHOLE FOODS WFMI US 03/19/11 C60 -24.9 32.8 2.90 211.8 1701 CSCO CISCO SYSTE CSCO US 04/16/11 C17 -24.7 29.0 2.34 -53.7 714 ATVI ACTIVISION ATVI US 03/19/11 C11 -24.5 28.4 0.19 -77.9 723 CSCO CISCO SYSTE CSCO US 04/16/11 C20 -24.1 23.9 0.43 -81.5 14172 AKAM AKAMAI TECH AKAM US 03/19/11 C40 -23.3 42.3 2.26 -73.4 2630 CSCO CISCO SYSTE CSCO US 05/21/11 P17 -22.8 28.0 0.31 55.0 853 ISIG INSIGNIA SY ISIG US 04/16/11 C5 -22.6 79.7 2.50 -19.4 200 SOMX SOMAXON PHA SOMX US 08/20/11 C3 -22.3 25.7 0.20 -20.0 553 CSCO CISCO SYSTE CSCO US 05/21/11 C19 -21.4 27.6 1.16 -65.9 8916 CSCO CISCO SYSTE CSCO US 05/21/11 P18 -21.1 26.5 0.54 134.8 2645 CSCO CISCO SYSTE CSCO US 05/21/11 P19 -21.0 24.9 0.93 165.7 11727 WFMI WHOLE FOODS WFMI US 03/19/11 P55 -21.0 35.3 0.61 -84.2 1451 TTMI TTM TECHNOL TTMI US 03/19/11 C12.5 -20.5 61.2 5.50 27.9 300 CSCO CISCO SYSTE CSCO US 05/21/11 P16 -20.5 30.5 0.18 0.0 544 BG BUNGE LTD BG US 03/19/11 C65 -20.5 27.5 3.70 -36.2 270 TQNT TRIQUINT SE TQNT US 03/19/11 P13 -20.5 43.0 0.70 16.7 829 AKAM AKAMAI TECH AKAM US 03/19/11 P35 -20.2 41.7 0.35 337.5 1474 BG BUNGE LTD BG US 03/19/11 P70 -20.1 25.9 3.70 23.3 1491 TQNT TRIQUINT SE TQNT US 03/19/11 C13 -19.8 42.9 0.65 -50.0 925 CSCO CISCO SYSTE CSCO US 03/19/11 P12.5 -19.7 59.0 0.01 -66.7 249 CSCO CISCO SYSTE CSCO US 04/16/11 C16 -19.5 33.3 3.29 -45.6 1718 TAP MOLSON COOR TAP US 03/19/11 P45 -19.4 21.4 1.02 70.0 504 CSCO CISCO SYSTE CSCO US 07/16/11 P16 -19.4 28.3 0.31 40.9 4362 BG BUNGE LTD BG US 03/19/11 C70 -19.1 25.8 1.07 -58.9 362 CSCO CISCO SYSTE CSCO US 05/21/11 P20 -18.9 24.1 1.49 170.9 1979 BG BUNGE LTD BG US 03/19/11 P65 -18.9 27.5 1.25 -0.8 203 JDSU JDS UNIPHAS JDSU US 03/19/11 C16 -18.5 65.7 9.40 11.2 453 AAP ADVANCE AUT AAP US 03/19/11 P60 -18.3 27.5 0.60 -14.3 273 CSCO CISCO SYSTE CSCO US 05/21/11 C18 -18.2 28.9 1.77 -56.8 510 EQIX EQUINIX INC EQIX US 03/19/11 P80 -18.2 39.9 1.00 -48.7 518 RAS RAIT FINANC RAS US 03/19/11 C3 -18.1 64.0 0.25 0.0 313 CSCO CISCO SYSTE CSCO US 07/16/11 P15 -17.8 30.6 0.18 50.0 14347 AKAM AKAMAI TECH AKAM US 03/19/11 P40 -17.7 41.3 1.95 298.0 5444 DEO DIAGEO PLC- DEO US 03/19/11 P70 -17.7 21.9 0.36 -44.6 473 EMS EMERGENCY M EMS US 06/18/11 C70 -17.6 15.6 2.55 -17.7 1508 MMR MCMORAN EXP MMR US 03/19/11 C12 -17.3 64.0 5.35 -2.5 1000 IDT IDT CORP-CL IDT US 06/18/11 P22.5 -17.2 62.6 1.75 -41.7 375 S SPRINT NEXT S US 03/19/11 C4 -16.9 36.6 0.53 17.8 472 CSCO CISCO SYSTE CSCO US 07/16/11 P17.5 -16.9 25.9 0.60 106.9 10294 SFSF SUCCESSFACT SFSF US 03/19/11 C35 -16.8 41.3 1.35 145.4 236 CPF CENTRAL PAC CPF1 US 06/18/11 P7.5 -16.7 313.6 6.40 0.0 2000 QUIK QUICKLOGIC QUIK US 05/21/11 C5 -16.4 58.5 1.50 7.1 500 ATML ATMEL CORP ATML US 03/19/11 C13 -16.0 47.3 2.80 -15.2 490 CSCO CISCO SYSTE CSCO US 05/21/11 C17 -15.6 30.7 2.54 -50.7 911 CSCO CISCO SYSTE CSCO US 07/16/11 C15 -15.5 34.2 4.45 -37.3 359 IDT IDT CORP-CL IDT US 06/18/11 P25 -15.3 62.0 3.00 -36.2 247 CSCO CISCO SYSTE CSCO US 05/21/11 C20 -15.2 26.9 0.71 -72.7 33969 ALU ALCATEL-LUC ALU US 03/19/11 C4 -15.1 41.0 0.40 300.0 16219 WFMI WHOLE FOODS WFMI US 03/19/11 P50 -15.0 40.0 0.19 -87.3 878 CSCO CISCO SYSTE CSCO US 10/22/11 P17 -15.0 26.5 0.78 77.3 1520 SWI SOLARWINDS SWI US 03/19/11 C20 -14.8 36.7 1.10 29.4 299 CSCO CISCO SYSTE CSCO US 07/16/11 P19 -14.8 24.4 1.17 134.0 7297 PEP PEPSICO INC PEP US 03/19/11 P62.5 -14.7 14.9 1.16 46.8 1024 AIG AMERICAN IN AIG US 01/21/12 C30 -14.7 29.5 11.90 -5.9 260 PEP PEPSICO INC PEP US 03/19/11 P65 -14.1 13.8 2.75 38.9 1020 CSCO CISCO SYSTE CSCO US 07/16/11 P20 -14.0 23.5 1.73 137.0 1864 CSCO CISCO SYSTE CSCO US 01/21/12 P15 -14.0 29.1 0.55 41.0 5330 CSCO CISCO SYSTE CSCO US 07/16/11 C17.5 -13.8 29.2 2.32 -51.2 904 TWO TWO HARBORS TWO US 06/18/11 C10 -13.6 19.6 0.65 85.7 300 CSCO CISCO SYSTE CSCO US 01/21/12 P12.5 -13.6 33.5 0.23 15.0 525 CSCO CISCO SYSTE CSCO US 10/22/11 P18 -13.6 25.7 1.13 85.2 1443 TMRK TERREMARK W TMRK US 07/16/11 P17.5 -13.5 10.7 0.10 -50.0 210 ALL ALLSTATE CO ALL US 03/19/11 C32 -13.4 20.3 0.36 -66.4 202 S SPRINT NEXT S US 03/19/11 P4 -13.4 37.3 0.05 -50.0 343 CSCO CISCO SYSTE CSCO US 07/16/11 C16 -12.8 32.1 3.50 -43.1 599 AAV ADVANTAGE O AAV US 03/19/11 C8 -12.7 25.0 0.10 0.0 211 SWKS SKYWORKS SO SWKS US 03/19/11 C30 -12.6 42.0 5.93 5.9 519 WFMI WHOLE FOODS WFMI US 05/21/11 C60 -12.4 35.5 4.85 123.5 1240 PEP PEPSICO INC PEP US 03/19/11 C65 -12.4 14.2 0.31 -66.3 2477 OAS OASIS PETRO OAS US 05/21/11 P20 -12.3 60.1 0.40 -55.6 250 AKAM AKAMAI TECH AKAM US 08/20/11 C35 -12.2 45.1 8.15 -44.2 226 AAV ADVANTAGE O AAV US 05/21/11 C7 -11.9 31.0 0.90 12.5 1624 GT GOODYEAR TI GT US 04/16/11 C11 -11.8 48.2 2.60 15.6 365 CSCO CISCO SYSTE CSCO US 01/21/12 P17.5 -11.8 26.5 1.22 58.4 5254 ATVI ACTIVISION ATVI US 05/21/11 P10 -11.8 29.2 0.39 69.6 1167 DEO DIAGEO PLC- DEO US 03/19/11 P75 -11.6 18.9 1.53 200.0 500 CSCO CISCO SYSTE CSCO US 10/22/11 P19 -11.5 25.1 1.56 85.7 1228 ALXN ALEXION PHA ALXN US 03/19/11 P85 -11.5 28.7 1.95 -35.0 1003 PRU PRUDENTL FI PRU US 03/19/11 C60 -11.4 25.9 5.15 22.6 1746 GT GOODYEAR TI GT US 03/19/11 C13 -11.3 42.1 0.85 54.5 340 AKAM AKAMAI TECH AKAM US 08/20/11 P25 -11.3 45.6 0.33 37.5 2632 SQNM SEQUENOM IN SQNM US 03/19/11 C7 -11.2 48.5 0.60 66.7 248 CSCO CISCO SYSTE CSCO US 10/22/11 P20 -11.1 24.3 2.11 88.4 962 GE GENERAL ELE GE US 09/17/11 P10 -11.0 46.1 0.04 -55.6 420 TCK TECK RESOUR TCK US 03/19/11 C50 -11.0 42.4 9.40 4.4 509 PEP PEPSICO INC PEP US 03/19/11 C62.5 -10.5 15.3 1.31 -43.0 499 WFMI WHOLE FOODS WFMI US 05/21/11 C55 -10.4 37.0 7.95 100.8 301 NYX NYSE EURONE NYX US 03/19/11 P35 -10.4 36.6 0.73 25.9 1439 EEM ISHARES-EMG EEM US 09/17/11 C29 -10.2 34.2 16.15 -4.2 202 F FORD MOTOR F US 09/17/11 P5 -10.2 69.5 0.03 0.0 3392 REE RARE ELEMEN REE US 03/19/11 C11 -10.2 78.1 3.10 -11.4 714 BG BUNGE LTD BG US 04/16/11 C70 -10.1 25.5 1.70 -46.9 299 WFMI WHOLE FOODS WFMI US 03/19/11 P49 -10.1 42.2 0.12 -90.2 351 SPY SPDR S&P 50 SPY US 03/19/11 C120 -10.1 21.2 12.33 1.9 267


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


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-0- Feb/10/2011 16:30 GMT

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