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
=============================================================================
GXDX   GENOPTIX IN  GXDX US 08/20/11 C25     206.0   2.1   0.10  100.0    300
ENOC   ENERNOC INC  ENOC US 03/19/11 P22.5    61.6  76.4   2.15  152.9    885
CYS    CYPRESS SHA  CYS US 09/17/11 P12.5     61.2  23.0   1.60   10.3    290
ENOC   ENERNOC INC  ENOC US 03/19/11 P20      47.5  74.7   1.10  266.7    621
WRLD   WORLD ACCEP  WRLD US 03/19/11 C60      45.5  33.3   3.60   89.5    267
CVX    CHEVRON COR  CVX US 03/19/11 C80       29.9  46.7  16.70    1.5  21201
NFLX   NETFLIX INC  NFLX US 03/19/11 C150     26.6  60.6  76.00    5.7    202
NFLX   NETFLIX INC  NFLX US 03/19/11 C140     26.5  63.3  86.40    4.1    209
IBKR   INTERACTIVE  IBKR US 03/19/11 C13.21   26.4  38.6   2.85    5.6    300
VQ     VENOCO INC   VQ US 03/19/11 P17.5      20.5  62.6   1.35   42.1    307
WCRX   WARNER CHIL  WCRX US 03/19/11 C23      20.3  43.8   1.65   50.0    478
NXPI   NXP SEMICON  NXPI US 03/19/11 C25      19.9  69.6   3.00    3.5   1500
WCRX   WARNER CHIL  WCRX US 03/19/11 C24      18.4  41.0   1.05   56.7    322
C      CITIGROUP I  C US 05/21/11 C3          18.2  52.8   1.85    3.9    622
STJ    ST JUDE MED  STJ US 03/19/11 C45       18.2  26.5   2.70   42.1   1478
LPHI   LIFE PARTNE  LPHI US 03/19/11 P5       17.5 167.1   0.25   25.0    217
SOMX   SOMAXON PHA  SOMX US 05/21/11 C2       17.3  50.9   1.00   -4.8    250
SIRI   SIRIUS XM R  SIRI US 03/19/11 P1.5     17.1  62.8   0.03    0.0    330
SO     SOUTHERN CO  SO US 03/19/11 P37        16.9  12.7   0.24  -31.4    400
TFSL   TFS FINANCI  TFSL US 07/16/11 P10      16.3  30.0   0.75  -25.0    400
MHGC   MORGANS HOT  MHGC US 03/19/11 C10      16.2  61.9   0.55   22.2    222
LYB    LYONDELLBAS  LYB US 03/19/11 C35       15.5  38.7   2.90    7.4    228
RDN    RADIAN GROU  RDN US 03/19/11 C7        15.4  80.7   1.30   85.7    797
CSCO   CISCO SYSTE  CSCO US 03/19/11 C16      15.0  38.0   2.97    2.4    205
UNG    US NAT GAS   UNG US 03/19/11 C4        14.4  58.2   1.36   -4.2    425
VMED   VIRGIN MEDI  VMED US 03/19/11 P26      13.9  36.3   0.75  -52.8   1462
TBL    TIMBERLAND   TBL US 03/19/11 C30       12.8  48.8   1.25   13.6    749
S      SPRINT NEXT  S US 05/21/11 C4          12.8  39.1   0.67   -5.6    407
COP    CONOCOPHILL  COP US 05/21/11 C57.5     12.8  29.7  14.55    9.2    255
MSFT   MICROSOFT C  MSFT US 03/19/11 C25      12.6  24.7   2.49    1.2   1097
AVP    AVON PRODUC  AVP US 03/19/11 C29       12.2  29.9   1.00   26.6   1089
CVX    CHEVRON COR  CVX US 03/19/11 C67.5     12.1  74.6  29.20   22.9    440
STJ    ST JUDE MED  STJ US 04/16/11 C45       12.0  26.1   3.30   50.0   1330
ROST   ROSS STORES  ROST US 03/19/11 C70      12.0  25.7   2.55   13.3   1001
AVP    AVON PRODUC  AVP US 03/19/11 C30       11.9  31.1   0.60   36.4   1018
STJ    ST JUDE MED  STJ US 04/16/11 P45       11.9  26.0   1.10  -18.5    253
AVL    AVALON RARE  AVL US 03/19/11 C6        11.8  95.8   1.85   37.0    500
JDSU   JDS UNIPHAS  JDSU US 03/19/11 P22.5    11.7  54.1   0.27  -43.8    542
DD     DU PONT (EI  DD US 04/16/11 C48        11.6  26.2   6.65    3.1    500
NWSA   NEWS CORP-A  NWSA US 04/16/11 C17      11.5  27.1   0.90   20.0   2000
MU     MICRON TECH  MU US 03/19/11 P8         11.5  58.6   0.01    0.0    206
AVP    AVON PRODUC  AVP US 04/16/11 C30       11.4  30.2   1.00   37.0    476
C      CITIGROUP I  C US 04/16/11 C4          11.4  40.1   0.88    6.0   1923
MPEL   MELCO CROWN  MPEL US 03/19/11 C6       11.1  66.5   1.25    1.6    223
XOM    EXXON MOBIL  XOM US 04/16/11 C70       11.0  26.6  12.98   -3.9    410
C      CITIGROUP I  C US 03/19/11 C4          10.9  44.1   0.86    7.5   1302
RVBD   RIVERBED TE  RVBD US 03/19/11 P37.5    10.8  50.3   0.80   -9.1    220
C      CITIGROUP I  C US 04/16/11 C3          10.5  62.8   1.85    3.9   1125
ITUB   ITAU UNIBAN  ITUB US 03/19/11 C22      10.5  30.9   0.65   44.4    327
CCME   CHINA MEDIA  CCME US 03/19/11 P10      10.3 176.3   1.25   25.0   1895
C      CITIGROUP I  C US 01/21/12 C2.5        10.1  50.6   2.40    2.1   1243

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EXPE EXPEDIA INC EXPE US 03/19/11 P20 -39.8 34.3 0.40 0.0 22165 NOK NOKIA CORP- NOK US 03/19/11 P8 -34.9 47.5 0.09 0.0 1166 NOK NOKIA CORP- NOK US 03/19/11 C9 -33.7 42.2 0.71 -65.4 2340 MRO MARATHON OI MRO US 04/16/11 C31 -32.1 58.6 15.15 1.0 520 EXPE EXPEDIA INC EXPE US 03/19/11 C20 -29.2 35.0 1.61 0.0 1988 EXPE EXPEDIA INC EXPE US 03/19/11 C22 -26.5 33.4 0.50 -86.5 605 IM INGRAM MICR IM US 03/19/11 C20 -24.0 25.1 0.75 -42.3 1254 COHR COHERENT IN COHR US 03/19/11 C50 -21.0 21.6 7.80 2.6 205 NOK NOKIA CORP- NOK US 03/19/11 P9 -20.8 40.8 0.31 287.5 5792 CMG CHIPOTLE ME CMG US 03/19/11 P280 -20.7 38.4 19.20 -37.0 283 NOK NOKIA CORP- NOK US 04/16/11 P8 -20.6 41.5 0.15 114.3 1224 CMG CHIPOTLE ME CMG US 03/19/11 C280 -20.4 39.6 8.90 20.3 1048 EXPE EXPEDIA INC EXPE US 04/16/11 P19 -18.8 36.8 0.45 200.0 2162 MNKD MANNKIND CO MNKD US 03/19/11 P3 -18.6 93.0 0.08 33.3 571 SOMX SOMAXON PHA SOMX US 05/21/11 C3 -17.6 22.3 0.15 0.0 408 MNKD MANNKIND CO MNKD US 05/21/11 P4 -17.5 68.4 0.55 61.8 568 RAX RACKSPACE H RAX US 03/19/11 C38 -17.4 42.9 3.10 55.0 237 WBC WABCO HOLDI WBC US 03/19/11 C65 -17.4 31.9 1.25 92.3 503 RAX RACKSPACE H RAX US 03/19/11 C41 -17.1 42.2 1.55 63.2 358 CMG CHIPOTLE ME CMG US 03/19/11 C260 -16.8 41.6 19.00 31.9 864 MRO MARATHON OI MRO US 04/16/11 C30 -16.8 60.8 16.15 1.9 580 KFT KRAFT FOODS KFT US 03/19/11 P31 -16.7 13.2 0.77 37.5 1094 CMG CHIPOTLE ME CMG US 03/19/11 P250 -16.6 41.9 6.00 -54.9 1681 KFT KRAFT FOODS KFT US 03/19/11 P30 -16.6 14.8 0.32 18.5 442 GDOT GREEN DOT C GDOT US 03/19/11 C45 -16.6 50.0 8.80 0.0 268 RAX RACKSPACE H RAX US 03/19/11 C39 -16.6 42.7 2.60 73.3 335 KFT KRAFT FOODS KFT US 03/19/11 C32 -16.5 12.6 0.08 -69.2 432 CMG CHIPOTLE ME CMG US 03/19/11 C270 -16.5 40.9 13.20 25.7 1237 RAX RACKSPACE H RAX US 03/19/11 P39 -16.5 45.1 1.95 -54.6 521 KFT KRAFT FOODS KFT US 03/19/11 C31 -16.4 13.5 0.37 -46.4 794 RAX RACKSPACE H RAX US 03/19/11 C40 -16.3 42.2 2.15 73.4 389 CMG CHIPOTLE ME CMG US 03/19/11 P270 -15.8 39.9 13.80 -41.8 286 IFF INTL FLVR & IFF US 03/19/11 C55 -15.7 16.8 2.20 7.8 264 EXPE EXPEDIA INC EXPE US 04/16/11 P20 -15.7 36.1 0.70 250.0 207 CMG CHIPOTLE ME CMG US 03/19/11 C250 -15.6 42.9 25.00 28.2 777 NBG NATL BANK G NBG US 03/19/11 P2 -15.2 79.3 0.20 0.0 500 CMG CHIPOTLE ME CMG US 03/19/11 P240 -15.1 43.4 3.86 -56.6 655 EXC EXELON CORP EXC US 04/16/11 C39 -15.0 20.4 3.90 -7.1 382 CMG CHIPOTLE ME CMG US 03/19/11 C240 -14.8 43.0 33.50 34.0 499 CMG CHIPOTLE ME CMG US 03/19/11 P260 -14.6 41.2 9.20 -47.8 1058 CMG CHIPOTLE ME CMG US 03/19/11 P230 -14.1 44.9 2.35 -61.5 856 NOK NOKIA CORP- NOK US 04/16/11 P9 -14.1 38.2 0.40 233.3 4012 MNKD MANNKIND CO MNKD US 03/19/11 C4 -13.9 69.7 0.32 -72.9 1415 MPEL MELCO CROWN MPEL US 03/19/11 C6 -13.7 51.6 1.25 1.6 223 MRO MARATHON OI MRO US 04/16/11 C35 -13.6 43.9 11.20 0.0 4601 DIN DINEEQUITY DIN US 09/17/11 P60 -12.8 41.4 9.60 0.0 1000 MNKD MANNKIND CO MNKD US 03/19/11 P4 -12.7 83.7 0.38 137.5 3632 EXPE EXPEDIA INC EXPE US 04/16/11 C22 -12.7 33.8 0.80 -77.8 2114 JBLU JETBLUE AIR JBLU US 03/19/11 C6 -12.5 31.6 0.30 50.0 269 CMG CHIPOTLE ME CMG US 03/19/11 P220 -12.4 47.9 1.40 -65.0 804 UNG US NAT GAS UNG US 03/19/11 C4 -12.4 44.6 1.36 -4.2 425 EXPE EXPEDIA INC EXPE US 04/16/11 P22 -11.8 33.9 1.70 385.7 253 UNG US NAT GAS UNG US 04/16/11 C4 -11.6 40.5 1.37 -3.5 572 SNPS SYNOPSYS IN SNPS US 03/19/11 C30 -11.5 25.3 0.50 0.0 2339 XRA EXETER RESO XRA US 05/21/11 C5 -10.9 60.7 0.95 -9.5 203 C CITIGROUP I C US 01/19/13 C1 -10.8 77.6 3.90 1.3 1182 BJ BJ'S WHOLES BJ US 03/19/11 P50 -10.6 32.3 2.25 -31.8 1679 ALU ALCATEL-LUC ALU US 03/19/11 P4 -10.5 50.8 0.09 -10.0 276 ICO INTERNATION ICO US 03/19/11 P8 -10.2 51.8 0.15 -25.0 1375 SPY SPDR S&P 50 SPY US 03/19/11 P137 -10.2 9.9 5.10 -8.9 1778 BRCD BROCADE COM BRCD US 03/19/11 P4 -10.1 69.2 0.02 0.0 288 NOK NOKIA CORP- NOK US 04/16/11 C9 -10.0 38.9 0.82 -61.5 329


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


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-0- Feb/11/2011 16:30 GMT

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