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
=============================================================================
GLBL   GLOBAL INDS  GLBL US 03/19/11 C7.5     49.7  63.3   0.85   13.3   1772
CBLI   CLEVELAND B  CBLI US 03/19/11 C5       45.6 123.6   2.35   10.8    380
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C50      37.0  27.1   8.48   -2.0    422
C      CITIGROUP I  C US 05/21/11 C3          26.9  52.1   1.91    0.5   1285
CHOP   CHINA GERUI  CHOP US 08/20/11 C5       26.2  55.2   1.25   19.1    300
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C49      26.2  28.0   9.47   -1.7    230
SPY    SPDR S&P 50  SPY US 03/19/11 C124      24.8  20.1   9.36   -4.3    739
ITW    ILLINOIS TO  ITW US 03/19/11 C50       24.5  28.1   5.00  -11.2    699
LPX    LOUISIANA-P  LPX US 05/21/11 P7        23.2  79.0   0.25   66.7   1125
LPX    LOUISIANA-P  LPX US 05/21/11 P8        22.2  68.1   0.25  -44.4   1235
MMM    3M CO        MMM US 03/19/11 C80       21.1  34.3  11.60    6.9    480
SPY    SPDR S&P 50  SPY US 03/19/11 C125      21.0  19.2   8.46   -4.4    541
LVLT   LEVEL 3 COM  LVLT US 06/18/11 C1       20.2  75.1   0.40   14.3    330
SEE    SEALED AIR   SEE US 03/19/11 C30       19.4  22.9   0.30   50.0   1000
UTX    UNITED TECH  UTX US 03/19/11 C75       18.0  30.4   9.80   -3.9   1080
SEH    SPARTECH CO  SEH US 05/21/11 P7.5      17.9  64.4   0.60   50.0    704
SPY    SPDR S&P 50  SPY US 03/19/11 C126      17.6  18.3   7.61   -4.3    788
EEB    GUGGENHEIM   EEB US 03/19/11 P45       17.5  26.1   1.25    0.0    203
PBI    PITNEY BOWE  PBI US 04/16/11 C23       17.1  31.4   2.80  -12.5   1800
JCG    J CREW GROU  JCG US 03/19/11 C44       16.8   7.4   0.20   33.3    520
COP    CONOCOPHILL  COP US 05/21/11 C60       16.7  32.5  13.41   -1.3    671
HERO   HERCULES OF  HERO US 04/16/11 C4       16.6  65.2   0.55   -8.3    260
SAI    SAIC INC     SAI US 05/21/11 P15       16.3  24.9   0.25   66.7   2474
MMM    3M CO        MMM US 03/19/11 C85       16.2  22.1   6.70   -1.5    680
LPHI   LIFE PARTNE  LPHI US 03/19/11 P5       15.3 176.8   0.50  150.0    206
EPB    EL PASO PIP  EPB US 03/19/11 C35       14.8  21.6   2.25   12.5    219
CVX    CHEVRON COR  CVX US 03/19/11 P95       14.8  18.6   1.43   14.4    580
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C54      14.7  21.0   4.59   -3.8    244
LPX    LOUISIANA-P  LPX US 05/21/11 P9        14.4  59.9   0.35    0.0   1289
CSE    CAPITALSOUR  CSE US 04/16/11 C7        14.3  39.2   1.25    0.0    200
SPY    SPDR S&P 50  SPY US 03/19/11 C128      14.1  16.7   5.81   -1.7   1182
PPL    PPL CORPORA  PPL US 03/19/11 P25       13.8  19.8   1.00    0.0   1318
LINE   LINN ENERGY  LINE US 07/16/11 C40      13.6  23.7   1.45    3.6    473
SAI    SAIC INC     SAI US 05/21/11 P16       12.9  21.8   0.50   25.0   1601
ATI    ALLEGHENY T  ATI US 03/19/11 C60       12.8  44.4   9.35   -0.5    270
C      CITIGROUP I  C US 01/19/13 C1          12.6  79.8   4.00    0.0    388
SPRD   SPREADTRUM-  SPRD US 08/20/11 P21      12.5  49.1   2.45   20.7    224
UEC    URANIUM ENE  UEC US 05/21/11 C2.5      12.4 110.2   4.30    0.0    200
SPY    SPDR S&P 50  SPY US 03/19/11 C129      12.1  15.9   4.98   -2.5   2912
CLDA   CLINICAL DA  CLDA US 03/19/11 P30      12.0 140.2   4.10  -10.1   1817
SPY    SPDR S&P 50  SPY US 03/31/11 C126      12.0  18.2   7.45   -6.3    444
NWL    NEWELL RUBB  NWL US 03/19/11 C20       11.8  25.6   0.50   11.1   6495
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5     11.6  24.2   0.65    8.3    312
SPY    SPDR S&P 50  SPY US 03/19/11 C130      11.6  15.2   4.14   -5.7   2578
PBI    PITNEY BOWE  PBI US 04/16/11 C22       11.3  41.2   3.80   -7.3   1010
ZOLL   ZOLL MEDICA  ZOLL US 03/19/11 P45      11.1  35.2   1.40  -48.1    300
IWM    ISHARES-RUS  IWM US 03/19/11 C74       11.0  26.5   8.47   -3.0    260
DIA    SPDR DJIA T  DIA US 03/19/11 C119.75   11.0  13.9   3.25   -5.8    248
MT     ARCELORMITT  MT1 US 03/19/11 C35       11.0  83.6   4.50  -35.7   1000
NDAQ   NASDAQ OMX   NDAQ US 03/19/11 C28      11.0  41.5   1.60  -30.4    625
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C55      10.8  19.7   3.72   -2.6    522
DIA    SPDR DJIA T  DIA US 03/19/11 C120.75   10.8  13.2   2.51   -7.0    528
RAI    REYNOLDS AM  RAI US 05/21/11 P32.5     10.7  21.3   1.30   18.2   1157
AEP    AMERICAN EL  AEP US 03/19/11 C37       10.5  14.1   0.15    0.0   1640
MMM    3M CO        MMM US 04/16/11 C80       10.4  26.2  11.65   -3.7   1774
X      US STEEL CO  X US 03/19/11 P55         10.2  47.5   0.69  -31.7    629
X      US STEEL CO  X US 03/19/11 P52.5       10.0  48.5   0.40  -25.9    331

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= GA GIANT INTER GA US 03/19/11 C7.5 -46.2 27.9 0.10 0.0 326 SPY SPDR S&P 50 SPY US 03/19/11 P138 -40.8 10.2 5.71 3.4 1784 CPLA CAPELLA EDU CPLA US 03/19/11 P45 -36.6 53.5 0.56 40.0 216 WAG WALGREEN CO WAG US 04/16/11 C29 -35.3 53.4 13.00 11.6 860 ESLR EVERGREEN S ESLR US 03/19/11 C2 -35.1 38.3 0.15 -50.0 981 ESLR EVERGREEN S ESLR US 06/18/11 C2 -35.0 37.2 0.25 -37.5 335 NLY ANNALY CAPI NLY US 04/16/11 P18 -34.2 7.2 1.19 56.6 315 LLNW LIMELIGHT N LLNW US 03/19/11 P7.5 -32.9 73.6 0.35 -78.1 730 LLNW LIMELIGHT N LLNW US 03/19/11 C7.5 -30.1 76.5 1.15 155.6 5849 SPY SPDR S&P 50 SPY US 03/19/11 P136 -28.8 11.2 4.09 7.1 1541 AFSI AMTRUST FIN AFSI US 03/19/11 C20 -26.6 19.1 0.25 25.0 302 FOSL FOSSIL INC FOSL US 03/19/11 C80 -26.1 40.7 2.70 -62.9 250 FOSL FOSSIL INC FOSL US 03/19/11 P75 -24.7 41.4 2.40 21.8 1410 ANR ALPHA NATUR ANR US 03/19/11 C45 -24.6 36.2 10.80 13.7 200 SPY SPDR S&P 50 SPY US 03/19/11 P135 -24.2 11.8 3.40 7.3 2135 C CITIGROUP I C US 06/18/11 C2 -23.3 63.3 2.94 2.1 400 NYX NYSE EURONE NYX US 03/19/11 P37 -22.8 34.1 0.94 -19.7 411 MSFT MICROSOFT C MSFT US 05/21/11 C17.5 -22.0 42.9 9.80 3.2 256 NYX NYSE EURONE NYX US 03/19/11 P34 -21.3 36.3 0.24 -60.0 338 DGIT DG FASTCHAN DGIT US 03/19/11 C35 -21.3 50.1 1.40 64.7 1148 MAS MASCO CORP MAS US 03/19/11 C14 -21.3 42.6 0.50 -50.5 1005 DGIT DG FASTCHAN DGIT US 03/19/11 C30 -21.1 55.8 4.60 67.3 458 MFE MCAFEE INC MFE US 06/18/11 P48 -21.0 0.5 0.10 -33.3 550 NYX NYSE EURONE NYX US 06/18/11 P37 -21.0 29.8 2.07 -31.0 1008 DLM DEL MONTE F DLM US 06/18/11 C17.5 -20.1 10.1 1.50 3.5 1500 NYX NYSE EURONE NYX US 03/19/11 C37 -19.9 36.0 2.16 -35.7 314 WLT WALTER ENER WLT US 03/19/11 P100 -19.6 49.5 0.58 -35.6 413 NYX NYSE EURONE NYX US 03/19/11 C38 -19.6 36.4 1.82 -33.8 2385 NYX NYSE EURONE NYX US 03/19/11 C36 -19.5 35.4 2.95 -29.8 1287 NYX NYSE EURONE NYX US 06/18/11 P33 -19.2 32.5 0.90 -37.5 201 MAS MASCO CORP MAS US 04/16/11 C13 -18.9 43.8 1.20 -33.7 200 LLNW LIMELIGHT N LLNW US 03/19/11 C5 -18.7 99.6 3.30 88.6 1652 NYX NYSE EURONE NYX US 03/19/11 P38 -18.7 35.5 1.32 -7.7 305 NYX NYSE EURONE NYX US 06/18/11 P35 -18.7 31.1 1.44 -14.8 516 CVX CHEVRON COR CVX US 03/19/11 C95 -18.5 18.6 2.63 -21.0 358 MAS MASCO CORP MAS US 04/16/11 P13 -18.3 43.2 0.70 0.0 910 DIA SPDR DJIA T DIA US 03/19/11 P123.75 -18.3 10.4 2.74 7.9 346 NYX NYSE EURONE NYX US 03/19/11 C40 -17.9 35.9 1.03 -40.1 5615 SIRI SIRIUS XM R SIRI US 06/18/11 C1 -17.9 62.7 0.67 -20.2 757 SIRI SIRIUS XM R SIRI US 03/19/11 P1.5 -17.9 52.5 0.03 50.0 1534 NYX NYSE EURONE NYX US 06/18/11 P31 -17.8 34.1 0.56 -30.0 951 NYX NYSE EURONE NYX US 03/19/11 C39 -17.6 36.6 1.50 -31.8 1447 SIRI SIRIUS XM R SIRI US 03/19/11 C1.5 -17.6 53.5 0.25 -28.6 5447 NYX NYSE EURONE NYX US 06/18/11 C38 -17.5 30.5 2.77 -30.8 1021 NLY ANNALY CAPI NLY US 03/19/11 P17 -17.1 13.0 0.11 175.0 1316 A AGILENT TEC A US 03/19/11 C44 -16.6 28.4 1.19 -47.1 267 A AGILENT TEC A US 03/19/11 C45 -16.3 28.1 0.76 -55.3 256 NDAQ NASDAQ OMX NDAQ US 03/19/11 P29 -16.0 35.3 1.55 -55.7 1581 ALY ALLIS-CHALM ALY US 07/16/11 P2.5 -15.7 107.0 0.05 -37.5 200 SPY SPDR S&P 50 SPY US 03/19/11 P132 -15.7 13.6 1.91 2.7 14062 CRUS CIRRUS LOGI CRUS US 03/19/11 C22 -15.2 45.5 3.20 -8.6 214 BCO BRINK'S CO/ BCO US 03/19/11 C30 -15.1 24.8 2.00 25.0 478 NYX NYSE EURONE NYX US 06/18/11 C35 -14.9 32.6 4.95 -16.8 370 MSFT MICROSOFT C MSFT US 07/16/11 C17.5 -14.7 38.4 9.80 -7.5 897 JDSU JDS UNIPHAS JDSU US 03/19/11 P16 -14.5 70.9 0.03 50.0 200 QQQQ POWERSH-QQQ QQQQ US 03/19/11 P61 -13.8 14.0 2.83 4.4 1092 WLT WALTER ENER WLT US 03/19/11 C115 -13.4 49.0 12.75 -15.8 569 WLT WALTER ENER WLT US 03/19/11 P105 -13.3 51.4 1.05 -30.9 325 NLY ANNALY CAPI NLY US 07/16/11 P17 -13.3 12.3 1.05 38.2 723 XLB SPDR-MATERI XLB US 03/19/11 P40 -13.1 20.7 1.02 6.2 680 SPY SPDR S&P 50 SPY US 03/19/11 P131 -12.9 14.3 1.57 1.9 5745 WLT WALTER ENER WLT US 03/19/11 P120 -12.9 49.5 4.76 -10.2 307 WLT WALTER ENER WLT US 03/19/11 P110 -12.3 50.6 1.90 -26.9 320 MAS MASCO CORP MAS US 04/16/11 C14 -12.2 43.3 0.65 -45.8 286 WLT WALTER ENER WLT US 03/19/11 C130 -12.1 48.9 5.01 -27.4 273 GOOG GOOGLE INC- GOOG US 03/19/11 P300 -12.1 85.4 0.05 0.0 200 MELA MELA SCIENC MELA US 07/16/11 C2 -11.9 75.3 0.85 0.0 400 JDSU JDS UNIPHAS JDSU US 03/19/11 P21 -11.9 56.4 0.19 26.7 206 WLT WALTER ENER WLT US 03/19/11 C125 -11.7 49.2 6.65 -26.1 546 SPY SPDR S&P 50 SPY US 03/19/11 P130 -11.6 15.0 1.29 0.8 86646 IO ION GEOPHYS IO US 05/21/11 C4 -11.5 74.7 6.00 3.5 376 UTHR UNITED THER UTHR US 05/21/11 P65 -11.4 38.4 4.20 -6.7 212 JDSU JDS UNIPHAS JDSU US 03/19/11 P22.5 -11.3 54.5 0.42 50.0 1022 TGT TARGET CORP TGT US 01/21/12 C40 -11.3 28.8 14.50 -6.3 500 WLT WALTER ENER WLT US 03/19/11 P125 -11.1 48.8 6.84 -5.0 341 JDSU JDS UNIPHAS JDSU US 03/19/11 P24 -11.0 52.8 0.78 56.0 1175 C CITIGROUP I C US 04/16/11 C3 -11.0 54.5 1.94 2.6 1200 JDSU JDS UNIPHAS JDSU US 03/19/11 C20 -10.7 59.0 6.00 -25.5 279 SPY SPDR S&P 50 SPY US 03/19/11 P129 -10.6 15.7 1.07 3.9 14258 BRCD BROCADE COM BRCD US 03/19/11 C5 -10.5 55.2 0.87 2.4 430 LNG CHENIERE EN LNG US 03/19/11 C9 -10.5 85.5 0.75 -16.7 218 CIT CIT GROUP I CIT US 03/19/11 P46 -10.3 28.5 1.28 19.6 563 SIRI SIRIUS XM R SIRI US 06/18/11 P1.5 -10.2 50.1 0.10 11.1 340 BZ BOISE INC BZ US 03/19/11 C8.6 -10.2 38.2 0.75 -6.2 395


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


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-0- Feb/15/2011 16:30 GMT

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