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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
=============================================================================
STD    BANCO SANTA  STD US 03/19/11 C10       46.5  47.1   2.60    2.4    220
WTW    WEIGHT WATC  WTW US 04/16/11 C40       44.2  48.4  21.40  296.3    480
ATLS   ATLAS ENERG  ATLS US 03/19/11 C40      42.6  30.2   6.20    6.9   1517
NTRI   NUTRISYSTEM  NTRI US 03/19/11 P21      40.8  58.3   1.80    6.5    341
MFN    MINEFINDERS  MFN US 03/19/11 C9        33.7  61.5   1.75    9.4    750
NTRI   NUTRISYSTEM  NTRI US 03/19/11 P19      29.2  60.4   0.90   12.5    905
NTRI   NUTRISYSTEM  NTRI US 03/19/11 C20      26.3  56.7   1.41   88.0   2619
NTRI   NUTRISYSTEM  NTRI US 03/19/11 P17.5    25.9  62.2   0.35   16.7    606
NTRI   NUTRISYSTEM  NTRI US 03/19/11 C21      25.1  54.6   0.90  100.0    840
WTW    WEIGHT WATC  WTW US 03/19/11 C45       24.9  47.2  16.00  742.1    258
LVLT   LEVEL 3 COM  LVLT US 03/19/11 C1       24.2 101.0   0.40  -11.1    714
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C55      23.4  20.9   3.96   -1.5    394
KR     KROGER CO    KR US 01/19/13 C20        23.0  28.6   4.50    0.0    274
LVLT   LEVEL 3 COM  LVLT US 06/18/11 P1       21.4  97.7   0.10    0.0   3961
FL     FOOT LOCKER  FL US 03/19/11 C20        20.4  41.8   0.75  150.0   4443
NVS    NOVARTIS AG  NVS US 04/16/11 P57.5     19.7  16.1   3.50   -2.8    640
EWJ    ISHARES-JAP  EWJ US 03/19/11 P11       19.4  19.1   0.03    0.0   1000
YHOO   YAHOO! INC   YHOO US 04/16/11 C12      18.9  58.7   5.70    2.7    200
WOOF   VCA ANTECH   WOOF US 03/19/11 P22.5    18.0  37.6   0.40    0.0    285
HRB    H&R BLOCK I  HRB US 03/19/11 P13       17.2  54.7   0.35    0.0   1211
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C56      16.9  19.3   3.10   -1.3   1840
BRCD   BROCADE COM  BRCD US 03/19/11 P6       16.3  61.1   0.40  -21.6    653
AAPL   APPLE INC    AAPL US 03/19/11 C370     14.1  22.3   4.05  -22.9   4003
ALU    ALCATEL-LUC  ALU US 06/18/11 C3.5      14.1  53.2   1.45    0.0    401
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5     13.8  27.5   0.65    8.3    235
S      SPRINT NEXT  S US 03/19/11 P4          13.4  38.1   0.04   33.3    494
ALU    ALCATEL-LUC  ALU US 03/19/11 C3.5      13.4  71.3   1.45    3.6    720
EP     EL PASO COR  EP US 03/19/11 C16        13.3  39.4   2.15   53.6   2113
AAPL   APPLE INC    AAPL US 03/19/11 C360     13.2  23.4   8.10  -21.0   7664
AAPL   APPLE INC    AAPL US 03/19/11 C340     13.0  27.3  21.50  -15.3   1330
WTW    WEIGHT WATC  WTW US 04/16/11 C50       12.9  33.3  10.60 1827.3    569
DXD    PROSHARES U  DXD US 03/19/11 C18       12.7  25.4   0.65    8.3    299
AAPL   APPLE INC    AAPL US 03/19/11 C365     12.4  22.7   5.90  -21.3   3105
BRCD   BROCADE COM  BRCD US 03/19/11 C5       12.4  66.2   1.13   32.9    916
AAPL   APPLE INC    AAPL US 03/19/11 P370     12.3  21.6  17.05   42.1    237
LNG    CHENIERE EN  LNG US 03/19/11 C7        12.1 105.0   2.70   17.4    217
AAPL   APPLE INC    AAPL US 03/19/11 P360     12.0  22.7  10.60   51.4   3370
AAPL   APPLE INC    AAPL US 03/19/11 C345     12.0  26.0  17.45  -17.7    581
PACR   PACER INTL   PACR US 06/18/11 P5       11.6  69.6   0.45  -30.8    240
NLY    ANNALY CAPI  NLY US 03/19/11 C15       11.4  34.2   2.54    2.4    224
AAPL   APPLE INC    AAPL US 03/19/11 C355     11.4  24.1  10.85  -19.6   2868
AAPL   APPLE INC    AAPL US 03/19/11 C330     11.2  29.9  29.40  -14.4    507
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 C57      11.2  17.6   2.21   -2.6   2752
AAPL   APPLE INC    AAPL US 03/19/11 C335     11.0  28.6  25.75  -13.6    318
AAPL   APPLE INC    AAPL US 03/19/11 P365     11.0  22.0  13.45   45.4    518
AAPL   APPLE INC    AAPL US 03/19/11 C320     10.9  33.0  39.00  -11.4    687
AAPL   APPLE INC    AAPL US 03/19/11 C350     10.9  25.0  14.10  -17.8   3245
EP     EL PASO COR  EP US 03/19/11 C17        10.8  35.0   1.35   73.1   2950
NXPI   NXP SEMICON  NXPI US 03/19/11 C25      10.7  76.1   3.40    0.0    285
RIMM   RESEARCH IN  RIMM US 03/19/11 C60      10.7  38.6   9.65   11.4    247
AAPL   APPLE INC    AAPL US 03/19/11 P355     10.6  23.4   8.40   60.0   4574
AAPL   APPLE INC    AAPL US 03/19/11 P340     10.5  26.5   4.00   82.7   2451
AAPL   APPLE INC    AAPL US 03/19/11 P350     10.5  24.4   6.55   68.0   4004
AAPL   APPLE INC    AAPL US 03/19/11 P345     10.4  25.4   5.15   75.8   1829
AUY    YAMANA GOLD  AUY US 04/16/11 C10       10.4  38.3   2.29   -0.4   5000
AHD    ATLAS PIPEL  AHD US 04/16/11 C15       10.3  48.8   1.66   32.8    215
CPB    CAMPBELL SO  CPB US 03/19/11 C36       10.3  20.2   0.25   19.1    208
ONNN   ON SEMICOND  ONNN US 03/19/11 C12      10.2  37.9   0.45   50.0   3245
AAPL   APPLE INC    AAPL US 03/19/11 P320     10.1  31.8   1.64  113.0   2182
AAPL   APPLE INC    AAPL US 03/19/11 P330     10.0  29.0   2.59  102.3   2511

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= WTW WEIGHT WATC WTW US 03/19/11 P60 -56.8 37.2 1.65 0.0 1061 XRT SPDR S&P RE XRT US 03/19/11 C40 -50.4 27.5 10.00 7.0 2500 BBW BUILD-A-BEA BBW US 03/19/11 C7.5 -36.0 45.8 0.30 -64.7 1076 WTW WEIGHT WATC WTW US 03/19/11 P55 -34.1 39.6 0.45 0.0 1573 WTW WEIGHT WATC WTW US 04/16/11 P55 -31.4 33.1 0.83 0.0 992 DELL DELL INC DELL US 03/19/11 C13 -27.5 32.0 2.43 -11.0 202 TBL TIMBERLAND TBL US 03/19/11 C30 -26.2 40.5 6.70 306.1 498 CBS CBS CORP-B CBS US 03/19/11 C22.5 -26.0 28.4 0.40 -46.7 806 SKX SKECHERS US SKX US 03/19/11 C23 -25.8 47.0 1.15 0.0 698 WTW WEIGHT WATC WTW US 07/16/11 P60 -25.6 30.3 4.20 0.0 475 SKX SKECHERS US SKX US 03/19/11 C24 -24.5 44.6 0.72 -10.0 344 NTAP NETAPP INC NTAP US 03/19/11 P48 -23.7 38.4 0.49 96.0 513 WMB WILLIAMS CO WMB US 03/19/11 P28 -23.7 33.6 0.54 -67.1 308 WMB WILLIAMS CO WMB US 03/19/11 P27 -23.4 34.4 0.31 -72.1 847 NTAP NETAPP INC NTAP US 03/19/11 P46 -23.2 40.0 0.25 56.2 239 VCI VALASSIS CO VCI US 03/19/11 P27.5 -22.9 46.3 0.60 50.0 565 ARIA ARIAD PHARM ARIA US 03/19/11 P5 -22.9 70.4 0.15 0.0 400 NTAP NETAPP INC NTAP US 03/19/11 P45 -22.7 41.5 0.21 31.2 241 NTAP NETAPP INC NTAP US 03/19/11 P49 -22.6 38.2 0.62 100.0 2383 WMB WILLIAMS CO WMB US 03/19/11 C29 -22.6 34.0 1.50 72.4 3182 NTAP NETAPP INC NTAP US 03/19/11 C45 -22.4 44.6 9.00 -33.3 520 NTAP NETAPP INC NTAP US 03/19/11 P50 -22.3 37.9 0.77 54.0 4224 ORLY O'REILLY AU ORLY US 03/19/11 P55 -22.0 26.7 1.10 15.8 315 WMB WILLIAMS CO WMB US 03/19/11 C30 -21.6 34.0 0.94 74.1 4189 WMB WILLIAMS CO WMB US 03/19/11 C31 -21.4 33.7 0.59 73.5 4835 ITRI ITRON INC ITRI US 03/19/11 C60 -20.9 33.0 1.20 -76.5 388 LZB LA-Z-BOY IN LZB US 03/19/11 C10 -20.9 46.2 1.05 -4.5 225 AMD ADV MICRO D AMD US 03/19/11 C5 -20.6 89.0 4.35 8.8 679 NTAP NETAPP INC NTAP US 03/19/11 C50 -20.4 38.9 4.70 -47.2 1712 NVDA NVIDIA CORP NVDA US 03/19/11 P25 -20.1 51.4 1.73 -35.2 1605 REV REVLON INC- REV US 03/19/11 C12.5 -19.9 35.5 1.50 1400.0 200 NVDA NVIDIA CORP NVDA US 03/19/11 P24 -19.4 52.0 1.19 -43.6 3398 NVDA NVIDIA CORP NVDA US 03/19/11 P22.5 -19.3 54.1 0.66 -51.8 5453 NVDA NVIDIA CORP NVDA US 03/19/11 C24 -19.3 52.5 1.71 17.1 7405 NVDA NVIDIA CORP NVDA US 03/19/11 C25 -19.1 52.3 1.24 11.7 4912 ABB ABB LTD-ADR ABB US 06/18/11 C23 -19.1 24.1 1.60 -26.3 638 USD PROSHARES U USD US 03/19/11 C45 -19.1 34.8 4.80 9.1 350 NVDA NVIDIA CORP NVDA US 03/19/11 C22.5 -18.2 55.2 2.64 17.3 3076 ITRI ITRON INC ITRI US 03/19/11 P55 -18.0 35.7 1.28 156.0 245 RBCN RUBICON TEC RBCN US 03/19/11 C25 -18.0 64.0 1.65 153.8 1537 URRE URANIUM RES URRE US 04/16/11 C2.5 -17.7 94.7 0.80 0.0 450 WMB WILLIAMS CO WMB US 05/21/11 P30 -17.7 29.0 1.97 -37.5 871 WMB WILLIAMS CO WMB US 05/21/11 C26 -17.7 31.4 4.15 40.7 530 WMB WILLIAMS CO WMB US 05/21/11 C27 -17.3 30.8 3.55 47.9 570 CAR AVIS BUDGET CAR US 03/19/11 P16 -17.3 39.0 0.50 -52.4 519 WMB WILLIAMS CO WMB US 05/21/11 C24 -17.3 33.3 5.70 62.9 11069 TBL TIMBERLAND TBL US 03/19/11 C35 -17.2 44.4 2.65 657.1 798 WMB WILLIAMS CO WMB US 05/21/11 C29 -17.1 30.0 2.06 41.1 3500 DELL DELL INC DELL US 03/19/11 C14 -17.1 29.1 1.37 -17.0 573 ALJ ALON USA EN ALJ US 03/19/11 C10 -17.0 46.8 1.40 30.8 216 NVDA NVIDIA CORP NVDA US 03/19/11 P21 -17.0 58.0 0.35 -58.3 1402 TRW TRW AUTOMOT TRW US 03/19/11 P60 -16.9 34.1 2.25 -22.4 277 WMB WILLIAMS CO WMB US 05/21/11 P31 -16.8 29.0 2.54 -37.3 605 WMB WILLIAMS CO WMB US 05/21/11 C28 -16.7 30.5 2.59 37.0 3590 XRT SPDR S&P RE XRT US 03/19/11 P39 -16.6 43.4 0.02 -77.8 1500 BBW BUILD-A-BEA BBW US 06/18/11 C7.5 -16.5 45.4 0.60 -47.4 574 WMB WILLIAMS CO WMB US 05/21/11 C30 -16.2 29.7 1.56 43.1 2226 NTAP NETAPP INC NTAP US 03/19/11 P55 -16.1 38.1 2.90 84.7 1413 WMB WILLIAMS CO WMB US 05/21/11 C31 -15.8 29.6 1.18 53.2 4401 XLF SPDR-FINL S XLF US 03/19/11 P14 -15.7 38.2 0.02 -60.0 2247 WMB WILLIAMS CO WMB US 05/21/11 P28 -15.7 30.2 1.04 -53.1 2151 RBCN RUBICON TEC RBCN US 03/19/11 C22.5 -15.6 62.4 3.10 158.3 940 NXY NEXEN INC NXY US 03/19/11 C25 -15.5 35.4 0.60 -33.3 531 CBS CBS CORP-B CBS US 03/19/11 P19 -15.5 36.6 0.10 -50.0 302 NTAP NETAPP INC NTAP US 03/19/11 C55 -15.4 38.1 1.85 -62.2 5873 ATLS ATLAS ENERG ATLS US 03/19/11 C40 -15.3 17.9 6.20 6.9 1527 NVDA NVIDIA CORP NVDA US 03/19/11 P20 -14.9 60.9 0.22 -60.0 292 QQQQ POWERSH-QQQ QQQQ US 03/19/11 P61 -14.7 13.8 2.44 -1.6 926 NVDA NVIDIA CORP NVDA US 03/19/11 C21 -14.6 59.5 3.90 20.0 437 RBCN RUBICON TEC RBCN US 03/19/11 C20 -13.5 59.5 5.00 127.3 304 RBCN RUBICON TEC RBCN US 06/18/11 C25 -12.7 51.1 2.60 73.3 513 AEM AGNICO-EAGL AEM US 03/19/11 P65 -12.4 33.5 0.35 25.0 371 HLX HELIX ENERG HLX US 03/19/11 C11 -12.3 53.1 2.85 9.6 200 WPZ WILLIAMS PA WPZ US 03/19/11 C50 -12.3 14.0 0.90 0.0 330 ABB ABB LTD-ADR ABB US 06/18/11 C24 -12.2 23.7 1.25 -16.7 507 NCR NCR CORP NCR US 04/16/11 P16 -12.1 36.9 0.10 -87.5 413 SVNT SAVIENT PHA SVNT US 03/19/11 C10 -12.0 54.6 0.48 -20.0 506 NVDA NVIDIA CORP NVDA US 03/19/11 C20 -12.0 62.9 4.65 16.2 273 TRW TRW AUTOMOT TRW US 03/19/11 C60 -11.9 35.8 2.50 -3.9 383 ARIA ARIAD PHARM ARIA US 05/21/11 C6 -11.6 54.2 0.65 -27.8 318 VNQ VANGUARD RE VNQ US 03/19/11 P52 -11.5 26.9 0.20 -63.6 785 TIVO TIVO INC TIVO US 08/20/11 P9 -11.3 65.5 0.96 -28.9 857 SOMX SOMAXON PHA SOMX US 05/21/11 C3 -11.2 19.7 0.10 -33.3 200 SPY SPDR S&P 50 SPY US 03/19/11 P138 -11.2 10.6 4.88 -2.4 3501 RIO RIO TINTO-A RIO US 01/19/13 C45 -10.9 39.8 30.50 -9.0 300 ACOR ACORDA THER ACOR US 03/19/11 P23 -10.7 42.4 1.80 44.0 1000 VCI VALASSIS CO VCI US 06/18/11 P25 -10.7 46.5 1.00 25.0 200 EWJ ISHARES-JAP EWJ US 03/19/11 P9 -10.3 51.5 0.03 -40.0 500 HERO HERCULES OF HERO US 03/19/11 C4 -10.1 64.4 0.20 -42.9 500


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


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-0- Feb/17/2011 16:30 GMT

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