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
=============================================================================
SVM    SILVERCORP   SVM US 03/19/11 C10       62.5  78.7   3.20   14.3    342
ESLR   EVERGREEN S  ESLR US 03/19/11 C2       41.4  29.5   0.30  100.0   1039
NBG    NATL BANK G  NBG US 03/19/11 C2        40.5  91.7   0.45  125.0    449
CHNG   CHINA NATUR  CHNG US 03/19/11 C5       38.2  75.5   0.70    7.7    377
MU     MICRON TECH  MU US 03/19/11 C9         38.2  62.9   2.84    0.0    340
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5     37.1  26.5   0.55    0.0    335
PDCO   PATTERSON C  PDCO US 03/19/11 P31      29.3  39.0   0.50   11.1    284
LVLT   LEVEL 3 COM  LVLT US 03/19/11 C1       27.3 120.7   0.60   27.7   2249
CNO    CNO FINANCI  CNO US 03/19/11 C4        25.6 133.5   2.61  -18.4   7817
GENZ   GENZYME COR  GENZ US 07/16/11 P75      21.7   6.7   1.00    2.0   1272
C      CITIGROUP I  C US 03/19/11 C3          21.2  97.6   1.91   -1.0    816
CIGX   STAR SCIENT  CIGX US 05/21/11 C1.5     19.8 106.2   0.55   10.0    283
LYB    LYONDELLBAS  LYB US 06/18/11 C30       18.9  41.4   7.80  -13.3   2953
PCS    METROPCS CO  PCS US 03/19/11 C14       17.7  52.1   0.50   66.7   6638
DEER   DEER CONSUM  DEER US 03/19/11 P10      17.6  74.8   0.45   12.5    923
ALU    ALCATEL-LUC  ALU US 03/19/11 C4        17.3  65.1   1.00    0.0    968
AMD    ADV MICRO D  AMD US 01/21/12 C1        16.6 115.2   8.40   15.1    211
QID    PROSHARES Q  QID US 03/19/11 C9        16.0  34.6   0.98    3.2    510
MDT    MEDTRONIC I  MDT US 03/19/11 P39       15.9  29.0   0.50  -15.2    465
MDT    MEDTRONIC I  MDT US 03/19/11 P40       15.8  27.7   0.76  -20.0   1614
ARLP   ALLIANCE RE  ARLP US 03/19/11 P70      15.1  38.6   1.10   22.2    230
C      CITIGROUP I  C US 03/19/11 C5          15.0  27.2   0.10   -9.1  20370
FTR    FRONTIER CO  FTR US 01/19/13 C7.5      14.9  26.6   2.20   10.0    285
GNW    GENWORTH FI  GNW US 03/19/11 C14       14.9  38.7   0.63   53.7   6143
MDT    MEDTRONIC I  MDT US 03/19/11 P41       14.4  26.8   1.10  -27.6    255
MDT    MEDTRONIC I  MDT US 03/19/11 C41       14.3  26.9   1.38   79.2   2296
GERN   GERON CORP   GERN US 01/21/12 C5       14.0  61.6   1.20    0.0    200
ZLC    ZALE CORP    ZLC US 03/19/11 P2        13.8 219.7   0.05    0.0    295
MDT    MEDTRONIC I  MDT US 03/19/11 C42       13.4  26.5   0.90  104.5    730
SUN    SUNOCO INC   SUN US 03/19/11 P44       13.3  33.4   1.64  -24.8    700
ADS    ALLIANCE DA  ADS US 01/21/12 C80       13.0  27.3   8.30   69.4    232
HSOL   HANWHA SOLA  HSOL US 03/19/11 C9       12.9  70.8   1.05   31.2    450
GNW    GENWORTH FI  GNW US 03/19/11 P14       12.9  38.1   0.47  -26.6    521
SUN    SUNOCO INC   SUN US 03/19/11 C46       12.8  32.8   0.89   81.6    590
SUN    SUNOCO INC   SUN US 03/19/11 C45       12.5  33.0   1.21   59.2    374
KBH    KB HOME      KBH US 04/16/11 C10       12.5  69.8   5.10    2.0    291
PDCO   PATTERSON C  PDCO US 07/16/11 P30      12.3  28.8   1.15   91.7    400
PRU    PRUDENTL FI  PRU US 03/19/11 C60       12.3  30.1   7.01   -6.5    351
SUN    SUNOCO INC   SUN US 03/19/11 P43       12.2  33.8   1.19  -21.7    505
SUN    SUNOCO INC   SUN US 03/19/11 C44       12.0  33.3   1.78   85.4    541
DECK   DECKERS OUT  DECK US 03/19/11 C90      11.9  57.3   5.85    2.6    478
SLV    ISHARES SIL  SLV US 03/19/11 C28       11.7  38.6   3.75   15.4    849
GDXJ   MARKET VECT  GDXJ US 03/19/11 C35      11.6  39.9   4.42   10.5   1611
NTRI   NUTRISYSTEM  NTRI US 03/19/11 C23      11.4  64.8   1.10  100.0    482
GPC    GENUINE PAR  GPC US 03/19/11 C55       11.2  20.1   0.85  112.5    435
DAR    DARLING INT  DAR US 03/19/11 C12.5     11.2  52.8   2.30    0.0    350
GSM    GLOBE SPECI  GSM US 03/19/11 C20       11.2  46.7   3.30    6.5    282
CBRL   CRACKER BAR  CBRL US 03/19/11 C55      11.2  31.0   0.90   28.6    493
LVLT   LEVEL 3 COM  LVLT US 09/17/11 C1.5     10.9  80.6   0.40   33.3    220
EXEL   EXELIXIS IN  EXEL US 03/19/11 P7       10.8 104.4   0.05  -66.7    457
DECK   DECKERS OUT  DECK US 03/19/11 C80      10.8  59.0  12.40    1.6    358
CKEC   CARMIKE CIN  CKEC US 03/19/11 C7.5     10.6  72.4   0.55   10.0    201
WAB    WABTEC CORP  WAB US 03/19/11 P50       10.3  35.1   0.20  -73.3   1011
CSUN   CHINA SUNER  CSUN US 09/17/11 P5       10.2  56.6   0.95   -9.5    200
MDT    MEDTRONIC I  MDT US 03/19/11 C43       10.1  26.2   0.46   91.7    711
PGN    PROGRESS EN  PGN US 04/16/11 C45       10.0  11.5   1.20   -4.0   3500

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CPB CAMPBELL SO CPB US 03/19/11 P35 -42.8 17.0 1.80 38.5 267 RRGB RED ROBIN G RRGB US 03/19/11 C22.5 -40.3 31.0 1.40 129.5 1596 TLB TALBOTS INC TLB US 08/20/11 C4 -39.5 66.8 2.50 42.9 200 BRCD BROCADE COM BRCD US 03/19/11 C5 -36.8 46.4 1.63 45.5 5660 CPB CAMPBELL SO CPB US 03/19/11 C34 -32.7 19.8 0.50 -64.3 1138 RRGB RED ROBIN G RRGB US 03/19/11 C17.5 -31.8 43.3 5.80 56.8 205 V VISA INC-CL V US 03/19/11 C65 -28.4 20.0 11.86 9.8 220 EXEL EXELIXIS IN EXEL US 03/19/11 C10 -28.4 64.4 1.00 0.0 520 DELL DELL INC DELL US 03/19/11 C13 -28.1 29.7 2.50 5.9 412 CPB CAMPBELL SO CPB US 03/19/11 P33 -26.6 20.8 0.55 83.3 290 BCSI BLUE COAT S BCSI US 03/19/11 C30 -26.5 39.9 0.70 -67.0 300 BRCD BROCADE COM BRCD US 03/19/11 C6 -24.8 50.2 0.71 57.8 4806 EXEL EXELIXIS IN EXEL US 03/19/11 P10 -23.6 66.0 0.50 -58.3 326 BZ BOISE INC BZ US 03/19/11 C8.6 -23.6 24.7 1.00 33.3 215 INTU INTUIT INC INTU US 03/19/11 C55 -22.9 27.3 1.20 118.2 1098 INTU INTUIT INC INTU US 03/19/11 C52.5 -22.3 27.7 2.59 107.2 2812 BCSI BLUE COAT S BCSI US 03/19/11 P26 -22.3 43.5 0.40 -11.1 236 BCSI BLUE COAT S BCSI US 03/19/11 P30 -21.9 41.7 2.00 29.0 1237 INTU INTUIT INC INTU US 03/19/11 P55 -21.8 27.2 2.00 -60.8 458 BCSI BLUE COAT S BCSI US 03/19/11 P28 -21.8 42.8 1.10 37.5 348 CPB CAMPBELL SO CPB US 03/19/11 C35 -21.5 22.0 0.25 -77.3 242 KO COCA-COLA C KO US 03/19/11 P67.5 -21.3 10.1 3.70 -19.6 661 JWN NORDSTROM I JWN US 03/19/11 C46 -21.1 31.6 2.24 0.0 341 EXEL EXELIXIS IN EXEL US 03/19/11 P9 -20.9 70.9 0.25 -54.5 2091 JWN NORDSTROM I JWN US 03/19/11 C48 -20.8 30.9 1.20 -7.7 424 JWN NORDSTROM I JWN US 03/19/11 P47 -20.3 31.3 1.74 -30.7 201 JWN NORDSTROM I JWN US 03/19/11 P46 -20.2 31.9 1.21 -39.2 3059 BRCD BROCADE COM BRCD US 03/19/11 P6 -20.1 50.5 0.14 -68.2 1600 JWN NORDSTROM I JWN US 03/19/11 P45 -20.0 32.5 0.86 -44.5 247 YGE YINGLI GREE YGE US 03/19/11 C12 -18.9 45.9 1.60 28.0 219 KFN KKR FINANCI KFN US 07/16/11 C9 -18.8 31.6 1.50 -9.1 200 XRX XEROX CORP XRX US 03/19/11 C10 -17.7 29.7 1.40 0.0 1404 YGE YINGLI GREE YGE US 03/19/11 C14 -17.4 44.2 0.40 14.3 447 BRCD BROCADE COM BRCD US 04/16/11 C6 -17.1 46.4 0.82 49.1 16017 YGE YINGLI GREE YGE US 03/19/11 C13 -16.8 42.5 0.90 28.6 201 NBG NATL BANK G NBG US 01/21/12 C2.24 -16.5 74.5 0.65 18.2 228 SIRI SIRIUS XM R SIRI US 03/19/11 C1.5 -16.2 41.7 0.30 -9.1 240 CPB CAMPBELL SO CPB US 05/21/11 P34 -16.0 18.5 1.60 52.4 369 LYB LYONDELLBAS LYB US 03/19/11 C37.5 -15.9 36.6 1.20 -46.7 1228 ENZN ENZON PHARM ENZN US 05/21/11 C10 -15.7 32.2 1.40 -6.7 982 EWJ ISHARES-JAP EWJ US 03/19/11 P11 -15.5 16.1 0.03 -50.0 1010 CMED CHINA MEDIC CMED US 03/19/11 C14 -15.2 53.6 0.75 36.4 541 LVLT LEVEL 3 COM LVLT US 03/19/11 P1.5 -15.1 75.4 0.10 -33.3 239 ARUN ARUBA NETWO ARUN US 03/19/11 C26 -14.7 57.0 5.30 130.4 528 C CITIGROUP I C US 03/19/11 P4.5 -14.3 27.9 0.03 0.0 678 SMTC SEMTECH COR SMTC US 03/19/11 C21 -14.2 31.4 3.39 35.6 965 ARUN ARUBA NETWO ARUN US 03/19/11 C30 -14.0 53.7 2.50 247.2 996 INTU INTUIT INC INTU US 04/16/11 C55 -13.7 26.1 1.85 131.2 1458 SPWRB SUNPOWER CO SPWRB US 03/19/11 P19 -13.5 46.7 1.35 -48.1 200 AMP AMERIPRISE AMP US 03/19/11 P55 -13.5 31.7 0.10 -50.0 827 ARUN ARUBA NETWO ARUN US 03/19/11 P29 -13.5 53.6 1.00 -70.6 340 CPB CAMPBELL SO CPB US 05/21/11 P33 -13.4 18.4 1.10 46.7 220 NWL NEWELL RUBB NWL US 03/19/11 C20 -13.2 21.5 0.60 0.0 308 EGO ELDORADO GO EGO US 03/19/11 C17 -12.9 32.2 0.80 0.0 543 JWN NORDSTROM I JWN US 04/16/11 P48 -12.9 30.5 2.82 -13.2 200 CF CF INDUSTRI CF US 03/19/11 C145 -12.8 38.2 5.80 -33.3 480 ESLR EVERGREEN S ESLR US 09/17/11 C2 -12.8 26.7 0.40 14.3 226 SPWRA SUNPOWER CO SPWRA US 03/19/11 P19 -12.7 51.8 1.20 -47.8 433 JWN NORDSTROM I JWN US 04/16/11 C46 -12.6 31.7 2.90 4.7 1114 CPB CAMPBELL SO CPB US 05/21/11 C35 -12.6 17.7 0.45 -64.0 345 RST ROSETTA STO RST US 03/19/11 P17.5 -12.4 46.7 1.00 400.0 238 WFR MEMC ELEC M WFR US 04/16/11 P9 -12.3 72.4 0.05 25.0 4230 JWN NORDSTROM I JWN US 04/16/11 P46 -12.3 31.7 1.85 -25.4 1037 STD BANCO SANTA STD US 03/19/11 C12 -12.2 33.0 0.95 5.6 1020 YGE YINGLI GREE YGE US 03/19/11 P12 -11.9 50.8 0.25 -46.8 322 ARUN ARUBA NETWO ARUN US 03/19/11 P30 -11.9 53.9 1.25 0.0 2459 GE GENERAL ELE GE US 03/19/11 C19 -11.7 29.0 2.42 -5.1 251 UPL ULTRA PETRO UPL US 03/19/11 P43 -11.3 27.1 0.30 20.0 2630 BRCD BROCADE COM BRCD US 04/16/11 C5 -11.2 52.0 1.68 46.1 1747 INTC INTEL CORP INTC US 01/21/12 C10 -11.1 39.4 12.10 0.8 300 CPB CAMPBELL SO CPB US 01/21/12 P30 -11.0 19.3 1.35 17.4 205 BSX BOSTON SCIE BSX US 05/21/11 C6 -10.7 34.1 1.62 5.2 2042 INTU INTUIT INC INTU US 04/16/11 C52.5 -10.1 27.6 3.30 106.2 1042 HSNI HSN INC HSNI US 03/19/11 P25 -10.1 50.1 0.10 -71.4 500 DK DELEK US HO DK US 03/19/11 C10 -10.1 64.0 1.10 -40.5 200 QQQQ POWERSH-QQQ QQQQ US 03/19/11 P61 -10.1 13.6 2.49 5.1 216


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


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-0- Feb/18/2011 16:30 GMT

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