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
=============================================================================
MMR    MCMORAN EXP  MMR US 03/19/11 C14       88.8  55.6   3.20    3.2    487
MGA    MAGNA INTL   MGA US 03/19/11 C50       68.9  43.6   1.90  -76.2    215
CLDA   CLINICAL DA  CLDA US 06/18/11 C30      45.7   6.5   1.00   -4.8    209
CLNE   CLEAN ENERG  CLNE US 03/19/11 C10      43.1  83.3   4.90   25.6    227
MRX    MEDICIS PHA  MRX US 03/19/11 C27       35.2  54.4   0.70  -12.5   1062
KOG    KODIAK OIL   KOG US 03/19/11 C5        32.3  74.8   2.25   21.6    331
NVS    NOVARTIS AG  NVS US 04/16/11 P57.5     30.9  20.1   3.00    0.0    485
GRMN   GARMIN LTD   GRMN US 04/16/11 P33      30.0  38.5   2.25    5.6    293
BAC    BANK OF AME  BAC US 03/19/11 C11       29.4  60.2   2.93   -9.8    248
HERO   HERCULES OF  HERO US 03/19/11 C3.5     28.5  75.8   0.85    4.9    483
SATC   SATCON TECH  SATC US 09/17/11 P2.5     27.4  79.1   0.30   50.0    500
TAN    GUGGENHEIM   TAN US 03/19/11 P8        26.7  52.6   0.20   33.3    250
OCZ    OCZ TECHNOL  OCZ US 09/17/11 C5        25.0  77.7   2.80  -15.2    202
HBI    HANESBRANDS  HBI US 03/19/11 C25       20.7  40.0   1.15   43.8   3787
UNG    US NAT GAS   UNG US 04/16/11 C4        19.6  47.3   1.14  -10.9    216
BSX    BOSTON SCIE  BSX US 03/19/11 C6        18.1  49.1   1.05   -7.1    523
TOL    TOLL BROTHE  TOL US 03/19/11 C21       17.3  41.0   0.85  -15.0   9368
F      FORD MOTOR   F US 03/19/11 C11         16.5  67.6   3.65   -1.4    205
BCO    BRINK'S CO/  BCO US 03/19/11 C30       15.2  31.4   1.05   64.1    923
JNK    SPDR BARCLA  JNK US 06/18/11 P37       14.9  11.7   0.25   25.0    200
KKR    KKR & CO LP  KKR US 03/19/11 C15       13.6  42.0   1.55   12.3   1000
HRB    H&R BLOCK I  HRB US 04/16/11 C12       12.8  66.5   3.20   12.3   2049
AMD    ADV MICRO D  AMD US 03/19/11 C7        12.7  69.3   1.93   18.4    244
CHS    CHICO'S FAS  CHS US 03/19/11 C13       12.5  45.4   0.80   33.3    651
FCS    FAIRCHILD S  FCS US 03/19/11 P18       12.5  40.9   0.90   28.6    785
PBR    PETROBRAS S  PBR US 03/19/11 C36       12.4  36.4   4.80    5.5    717
UNG    US NAT GAS   UNG US 03/19/11 C5        12.4  42.0   0.27  -25.0   6358
TOL    TOLL BROTHE  TOL US 03/19/11 P21       12.2  39.3   0.76   16.9    263
HSOL   HANWHA SOLA  HSOL US 03/19/11 P9       12.2  75.7   0.70  -12.5    825
ELN    ELAN CORP-A  ELN US 01/19/13 C5        12.2  59.6   2.55    2.0    200
HBI    HANESBRANDS  HBI US 04/16/11 P25       12.2  35.7   1.30  -10.3    212
AMR    AMR CORP     AMR US 01/19/13 P3        11.7  66.0   0.54   63.6    200
MENT   MENTOR GRAP  MENT US 03/19/11 P15      11.4  41.7   0.35    0.0    220
TWM    PROSHARES U  TWM US 03/19/11 C12       11.4  55.1   0.55    0.0    442
PPL    PPL CORPORA  PPL US 10/22/11 P25       11.4  19.4   2.15   13.2    519
S      SPRINT NEXT  S US 03/19/11 P4          11.1  37.9   0.08   14.3   1116
IWM    ISHARES-RUS  IWM US 03/19/11 C72       10.7  35.5   8.44    1.4    306
ARM    ARVINMERITO  ARM US 03/19/11 C18       10.6  54.8   1.20   71.4   2388
UCO    PRSH-ULT CR  UCO US 03/19/11 C12       10.6  78.2   1.40    7.7    805
HOV    HOVNANIAN E  HOV US 05/21/11 P4        10.5  62.9   0.42    5.0    400
ATPG   ATP OIL & G  ATPG US 03/19/11 C17      10.4  68.3   2.20   48.6    707
T      AT&T INC     T US 03/19/11 P29         10.3  15.4   1.40   35.9   1295
HRB    H&R BLOCK I  HRB US 04/16/11 P15       10.1  46.4   1.15  -28.1    515

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SLXP SALIX PHARM SLXP US 03/19/11 P30 -54.8 53.9 0.89 61.8 1239 SLXP SALIX PHARM SLXP US 03/19/11 C30 -51.8 53.4 4.63 0.0 292 ESLR EVERGREEN S ESLR US 06/18/11 C2 -47.7 20.1 0.15 -40.0 1111 FCN FTI CONSULT FCN US 03/19/11 C35 -41.4 24.5 0.45 -85.0 281 AXTI AXT INC AXTI US 03/19/11 C7.5 -41.3 71.0 0.55 -62.1 203 ISTA ISTA PHARMA ISTA US 03/19/11 C5 -41.2 62.2 1.30 -43.5 270 NUVA NUVASIVE IN NUVA US 03/19/11 P25 -38.6 48.8 0.40 -55.6 576 PCLN PRICELINE.C PCLN US 03/19/11 C465 -34.8 35.3 11.50 22.7 321 PCLN PRICELINE.C PCLN US 03/19/11 C475 -34.6 35.0 7.70 14.9 278 PCLN PRICELINE.C PCLN US 03/19/11 C470 -33.2 35.3 9.30 27.4 422 PCLN PRICELINE.C PCLN US 03/19/11 P450 -32.1 35.4 13.00 -65.2 211 PCLN PRICELINE.C PCLN US 03/19/11 C460 -31.7 35.7 13.47 28.3 365 PCLN PRICELINE.C PCLN US 03/19/11 P440 -31.3 36.3 9.48 -69.9 373 PCLN PRICELINE.C PCLN US 03/19/11 P420 -31.2 37.9 4.60 -77.7 894 PCLN PRICELINE.C PCLN US 03/19/11 C430 -31.0 37.8 30.90 42.4 384 PCLN PRICELINE.C PCLN US 03/19/11 C425 -30.7 38.1 34.40 45.9 320 PCLN PRICELINE.C PCLN US 03/19/11 C450 -30.5 36.3 18.47 42.6 297 PCLN PRICELINE.C PCLN US 03/19/11 P400 -30.5 40.9 2.01 -84.5 608 PCLN PRICELINE.C PCLN US 03/19/11 P415 -30.4 38.5 3.68 -79.5 205 MELI MERCADOLIBR MELI US 03/19/11 P67.5 -30.0 43.3 3.50 -18.6 227 PCLN PRICELINE.C PCLN US 03/19/11 C455 -30.0 35.8 15.00 28.2 521 PCLN PRICELINE.C PCLN US 03/19/11 P445 -29.9 36.3 12.00 -65.5 337 PCLN PRICELINE.C PCLN US 03/19/11 C440 -29.6 37.0 24.49 60.1 363 DOX AMDOCS LTD DOX US 04/16/11 C25 -29.5 30.1 4.20 -16.0 200 PFCB PF CHANG'S PFCB US 03/19/11 C40 -29.3 53.1 6.10 0.0 250 PCLN PRICELINE.C PCLN US 03/19/11 P430 -28.5 37.3 6.57 -73.4 461 PCLN PRICELINE.C PCLN US 03/19/11 P425 -28.3 37.6 5.70 -74.6 512 PCLN PRICELINE.C PCLN US 03/19/11 P460 -28.0 35.5 18.90 -58.4 235 PCLN PRICELINE.C PCLN US 03/19/11 P410 -27.4 39.2 3.21 -79.5 586 WBMD WEBMD HEALT WBMD US 03/19/11 P50 -25.6 36.7 0.17 -88.3 315 PCLN PRICELINE.C PCLN US 03/19/11 P380 -25.6 43.6 0.75 -90.4 394 GNK GENCO SHIPP GNK US 03/19/11 C13 -25.6 45.0 0.30 20.0 1023 CRDN CERADYNE IN CRDN US 03/19/11 P35 -25.5 36.2 1.45 -37.0 667 OCR OMNICARE IN OCR US 03/19/11 C29 -25.1 28.2 0.60 140.0 204 PWAV POWERWAVE T PWAV US 05/21/11 C2.5 -24.4 63.9 1.00 11.1 200 PCLN PRICELINE.C PCLN US 03/19/11 P390 -24.2 42.2 1.45 -85.3 276 ALU ALCATEL-LUC ALU US 03/19/11 C4 -24.1 44.1 0.70 0.0 200 NIHD NII HOLDING NIHD US 03/19/11 P41 -23.8 33.5 1.25 -23.8 460 PPO POLYPORE IN PPO US 03/19/11 C60 -23.2 51.3 1.80 227.3 200 SWY SAFEWAY INC SWY US 03/19/11 C22.5 -23.2 28.3 0.45 -35.7 951 NTES NETEASE.COM NTES US 03/19/11 C44 -22.6 40.6 3.00 76.5 628 SOMX SOMAXON PHA SOMX US 03/19/11 C3 -22.2 26.6 0.10 0.0 544 NTES NETEASE.COM NTES US 03/19/11 C46 -21.8 40.4 1.50 42.9 1170 NTES NETEASE.COM NTES US 03/19/11 P42 -21.3 40.6 0.60 -67.2 240 PCLN PRICELINE.C PCLN US 04/16/11 C455 -21.1 36.6 24.39 37.8 254 NIHD NII HOLDING NIHD US 03/19/11 C40 -20.6 35.4 2.10 62.8 1117 DISH DISH NETWOR DISH US 03/19/11 C23 -20.6 35.5 0.70 -26.3 1083 PCLN PRICELINE.C PCLN US 03/19/11 P350 -20.6 49.9 0.35 -88.7 388 VRX VALEANT PHA VRX US 01/19/13 C40 -20.4 29.6 8.00 14.3 601 PPO POLYPORE IN PPO US 03/19/11 C55 -20.4 51.7 4.20 250.0 279 IDCC INTERDIGITA IDCC US 03/19/11 P45 -20.1 53.3 1.20 69.0 433 IDCC INTERDIGITA IDCC US 03/19/11 P48 -19.7 52.7 2.25 53.1 806 FWLT FOSTER WHEE FWLT US 03/19/11 C36 -19.7 44.5 1.25 -9.4 1146 IDCC INTERDIGITA IDCC US 03/19/11 P40 -19.4 57.4 0.20 -4.8 229 HSOL HANWHA SOLA HSOL US 03/19/11 C8 -19.2 61.4 1.05 0.0 210 REXX REX ENERGY REXX US 03/19/11 C12.5 -19.2 41.6 0.50 42.9 247 XOM EXXON MOBIL XOM US 01/21/12 C50 -19.1 35.6 36.15 -4.4 2198 FWLT FOSTER WHEE FWLT US 03/19/11 C37 -19.0 43.5 0.87 -10.3 628 NIHD NII HOLDING NIHD US 03/19/11 C42 -18.6 34.4 1.05 75.0 477 PCLN PRICELINE.C PCLN US 04/16/11 P430 -18.4 37.6 14.21 -55.0 432 GLBL GLOBAL INDS GLBL US 03/19/11 C7.5 -18.1 57.3 0.50 -33.3 317 IDCC INTERDIGITA IDCC US 03/19/11 P50 -17.9 53.2 3.10 63.2 233 PCLN PRICELINE.C PCLN US 04/16/11 P410 -17.9 39.2 8.60 -61.0 474 GM GENERAL MOT GM US 03/19/11 P33 -17.8 35.7 1.00 17.6 2182 FWLT FOSTER WHEE FWLT US 03/19/11 C35 -17.8 45.5 1.77 -3.3 572 NUVA NUVASIVE IN NUVA US 04/16/11 P25 -17.6 44.7 0.75 0.0 508 NEM NEWMONT MIN NEM US 03/19/11 C50 -17.4 33.3 7.15 -20.1 204 PCLN PRICELINE.C PCLN US 04/16/11 C430 -16.9 38.0 38.80 40.7 256 MTG MGIC INVT C MTG US 01/19/13 P7.5 -16.8 47.9 2.05 2.5 230 MYL MYLAN INC MYL US 03/19/11 C21 -16.6 32.3 1.13 -37.2 500 PXP PLAINS EXPL PXP US 03/19/11 P37 -16.6 39.7 0.80 -15.8 205 IMAX IMAX CORP IMAX US 03/19/11 C28 -16.5 51.9 1.20 -27.3 255 NTES NETEASE.COM NTES US 03/19/11 C40 -16.5 42.9 6.20 55.0 724 IDCC INTERDIGITA IDCC US 03/19/11 P49 -16.4 54.6 2.80 60.0 336 GM GENERAL MOT GM US 03/19/11 P35 -16.4 33.1 2.06 32.9 1009 EPI WISDOMTREE EPI US 03/19/11 P20 -15.8 38.0 0.10 -33.3 1500 SPY SPDR S&P 50 SPY US 03/19/11 P136 -15.8 12.3 6.01 4.3 2692 KSS KOHLS CORP KSS US 03/19/11 C55 -15.8 23.2 0.45 0.0 1406 FWLT FOSTER WHEE FWLT US 03/19/11 P33 -15.8 48.0 0.70 -42.1 398 EPB EL PASO PIP EPB US 03/19/11 P35 -15.6 22.0 0.14 -44.0 210 PCLN PRICELINE.C PCLN US 04/16/11 P400 -15.6 40.0 7.00 -61.1 327 GM GENERAL MOT GM US 03/19/11 P31 -15.4 39.0 0.40 14.3 274 PCLN PRICELINE.C PCLN US 04/16/11 P360 -15.4 44.3 2.20 -72.2 273 LAD LITHIA MOTO LAD US 03/19/11 C12.5 -15.3 86.9 3.30 37.5 502 MYL MYLAN INC MYL US 03/19/11 P21 -15.2 33.4 0.39 25.8 1441 GNK GENCO SHIPP GNK US 03/19/11 C12 -15.0 51.5 0.80 73.9 205 C CITIGROUP I C US 03/19/11 P4 -14.8 41.9 0.01 -50.0 686 HUN HUNTSMAN CO HUN US 03/19/11 P17 -14.8 37.4 0.85 6.2 200 GM GENERAL MOT GM US 03/19/11 P34 -14.7 35.5 1.50 36.4 1023 CNO CNO FINANCI CNO US 03/19/11 C6 -14.7 52.6 1.00 -2.9 400 VXX IPATH-S&P S VXX US 03/19/11 C30 -14.6 61.9 4.60 -2.1 429 IDCC INTERDIGITA IDCC US 03/19/11 C50 -14.4 55.0 2.06 -60.4 880 KSS KOHLS CORP KSS US 03/19/11 C52.5 -14.3 22.9 1.30 18.2 282 MYL MYLAN INC MYL US 03/19/11 C23 -14.0 30.7 0.31 -44.6 840 MYL MYLAN INC MYL US 03/19/11 C22 -13.4 31.7 0.71 -35.5 3344 CLDA CLINICAL DA CLDA US 06/18/11 C29 -13.3 7.6 1.95 -7.1 250 C CITIGROUP I C US 03/19/11 C4 -13.3 44.6 0.68 -4.2 1001 TGT TARGET CORP TGT US 03/19/11 C52.5 -13.3 24.6 0.73 25.9 4037 GM GENERAL MOT GM US 03/19/11 P32 -13.3 38.5 0.62 12.7 794 CNO CNO FINANCI CNO US 06/18/11 C7 -13.1 40.3 0.55 -15.4 212 NTES NETEASE.COM NTES US 03/19/11 P46 -13.0 40.6 1.70 -51.4 220 LINE LINN ENERGY LINE US 03/19/11 C41 -12.9 19.7 0.20 0.0 342 GM GENERAL MOT GM US 04/16/11 C34 -12.8 35.7 1.50 -33.3 642 XL XL GROUP PL XL US 04/16/11 C20 -12.6 36.1 3.10 -26.2 200 GNK GENCO SHIPP GNK US 03/19/11 P11 -12.6 56.6 0.20 -56.5 350 BPOP POPULAR INC BPOP US 04/16/11 P3 -12.5 36.1 0.10 0.0 350 GWR GENESEE & W GWR US 04/16/11 P45 -12.4 40.0 0.70 27.3 550 AVNR AVANIR PHAR AVNR US 06/18/11 C3.5 -12.2 55.4 0.50 0.0 328 GM GENERAL MOT GM US 03/19/11 C34 -12.0 36.8 1.00 -44.4 6866 GM GENERAL MOT GM US 04/16/11 P25 -11.9 44.3 0.10 100.0 200 TGT TARGET CORP TGT US 03/19/11 C50 -11.5 25.2 2.18 43.4 1348 AAWW ATLAS AIR W AAWW US 04/16/11 C70 -11.5 37.0 2.85 -36.7 200 SGMO SANGAMO BIO SGMO US 05/21/11 C8 -11.5 71.9 0.85 -26.1 200 PXP PLAINS EXPL PXP US 03/19/11 C35 -11.3 43.1 4.30 -2.3 450 GM GENERAL MOT GM US 03/19/11 C35 -11.3 35.6 0.55 -54.2 1335 AUY YAMANA GOLD AUY US 03/19/11 C13 -11.2 32.3 0.25 4.2 1397 NEM NEWMONT MIN NEM US 03/19/11 P52.5 -11.1 31.1 0.34 47.8 384 GNK GENCO SHIPP GNK US 04/16/11 C13 -11.0 47.0 0.55 37.5 1273 NRGY INERGY LP NRGY US 03/19/11 C40 -10.9 19.2 1.30 -13.3 1148 FWLT FOSTER WHEE FWLT US 04/16/11 P35 -10.8 44.0 1.96 -4.4 427 IDCC INTERDIGITA IDCC US 04/16/11 C50 -10.7 56.5 3.60 0.0 258 SHLD SEARS HOLDI SHLD US 03/19/11 P80 -10.5 50.2 3.00 53.9 478 T AT&T INC T US 03/19/11 P20 -10.5 55.7 0.01 0.0 343 IWM ISHARES-RUS IWM US 03/19/11 P84 -10.5 21.0 4.38 -4.4 522 VXX IPATH-S&P S VXX US 03/19/11 C32 -10.5 67.0 3.35 -4.3 384 DTG DOLLAR THRI DTG US 07/16/11 C50 -10.4 28.0 5.00 -10.6 3339 IPI INTREPID PO IPI US 03/19/11 C37 -10.3 47.9 2.00 42.9 270 GNK GENCO SHIPP GNK US 04/16/11 C12 -10.3 49.7 1.00 51.5 378 AUY YAMANA GOLD AUY US 03/19/11 P13 -10.3 33.3 0.68 -9.3 353 GM GENERAL MOT GM US 03/19/11 C33 -10.1 38.7 1.45 -38.3 1284 XLF SPDR-FINL S XLF US 03/19/11 P17 -10.1 21.9 0.65 -1.5 5493 FWLT FOSTER WHEE FWLT US 04/16/11 C35 -10.1 44.3 2.65 11.3 558


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


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-0- Feb/24/2011 16:30 GMT

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