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
=============================================================================
XLU    SPDR-UTIL S  XLU US 03/19/11 P32      140.1  15.4   0.37  -41.3   2987
SPY    SPDR S&P 50  SPY US 03/19/11 P138      89.0  17.9   5.35  -14.4    771
DPTR   DELTA PETRO  DPTR US 03/19/11 C1       71.4 144.0   0.20  100.0    592
SPY    SPDR S&P 50  SPY US 03/19/11 P137      58.9  17.5   4.55  -16.1   1048
SPY    SPDR S&P 50  SPY US 03/19/11 P136      40.8  16.7   3.72  -18.6   3060
KMB    KIMBERLY-CL  KMB US 03/19/11 C62.5     37.2  20.5   3.10   30.8    479
SIRI   SIRIUS XM R  SIRI US 03/19/11 C1.5     34.0  60.4   0.32   18.5    527
CNO    CNO FINANCI  CNO US 04/16/11 C6        33.7  49.7   1.20    9.1    602
XLP    SPDR-CONS S  XLP US 03/19/11 P29       33.4  15.2   0.13  -56.7    250
SPY    SPDR S&P 50  SPY US 03/19/11 P135      31.2  16.5   3.01  -21.2   5553
NHP    NATIONWIDE   NHP US 06/18/11 C40       30.6  24.5   3.00   71.4   2101
DEER   DEER CONSUM  DEER US 03/19/11 P10      28.2 158.4   0.95   18.8    352
IPG    INTERPUBLIC  IPG US 03/19/11 C12       27.6  36.9   1.30  116.7   1033
DELL   DELL INC     DELL US 03/19/11 C14      26.8  37.8   1.70   41.7   2903
SFLY   SHUTTERFLY   SFLY US 03/19/11 C30      26.6  78.9  12.40   -0.8   1000
DIA    SPDR DJIA T  DIA US 03/19/11 P127.75   24.2  16.0   5.95  -24.7    252
MCO    MOODY'S COR  MCO US 03/19/11 C33       24.2  25.1   0.38  153.3    550
GPRE   GREEN PLAIN  GPRE US 03/19/11 C12.5    22.6  60.0   0.80  166.7    309
CIM    CHIMERA INV  CIM US 03/19/11 C4        22.5  21.4   0.32   23.1    294
BEXP   BRIGHAM EXP  BEXP US 03/19/11 C34      22.2  44.1   3.40   94.3    585
CPRT   COPART INC   CPRT US 03/19/11 P40      21.9  33.7   0.50  -16.7   1462
NLY    ANNALY CAPI  NLY US 03/19/11 C17       21.6  17.9   0.83    5.1    393
AMAT   APPLIED MAT  AMAT US 03/19/11 C15      20.3  41.7   1.49   26.3    898
TQNT   TRIQUINT SE  TQNT US 04/16/11 C15      19.3  54.1   0.75  -25.0    233
CDE    COEUR D'ALE  CDE US 03/19/11 C26       19.2  62.5   5.50  139.1    224
HLX    HELIX ENERG  HLX US 03/19/11 C14       19.2  45.8   1.40   75.0    249
MCP    MOLYCORP IN  MCP US 03/19/11 C45       19.2  62.0   4.50   -2.2    425
BAC    BANK OF AME  BAC US 03/19/11 C12       18.9  50.0   2.32    5.0    570
PFE    PFIZER INC   PFE US 03/19/11 P17       18.6  35.7   0.04  -20.0    331
SPLS   STAPLES INC  SPLS US 03/19/11 P20      18.3  37.7   0.25  -21.9    363
PFE    PFIZER INC   PFE US 03/19/11 C18       17.9  26.9   1.32   45.0   2423
XLI    SPDR-INDU S  XLI US 03/19/11 P37       17.6  22.3   0.68  -22.7    584
PFE    PFIZER INC   PFE US 03/19/11 P18       17.6  26.3   0.06  -45.5   4791
CCME   CHINA MEDIA  CCME US 03/19/11 P14      17.6 182.1   2.35   23.7   1081
CLWR   CLEARWIRE -  CLWR US 03/19/11 P5       17.5  93.5   0.40   14.3    749
SLXP   SALIX PHARM  SLXP US 03/19/11 P35      17.1  51.6   2.00  -27.3    307
CCME   CHINA MEDIA  CCME US 03/19/11 P11      16.5 213.1   1.15   21.1    607
CCME   CHINA MEDIA  CCME US 03/19/11 C14      16.0 128.9   1.55  -11.4    580
LFT    LONGTOP FIN  LFT US 03/19/11 P30       15.7  46.3   1.85   54.2    362
MCP    MOLYCORP IN  MCP US 03/19/11 C47       15.6  60.5   2.98  -12.3    234
SFI    ISTAR FINAN  SFI US 01/19/13 P5        15.2  75.0   0.95   -5.0    520
WAG    WALGREEN CO  WAG US 03/19/11 P43       15.1  23.9   0.61  -61.9    884
CLR    CONTL RES I  CLR US 03/19/11 P60       15.0  48.7   0.25    0.0    989
BAM    BROOKFIELD   BAM US 06/18/11 C35       15.0  18.5   0.70   40.0    206
MT     ARCELORMITT  MT1 US 03/19/11 C36       15.0  85.6   3.05   13.0    200
BAC    BANK OF AME  BAC US 04/16/11 C10       14.7  60.3   4.45    4.7    500
VRTX   VERTEX PHAR  VRTX US 03/19/11 P43      14.6  38.4   0.45  -43.8    482
CCME   CHINA MEDIA  CCME US 03/19/11 P12.5    14.6 192.8   1.60   23.1    884
CCME   CHINA MEDIA  CCME US 03/19/11 C12.5    14.5 138.4   2.26  -13.7    699
MU     MICRON TECH  MU US 03/19/11 C10        14.5  49.0   1.46   -1.4    326
ARUN   ARUBA NETWO  ARUN US 03/19/11 C25      13.7  75.8   5.60   19.1   1795
ED     CONS EDISON  ED US 03/19/11 P50        13.6  11.2   0.40  -68.2    398
GS     GOLDMAN SAC  GS US 03/19/11 C160       13.5  25.6   6.45    0.0    377
CLS    CELESTICA I  CLS US 03/19/11 C12.5     13.4  36.4   0.25   25.0    271
CCME   CHINA MEDIA  CCME US 03/19/11 P5       13.4 312.6   0.20  100.0    426
CCME   CHINA MEDIA  CCME US 03/19/11 P9       13.4 245.4   0.70   27.3   2036
DELL   DELL INC     DELL US 03/19/11 C15      13.2  31.1   0.83   84.4   1025
MCP    MOLYCORP IN  MCP US 03/19/11 C48       13.2  61.5   2.70   -5.3    263
TSO    TESORO CORP  TSO US 03/19/11 P22       13.2  60.7   0.47   17.5   3018
SD     SANDRIDGE E  SD US 03/19/11 C10        13.0  52.1   0.88   17.3   1060
WAG    WALGREEN CO  WAG US 03/19/11 P42       13.0  25.1   0.34  -64.2    227
MCO    MOODY'S COR  MCO US 03/19/11 C32       13.0  26.7   0.82  173.3    213
CCME   CHINA MEDIA  CCME US 03/19/11 C10      12.9 160.5   4.20   -8.7    200
GENZ   GENZYME COR  GENZ US 03/19/11 P75      12.9   6.3   0.24   -4.0    300
DELL   DELL INC     DELL US 03/19/11 P14      12.8  35.0   0.05  -44.4    751
NAT    NORDIC AMER  NAT US 03/19/11 C24       12.7  24.2   0.80    6.7    455
NAT    NORDIC AMER  NAT US 03/19/11 C25       12.7  21.9   0.27   35.0    220
STD    BANCO SANTA  STD US 03/19/11 P12       12.4  43.7   0.35   16.7   1502
BBBB   BLACKBOARD   BBBB US 03/19/11 C35      12.4  36.5   1.15   33.7    401
XLI    SPDR-INDU S  XLI US 03/19/11 P36       12.4  23.9   0.33  -31.2    845
BAC    BANK OF AME  BAC US 04/16/11 C11       12.4  50.9   3.40    4.6    638
CCME   CHINA MEDIA  CCME US 04/16/11 P8       12.4 197.5   0.75   15.4    383
CLDX   CELLDEX THE  CLDX US 03/19/11 C4       12.3  98.8   0.25    0.0    249
BX     BLACKSTONE   BX US 03/19/11 C15        12.3  50.2   2.75   -1.1    260
GG     GOLDCORP IN  GG US 03/19/11 P42        12.2  34.7   0.08  -11.1   3550
DECK   DECKERS OUT  DECK US 03/19/11 C85      12.2  50.2   6.10   10.9    526
DRYS   DRYSHIPS IN  DRYS US 03/19/11 C4.5     12.1  54.5   0.49    2.1    370
MCP    MOLYCORP IN  MCP US 03/19/11 C49       12.0  60.4   2.25   -8.2   1612
XLU    SPDR-UTIL S  XLU US 03/19/11 C31       12.0  14.6   1.25   47.1    203
DECK   DECKERS OUT  DECK US 03/19/11 C90      12.0  48.3   3.30   13.8   1112
CVS    CVS CAREMAR  CVS US 03/19/11 P30       12.0  32.3   0.08    0.0    205
CCME   CHINA MEDIA  CCME US 03/19/11 P10      11.9 226.6   0.90   28.6    511
EXM    EXCEL MARIT  EXM US 03/19/11 P5        11.9  50.8   0.10  -33.3   1000
MU     MICRON TECH  MU US 03/19/11 C11        11.8  47.8   0.68   -2.9   4320
OVTI   OMNIVISION   OVTI US 04/16/11 C31      11.8  54.2   2.25  -13.5    259
DECK   DECKERS OUT  DECK US 03/19/11 P80      11.6  53.6   1.05    0.0    499
XLU    SPDR-UTIL S  XLU US 06/18/11 P31       11.6  15.0   0.67  -21.2    274
JCG    J CREW GROU  JCG US 03/19/11 P40       11.5  36.1   0.25  -16.7   1068
WM     WASTE MANAG  WM US 03/19/11 C36        11.5  27.3   1.30   13.0    839
ALXN   ALEXION PHA  ALXN US 03/19/11 P85      11.5  39.3   0.30    0.0    491
DELL   DELL INC     DELL US 03/19/11 P15      11.3  30.6   0.17  -50.0    656
WAG    WALGREEN CO  WAG US 03/19/11 C44       11.2  23.1   0.74  289.5   2282
DECK   DECKERS OUT  DECK US 03/19/11 P90      11.0  48.1   4.40   -8.3    224
AMAT   APPLIED MAT  AMAT US 03/19/11 C16      11.0  33.2   0.70   55.6   1823
PFE    PFIZER INC   PFE US 03/19/11 C19       10.9  20.1   0.46   76.9   4079
WAG    WALGREEN CO  WAG US 03/19/11 C40       10.9  28.8   3.80   63.8   1510
CCME   CHINA MEDIA  CCME US 04/16/11 P12      10.9 167.2   2.10   13.5    848
WAG    WALGREEN CO  WAG US 03/19/11 C43       10.9  23.8   1.27  182.2    347
SLW    SILVER WHEA  SLW US 03/19/11 P33       10.7  64.2   0.12  -40.0    773
SPLS   STAPLES INC  SPLS US 04/16/11 C22      10.6  30.3   0.55   83.3   2053
ALU    ALCATEL-LUC  ALU US 03/19/11 C5        10.6  43.7   0.20   33.3   1701
ARUN   ARUBA NETWO  ARUN US 03/19/11 C28      10.5  63.4   3.00    0.0    284
BRCD   BROCADE COM  BRCD US 03/19/11 C6       10.5  46.9   0.44   -6.4    463
XLE    SPDR-ENERGY  XLE US 03/19/11 P70       10.4  33.8   0.18  -14.3   2032
T      AT&T INC     T US 03/19/11 C27         10.4  18.0   1.38   12.2    420
SPLS   STAPLES INC  SPLS US 03/19/11 P21      10.4  32.9   0.55  -21.4   1270
FE     FIRSTENERGY  FE US 07/16/11 P35        10.3  21.3   0.80  -11.1    200
MU     MICRON TECH  MU US 03/19/11 P10        10.3  49.5   0.07    0.0    492
XOM    EXXON MOBIL  XOM US 03/19/11 P75       10.2  35.8   0.10  -23.1    245
SPLS   STAPLES INC  SPLS US 03/19/11 C22      10.2  33.6   0.33   65.0  11299
BAC    BANK OF AME  BAC US 03/19/11 C13       10.1  38.6   1.35    6.3   1656
WAG    WALGREEN CO  WAG US 03/19/11 P44       10.0  22.8   1.07  -65.5    311

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EPB EL PASO PIP EPB US 03/19/11 C35 -58.1 10.1 2.60 30.0 317 SOMX SOMAXON PHA SOMX US 05/21/11 C3 -36.3 10.6 0.15 0.0 528 XLU SPDR-UTIL S XLU US 04/16/11 C33 -29.1 10.6 0.13 160.0 6220 BEXP BRIGHAM EXP BEXP US 03/19/11 C32 -27.6 32.4 4.90 28.9 309 PPL PPL CORPORA PPL US 03/19/11 C26 -23.5 17.8 0.10 100.0 442 SGMO SANGAMO BIO SGMO US 03/19/11 P7 -23.2 89.7 0.15 -57.1 308 XLF SPDR-FINL S XLF US 03/19/11 P14 -23.1 40.7 0.01 -50.0 536 ELNK EARTHLINK I ELNK US 10/22/11 P6 -22.6 33.8 0.15 0.0 324 NLY ANNALY CAPI NLY US 10/22/11 P18 -22.1 8.2 2.04 -8.5 250 EIX EDISON INTL EIX US 03/19/11 C37.5 -21.7 14.0 0.40 100.0 205 CDE COEUR D'ALE CDE US 03/19/11 C25 -20.8 41.1 6.24 101.3 686 SGY STONE ENERG SGY US 04/16/11 P31 -17.3 48.1 2.55 -29.2 200 MRX MEDICIS PHA MRX US 04/16/11 C30 -16.7 30.9 2.75 816.7 331 TGB TASEKO MINE TGB US 03/19/11 C6 -16.6 39.2 0.40 0.0 209 JKS JINKOSOLAR- JKS US 03/19/11 C27 -16.5 79.0 4.40 33.3 1667 GEN GENON ENERG GEN US 03/19/11 P4 -15.9 39.2 0.20 -20.0 200 JKS JINKOSOLAR- JKS US 03/19/11 C30 -15.8 77.0 2.20 12.8 1608 XOM EXXON MOBIL XOM US 04/16/11 C65 -15.4 41.5 21.50 1.9 300 EPB EL PASO PIP EPB US 06/18/11 C35 -14.9 20.7 3.42 17.9 200 KWK QUICKSILVER KWK US 04/16/11 C15 -14.9 34.1 1.20 0.0 205 NHP NATIONWIDE NHP US 06/18/11 P35 -14.4 29.4 0.90 -10.0 2001 VIT VANCEINFO T VIT US 03/19/11 C30 -14.2 49.4 3.70 15.6 507 OSTK OVERSTOCK.C OSTK US 03/19/11 C15 -13.6 54.0 1.48 196.0 723 BRK/B BERKSHIRE H BRKB US 03/19/11 C90 -13.3 18.5 0.40 53.9 1253 THC TENET HEALT THC US 03/19/11 C7 -13.1 21.7 0.30 50.0 1140 SFLY SHUTTERFLY SFLY US 09/17/11 C40 -13.1 37.6 6.10 -6.2 1005 MRX MEDICIS PHA MRX US 07/16/11 C30 -13.0 30.7 3.60 300.0 6365 C CITIGROUP I C US 03/19/11 C4 -13.0 39.1 0.72 2.9 1512 UNG US NAT GAS UNG US 03/19/11 C5 -12.6 33.6 0.48 17.1 2251 JKS JINKOSOLAR- JKS US 03/19/11 C25 -12.3 82.4 5.60 30.2 1226 ICO INTERNATION ICO US 03/19/11 C9 -11.9 48.5 0.85 -15.0 405 HUM HUMANA INC HUM US 03/19/11 C62.5 -11.5 26.3 4.30 132.4 5053 IBM IBM IBM US 04/16/11 P80 -11.3 68.5 0.02 -60.0 468 HBC HSBC HOLDIN HBC US 03/19/11 C57.5 -10.9 24.2 0.29 -78.4 3536 DF DEAN FOODS DF US 04/16/11 P10 -10.9 41.7 0.40 -11.1 200 SRE SEMPRA ENER SRE US 04/16/11 C50 -10.8 16.9 3.60 -5.5 761 VXX IPATH-S&P S VXX US 03/19/11 P27 -10.6 47.5 0.21 -4.5 464 ACL ALCON INC ACL US 03/19/11 P165 -10.6 2.7 0.42 -47.5 396 HBC HSBC HOLDIN HBC US 03/19/11 P52.5 -10.6 26.3 0.50 78.6 616 BRK/B BERKSHIRE H BRKB US 03/19/11 C85 -10.5 19.8 2.70 50.8 1018 CVVT CHINA VALVE CVVT US 04/16/11 C5 -10.3 95.2 1.35 0.0 255 SD SANDRIDGE E SD US 03/19/11 C9 -10.2 53.2 1.69 8.3 306


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


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-0- Feb/28/2011 16:30 GMT

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