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
=============================================================================
YRCW   YRC WORLDWI  YRCW US 03/19/11 C2       99.5 162.5   0.50  -69.7    457
HES    HESS CORP    HES US 01/21/12 C40       73.4  56.2  46.75    1.0    200
SWKS   SKYWORKS SO  SWKS US 03/19/11 C30      60.4  53.9   5.30  -18.5   1010
MO     ALTRIA GROU  MO US 03/19/11 C24        47.6  20.7   1.51   11.8    675
KO     COCA-COLA C  KO US 03/19/11 C57.5      47.1  32.5   7.40   17.5    215
AMGN   AMGEN INC    AMGN US 03/19/11 P52.5    40.6  24.6   1.27   -6.6    544
GEN    GENON ENERG  GEN US 05/21/11 C3        34.9  47.2   1.25   38.9    300
HYG    ISH-IBOXX H  HYG US 04/16/11 C92       34.1   7.7   0.80   50.9   4438
XLU    SPDR-UTIL S  XLU US 03/19/11 C32       33.2  10.2   0.39   21.9   1721
CIM    CHIMERA INV  CIM US 09/17/11 P4        30.3  26.0   0.30   20.0    348
SIRI   SIRIUS XM R  SIRI US 03/19/11 C1.5     30.3  66.7   0.28   -3.5    718
UPL    ULTRA PETRO  UPL US 04/16/11 C42       29.0  33.9   3.80  -26.2    500
CCME   CHINA MEDIA  CCME US 03/19/11 C10      27.6 187.7   3.50  -20.4    210
HCN    HEALTH CARE  HCN US 03/19/11 P50       27.6  20.6   0.40  100.0   1192
GLBL   GLOBAL INDS  GLBL US 03/19/11 C7.5     26.9  61.3   1.60   10.3    278
OCR    OMNICARE IN  OCR US 03/19/11 C27.5     23.2  32.0   1.80   44.0   2029
CCME   CHINA MEDIA  CCME US 04/16/11 P11      21.4 213.9   2.60   48.6    410
COCO   CORINTHIAN   COCO US 04/16/11 C4       21.4  77.4   1.56   11.4    202
DPTR   DELTA PETRO  DPTR US 03/19/11 C1       21.1 164.8   0.29   16.0    533
SU     SUNCOR ENER  SU US 03/19/11 C30        21.0 109.6  17.32   15.2    800
CCME   CHINA MEDIA  CCME US 04/16/11 P12      20.4 205.0   2.95   34.1    381
CCME   CHINA MEDIA  CCME US 04/16/11 P10      20.2 216.4   2.10   55.6   1048
CCME   CHINA MEDIA  CCME US 03/19/11 P12.5    20.0 240.6   2.40   45.5    817
PDLI   PDL BIOPHAR  PDLI US 05/21/11 C5       19.9  36.9   0.55  -26.7    246
TLT    ISHARES BAR  TLT US 03/19/11 C90       19.9  14.1   2.24   -9.3    228
BP     BP PLC-ADR   BP US 01/19/13 C35        19.6  32.5  14.30    0.3    212
FITB   FIFTH THIRD  FITB US 03/19/11 C13      19.5  42.3   1.16  -29.7    433
AMGN   AMGEN INC    AMGN US 03/19/11 P50      19.2  27.4   0.40  -11.1    700
CCME   CHINA MEDIA  CCME US 03/19/11 P11      18.9 256.6   1.75   52.2    248
MO     ALTRIA GROU  MO US 03/19/11 P24        18.9  19.9   0.08    0.0    436
KO     COCA-COLA C  KO US 03/19/11 P67.5      18.4  12.9   2.80  -23.3    247
CIM    CHIMERA INV  CIM US 03/19/11 C4        18.3  33.1   0.30   -6.2    244
CCME   CHINA MEDIA  CCME US 03/19/11 P10      18.2 273.1   1.50   57.9   1831
NLY    ANNALY CAPI  NLY US 07/16/11 C17       17.4  14.9   0.95    0.0    215
KOG    KODIAK OIL   KOG US 04/16/11 C7.5      17.4  73.1   0.70    0.0    503
CCME   CHINA MEDIA  CCME US 03/19/11 P9       17.3 287.5   1.15   53.3   1505
LVLT   LEVEL 3 COM  LVLT US 06/18/11 C1       17.3  89.4   0.40  -11.1    250
FITB   FIFTH THIRD  FITB US 03/19/11 C14      17.1  36.9   0.46  -41.0   1092
TAP    MOLSON COOR  TAP US 04/16/11 C45       16.9  21.7   1.75   25.0   1056
AMAT   APPLIED MAT  AMAT US 03/19/11 P17      16.6  28.1   0.69  -11.5    470
CCME   CHINA MEDIA  CCME US 03/19/11 C12.5    16.5 163.2   1.85  -26.0    724
KO     COCA-COLA C  KO US 03/19/11 P60        15.7  22.8   0.08  -42.9    339
SFI    ISTAR FINAN  SFI US 03/19/11 C10       15.2  57.9   0.60   50.0   3260
GG     GOLDCORP IN  GG US 03/19/11 C45        14.9  33.9   4.35   40.3    204
PXP    PLAINS EXPL  PXP US 03/19/11 C32       14.5  60.3   7.00    5.3    750
KO     COCA-COLA C  KO US 03/19/11 C62.5      14.1  17.0   2.71   65.2    348
GG     GOLDCORP IN  GG US 03/19/11 P46        13.7  32.6   0.31  -32.6    621
GG     GOLDCORP IN  GG US 03/19/11 P46        13.7  32.6   0.31  -32.6    621
ATPG   ATP OIL & G  ATPG US 03/19/11 P21      13.5  63.1   1.25  -35.6    437
SOL    RENESOLA LT  SOL US 04/16/11 C7        13.4  78.7   2.60  -42.2    229
UNFI   UNITED NATU  UNFI US 03/19/11 P40      13.2  47.4   0.85   -5.6   1140
RSG    REPUBLIC SV  RSG US 03/19/11 C30       13.1  19.7   0.35   16.7    200
NGG    NATIONAL GR  NGG US 03/19/11 C45       13.1  19.4   1.60  -23.8    244
GG     GOLDCORP IN  GG US 03/19/11 P45        13.0  33.6   0.21  -30.0    215
MRK    MERCK & CO   MRK US 03/19/11 C32       12.8  18.3   0.90   23.3    315
CHBT   CHINA-BIOTI  CHBT US 05/21/11 C10      12.5  69.7   2.10    2.4    200
HK     PETROHAWK E  HK US 04/16/11 C20        12.4  47.4   2.31   10.0    310
MELI   MERCADOLIBR  MELI US 03/19/11 P65      12.4  43.5   2.40   17.1   1113
GG     GOLDCORP IN  GG US 03/19/11 P48        12.3  31.2   0.82  -38.4    460
QID    PROSHARES Q  QID1 US 03/19/11 C10      12.3  35.2   0.45   -2.2    468
GDOT   GREEN DOT C  GDOT US 03/19/11 P50      12.2  58.6   2.65  112.0    488
GG     GOLDCORP IN  GG US 03/19/11 P49        12.1  31.3   1.28  -32.6    462
SPWRA  SUNPOWER CO  SPWRA US 03/19/11 P14     11.8  67.6   0.07    0.0    500
MO     ALTRIA GROU  MO US 03/19/11 C26        11.8  11.6   0.05   66.7    919
XLF    SPDR-FINL S  XLF US 03/19/11 C16       11.8  23.0   0.84   -9.7   1918
CHK    CHESAPEAKE   CHK US 03/19/11 C28       11.7  52.3   6.70   -9.5    324
SPWRA  SUNPOWER CO  SPWRA US 03/19/11 P15     11.7  62.6   0.12  -14.3    202
CCME   CHINA MEDIA  CCME US 03/19/11 P7.5     11.4 299.4   0.70   55.6    865
TTT    TERRA NOVA   TTT US 10/22/11 C7.5      11.4  46.5   1.85    0.0    500
XLF    SPDR-FINL S  XLF US 03/19/11 C17       11.3  19.5   0.16  -27.3   4524
ORI    OLD REPUB I  ORI US 03/19/11 C12.5     11.2  18.8   0.05  -50.0    200
GG     GOLDCORP IN  GG US 03/19/11 C47        11.2  31.4   2.71   67.3    833
GG     GOLDCORP IN  GG US 03/19/11 P47        11.2  31.5   0.49  -41.0    511
SPWRA  SUNPOWER CO  SPWRA US 03/19/11 P16     11.1  58.2   0.24  -31.4   4475
GG     GOLDCORP IN  GG US 04/16/11 C44        11.0  34.4   5.65   27.0    216
CRR    CARBO CERAM  CRR US 03/19/11 P110      11.0  50.7   1.25   81.2    447
SNY    SANOFI-AVEN  SNY US 06/18/11 P34       10.9  24.9   2.15  -24.6    366
FCX    FREEPORT-MC  FCX US 04/16/11 C45       10.6  46.9   8.30   -2.4    551
KO     COCA-COLA C  KO US 03/19/11 P62.5      10.5  16.9   0.21  -55.3    317
GG     GOLDCORP IN  GG US 03/19/11 C49        10.5  31.1   1.39   95.8   4860
EPB    EL PASO PIP  EPB US 04/16/11 P35       10.4  25.2   0.30  -14.3    248
GG     GOLDCORP IN  GG US 04/16/11 P42        10.4  36.1   0.30  -11.8    215
CAT    CATERPILLAR  CAT US 03/19/11 C85       10.4  50.8  18.00    1.2    819
GG     GOLDCORP IN  GG US 03/19/11 C48        10.3  31.0   1.96   79.8    610
HK     PETROHAWK E  HK US 04/16/11 C22        10.3  44.7   1.14   10.7   7960
YHOO   YAHOO! INC   YHOO US 03/19/11 P15      10.2  34.8   0.06   20.0    517
HERO   HERCULES OF  HERO US 04/16/11 C4.5     10.2  70.7   0.95   72.7    235
GS     GOLDMAN SAC  GS US 03/19/11 P165       10.1  22.1   3.95    5.3    873
BAC    BANK OF AME  BAC US 03/19/11 C12       10.0  49.7   2.19   -4.4   1000

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= JCG J CREW GROU JCG US 04/16/11 P43 -80.5 3.7 0.10 -89.5 293 JCG J CREW GROU JCG US 04/16/11 C44 -80.5 3.1 0.05 -90.0 788 JCG J CREW GROU JCG US 03/19/11 P43 -76.4 6.1 0.05 -95.5 760 JCG J CREW GROU JCG US 03/19/11 C44 -75.2 5.1 0.05 -90.0 3968 SPY SPDR S&P 50 SPY US 03/19/11 P138 -61.9 7.2 5.80 8.8 697 SONS SONUS NETWO SONS US 03/19/11 C4 -51.6 67.6 0.10 0.0 235 CEDC CENTRAL EUR CEDC US 03/19/11 P15 -50.1 62.9 0.35 0.0 464 TLT ISHARES BAR TLT US 03/19/11 C87 -44.1 10.2 4.72 -12.6 432 SPY SPDR S&P 50 SPY US 03/19/11 P137 -43.4 10.1 4.94 10.5 2105 JCG J CREW GROU JCG US 03/19/11 P40 -39.1 24.4 0.05 -87.5 259 YRCW YRC WORLDWI YRCW US 03/19/11 C1 -38.2 211.8 1.38 -23.3 350 JCG J CREW GROU JCG US 03/19/11 C45 -37.2 11.5 0.05 -66.7 229 SONS SONUS NETWO SONS US 03/19/11 C3.5 -33.2 64.1 0.40 300.0 4362 AONE A123 SYSTEM AONE US 03/19/11 P9 -32.5 50.0 0.35 -12.5 218 CEDC CENTRAL EUR CEDC US 03/19/11 C15 -32.0 64.9 1.65 0.0 272 SONS SONUS NETWO SONS US 04/16/11 C4 -28.8 56.2 0.25 150.0 1000 CEDC CENTRAL EUR CEDC US 04/16/11 P15 -28.8 56.2 0.61 0.0 200 EPI WISDOMTREE EPI US 03/19/11 P24 -26.6 21.9 1.05 -32.3 405 ALU ALCATEL-LUC ALU US 03/19/11 C3.5 -25.9 86.9 1.30 -7.8 1010 RAX RACKSPACE H RAX US 03/19/11 C27 -25.9 63.2 9.20 -24.8 1162 FDP FRESH DEL M FDP US 04/16/11 P25 -25.8 27.7 0.65 0.0 200 SPY SPDR S&P 50 SPY US 03/19/11 P135 -25.2 12.5 3.35 11.7 4932 YOKU YOUKU.COM I YOKU US 03/19/11 C37 -24.5 77.2 5.50 -15.4 333 VVUS VIVUS INC VVUS US 03/19/11 P7 -24.0 63.1 0.40 48.1 1022 YOKU YOUKU.COM I YOKU US 03/19/11 C35 -23.7 81.1 7.40 -1.3 370 XLV SPDR-HEALTH XLV US 03/19/11 P33 -22.7 12.8 0.62 -7.5 600 GERN GERON CORP GERN US 03/19/11 C5 -22.2 32.4 0.15 7.1 224 AZO AUTOZONE IN AZO US 03/19/11 C270 -21.6 21.6 2.25 -4.3 877 FSYS FUEL SYSTEM FSYS US 01/21/12 C20 -21.6 43.9 10.70 -2.6 250 CIGX STAR SCIENT CIGX US 03/19/11 C2 -21.1 78.2 0.15 50.0 333 RST ROSETTA STO RST US 04/16/11 P12.5 -20.9 47.5 0.60 50.0 1004 YOKU YOUKU.COM I YOKU US 03/19/11 P36 -20.9 83.0 1.00 -35.5 200 CEDC CENTRAL EUR CEDC US 04/16/11 C15 -20.5 54.8 2.10 0.0 216 YOKU YOUKU.COM I YOKU US 03/19/11 C40 -20.4 77.3 3.50 -20.4 1152 MWE MARKWEST EN MWE US 03/19/11 P43 -20.1 23.0 0.15 -66.7 696 COV COVIDIEN PL COV US 03/19/11 P50 -19.8 24.1 0.50 -37.5 1037 YOKU YOUKU.COM I YOKU US 03/19/11 C41 -19.8 76.9 3.00 -18.9 301 AZO AUTOZONE IN AZO US 03/19/11 P250 -19.5 24.5 1.30 -62.3 279 AZO AUTOZONE IN AZO US 03/19/11 C260 -18.9 23.1 6.50 10.2 452 AZO AUTOZONE IN AZO US 03/19/11 P260 -18.5 23.1 4.10 -43.1 267 YOKU YOUKU.COM I YOKU US 03/19/11 P37 -18.0 82.5 1.25 -26.5 803 C CITIGROUP I C US 03/19/11 C4.5 -17.9 25.1 0.19 -17.4 8788 VVUS VIVUS INC VVUS US 03/19/11 P6 -17.8 74.7 0.05 -50.0 500 MR MINDRAY MED MR US 03/19/11 P25 -17.8 44.5 0.35 -36.4 768 YOKU YOUKU.COM I YOKU US 03/19/11 C42 -17.6 78.1 2.50 -26.5 211 ZAGG ZAGG INC ZAGG US 03/19/11 C6 -17.6 102.9 3.10 14.8 310 YOKU YOUKU.COM I YOKU US 03/19/11 P35 -17.1 87.4 0.60 -53.9 639 SNTA SYNTA PHARM SNTA US 05/21/11 C5 -17.1 97.1 1.25 -10.7 1000 QQQQ POWERSH-QQQ QQQQ US 03/19/11 P60 -16.9 14.4 2.53 8.6 1253 CCME CHINA MEDIA CCME US 03/19/11 C5 -16.9 202.6 8.00 -11.1 1228 GEN GENON ENERG GEN US 03/19/11 C4 -16.8 36.0 0.25 25.0 266 WTW WEIGHT WATC WTW US 04/16/11 C55 -16.6 33.2 6.35 -8.1 500 SRE SEMPRA ENER SRE US 04/16/11 C50 -16.6 15.4 3.50 2.9 1620 SOL RENESOLA LT SOL US 03/19/11 C10 -16.4 66.6 0.35 -75.0 446 PAAS PAN AMER SI PAAS US 03/19/11 P41 -16.1 42.4 2.50 -12.3 1900 YOKU YOUKU.COM I YOKU US 03/19/11 C39 -16.1 81.3 3.70 -28.9 202 LO LORILLARD I LO US 06/18/11 P80 -15.8 40.5 7.75 -24.0 233 NCT NEWCASTLE I NCT US 03/19/11 C7.5 -15.8 57.4 0.80 -30.4 211 COV COVIDIEN PL COV US 03/19/11 C52.5 -15.6 22.1 0.70 7.7 2211 LO LORILLARD I LO US 04/16/11 P55 -15.6 72.1 0.44 -67.4 4475 LINE LINN ENERGY LINE US 03/19/11 P38 -15.5 18.0 0.30 -25.0 336 HST HOST HOTELS HST US 03/19/11 P17 -15.4 29.1 0.10 -33.3 200 YOKU YOUKU.COM I YOKU US 03/19/11 P33 -15.3 91.9 0.50 -37.5 567 XLI SPDR-INDU S XLI US 03/19/11 P37 -15.1 19.0 0.91 18.2 352 EP EL PASO COR EP US 01/19/13 C10 -15.0 44.1 9.05 14.6 349 VVUS VIVUS INC VVUS US 03/19/11 C7 -14.9 62.3 0.35 -60.7 203 LINE LINN ENERGY LINE US 03/19/11 P39 -14.9 18.6 0.75 -11.8 296 PAY VERIFONE SY PAY US 03/19/11 P43 -14.8 59.5 1.65 -8.3 239 BID SOTHEBY'S BID US 03/19/11 P45 -14.1 50.2 0.95 5.6 384 LO LORILLARD I LO US 04/16/11 P60 -14.0 67.3 0.93 -51.0 673 MO ALTRIA GROU MO US 03/19/11 P26 -13.9 10.9 0.94 -9.6 287 ARG AIRGAS INC ARG US 03/19/11 C65 -13.9 18.0 0.25 -28.6 376 LO LORILLARD I LO US 06/18/11 C75 -13.9 43.4 9.50 10.1 269 IVN IVANHOE MIN IVN US 03/19/11 P28 -13.8 42.1 0.80 -33.3 350 NVAX NOVAVAX INC NVAX US 03/19/11 C3 -13.6 83.9 0.30 500.0 365 SPY SPDR S&P 50 SPY US 03/19/11 P132 -13.6 15.5 1.74 10.1 31345 KO COCA-COLA C KO US 03/19/11 C67.5 -13.4 12.9 0.05 25.0 407 RRC RANGE RESOU RRC US 03/19/11 P50 -13.4 42.0 1.00 42.9 333 AMGN AMGEN INC AMGN US 03/19/11 C52.5 -13.1 25.0 1.01 11.0 1647 OSG OVERSEAS SH OSG US 03/19/11 C28 -12.9 52.0 4.80 0.0 207 EEM ISHARES-EMG EEM US 03/19/11 P39 -12.4 31.9 0.01 0.0 778 BPI BRIDGEPOINT BPI US 05/21/11 P17.5 -12.2 55.3 1.35 -12.9 417 BC BRUNSWICK C BC US 03/19/11 C15 -12.0 81.1 7.90 180.1 300 MA MASTERCARD MA US 03/19/11 C255 -11.9 22.0 1.53 30.8 220 BCS BARCLAYS PL BCS US 03/19/11 C21 -11.7 31.8 0.45 -40.0 1044 AHD ATLAS ENERG AHD US 03/19/11 C17.5 -11.7 38.8 0.45 80.0 639 RRC RANGE RESOU RRC US 03/19/11 P52.5 -11.6 41.1 2.00 37.9 833 LINE LINN ENERGY LINE US 03/19/11 C39 -11.4 18.0 0.50 -16.7 236 C CITIGROUP I C US 04/16/11 C2.5 -11.4 78.5 2.14 -2.3 391 GE GENERAL ELE GE US 03/19/11 C19 -11.2 32.8 1.73 -14.4 1355 KWK QUICKSILVER KWK US 03/19/11 P15 -11.1 31.6 0.45 50.0 931 GOLD RANDGOLD RE GOLD US 03/19/11 C80 -11.1 29.4 3.20 18.5 217 NEOP NEOPROBE CO NEOP US 10/22/11 C2.5 -11.0 80.7 1.60 -20.0 210 SPY SPDR S&P 50 SPY US 03/19/11 P131 -11.0 16.5 1.37 7.9 11872 NLY ANNALY CAPI NLY US 03/19/11 P18 -10.9 11.4 0.22 -8.3 264 GE GENERAL ELE GE US 03/19/11 P17 -10.8 44.5 0.02 -33.3 4097 CSCO CISCO SYSTE CSCO US 03/19/11 C19 -10.5 20.4 0.20 0.0 5665 GE GENERAL ELE GE US 05/21/11 P13 -10.5 47.5 0.03 -40.0 227 XRT SPDR S&P RE XRT US 03/19/11 P50 -10.3 20.6 1.57 -1.3 207 C CITIGROUP I C US 05/21/11 C3.5 -10.3 40.2 1.20 -0.8 229 QQQQ POWERSH-QQQ QQQQ US 03/19/11 P59 -10.2 15.4 1.69 10.5 1477 CIGX STAR SCIENT CIGX US 05/21/11 C2 -10.1 83.7 0.30 50.0 614 RAI REYNOLDS AM RAI US 03/19/11 P34 -10.1 19.4 0.50 -37.5 305 FRX FOREST LABS FRX US 03/19/11 C32 -10.1 28.5 0.85 -19.1 281 CIGX STAR SCIENT CIGX US 08/20/11 C2 -10.1 71.2 0.40 33.3 445


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* - Ex-earnings.


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