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
=============================================================================
NWN    NORTHWEST N  NWN US 03/19/11 C45      124.8  35.0   3.00  100.0    300
GXDX   GENOPTIX IN  GXDX US 08/20/11 P25     114.9   1.8   0.05    0.0    243
BGS    B&G FOODS I  BGS US 03/19/11 C15       94.6  68.0   2.15  207.1    243
SOMX   SOMAXON PHA  SOMX US 03/19/11 C3       82.7  45.3   0.10    0.0    458
RPRX   REPROS THER  RPRX US 03/19/11 C5       74.3 129.7   1.40   55.6    631
IWM    ISHARES-RUS  IWM US 03/19/11 C71       65.7  38.3  10.38    7.0    295
XLF    SPDR-FINL S  XLF US 03/19/11 C15       57.0  31.3   1.55    2.0    451
UNG    US NAT GAS   UNG US 04/16/11 C4        37.3  48.0   1.13   -5.0    271
HNR    HARVEST NAT  HNR US 03/19/11 C10       34.9 107.7   6.00   27.7   1515
CCME   CHINA MEDIA  CCME US 03/19/11 C5       34.5 237.9   6.00  -16.7   2090
SWFT   SWIFT TRANS  SWFT US 05/21/11 C15      30.2  44.3   0.80   14.3    245
KKR    KKR & CO LP  KKR US 03/19/11 C15       30.1  47.9   1.50  -18.9   1035
DRV    DIREXION DA  DRV US 03/19/11 C16       29.7  67.2   0.60  100.0    231
IWM    ISHARES-RUS  IWM US 03/19/11 C74       29.1  33.4   7.50    7.6    301
SIRI   SIRIUS XM R  SIRI US 03/19/11 C1.5     28.7  61.1   0.28   12.0    267
DNDN   DENDREON CO  DNDN US 08/20/11 C34      27.9  47.5   4.00   -4.8    260
MBT    MOBILE TELE  MBT US 01/21/12 P17.5     27.8  44.3   2.10   -4.5   1250
SPY    SPDR S&P 50  SPY US 03/19/11 C125      24.4  21.9   6.96   11.5   2492
SPY    SPDR S&P 50  SPY US 03/19/11 C126      24.4  22.0   6.09   11.7   1691
EXK    ENDEAVOUR S  EXK US 03/19/11 C7.5      23.2  87.0   1.40   40.0    666
HRZ    HORIZON LIN  HRZ US 07/16/11 P2.5      21.3 103.2   0.25    0.0    388
ASML   ASML HOLDIN  ASML US 03/19/11 P45      21.1  38.3   1.95   -2.5    500
IWM    ISHARES-RUS  IWM US 03/19/11 C75       20.4  31.9   6.55    9.2    605
SVM    SILVERCORP   SVM US 03/19/11 C12.5     19.9  56.2   1.70    9.7    356
EW     EDWARDS LIF  EW US 03/19/11 P85        19.9  27.5   0.85  -34.6    212
CHNG   CHINA NATUR  CHNG US 03/19/11 C5       19.8  61.0   0.45   12.5    313
IAU    ISHARES GOL  IAU US 04/16/11 C13       19.4  15.0   1.05    0.0    412
SPY    SPDR S&P 50  SPY US 03/19/11 C127      18.8  21.2   5.18   14.1   2383
SOMX   SOMAXON PHA  SOMX US 05/21/11 C3       18.7  29.3   0.15    0.0    325
JCG    J CREW GROU  JCG US 09/17/11 P43       18.4   2.3   0.05    0.0    210
SPY    SPDR S&P 50  SPY US 03/19/11 C128      17.2  20.2   4.34   13.6   1907
MET    METLIFE INC  MET US 03/19/11 P46       16.9  32.8   2.51  128.2   2714
SLV    ISHARES SIL  SLV US 03/19/11 C28       16.8  54.8   6.07    2.5    279
UTA    UNIVERSAL T  UTA US 03/19/11 P5        16.7 143.1   0.15   50.0    351
HRB    H&R BLOCK I  HRB US 04/16/11 P14       16.5  55.4   0.85   13.3   2183
BLL    BALL CORP    BLL US 05/21/11 P35       16.4  24.9   1.25    4.2    510
IWM    ISHARES-RUS  IWM US 03/19/11 C76       15.8  30.7   5.64   10.2    500
HRB    H&R BLOCK I  HRB US 04/16/11 P15       14.6  52.9   1.40   40.0   1500
FAZ    FINANCIAL B  FAZ1 US 03/19/11 C7       14.6  58.9   1.15   -4.2   7501
ASML   ASML HOLDIN  ASML US 04/16/11 P45      14.1  40.3   2.84  -16.5    382
EMC    EMC CORP/MA  EMC US 03/19/11 C28       14.1  29.3   0.31  138.5   5630
THC    TENET HEALT  THC US 05/21/11 C7        13.9  31.1   0.40    0.0    830
HCBK   HUDSON CITY  HCBK US 10/22/11 P10      13.8  28.5   0.85  107.3   3175
XLNX   XILINX INC   XLNX US 03/19/11 P33      13.7  31.0   0.24  -73.3    659
ATML   ATMEL CORP   ATML US 03/19/11 P15      13.4  45.6   0.95   11.8    260
MCRI   MONARCH CAS  MCRI US 06/18/11 P10      13.3  45.9   0.90    0.0    256
CEDC   CENTRAL EUR  CEDC US 04/16/11 C12.5    13.2  63.8   2.00   -9.1    644
SKH    SKILLED HEA  SKH US 03/19/11 C12.5     13.1  60.8   1.30   -7.1   2000
AEO    AMER EAGLE   AEO US 03/19/11 C16       13.0  57.3   0.50   66.7   3643
GDXJ   MARKET VECT  GDXJ US 03/19/11 C35      12.9  45.0   4.70   -2.1    439
XLF    SPDR-FINL S  XLF US 03/19/11 C16       12.5  23.9   0.65    1.6   2049
STP    SUNTECH POW  STP US 04/16/11 C10       11.7  59.2   0.67    6.3   3229
MEE    MASSEY ENER  MEE US 04/16/11 P50       11.5  49.1   0.50   16.3    800
YHOO   YAHOO! INC   YHOO US 03/19/11 P15      11.4  37.9   0.04  -55.6    322
GKK    GRAMERCY CA  GKK US 03/19/11 P5        11.3 108.1   0.20  -33.3   1000
ALU    ALCATEL-LUC  ALU US 03/19/11 C4.5      11.2  62.4   0.65   66.7   1600
THC    TENET HEALT  THC US 04/16/11 P7        11.2  24.3   0.15    0.0    501
TXN    TEXAS INSTR  TXN US 03/19/11 P35       11.2  25.1   0.24  -63.6    238
YHOO   YAHOO! INC   YHOO US 03/19/11 C15      11.1  38.9   1.85   50.4    516
BUCY   BUCYRUS INT  BUCY US 04/16/11 P85      11.1  15.9   0.25   -7.4    324
IWM    ISHARES-RUS  IWM US 03/19/11 C77       10.8  29.8   4.77    9.4   1056
SPY    SPDR S&P 50  SPY US 03/31/11 C128      10.8  19.9   4.84    9.8    476
AEO    AMER EAGLE   AEO US 04/16/11 C16       10.7  53.9   0.75   15.4    200
SPY    SPDR S&P 50  SPY US 03/31/11 C126      10.7  20.9   6.43    6.6    232
ILMN   ILLUMINA IN  ILMN US 03/19/11 P65      10.5  32.8   0.85   -5.6    277
GWW    WW GRAINGER  GWW US 04/16/11 P120      10.5  29.1   0.90    8.4    600
USO    UNITED STAT  USO US 01/21/12 P20       10.5  41.6   0.07  -36.4    327
GE     GENERAL ELE  GE US 03/19/11 P17        10.4  49.6   0.03    0.0    220
EMC    EMC CORP/MA  EMC US 03/19/11 C26       10.2  30.8   1.30   31.3    239
ARLP   ALLIANCE RE  ARLP US 04/16/11 P75      10.2  37.8   3.35   -4.3    574
ALTR   ALTERA CORP  ALTR US 03/19/11 P39      10.1  45.0   0.30  -47.4   1132

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SPY SPDR S&P 50 SPY US 03/19/11 P136 -48.9 9.6 5.10 -11.3 332 DPZ DOMINO'S PI DPZ US 03/19/11 C15 -48.9 23.5 2.05 51.9 581 WFT WEATHERFORD WFT US 03/19/11 C18 -46.1 49.7 3.00 -46.9 400 PAY VERIFONE SY PAY US 03/19/11 C46 -41.8 38.2 3.90 116.7 311 WFT WEATHERFORD WFT US 03/19/11 C19 -41.4 49.4 2.00 -68.5 217 SPY SPDR S&P 50 SPY US 03/19/11 P135 -39.1 11.2 4.25 -17.0 3110 WTI W&T OFFSHOR WTI US 03/19/11 P20 -35.0 48.8 0.40 166.7 1760 MFC MANULIFE FI MFC US 03/19/11 C17.5 -34.2 29.5 1.35 0.0 1004 SNDA SHANDA INTE SNDA US 03/19/11 C40 -34.0 29.8 3.00 1.0 232 PXP PLAINS EXPL PXP US 03/19/11 C32 -33.7 42.5 4.75 -25.8 990 SPLS STAPLES INC SPLS US 03/19/11 C21 -31.6 28.2 0.34 -50.7 220 HCBK HUDSON CITY HCBK US 03/19/11 P10 -31.1 32.1 0.25 525.0 1772 GAME SHANDA GAME GAME US 04/16/11 C5 -30.4 42.1 1.55 72.2 501 SPY SPDR S&P 50 SPY US 03/19/11 P134 -28.9 12.8 3.51 -17.4 2515 PAY VERIFONE SY PAY US 03/19/11 C50 -28.7 44.4 1.50 114.3 582 GTY GETTY REALT GTY US 03/19/11 C22.5 -28.6 57.2 0.95 -90.0 475 JOE ST JOE CO JOE US 03/19/11 P25 -27.4 70.5 0.75 -62.5 492 JOE ST JOE CO JOE US 03/19/11 C28 -27.4 49.5 0.80 33.3 231 QLIK QLIK TECHNO QLIK US 03/19/11 P25 -26.7 48.5 0.80 -27.3 720 PPL PPL CORPORA PPL US 03/19/11 C26 -26.6 18.2 0.10 100.0 1042 WFT WEATHERFORD WFT US 05/21/11 C15 -25.7 49.6 5.95 -39.4 221 JOE ST JOE CO JOE US 03/19/11 C25 -25.5 48.4 2.35 52.6 274 IWM ISHARES-RUS IWM US 03/19/11 P85 -24.7 20.2 4.03 -11.6 360 QLIK QLIK TECHNO QLIK US 03/19/11 C25 -24.5 49.2 1.20 -36.8 234 JOE ST JOE CO JOE US 03/19/11 C27 -24.2 49.8 1.20 50.0 469 JOE ST JOE CO JOE US 03/19/11 P24 -24.1 74.2 0.50 -66.7 5521 NLY ANNALY CAPI NLY US 04/16/11 C17 -23.9 10.6 0.93 0.0 216 SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 -23.4 19.9 0.60 9.1 215 MELA MELA SCIENC MELA US 03/19/11 P3 -22.6 96.9 0.20 -60.0 706 MAKO MAKO SURGIC MAKO US 04/16/11 C15 -22.4 49.5 4.60 0.0 651 LIZ LIZ CLAIBOR LIZ US 03/19/11 C5 -22.2 47.9 0.25 25.0 242 PMI PMI GROUP I PMI US 04/16/11 C2 -22.1 95.1 1.15 15.0 1900 SINA SINA CORP SINA US 03/19/11 C75 -21.6 51.0 3.60 -59.5 1009 SINA SINA CORP SINA US 03/19/11 P75 -21.4 50.3 2.90 81.2 948 PAY VERIFONE SY PAY US 03/19/11 P43 -21.3 51.6 0.35 -80.1 309 NNN NATIONAL RE NNN US 03/19/11 C22.5 -21.2 34.8 3.10 0.0 300 JOYG JOY GLOBAL JOYG US 03/19/11 C95 -21.0 39.2 3.40 -34.0 2285 JOE ST JOE CO JOE US 03/19/11 P23 -20.6 80.1 0.30 -73.9 1006 MELA MELA SCIENC MELA US 04/16/11 C3 -20.4 101.9 0.55 83.3 440 PAY VERIFONE SY PAY US 03/19/11 P48 -20.2 50.0 1.30 -65.8 335 CLWR CLEARWIRE - CLWR US 03/19/11 P5 -20.0 77.4 0.35 -30.0 1971 JOYG JOY GLOBAL JOYG US 03/19/11 C85 -19.8 45.0 11.00 -12.3 257 COST COSTCO WHOL COST US 03/19/11 P72.5 -19.7 22.1 1.24 3.3 439 COST COSTCO WHOL COST US 03/19/11 P75 -19.1 20.8 2.88 22.6 271 IWM ISHARES-RUS IWM US 03/19/11 P84 -19.1 21.2 3.29 -13.4 462 JOYG JOY GLOBAL JOYG US 03/19/11 P90 -19.1 43.1 1.34 -22.1 1109 JOYG JOY GLOBAL JOYG US 03/19/11 P95 -19.0 40.7 3.05 -6.4 1926 COST COSTCO WHOL COST US 03/19/11 C75 -18.8 21.3 0.45 -58.3 681 JOYG JOY GLOBAL JOYG US 03/19/11 C90 -18.6 41.9 6.55 -23.4 739 SPY SPDR S&P 50 SPY US 03/19/11 P133 -18.5 14.9 2.89 -19.7 7839 HCN HEALTH CARE HCN US 03/19/11 P50 -18.4 18.5 0.40 -33.3 1137 COST COSTCO WHOL COST US 03/19/11 P70 -18.4 24.3 0.53 -5.4 430 BLL BALL CORP BLL US 05/21/11 C35 -18.3 22.5 2.10 -4.5 500 VOD VODAFONE GR VOD US 07/16/11 C26 -18.3 25.0 3.45 13.5 382 ALU ALCATEL-LUC ALU US 03/19/11 C4 -18.2 54.4 1.05 40.0 1541 SPY SPDR S&P 50 SPY US 04/16/11 P136 -18.2 13.7 6.03 -6.1 847 SINA SINA CORP SINA US 03/19/11 P72.5 -18.0 51.7 1.90 84.5 1036 BJ BJ'S WHOLES BJ US 03/19/11 C50 -18.0 30.0 0.70 -17.6 1072 THC TENET HEALT THC US 04/16/11 C7 -17.9 23.7 0.35 0.0 502 JOE ST JOE CO JOE US 04/16/11 P26 -17.6 72.0 2.15 -20.4 408 PMC PHARMERICA PMC US 03/19/11 C12.5 -17.3 35.4 0.40 100.0 511 JOYG JOY GLOBAL JOYG US 03/19/11 P85 -17.2 46.7 0.52 -33.3 450 HL HECLA MININ HL US 03/19/11 C6 -16.8 105.1 4.10 -3.5 450 C CITIGROUP I C US 03/19/11 C4 -16.6 36.6 0.62 6.9 1774 NOG NORTHERN OI NOG US 03/19/11 P30 -16.5 52.6 0.60 -42.9 200 SPLS STAPLES INC SPLS US 04/16/11 C20 -16.4 29.6 1.10 -33.3 249 SPLS STAPLES INC SPLS US 04/16/11 C21 -16.3 27.0 0.55 -38.9 734 XLF SPDR-FINL S XLF US 03/19/11 P17 -16.3 20.8 0.64 -8.6 895 KFN KKR FINANCI KFN US 07/16/11 C8 -15.9 36.5 2.05 -2.4 300 SINA SINA CORP SINA US 03/19/11 P70 -15.8 51.7 1.10 69.2 490 BTX BIOTIME INC BTX US 03/19/11 C7.5 -15.6 60.3 0.40 300.0 628 PFCB PF CHANG'S PFCB US 04/16/11 C40 -15.6 32.5 5.70 5.6 1050 MBI MBIA INC MBI US 03/19/11 P10 -15.2 73.3 0.45 32.4 373 LSI LSI CORP LSI US 03/19/11 P6 -15.1 41.2 0.05 -50.0 200 IWM ISHARES-RUS IWM US 03/19/11 P83 -14.9 22.2 2.58 -15.4 654 MDR MCDERMOTT I MDR US 03/19/11 C24 -14.8 38.9 1.00 233.3 556 SID SID NACIONA SID US 01/19/13 C15 -14.6 34.7 3.70 3.4 261 KWK QUICKSILVER KWK US 04/16/11 P15 -14.6 34.1 0.90 100.0 750 SPY SPDR S&P 50 SPY US 03/19/11 P132 -14.5 15.9 2.31 -24.5 7146 C CITIGROUP I C US 12/17/11 C2 -14.3 58.5 2.65 -6.0 230 EEM ISHARES-EMG EEM US 03/19/11 P47 -14.0 20.9 1.40 -25.9 4624 TIVO TIVO INC TIVO US 03/19/11 C7 -14.0 113.8 2.38 -30.0 204 ALU ALCATEL-LUC ALU US 06/18/11 C4 -13.8 41.9 0.99 4.2 255 LUV SOUTHWEST A LUV US 03/19/11 C12 -13.7 29.3 0.16 -20.0 4014 SPY SPDR S&P 50 SPY US 04/16/11 P135 -13.6 14.6 5.10 -9.2 2589 AMRN AMARIN CORP AMRN US 03/19/11 P7.5 -13.5 109.3 0.60 -25.0 1114 EMC EMC CORP/MA EMC US 04/16/11 P16 -13.5 61.5 0.02 0.0 490 VXX IPATH-S&P S VXX US 03/19/11 C30 -13.2 60.8 2.66 -18.1 288 JOE ST JOE CO JOE US 04/16/11 P24 -13.2 72.8 1.30 -44.7 640 IWM ISHARES-RUS IWM US 03/31/11 P84 -13.0 21.4 3.92 11.1 403 ZSL PRSH-ULTSH ZSL US 08/20/11 C29 -12.8 54.3 4.40 0.0 1312 COST COSTCO WHOL COST US 04/16/11 P72.5 -12.7 21.0 1.86 2.2 246 SPY SPDR S&P 50 SPY US 03/19/11 P130 -12.6 17.4 1.52 -25.9 17157 GLD SPDR GOLD T GLD US 03/19/11 C131 -12.4 17.5 9.30 3.3 247 WFT WEATHERFORD WFT US 03/19/11 P18 -12.2 50.9 0.12 1100.0 2065 T AT&T INC T US 03/19/11 C29 -12.2 13.1 0.12 71.4 1387 HPQ HEWLETT-PAC HPQ US 04/16/11 C39 -12.1 29.5 4.60 10.8 510 COH COACH INC COH US 03/19/11 C57.5 -12.0 26.3 0.35 16.7 4214 HITK HI-TECH PHA HITK US 03/19/11 C20 -12.0 50.5 1.30 -61.8 1082 SPY SPDR S&P 50 SPY US 04/16/11 P133 -11.9 15.6 4.06 -11.7 3815 UNG US NAT GAS UNG US 04/16/11 C3 -11.8 68.3 2.13 -10.5 347 IWM ISHARES-RUS IWM US 03/19/11 P82 -11.8 23.4 2.03 -16.5 1356 SPY SPDR S&P 50 SPY US 04/16/11 P134 -11.7 15.3 4.56 -8.4 1227 JOYG JOY GLOBAL JOYG US 04/16/11 P95 -11.7 39.3 4.50 -17.3 350 BJ BJ'S WHOLES BJ US 03/19/11 C47.5 -11.6 31.2 1.85 3.4 4698 CHMT CHEMTURA CO CHMT US 03/19/11 C15 -11.5 50.5 1.10 -33.3 573 JOYG JOY GLOBAL JOYG US 04/16/11 C90 -11.3 40.7 8.32 -17.6 250 SPY SPDR S&P 50 SPY US 03/19/11 P131 -11.2 16.9 1.88 -26.0 13866 JASO JA SOLAR HO JASO US 04/16/11 C6 -11.2 60.6 1.35 8.0 300 SDS PROSHARES U SDS US 03/19/11 C21 -11.1 29.5 0.88 -19.3 4650 SDS PROSHARES U SDS US 03/19/11 P21 -11.0 29.6 0.30 0.0 833 KWK QUICKSILVER KWK US 04/16/11 C15 -10.9 35.2 0.55 -38.9 1837 JOYG JOY GLOBAL JOYG US 04/16/11 C95 -10.9 39.3 5.75 -19.0 359 SPLS STAPLES INC SPLS US 04/16/11 P20 -10.9 29.4 0.65 8.3 503 JOE ST JOE CO JOE US 04/16/11 P23 -10.8 75.5 1.00 -46.0 1041 NOG NORTHERN OI NOG US 03/19/11 C32 -10.8 50.0 0.95 -26.9 448 SPY SPDR S&P 50 SPY US 03/19/11 P129 -10.8 18.4 1.22 -26.9 7047 SINA SINA CORP SINA US 04/16/11 C75 -10.7 49.2 5.50 -43.5 226 SPY SPDR S&P 50 SPY US 04/16/11 P132 -10.7 16.2 3.54 -13.0 2491 GS GOLDMAN SAC GS US 03/19/11 C170 -10.6 20.5 0.62 3.3 906 SINA SINA CORP SINA US 03/19/11 P65 -10.3 55.1 0.35 118.8 241 CISG CNINSURE IN CISG US 03/19/11 P15 -10.2 73.1 0.55 120.0 1180 SPY SPDR S&P 50 SPY US 04/16/11 P84 -10.2 47.0 0.03 50.0 1397 COST COSTCO WHOL COST US 04/16/11 C70 -10.2 22.5 4.65 -4.3 200 SPY SPDR S&P 50 SPY US 04/16/11 P83 -10.1 48.2 0.03 50.0 1438 VXX IPATH-S&P S VXX US 03/19/11 C31 -10.1 63.5 2.05 -24.1 267 VRGY VERIGY LTD VRGY US 04/16/11 P11 -10.1 57.7 0.25 -16.7 5200


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


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