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
=============================================================================
UA     UNDER ARMOU  UA US 04/16/11 C55        64.8  49.3  12.80   14.3    441
KMI    KINDER MORG  KMI US 06/18/11 C30       43.0  24.4   2.00   33.3    218
LIWA   LIHUA INTER  LIWA US 05/21/11 C10      32.8  70.7   2.40   29.7    428
WDC    WESTERN DIG  WDC US 04/16/11 P28       30.9  50.5   0.25  -63.8    408
DGX    QUEST DIAGN  DGX US 04/16/11 C50       26.9  36.4   6.80    6.2   1674
LEAP   LEAP WIRELE  LEAP US 04/16/11 C11      25.3  51.5   1.50  -47.2   2000
WDC    WESTERN DIG  WDC US 04/16/11 P30       24.2  46.4   0.45  -71.3    427
WDC    WESTERN DIG  WDC US 04/16/11 C30       22.9  46.3   5.10  240.0    412
VISN   VISIONCHINA  VISN US 04/16/11 C3       21.7  74.7   1.00   -4.8    200
CIM    CHIMERA INV  CIM US 09/17/11 C4        21.6  24.7   0.34   13.3    591
DGX    QUEST DIAGN  DGX US 04/16/11 C55       20.6  27.0   2.55   -5.6    386
SNV    SYNOVUS FIN  SNV US 04/16/11 C2.5      19.8  68.9   0.25    0.0   1000
SOMX   SOMAXON PHA  SOMX US 04/16/11 C3       18.7  39.7   0.05    0.0    201
MSFT   MICROSOFT C  MSFT US 04/16/11 C20      18.5  46.5   6.03    1.3    200
SVM    SILVERCORP   SVM US 06/18/11 C12       18.2  63.7   3.60   12.5    260
DIA    SPDR DJIA T  DIA US 04/16/11 P124      17.6  14.5   4.15    6.4    247
HL     HECLA MININ  HL US 01/21/12 C5         16.4  68.0   5.00   -7.1   1613
EXK    ENDEAVOUR S  EXK US 04/16/11 C7.5      15.2  83.4   2.65   31.2    537
HMY    HARMONY GOL  HMY US 05/21/11 C11       15.0  36.1   1.50    3.5    250
SPY    SPDR S&P 50  SPY US 06/18/11 P138      14.2  17.6   8.60   -1.9    378
WDC    WESTERN DIG  WDC US 04/16/11 C32       14.2  43.1   3.60  367.5    690
SPY    SPDR S&P 50  SPY US 06/18/11 P137      14.1  17.9   8.41   -0.5    411
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P60      14.1  15.9   2.89   16.1    595
NBG    NATL BANK G  NBG US 05/21/11 P1        13.5 136.0   0.05    0.0   1449
SPY    SPDR S&P 50  SPY US 04/16/11 P138      13.3  13.7   7.22    9.7    209
DELL   DELL INC     DELL US 01/19/13 C10      13.3  45.2   6.20   -5.3    500
KFN    KKR FINANCI  KFN US 07/16/11 C8        13.3  45.1   2.00    0.0    299
THC    TENET HEALT  THC US 05/21/11 C7        13.1  28.8   0.40  -11.1    213
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P59      13.1  17.6   2.13   19.7    452
ICO    INTERNATION  ICO US 04/16/11 C11       12.8  60.3   0.60    7.1    360
DIA    SPDR DJIA T  DIA US 04/16/11 P123      12.7  14.8   3.50    6.1    416
CHOP   CHINA GERUI  CHOP US 04/16/11 C5       12.5  54.0   0.75   25.0    200
SPY    SPDR S&P 50  SPY US 06/18/11 P136      12.4  18.1   7.63   -4.3    273
NTGR   NETGEAR INC  NTGR US 04/16/11 C32      12.1  42.6   1.50   -9.1    200
DGX    QUEST DIAGN  DGX US 04/16/11 P50       12.0  31.3   0.36   63.6    315
REE    RARE ELEMEN  REE US 04/16/11 P12.5     11.7  81.3   1.41   -6.0    415
STX    SEAGATE TEC  STX US 04/16/11 P12       11.6  44.1   0.14  -69.6    344
WDC    WESTERN DIG  WDC US 07/16/11 P29       11.4  44.0   1.10  -50.0    514
ESLR   EVERGREEN S  ESLR US 06/18/11 C2       11.3  29.5   0.15    0.0    426
SPY    SPDR S&P 50  SPY US 06/18/11 P134      10.6  18.8   6.70    3.9    934
SOMX   SOMAXON PHA  SOMX US 08/20/11 P3       10.5  74.0   0.65    0.0    200
KWK    QUICKSILVER  KWK US 04/16/11 C15       10.4  44.6   0.65   44.4    210
AGNC   AMERICAN CA  AGNC US 04/16/11 C30      10.4  15.8   0.34   21.4    227
EXK    ENDEAVOUR S  EXK US 04/16/11 C10       10.3  81.9   0.95   58.3    794
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 P60      10.2  17.0   3.20   24.0   2515
NLY    ANNALY CAPI  NLY US 04/16/11 C18       10.2  12.4   0.15   -6.2   1111
TBT    PROSHARES U  TBT US 04/16/11 P33       10.2  32.6   0.10   42.9    534
HGSI   HUMAN GENOM  HGSI US 04/16/11 P21      10.0  93.4   0.77  -18.1    202

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= MDU MDU RES GRO MDU US 04/16/11 C22.5 -40.2 19.0 0.15 0.0 350 CSCO CISCO SYSTE CSCO US 04/16/11 C15 -28.4 33.2 3.25 -5.8 279 XLU SPDR-UTIL S XLU US 04/16/11 C33 -18.6 11.3 0.14 27.3 2505 CIEN CIENA CORP (CIEN) CIEN US 04/16/11 C27 -13.7 50.1 1.33 -59.1 261 CSCO CISCO SYSTE CSCO US 04/16/11 C16 -13.5 31.5 2.18 -12.1 310 CIEN CIENA CORP CIEN US 04/16/11 C26 -13.3 51.0 1.66 -57.4 232 CIEN CIENA CORP CIEN US 04/16/11 P25 -12.6 51.2 0.94 32.4 472 NLY ANNALY CAPI NLY US 04/16/11 C17 -10.1 13.9 0.90 3.5 310


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


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-0- Mar/07/2011 16:30 GMT

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