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
=============================================================================
MFA    MFA FINANCI  MFA US 04/16/11 C8        46.5  25.4   0.35  -47.8    220
AOB    AMERICAN OR  AOB US 07/16/11 P2        34.2  63.2   0.25   25.0    237
AHD    ATLAS ENERG  AHD US 04/16/11 C17.5     31.6  52.6   3.10  195.2   1226
LPSN   LIVEPERSON   LPSN US 04/16/11 C10      29.9  70.8   1.55   24.0   1703
SHZ    CHINA SHEN   SHZ US 04/16/11 P5        26.0 162.0   1.05   40.0    258
AVNR   AVANIR PHAR  AVNR US 09/17/11 P3.5     25.5  58.1   0.55   22.2    457
VIP    VIMPELCOM L  VIP US 06/18/11 P14       22.2  26.0   0.90    0.0    500
FTR    FRONTIER CO  FTR US 01/21/12 P7.5      21.9  24.6   0.70    0.0    223
TAN    GUGGENHEIM   TAN US 04/16/11 P8        21.8  34.1   0.50   25.0    300
UFPI   UNIVERSAL F  UFPI US 04/16/11 P30      18.4  47.4   0.20  -55.6    200
ACL    ALCON INC    ACL US 04/16/11 P165      17.9  10.2   1.90   -3.5    318
S      SPRINT NEXT  S US 05/21/11 C4          15.1  46.7   0.80   37.9    794
CAAS   CHINA AUTOM  CAAS US 04/16/11 P10      14.8  69.5   0.55   10.0    249
T      AT&T INC     T US 04/16/11 C25         14.5  25.6   3.32   14.5    200
HGSI   HUMAN GENOM  HGSI US 04/16/11 P15      13.9 150.9   0.60   33.3    212
AVNR   AVANIR PHAR  AVNR US 01/19/13 P2.5     13.9  57.7   0.50    0.0    250
NBG    NATL BANK G  NBG US 05/21/11 C1.5      13.9  94.1   0.40   -9.1    435
TIN    TEMPLE-INLA  TIN US 05/21/11 P21       13.9  52.1   1.25   25.0    221
CCME   CHINA MEDIA  CCME US 04/16/11 C3       13.1 255.1   9.85    0.3    453
HOV    HOVNANIAN E  HOV US 04/16/11 C4        12.8  63.1   0.25   66.7   1077
HLS    HEALTHSOUTH  HLS US 07/16/11 C22.5     12.0  39.8   3.80   40.7    353
HGSI   HUMAN GENOM  HGSI US 04/16/11 P20      12.0 115.5   1.30   35.4   1056
HGSI   HUMAN GENOM  HGSI US 04/16/11 P21      11.8 110.3   1.20   11.1    400
PUDA   PUDA COAL I  PUDA US 04/16/11 C13      11.3  68.1   0.95   58.3    202
PHM    PULTEGROUP   PHM US 04/16/11 P6        10.7  51.9   0.11  -31.2   2240
PUDA   PUDA COAL I  PUDA US 04/16/11 P12      10.6  66.9   0.85    0.0   1005
S      SPRINT NEXT  S US 04/16/11 C4          10.4  45.1   0.78   41.8    646
AUY    YAMANA GOLD  AUY US 04/16/11 C10       10.2  46.4   2.99   15.4   7522
PXP    PLAINS EXPL  PXP US 08/20/11 C36       10.1  42.8   3.65   21.7    250

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= VALE VALE SA-SP VALE US 05/21/11 C18 -40.7 68.5 15.35 -7.4 327 BRCD BROCADE COM BRCD US 04/16/11 C5 -27.8 39.6 1.37 12.3 313 NBG NATL BANK G NBG US 04/16/11 P1.5 -24.9 93.5 0.10 -33.3 2212 WTR AQUA AMERIC WTR US 04/16/11 C22.5 -22.3 16.7 0.45 -35.7 730 SIVB SVB FINANCI SIVB US 04/16/11 C55 -19.2 26.7 1.55 19.2 376 AVNR AVANIR PHAR AVNR US 01/21/12 C2.5 -18.7 22.6 1.05 5.0 2405 NLY ANNALY CAPI NLY US 04/16/11 P18 -18.7 7.4 0.86 3.6 206 PIN POWERSH IND PIN US 04/16/11 C23 -17.8 23.0 0.45 -18.2 220 SNPS SYNOPSYS IN SNPS US 09/17/11 C25 -16.8 23.5 3.20 -30.4 380 CHOP CHINA GERUI CHOP US 04/16/11 C5 -15.4 55.0 0.80 6.7 215 GERN GERON CORP (GERN) GERN US 04/16/11 C5 -15.3 37.0 0.25 0.0 380 LUV SOUTHWEST A LUV US 04/16/11 C13 -15.3 29.6 0.25 66.7 269 GOLD RANDGOLD RE GOLD US 04/16/11 C70 -14.1 34.0 4.10 -50.6 415 CSR CHINA SECUR CSR US 04/16/11 C5 -14.1 69.2 0.50 400.0 516 FITB FIFTH THIRD FITB US 05/21/11 C10 -13.1 44.4 3.90 8.3 200 SNV SYNOVUS FIN SNV US 01/21/12 C2.5 -12.8 52.5 0.50 -9.1 1047 CIGX STAR SCIENT CIGX US 04/16/11 C2 -12.7 83.0 0.20 0.0 626 RAS RAIT FINANC RAS US 04/16/11 C3 -12.6 64.0 0.40 5.3 212 IVN IVANHOE MIN IVN US 04/16/11 C28 -12.5 43.2 1.03 -23.7 300 AVL AVALON RARE AVL US 04/16/11 C6 -12.4 73.4 1.65 0.0 374 DIA SPDR DJIA T DIA US 05/21/11 P126 -12.1 13.7 6.45 5.7 248 CIGX STAR SCIENT CIGX US 05/21/11 C2 -11.9 73.9 0.30 20.0 1003 CSR CHINA SECUR CSR US 06/18/11 C5 -11.3 56.0 0.55 175.0 467 PWRD PERFECT WOR PWRD US 06/18/11 C22.5 -11.1 43.6 1.78 1.7 310 CPKI CALIF PIZZA CPKI US 04/16/11 P14 -10.8 43.8 0.15 -83.3 409 XCO EXCO RESOUR XCO US 04/16/11 C21 -10.6 19.0 0.30 0.0 375 QCOM QUALCOMM IN QCOM US 04/16/11 C40 -10.3 59.0 16.30 -6.6 379 ACL ALCON INC (ACL) ACL US 04/16/11 C160 -10.2 13.8 6.20 -8.8 210


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


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-0- Mar/08/2011 16:30 GMT

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