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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
=============================================================================
WAT    WATERS CORP  WAT US 04/16/11 C80       66.6  29.5   5.79   -2.7    369
SPY    SPDR S&P 50  SPY US 03/31/11 P135      58.0  15.2   6.17   25.9    320
EWJ    ISHARES-JAP  EWJ US 04/16/11 C9        51.1  44.8   1.00    0.0   2011
TSO    TESORO CORP  TSO US 05/21/11 C20       35.9  71.3   6.57   31.4    554
PAY    VERIFONE SY  PAY US 04/16/11 C40       35.1  64.2   9.00    4.3    895
SHAW   SHAW GROUP   SHAW US 04/16/11 C32      33.9  64.8   2.00  -72.2    786
LZ     LUBRIZOL CO  LZ US 06/18/11 C100       31.1  42.4  33.90  213.9    250
TM     TOYOTA MOTO  TM US 04/16/11 C75        29.7  36.7   7.30  -33.0    260
BTX    BIOTIME INC  BTX US 04/16/11 C7.5      29.0  50.2   0.70   16.7    605
SHAW   SHAW GROUP   SHAW US 04/16/11 P32      28.5  63.2   2.70  800.0    233
DIA    SPDR DJIA T  DIA US 03/31/11 P123.75   27.9  13.5   4.60   12.2    225
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P58      26.3  19.5   2.38   28.6   1573
NTES   NETEASE.COM  NTES US 04/16/11 C45      25.8  45.1   3.20    6.7    282
EWJ    ISHARES-JAP  EWJ US 06/18/11 P10       25.1  28.7   0.67  235.0   1630
ACL    ALCON INC    ACL US 04/16/11 C170      25.1  10.4   0.51  104.0    200
TM     TOYOTA MOTO  TM US 04/16/11 C85        24.8  33.9   1.50  -49.5    926
EWJ    ISHARES-JAP  EWJ US 09/17/11 C10       22.1  29.3   0.71  -38.3    466
HRBN   HARBIN ELEC  HRBN US 04/16/11 P15      22.1  85.7   0.55   37.5   1001
EWJ    ISHARES-JAP  EWJ US 04/16/11 C10       21.7  35.8   0.35  -63.2  12498
CIGX   STAR SCIENT  CIGX US 04/16/11 C2.5     21.2 155.1   1.10   46.7    240
SPY    SPDR S&P 50  SPY US 03/31/11 P132      20.6  18.1   4.02   38.6   2180
SPY    SPDR S&P 50  SPY US 04/16/11 P135      19.8  16.2   6.75   22.7   2614
EWJ    ISHARES-JAP  EWJ US 06/18/11 P9        19.2  34.0   0.30  200.0   1333
GPS    GAP INC/THE  GPS US 06/18/11 C18       19.1  37.1   4.15   18.6    363
EWJ    ISHARES-JAP  EWJ US 01/21/12 C9        19.1  32.3   1.60  -32.2    371
EWJ    ISHARES-JAP  EWJ US 04/16/11 P10       18.8  34.5   0.45  350.0  10818
SPY    SPDR S&P 50  SPY US 03/31/11 P131      18.1  18.8   3.40   44.1   3572
EWJ    ISHARES-JAP  EWJ US 09/17/11 C8        17.9  39.6   2.15    0.0    277
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 P58      17.6  20.0   2.64   15.8   5537
TM     TOYOTA MOTO  TM US 04/16/11 C80        17.3  34.2   3.90  -38.6    426
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P57      16.8  20.8   1.69   23.4   2854
FTO    FRONTIER OI  FTO US 04/16/11 C26.72    16.8  55.0   1.86    6.3    205
EWJ    ISHARES-JAP  EWJ US 09/17/11 P9        16.7  27.6   0.39  290.0    218
SPY    SPDR S&P 50  SPY US 04/16/11 P136      16.7  14.3   7.60   25.0    202
SHAW   SHAW GROUP   SHAW US 04/16/11 C31      16.6  65.0   2.55  -75.0    361
SPY    SPDR S&P 50  SPY US 04/16/11 P134      16.6  16.7   6.03   23.6   2084
TM     TOYOTA MOTO  TM US 04/16/11 P85        16.5  31.0   5.94  105.5    345
EWJ    ISHARES-JAP  EWJ US 01/21/12 C10       16.4  29.1   0.94  -30.4    828
CIGX   STAR SCIENT  CIGX US 05/21/11 C2.5     16.3 132.1   1.25   56.2    719
EWJ    ISHARES-JAP  EWJ US 09/17/11 P10       16.3  25.2   0.79  139.4    408
JJC    IPATH DJ UB  JJC US 04/16/11 C55       16.3  33.0   2.30   -8.0    454
SPY    SPDR S&P 50  SPY US 03/31/11 P130      16.3  19.7   2.90   48.0   7560
SGY    STONE ENERG  SGY US 06/18/11 C24       16.1  57.7   4.04  -34.8    700
XLU    SPDR-UTIL S  XLU US 04/16/11 C33       15.8  15.9   0.16  -44.8    516
WFR    MEMC ELEC M  WFR US 04/16/11 C11       15.8  62.6   2.70   95.7    322
QCOM   QUALCOMM IN  QCOM US 04/16/11 C32.5    15.7  83.9  20.75   -2.1    216
ACL    ALCON INC    ACL US 04/16/11 P155      15.6  18.7   0.50   11.1    200
VFC    VF CORP      VFC US 04/16/11 C90       15.2  33.0   7.90   -6.0    374
SPY    SPDR S&P 50  SPY US 06/18/11 P133      15.1  19.9   7.46   12.0    317
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P56      15.0  22.6   1.16   28.9   2675
COH    COACH INC    COH US 04/16/11 P55       14.9  35.4   3.35  116.1    371
TSO    TESORO CORP  TSO US 04/16/11 C25       14.9  59.1   2.50   82.5    507
CIGX   STAR SCIENT  CIGX US 05/21/11 C2       14.5 137.0   1.45   45.0   1008
SPY    SPDR S&P 50  SPY US 03/31/11 P129      14.4  20.5   2.38   38.4   4630
CHK    CHESAPEAKE   CHK US 04/16/11 C26       14.1  56.2   7.90   17.0   1658
LLY    ELI LILLY &  LLY US 04/16/11 P29       14.0  36.7   0.06   50.0   3080
TSM    TAIWAN SEMI  TSM US 10/22/11 C12.5     13.9  25.7   0.80    0.0    255
SPY    SPDR S&P 50  SPY US 03/31/11 P128      13.9  21.3   2.00   39.9  17261
PFE    PFIZER INC   PFE US 04/16/11 P21       13.7  22.1   1.11  -28.9   2120
DIA    SPDR DJIA T  DIA US 04/16/11 P121      13.5  16.9   3.50   25.0    251
WY     WEYERHAEUSE  WY US 01/21/12 C22.5      13.3  32.4   4.20   20.0    201
EXC    EXELON CORP  EXC US 04/16/11 C44       13.3  20.1   0.40  -38.5   1746
SPY    SPDR S&P 50  SPY US 03/31/11 P127      13.3  22.1   1.61   46.4   1674
HMC    HONDA MOTOR  HMC US 04/16/11 P35       13.1  39.0   0.70  180.0    318
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 P57      12.9  21.1   2.05   22.0   8773
XLY    SPDR-CONS D  XLY US 06/18/11 P40       12.9  22.5   2.55   -0.8    516
DGW    DUOYUAN GLO  DGW US 06/18/11 P5        12.9 107.4   0.25   66.7    293
CBEH   CHINA INTEG  CBEH US 04/16/11 P5       12.9 181.8   0.80   33.3    543
EXC    EXELON CORP  EXC US 04/16/11 C43       12.8  20.9   0.80  -38.5    789
ARLP   ALLIANCE RE  ARLP US 04/16/11 P70      12.8  44.7   2.15  -15.7    697
CLNE   CLEAN ENERG  CLNE US 06/18/11 C10      12.8  71.0   3.90  -15.2    395
SPY    SPDR S&P 50  SPY US 04/16/11 P133      12.8  17.4   5.30   24.7   3499
CBLI   CLEVELAND B  CBLI US 04/16/11 P7.5     12.8  91.5   0.65  -39.8    210
URS    URS CORP     URS US 07/16/11 P40       12.8  40.0   2.34   95.0    363
SPY    SPDR S&P 50  SPY US 04/16/11 P132      12.7  18.1   4.68   27.5   7569
EGLE   EAGLE BULK   EGLE US 09/17/11 C3       12.7  43.9   1.00   -4.8    320
SCMR   SYCAMORE NE  SCMR US 09/17/11 C20      12.6  41.1   3.60    0.0   1004
SMOD   SMART MODUL  SMOD US 04/16/11 P5       12.4 105.8   0.20   33.3    242
TSO    TESORO CORP  TSO US 04/16/11 C27       12.4  57.1   1.31   95.5    762
TSL    TRINA SOLAR  TSL US 04/16/11 C24       12.3  64.2   3.10   70.3   2177
ED     CONS EDISON  ED US 04/16/11 P49        12.1  14.1   0.50   25.0    351
CMG    CHIPOTLE ME  CMG US 04/16/11 C240      12.0  48.0  22.10    9.4    279
SPY    SPDR S&P 50  SPY US 04/16/11 P131      11.9  18.8   4.13   31.9   9050
TM     TOYOTA MOTO  TM US 04/16/11 P80        11.9  32.8   2.85  150.0   2215
ASH    ASHLAND INC  ASH US 04/16/11 C60       11.8  35.9   1.70   88.9   1063
LULU   LULULEMON A  LULU US 04/16/11 C80      11.8  60.3   4.24   13.1    425
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P55      11.8  24.2   0.76   35.7    989
BJ     BJ'S WHOLES  BJ US 06/18/11 C47.5      11.8  32.9   3.75   -1.3    206
ETR    ENTERGY COR  ETR US 04/16/11 C70       11.8  21.2   2.10  -10.6    353
PFE    PFIZER INC   PFE US 04/16/11 P20       11.7  22.1   0.43  -44.2    521
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 P54      11.6  26.2   0.52   33.3   1095
TSO    TESORO CORP  TSO US 04/16/11 C26       11.6  57.2   1.76   81.4    493
SPY    SPDR S&P 50  SPY US 06/18/11 P130      11.5  20.8   5.94   13.1    952
DIA    SPDR DJIA T  DIA US 04/16/11 P119      11.4  18.4   2.62   32.3    384
SPY    SPDR S&P 50  SPY US 03/31/11 P123      11.4  25.1   0.76   61.7  14918
SPY    SPDR S&P 50  SPY US 03/31/11 P124      11.4  24.4   0.90   45.2   1753
CCE    COCA-COLA E  CCE US 05/21/11 C26       11.2  26.6   1.30  -13.3    200
EXC    EXELON CORP  EXC US 04/16/11 C42       11.2  21.7   1.30  -23.5    329
DIA    SPDR DJIA T  DIA US 04/16/11 P120      11.0  17.5   3.00   25.5    574
PFE    PFIZER INC   PFE US 04/16/11 C20       10.8  22.2   0.58  114.8   7785
YRCW   YRC WORLDWI  YRCW US 07/16/11 P1       10.8 181.9   0.18   38.5    228
WFR    MEMC ELEC M  WFR US 04/16/11 C13       10.7  50.4   1.10  254.8    924
NDN    99 CENTS ON  NDN US 04/16/11 P17.5     10.6  31.1   0.10    0.0    200
EFA    ISHARES-MSC  EFA US 04/16/11 P60       10.5  22.7   2.65   42.5  10000
SPY    SPDR S&P 50  SPY US 03/31/11 P125      10.5  23.4   1.12   57.8   1674
SPY    SPDR S&P 50  SPY US 03/31/11 P122      10.5  25.9   0.62   24.0    577
COH    COACH INC    COH US 04/16/11 C55       10.5  34.4   1.20  -56.4    354
SPY    SPDR S&P 50  SPY US 05/21/11 P135      10.5  17.5   7.53   13.9    442
SPY    SPDR S&P 50  SPY US 03/31/11 P117      10.4  29.7   0.23   43.8    588
SPY    SPDR S&P 50  SPY US 04/16/11 P130      10.4  19.4   3.65   33.7  23680
DIA    SPDR DJIA T  DIA US 04/16/11 P116      10.3  20.6   1.61   29.8   1269
MGIC   MAGIC SOFTW  MGIC US 05/21/11 C5       10.3  88.3   1.15   -8.0    200
SO     SOUTHERN CO  SO US 04/16/11 C38        10.2  14.4   0.50  -32.4    773
C      CITIGROUP I  C US 04/16/11 P4.5        10.2  28.2   0.15   36.4   8532
TSM    TAIWAN SEMI  TSM US 07/16/11 C12.5     10.2  30.7   0.70    0.0   2836
C      CITIGROUP I  C US 01/21/12 C2.5        10.1  49.7   2.07   -3.7   1365
S      SPRINT NEXT  S US 04/16/11 C5          10.1  49.8   0.28   -3.5    633
TSO    TESORO CORP  TSO US 05/21/11 C27       10.0  55.1   2.25   82.9    678
TSO    TESORO CORP  TSO US 05/21/11 C26       10.0  55.6   2.70   69.8    404

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= LZ LUBRIZOL CO LZ US 06/18/11 P135 -96.1 1.3 1.25 0.0 349 LZ LUBRIZOL CO LZ US 09/17/11 C135 -92.4 2.1 0.30 0.0 2056 LZ LUBRIZOL CO LZ US 06/18/11 C135 -90.6 2.6 0.25 -61.5 872 LZ LUBRIZOL CO LZ US 04/16/11 C135 -90.6 3.9 0.20 0.0 288 LZ LUBRIZOL CO LZ US 09/17/11 P130 -82.9 5.0 0.60 0.0 428 LZ LUBRIZOL CO LZ US 04/16/11 P130 -81.1 7.9 0.20 0.0 299 LZ LUBRIZOL CO LZ US 06/18/11 P130 -80.3 5.5 0.30 0.0 298 LZ LUBRIZOL CO LZ US 09/17/11 C130 -70.8 8.0 5.23 0.0 701 KSP K-SEA TRANS KSP US 06/18/11 C7.5 -66.9 18.5 0.70 100.0 256 KSP K-SEA TRANS KSP US 04/16/11 P7.5 -63.7 25.4 0.05 -96.0 293 URA GLOBAL X UR URA US 04/16/11 P15 -36.1 55.0 0.90 1025.0 221 NLY ANNALY CAPI NLY US 04/16/11 C17 -23.6 12.7 0.76 0.0 240 SLM SLM CORP (SLM) SLM US 07/16/11 C12 -18.8 44.5 2.84 -18.9 222 EWJ ISHARES-JAP EWJ US 06/18/11 P8 -17.9 37.0 0.12 300.0 1670 SPY SPDR S&P 50 SPY US 04/16/11 C115 -16.4 28.6 15.04 -3.0 275 UPRO PROSHARES U UPRO US 04/16/11 P76.67 -15.6 53.5 6.00 0.0 250 CQP CHENIERE EN CQP US 04/16/11 P17 -15.5 60.8 0.80 -52.7 500 TNDM NEUTRAL TAN TNDM US 04/16/11 C15 -15.5 41.0 0.60 -72.1 361 AGNC AMERICAN CA AGNC US 04/16/11 C29 -15.4 14.6 1.15 4.5 221 MTU MITSUBISHI MTU US 08/20/11 P2.5 -15.1 81.5 0.15 0.0 352 ACL ALCON INC (ACL) ACL US 04/16/11 C155 -14.9 16.3 10.70 0.0 200 SPY SPDR S&P 50 SPY US 03/31/11 C121 -14.5 26.6 9.00 -11.7 279 SPY SPDR S&P 50 SPY US 03/31/11 C122 -12.5 25.9 7.81 -14.9 307 ZSL PRSH-ULTSH ZSL US 01/21/12 C27 -12.2 47.9 4.70 -6.0 201 AGNC AMERICAN CA AGNC US 04/16/11 C30 -12.0 13.0 0.35 9.4 372 DNN DENISON MIN DNN US 04/16/11 P2.5 -11.8 90.4 0.30 500.0 436 UNG US NAT GAS UNG1 US 04/16/11 C6 -11.1 36.6 0.05 25.0 384 EWJ ISHARES-JAP EWJ US 04/16/11 P8 -10.8 56.7 0.07 40.0 4262 C CITIGROUP I C US 05/21/11 C2 -10.4 82.4 2.49 -2.7 880


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


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-0- Mar/14/2011 15:30 GMT

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