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
=============================================================================
CHBT   CHINA-BIOTI  CHBT US 04/16/11 C6       89.1 132.9   3.00  -18.9    240
BBG    BILL BARRET  BBG US 04/16/11 C35       49.2  41.4   2.70  -34.1    200
PRU    PRUDENTL FI  PRU US 04/16/11 C50       40.0  48.0   8.25    0.0    211
EWJ    ISHARES-JAP  EWJ US 04/16/11 P10       38.1  44.9   0.64   73.0   8740
LZ     LUBRIZOL CO  LZ US 04/16/11 C135       34.4   4.3   0.30    0.0    380
DGW    DUOYUAN GLO  DGW US 04/16/11 P7.5      33.1 154.8   0.83   38.3    455
USU    USEC INC     USU US 04/16/11 P4        32.1  71.8   0.25  150.0   1020
LZ     LUBRIZOL CO  LZ US 06/18/11 C135       31.1   3.5   0.45    0.0   1105
DGW    DUOYUAN GLO  DGW US 04/16/11 P5        30.3 205.3   0.40    0.0    200
SPY    SPDR S&P 50  SPY US 03/31/11 C114      29.0  39.0  13.61  -14.0    254
NYX    NYSE EURONE  NYX US 04/16/11 P34       28.8  57.9   1.54   62.1    370
SNE    SONY CORP-A  SNE US 04/16/11 P30       28.0  45.6   1.50   57.9    962
SGI    SILICON GRA  SGI US 06/18/11 C14       27.7  71.9   4.70   -7.8    218
IFN    INDIA FUND   IFN US 04/16/11 C30       27.6  28.9   0.80  -15.8    255
SNE    SONY CORP-A  SNE US 04/16/11 C31       25.8  45.2   1.20   -4.0    885
EWJ    ISHARES-JAP  EWJ US 04/16/11 C10       25.5  43.9   0.40   -2.4  18817
EWJ    ISHARES-JAP  EWJ US 09/17/11 C9        25.5  38.1   1.32   -8.3   2404
NLY    ANNALY CAPI  NLY US 04/16/11 C18       24.5  13.1   0.10  -16.7    378
FXY    CRYSHS-JAPA  FXY US 04/16/11 C122      24.3  14.3   2.00   73.9    278
EWJ    ISHARES-JAP  EWJ US 06/18/11 C10       24.2  36.3   0.64    3.2  13454
WY     WEYERHAEUSE  WY US 07/16/11 C20        23.2  43.9   5.00   -3.9   1581
SNE    SONY CORP-A  SNE US 04/16/11 P26       22.9  53.0   0.40  166.7    239
TM     TOYOTA MOTO  TM US 04/16/11 P75        22.7  43.6   2.33  111.8   1694
EWJ    ISHARES-JAP  EWJ US 09/17/11 P10       22.6  30.1   1.04   42.5    418
AFL    AFLAC INC    AFL US 04/16/11 C50       22.5  49.9   2.35  -48.4   1632
AFL    AFLAC INC    AFL US 04/16/11 P50       22.2  50.0   3.65  265.0    290
SNE    SONY CORP-A  SNE US 04/16/11 C30       22.1  45.4   1.70   -2.9    977
EWJ    ISHARES-JAP  EWJ US 06/18/11 P10       22.0  34.0   0.79   38.6   1499
XLF    SPDR-FINL S  XLF US 04/16/11 C14       21.9  36.6   2.09  -10.3    420
BTX    BIOTIME INC  BTX US 06/18/11 C7.5      21.4  58.1   1.10   22.2    380
EWJ    ISHARES-JAP  EWJ US 04/16/11 P9        21.4  53.6   0.29   81.2  35613
SNE    SONY CORP-A  SNE US 04/16/11 P28       21.4  48.2   0.80  100.0    348
EWJ    ISHARES-JAP  EWJ US 09/17/11 C10       21.4  33.2   0.84    7.7   1969
LSI    LSI CORP     LSI US 04/16/11 C6        21.1  39.9   0.55  -26.7    310
NYX    NYSE EURONE  NYX US 04/16/11 P35       21.1  57.4   2.00   48.1    581
USU    USEC INC     USU US 10/22/11 P4        21.0  60.0   0.65   62.5    516
AGNC   AMERICAN CA  AGNC US 04/16/11 C30      20.8  18.6   0.30  -14.3    293
C      CITIGROUP I  C US 04/16/11 C4.5        20.6  30.1   0.13  -18.8  17620
TM     TOYOTA MOTO  TM US 04/16/11 P70        20.3  47.8   1.12  148.9   1819
NYX    NYSE EURONE  NYX US 04/16/11 C35       20.1  58.6   2.75   -1.8   2164
TM     TOYOTA MOTO  TM US 04/16/11 P80        19.6  38.9   4.25   59.2    979
EWJ    ISHARES-JAP  EWJ US 04/16/11 C9        19.4  53.5   1.08  -12.2   4917
LZ     LUBRIZOL CO  LZ US 09/17/11 C135       19.2   2.6   0.50   -9.1   4797
BUD    ANHEUSER-SP  BUD US 04/16/11 C55       18.9  27.2   1.90  -50.0    951
NYX    NYSE EURONE  NYX US 04/16/11 C36       18.6  57.5   2.35   -2.1    527
GDX    MKT VECT-GO  GDX US 04/16/11 C50       18.4  39.5   6.25  -21.9    571
CHBT   CHINA-BIOTI  CHBT US 04/16/11 P7       18.3 178.8   0.90  100.0   1225
NYX    NYSE EURONE  NYX US 04/16/11 C37       18.2  57.5   1.92   -0.5   1201
TM     TOYOTA MOTO  TM US 04/16/11 C80        18.2  40.7   3.30  -14.3    649
AFL    AFLAC INC    AFL US 04/16/11 P48       17.9  52.0   2.65  295.5    824
UQM    UQM TECHNOL  UQM US 09/17/11 P2.5      17.6  74.7   0.30    0.0    200
AGNC   AMERICAN CA  AGNC US 06/18/11 C25      17.5  43.9   5.00   -7.1    200
TRE    TANZANIAN R  TRE US 07/16/11 C5        17.4  47.1   1.35  -12.9    215
MWE    MARKWEST EN  MWE US 04/16/11 P40       17.4  39.7   0.80   45.5    304
TM     TOYOTA MOTO  TM US 04/16/11 P60        17.3  63.2   0.40  207.7    292
EWJ    ISHARES-JAP  EWJ US 06/18/11 P9        17.1  38.1   0.41   70.8   8234
TM     TOYOTA MOTO  TM US 07/16/11 P70        16.9  35.3   2.68   76.3    249
SPY    SPDR S&P 50  SPY US 03/31/11 C121      16.8  29.0   6.95  -24.1    418
EFA    ISHARES-MSC  EFA US 04/16/11 P59       16.7  27.9   3.55   47.9  10036
MVG    MAG SILVER   MVG US 04/16/11 C10       16.6  72.5   1.30  -58.1    250
AES    AES CORP     AES US 05/21/11 C12       16.4  36.4   0.90  -23.7    340
EWJ    ISHARES-JAP  EWJ US 09/17/11 P9        16.4  32.0   0.53   47.2    329
PMC    PHARMERICA   PMC US 09/17/11 P7.5      16.2  49.1   0.15  -34.8    600
URA    GLOBAL X UR  URA US 04/16/11 P12.5     16.2  78.6   0.80  220.0    297
PRU    PRUDENTL FI  PRU US 04/16/11 C60       16.0  38.9   1.69  -45.5    716
EWJ    ISHARES-JAP  EWJ US 06/18/11 C9        15.8  38.9   1.16  -14.1   5815
AFL    AFLAC INC    AFL US 05/21/11 P49       15.7  44.1   4.00  192.0    241
AFL    AFLAC INC    AFL US 01/21/12 C40       15.6  41.1  11.65  -26.5    247
AFL    AFLAC INC    AFL US 05/21/11 C48       15.5  44.3   3.95  -54.2    398
EFA    ISHARES-MSC  EFA US 04/16/11 C55       15.4  31.1   2.44  -57.9    297
COG    CABOT OIL &  COG US 04/16/11 C47       15.3  43.8   2.10  110.0    300
AFL    AFLAC INC    AFL US 05/21/11 P50       15.2  43.1   4.40  147.2   1358
AFL    AFLAC INC    AFL US 05/21/11 C50       15.1  42.5   2.88  -48.1    716
GLD    SPDR GOLD T  GLD US 04/16/11 P141      15.1  17.4   5.90   63.9    260
HIG    HARTFORD FI  HIG US 04/16/11 C25       15.1  46.8   1.42  -34.0    293
CCJ    CAMECO CORP  CCJ US 06/18/11 C30       15.0  51.8   2.95  -29.8    450
TM     TOYOTA MOTO  TM US 07/16/11 P75        14.7  32.8   4.10   51.9    364
PFE    PFIZER INC   PFE US 04/16/11 P18       14.6  26.2   0.09   50.0   1065
WPZ    WILLIAMS PA  WPZ US 04/16/11 C50       14.6  27.4   0.87   -8.4    305
BRK/B  BERKSHIRE H  BRKB US 04/16/11 C85      14.5  24.6   1.25  -30.6    951
WPZ    WILLIAMS PA  WPZ US 04/16/11 P45       14.3  36.3   0.70   62.8    305
XLF    SPDR-FINL S  XLF US 04/16/11 C15       14.3  30.2   1.18  -20.3    776
MET    METLIFE INC  MET US 04/16/11 C43       14.2  38.0   1.64  -41.4    627
IDTI   INTEGRAT DE  IDTI US 04/16/11 C7       14.2  53.4   0.40  -11.1   3008
YHOO   YAHOO! INC   YHOO US 04/16/11 P17      14.0  41.5   1.17  105.3   1961
TM     TOYOTA MOTO  TM US 07/16/11 C80        13.9  32.3   5.25  -10.3    238
YHOO   YAHOO! INC   YHOO US 04/16/11 C17      13.8  41.8   0.53  -43.0   3053
GLD    SPDR GOLD T  GLD US 03/31/11 P138      13.6  16.7   2.87  108.0    258
F      FORD MOTOR   F US 04/16/11 C12         13.6  49.6   2.52    5.4    756
CCJ    CAMECO CORP  CCJ US 06/18/11 P25       13.6  56.1   1.25  104.9   2070
FXY    CRYSHS-JAPA  FXY US 09/17/11 P115      13.6  14.0   2.10   20.0   1030
CCJ    CAMECO CORP  CCJ US 06/18/11 P30       13.5  51.6   3.28   72.6    309
CHL    CHINA MOBIL  CHL US 04/16/11 C47.5     13.5  23.7   1.00  -31.0    225
PRU    PRUDENTL FI  PRU US 04/16/11 P57.5     13.4  40.4   2.50  133.6    391
GLD    SPDR GOLD T  GLD US 04/16/11 P140      13.2  17.1   5.15   68.8    465
CBLI   CLEVELAND B  CBLI US 04/16/11 C7.5     13.1  90.3   1.35   35.0   1728
GLD    SPDR GOLD T  GLD US 04/16/11 P139      13.1  17.1   4.30   70.6    723
BTX    BIOTIME INC  BTX US 04/16/11 C7.5      13.1  61.2   0.70    0.0    750
GENZ   GENZYME COR  GENZ US 04/16/11 P50      13.0  63.6   0.05  150.0    851
XRT    SPDR S&P RE  XRT US 04/16/11 C46       13.0  28.7   2.82    0.0    529
PRU    PRUDENTL FI  PRU US 04/16/11 C57.5     12.9  40.4   2.82  -40.6    555
WPZ    WILLIAMS PA  WPZ US 06/18/11 C45       12.8  25.7   4.47  -35.2    300
BC     BRUNSWICK C  BC US 04/16/11 P24        12.8  54.8   2.00   33.3   1000
GLD    SPDR GOLD T  GLD US 04/16/11 P138      12.7  17.1   3.70   77.0   1029
GLD    SPDR GOLD T  GLD US 04/16/11 C142      12.7  17.7   0.83  -36.6    507
JRCC   JAMES RIVER  JRCC US 04/16/11 C21      12.7  58.4   1.05  -16.0    300
C      CITIGROUP I  C US 04/16/11 C4          12.4  34.4   0.47  -14.6   8127
JNJ    JOHNSON&JOH  JNJ US 04/16/11 C60       12.4  16.2   0.45  -30.8   3488
EWJ    ISHARES-JAP  EWJ US 01/21/12 C9        12.3  33.4   1.66    3.8    668
MET    METLIFE INC  MET US 04/16/11 P42       12.2  38.8   1.67  138.6    748
C      CITIGROUP I  C US 04/16/11 P4.5        12.2  30.2   0.19   46.1   8603
MET    METLIFE INC  MET US 04/16/11 C42       12.2  39.2   2.20  -38.9    465
GLD    SPDR GOLD T  GLD US 03/31/11 C140      12.1  17.0   0.59  -56.3    582
MFN    MINEFINDERS  MFN US 04/16/11 C10       12.1  48.3   0.55  -15.4    250
EWJ    ISHARES-JAP  EWJ US 01/21/12 P9        12.1  29.1   0.70   32.1   1269
GLD    SPDR GOLD T  GLD US 04/16/11 P137      12.0  17.1   3.15   88.6   1029
ARM    ARVINMERITO  ARM US 04/16/11 P15       11.9  65.8   0.43    7.5    300
GLD    SPDR GOLD T  GLD US 04/16/11 C140      11.8  17.3   1.28  -36.6   3680
GLD    SPDR GOLD T  GLD US 03/31/11 P137      11.8  16.7   2.40  135.3    370
YGE    YINGLI GREE  YGE US 04/16/11 P11       11.8  65.3   0.50  -16.7    260
EWJ    ISHARES-JAP  EWJ US 06/18/11 P8        11.7  43.3   0.20   66.7   2854
MAS    MASCO CORP   MAS US 04/16/11 P13       11.7  49.5   0.60   20.0    910
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P7.5     11.7 158.0   1.60   39.1   1373
EDC    EMER MKT BU  EDC US 04/16/11 C35       11.7  72.0   2.30  -32.9    348
SPY    SPDR S&P 50  SPY US 03/31/11 C123      11.7  26.3   5.44  -24.4   4851
EWJ    ISHARES-JAP  EWJ US 01/21/12 P10       11.6  26.9   1.31   32.3    286
GE     GENERAL ELE  GE US 04/16/11 P20        11.6  33.4   1.27   69.3   1397
GE     GENERAL ELE  GE US 04/16/11 C20        11.5  33.7   0.43  -34.9  11019
SPY    SPDR S&P 50  SPY US 03/31/11 C125      11.5  24.4   3.73  -33.3   3527
QCOM   QUALCOMM IN  QCOM US 04/16/11 C52.5    11.5  35.7   1.75  -30.3   4393
LOW    LOWE'S COS   LOW US 04/16/11 C23       11.5  41.4   3.85    2.7    267
NOK    NOKIA CORP-  NOK US 04/16/11 C7        11.4  45.2   1.03  -20.2    609
LZ     LUBRIZOL CO  LZ US 09/17/11 P130       11.4   6.1   1.05   61.5    203
JNJ    JOHNSON&JOH  JNJ US 04/16/11 P60       11.3  15.8   2.21   45.4    823
MSFT   MICROSOFT C  MSFT US 06/18/11 C20      11.3  40.3   5.50   -6.8    310
GLD    SPDR GOLD T  GLD US 04/16/11 C139      11.2  17.2   1.56  -36.8   1133
IWM    ISHARES-RUS  IWM US 03/31/11 P82       11.1  23.5   4.49   43.5   1795
GLD    SPDR GOLD T  GLD US 03/31/11 C139      11.0  16.8   0.79  -54.3    266
AAPL   APPLE INC    AAPL US 04/16/11 C360     11.0  30.0   6.30  -25.9   4800
EWJ    ISHARES-JAP  EWJ US 06/18/11 C8        11.0  47.7   2.00  -10.3    210
QCOM   QUALCOMM IN  QCOM US 04/16/11 P52.5    10.9  35.4   2.58   66.5    481
GDP    GOODRICH PE  GDP US 04/16/11 P15       10.9  78.1   0.30   76.5    776
HYG    ISH-IBOXX H  HYG US 09/17/11 P89       10.9   8.3   3.40   23.6    250
T      AT&T INC     T US 04/16/11 C29         10.9  17.8   0.15  -16.7    393
FXI    ISHARES FTS  FXI US 04/16/11 P42       10.8  27.1   1.07   59.7    218
AAPL   APPLE INC    AAPL US 04/16/11 C355     10.7  30.8   8.20  -24.8   3257
EWJ    ISHARES-JAP  EWJ US 01/19/13 C10       10.7  33.6   1.55    0.0    560
TM     TOYOTA MOTO  TM US 01/21/12 C75        10.6  30.2  10.50   -5.8    425
BRK/B  BERKSHIRE H  BRKB US 04/16/11 P80      10.6  26.5   1.58  100.0    549
KLAC   KLA-TENCOR   KLAC US 04/16/11 P40      10.5  47.8   0.64   28.0   8970
MDP    MEREDITH CO  MDP US 04/16/11 C35       10.5  36.6   0.90    0.0    289
PFE    PFIZER INC   PFE US 04/16/11 P20       10.5  22.6   0.71   26.8    910
GLD    SPDR GOLD T  GLD US 04/16/11 P136      10.5  17.2   2.66   97.0   3390
FXI    ISHARES FTS  FXI US 04/16/11 P41       10.5  28.2   0.74   85.0    747
MET    METLIFE INC  MET US 04/16/11 P41       10.4  39.9   1.40  174.5    418
GDX    MKT VECT-GO  GDX US 04/16/11 P58       10.4  34.4   3.55   55.0    209
CCJ    CAMECO CORP  CCJ US 01/21/12 P25       10.4  47.4   2.90   70.6    795
CIGX   STAR SCIENT  CIGX US 01/19/13 C2.5     10.4  83.3   1.30  -31.6    221
GDXJ   MARKET VECT  GDXJ US 04/16/11 P36      10.3  45.0   2.25   73.1    738
GLD    SPDR GOLD T  GLD US 03/31/11 C138      10.3  16.8   1.09  -55.1    401
T      AT&T INC     T US 04/16/11 C28         10.3  18.3   0.43  -24.6    580
AAPL   APPLE INC    AAPL US 04/16/11 P360     10.2  29.3  21.00   44.3    538
AIG    AMERICAN IN  AIG US 04/16/11 P33       10.2  47.0   0.71   86.8    554
GLD    SPDR GOLD T  GLD US 03/31/11 P136      10.2  16.8   1.84  142.1    449
PAY    VERIFONE SY  PAY US 04/16/11 C45       10.2  62.2   7.60   67.8    500
FXI    ISHARES FTS  FXI US 04/16/11 C41       10.2  27.7   2.21  -26.3    382
SPY    SPDR S&P 50  SPY US 04/16/11 C118      10.2  29.4  10.20  -14.2   1042
EWBC   EAST WEST B  EWBC US 04/16/11 P22.5    10.1  30.5   1.15  109.1    267
TC     THOMPSON CR  TC US 06/18/11 C10        10.1  50.7   2.10  -25.0   1000
ALU    ALCATEL-LUC  ALU US 01/19/13 C5        10.1  56.4   1.65   10.0    200
SPY    SPDR S&P 50  SPY US 03/31/11 C124      10.1  25.3   4.61  -26.8   3073
EWJ    ISHARES-JAP  EWJ US 01/21/12 P8        10.1  31.6   0.37   37.0    637

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EWJ ISHARES-JAP EWJ US 04/16/11 P7 -28.2 71.8 0.04 0.0 270 EWJ ISHARES-JAP EWJ US 09/17/11 P5 -25.8 48.7 0.05 -28.6 316 UNG US NAT GAS UNG US 04/16/11 C7 -24.9 56.6 3.45 -8.0 307 SLE SARA LEE CO SLE US 04/16/11 P15 -23.7 27.6 0.07 -30.0 6500 UNG US NAT GAS UNG US 04/16/11 C8 -21.9 44.4 2.43 -2.0 1947 MRO MARATHON OI MRO US 01/21/12 C20 -21.1 54.9 28.46 -0.1 301 C CITIGROUP I C US 04/16/11 C3.5 -17.7 40.8 0.95 -5.9 10033 BRCD BROCADE COM BRCD US 04/16/11 C5 -17.5 40.0 0.91 -15.7 384 EEM ISHARES-EMG EEM US 04/16/11 P33 -16.5 49.5 0.05 -44.4 500 LLL L-3 COMM HL LLL US 04/16/11 C70 -15.7 34.0 8.10 -22.1 200 CBLI CLEVELAND B CBLI US 10/22/11 C5 -14.9 59.8 3.80 11.8 245 VSH VISHAY INTE VSH US 04/16/11 P12.5 -14.3 68.9 0.10 100.0 1102 BRCD BROCADE COM BRCD US 04/16/11 P5 -14.1 43.5 0.04 -20.0 1010 TDC TERADATA CO TDC US 04/16/11 C45 -14.0 38.5 3.15 -37.2 200 DUK DUKE ENERGY DUK US 04/16/11 P17 -13.2 19.7 0.10 100.0 313 CSCO CISCO SYSTE CSCO US 04/16/11 C14 -11.7 38.0 3.50 -9.1 338 COP CONOCOPHILL COP US 01/19/13 C50 -11.5 27.6 24.94 -4.1 220 CFN CAREFUSION CFN US 04/16/11 C25 -11.1 29.2 1.85 -34.9 700 QCOM QUALCOMM IN QCOM US 04/16/11 P32.5 -10.7 67.0 0.02 -33.3 969 MEA METALICO IN MEA US 04/16/11 C5 -10.6 53.3 0.60 -16.7 763 QCOM QUALCOMM IN QCOM US 04/16/11 P34 -10.2 63.8 0.04 -20.0 485


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


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

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