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
=============================================================================
TOT    TOTAL SA-SP  TOT US 04/16/11 C50       63.5  43.3   7.18   -4.1    312
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C52      57.9  31.3   3.20  -17.1    927
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C51      54.9  32.6   3.68  -22.7    488
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C49      48.8  34.8   6.17    1.3    929
HMC    HONDA MOTOR  HMC US 04/16/11 C40       47.6  60.5   0.70  -50.0   1191
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C50      40.0  35.1   4.84  -15.2   1252
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C46      37.9  57.2   8.44  -17.4    365
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C50      34.4  33.4   5.32   -9.4   2013
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C53      30.8  28.9   2.34  -23.0   2625
DVAX   DYNAVAX TEC  DVAX US 07/16/11 C2.5     30.3 139.9   0.87   -1.1    232
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C48      28.1  42.6   6.74  -12.1    461
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C51      25.9  31.7   4.46  -11.2   4682
SPY    SPDR S&P 50  SPY US 03/31/11 P134      25.1  20.1   7.42   27.3    555
C      CITIGROUP I  C US 04/16/11 C3.5        24.8  59.0   0.95   -1.0    920
AGNC   AMERICAN CA  AGNC US 04/16/11 C29      24.5  26.7   1.40   40.0    536
CBEH   CHINA INTEG  CBEH US 04/16/11 P2.5     23.9 308.1   0.35  250.0    692
XLF    SPDR-FINL S  XLF US 04/16/11 C14       21.9  36.4   2.07   -9.2    558
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C52      21.6  30.2   3.62   -6.5   4183
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C54      18.9  26.5   1.63  -16.0   4059
XLF    SPDR-FINL S  XLF US 05/21/11 C14       18.2  32.5   2.15   -4.4    210
QQQQ   POWERSH-QQQ  QQQQ US 05/21/11 C49      17.9  31.5   6.21   -6.2    414
CBEH   CHINA INTEG  CBEH US 04/16/11 P5       17.1 222.9   1.00   25.0    444
QQQQ   POWERSH-QQQ  QQQQ US 05/21/11 C50      16.5  30.4   5.39  -29.4    362
EWJ    ISHARES-JAP  EWJ US 04/16/11 C10       16.0  51.2   0.43  -20.4   3109
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C53      16.0  28.6   2.87  -11.7   4337
QQQQ   POWERSH-QQQ  QQQQ US 06/18/11 C47      15.8  32.1   8.47  -18.3    209
SDS    PROSHARES U  SDS US 04/16/11 C20       15.8  36.9   3.05   19.1    598
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C55      15.3  24.9   1.02  -18.4   5705
AHGP   ALLIANCE HO  AHGP US 04/16/11 C55      15.3  27.9   1.10   10.0    782
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5     15.0  28.0   0.40    0.0    220
CBEH   CHINA INTEG  CBEH US 06/18/11 P5       14.8 159.8   1.35   28.6    285
CYS    CYPRESS SHA  CYS US 04/16/11 C12.5     14.6  27.9   0.30    0.0    245
VRGY   VERIGY LTD   VRGY US 05/21/11 C13      14.3  61.0   0.95   11.8    207
EWJ    ISHARES-JAP  EWJ US 04/16/11 C9        13.8  58.3   0.90  -26.2    357
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C54      13.7  26.9   2.15   -6.1  10983
EWC    ISHARES-CAN  EWC US 09/17/11 C33       13.4  24.2   1.55   -3.1    370
VXX    IPATH-S&P S  VXX1 US 06/18/11 P11      13.3  94.7   2.69   -7.9   1020
SPY    SPDR S&P 50  SPY US 03/31/11 P131      13.3  21.4   4.57   12.8   3196
VRGY   VERIGY LTD   VRGY US 04/16/11 C13      13.2  80.7   0.90   20.0    567
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C56      13.0  23.3   0.58  -15.9   1384
SPY    SPDR S&P 50  SPY US 03/31/11 C121      13.0  30.0   6.88  -16.5    201
RTH    RETAIL HOLD  RTH US 04/16/11 P104.76   12.8  21.2   3.10   19.2    831
DRN    DIREXION-R   DRN US 05/21/11 C60       12.6  70.9   5.97  -21.4    260
SPY    SPDR S&P 50  SPY US 03/31/11 C120      12.4  31.3   7.42  -14.6    394
DPZ    DOMINO'S PI  DPZ US 04/16/11 C18       12.0  35.2   0.65   35.4   5260
EWJ    ISHARES-JAP  EWJ US 01/19/13 C10       11.8  35.6   1.47  -10.9    442
EWJ    ISHARES-JAP  EWJ US 01/21/12 C10       11.6  33.8   0.87  -20.9   2200
CBLI   CLEVELAND B  CBLI US 10/22/11 C7.5     11.6  65.2   2.00   -9.1    438
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C56      11.5  23.4   0.99  -10.0   7070
EWJ    ISHARES-JAP  EWJ US 06/18/11 C10       11.5  38.9   0.62  -13.9   2095
FNSR   FINISAR COR  FNSR US 04/16/11 P24      11.2  68.6   1.90  -13.6    200
TZA    SMALL CAP B  TZA US 04/16/11 C37       11.1  77.8   7.90   15.2    750
VALE   VALE SA-SP   VALE US 05/21/11 C25      11.0  48.9   7.05    4.4    249
AAPL   APPLE INC    AAPL US 04/16/11 P345     10.9  33.6  17.15   42.9   1248
NETL   NETLOGIC MI  NETL US 04/16/11 P41      10.8  45.9   2.20  -26.7    250
QQQQ   POWERSH-QQQ  QQQQ US 04/16/11 C57      10.7  21.9   0.59   -7.8   6461
QQQQ   POWERSH-QQQ  QQQQ US 03/31/11 C57      10.6  21.6   0.24  -25.0   1608
APL    ATLAS PIPEL  APL US 04/16/11 C33       10.6  32.5   1.00  100.0    248
AAPL   APPLE INC    AAPL US 04/16/11 C335     10.5  36.0  15.08  -19.7   1138
QQQQ   POWERSH-QQQ  QQQQ US 05/21/11 C54      10.2  25.8   2.82  -14.6    548
NBL    NOBLE ENERG  NBL US 04/16/11 P90       10.2  41.5   4.20    7.7    522
AAPL   APPLE INC    AAPL US 04/16/11 C350     10.1  33.4   7.95  -21.3   8495
QQQQ   POWERSH-QQQ  QQQQ US 06/18/11 C51      10.0  28.0   5.22   -9.5    218

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= LZ LUBRIZOL CO LZ US 09/17/11 P135 -78.5 1.6 1.70 3.0 1000 SUP SUPERIOR IN SUP US 04/16/11 C20 -34.4 26.7 3.00 361.5 207 HEK HECKMANN CO HEK US 04/16/11 C5 -31.6 34.2 1.25 20.2 210 PFE PFIZER INC (PFE) PFE US 01/21/12 C12.5 -24.2 26.4 7.10 -2.1 239 HMC HONDA MOTOR HMC US 04/16/11 P40 -23.8 32.4 3.00 20.5 520 LSI LSI CORP (LSI) LSI US 04/16/11 C6 -19.0 31.3 0.60 0.0 335 PXP PLAINS EXPL PXP US 04/16/11 C30 -17.2 46.0 5.60 8.7 200 CQP CHENIERE EN CQP US 04/16/11 P17 -17.1 54.3 0.65 -40.9 799 QQQQ POWERSH-QQQ QQQQ US 03/31/11 P57 -16.2 21.8 2.44 15.1 2068 EXPE EXPEDIA INC (EXPE) EXPE US 04/16/11 C19 -15.8 34.5 2.75 -5.2 202 TZA SMALL CAP B TZA US 04/16/11 C35 -14.8 69.1 9.30 12.7 1001 LLEN L&L ENERGY LLEN US 09/17/11 P6 -14.0 88.6 0.95 -17.4 2093 LLEN L&L ENERGY LLEN US 09/17/11 P7.5 -13.8 88.2 1.65 -23.3 235 LLEN L&L ENERGY LLEN US 09/17/11 P5 -13.2 86.9 0.55 -21.4 1098 NDN 99 CENTS ON NDN US 04/16/11 C20 -12.5 27.6 0.42 -16.0 1406 EAT BRINKER INT EAT US 04/16/11 P25 -11.9 38.0 1.25 8.7 229 CMCSA COMCAST COR CMCSA US 04/16/11 C21 -11.6 38.3 2.81 -13.0 283 QQQQ POWERSH-QQQ QQQQ US 03/31/11 P56 -11.5 23.0 1.72 28.4 3008 KFT KRAFT FOODS KFT US 04/16/11 C28 -11.2 23.8 2.78 -14.5 247 EAT BRINKER INT EAT US 04/16/11 C25 -10.9 35.8 0.87 2.4 239 MELA MELA SCIENC MELA US 10/22/11 P2.5 -10.3 91.6 0.45 -18.2 1000


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


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-0- Mar/16/2011 15:30 GMT

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