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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
=============================================================================
ID     L-1 IDENTIT  ID US 07/16/11 P12        27.2   9.2   0.35   16.7    383
ATHR   ATHEROS COM  ATHR US 09/17/11 P44      25.2   4.9   0.35   40.0    250
NM     NAVIOS MARI  NM US 04/16/11 C5         23.2  56.6   0.50    6.4    202
NBG    NATL BANK G  NBG US 04/16/11 P2        20.7 102.7   0.25   25.0    500
GMR    GENERAL MAR  GMR US 04/16/11 C2        18.9 132.3   0.30   50.0   1356
AGO    ASSURED GUA  AGO US 04/16/11 C15       17.0  62.3   0.75   66.7    947
CHOP   CHINA GERUI  CHOP US 04/16/11 C5       16.7  86.2   0.65    8.3    223
PVH    PHILLIPS-VA  PVH US 04/16/11 P60       15.9  43.8   4.40   83.3   2801
PZG    PARAMOUNT G  PZG US 04/16/11 P2.5      15.7 148.2   0.10  -50.0    203
MNTA   MOMENTA PHA  MNTA US 06/18/11 C11      14.9  71.5   3.90   12.1    249
AGNC   AMERICAN CA  AGNC US 04/16/11 C28      13.6  39.5   2.35    0.0   1041
YONG   YONGYE INTE  YONG US 10/22/11 P6       13.5  72.4   1.35   42.1    290
AZC    AUGUSTA RES  AZC US 06/18/11 C2.5      13.3 133.4   2.78    3.7    325
DPZ    DOMINO'S PI  DPZ US 04/16/11 C18       11.0  43.3   0.60    0.0    482
ENTR   ENTROPIC CO  ENTR US 05/21/11 C5       11.0  75.6   2.70   -0.4    252

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CRA CELERA CORP (CRA) CRA US 09/17/11 P7.5 -77.0 11.5 0.05 -97.0 1000 IDTI INTEGRAT DE IDTI US 05/21/11 C5 -43.4 60.3 2.05 -16.3 300 NKE NIKE INC -C NKE US 04/16/11 C75 -31.0 26.1 3.70 -65.3 1173 NKE NIKE INC -C NKE US 04/16/11 P75 -31.0 26.1 1.17 148.9 3670 NKE NIKE INC (NKE) -C NKE US 04/16/11 P72.5 -29.7 28.3 0.65 91.2 1167 BRCD BROCADE COM BRCD US 04/16/11 C5 -29.7 33.0 0.84 -1.2 506 NKE NIKE INC -C NKE US 04/16/11 P80 -29.4 23.2 3.55 234.9 2818 NKE NIKE INC -C NKE US 04/16/11 P70 -29.0 31.1 0.36 44.0 319 NKE NIKE INC -C NKE US 04/16/11 C80 -28.9 23.3 0.99 -85.1 6238 NKE NIKE INC -C NKE US 04/16/11 C70 -26.8 30.9 7.80 -50.0 2985 FXY CRYSHS-JAPA FXY US 04/16/11 P122 -26.8 13.7 2.05 62.7 670 LO LORILLARD I LO US 04/16/11 P75 -26.7 44.7 0.89 -75.6 5013 YCS PROSH-UL/SH YCS US 04/16/11 C16 -26.5 31.6 0.35 40.0 524 LO LORILLARD I LO US 04/16/11 C85 -26.2 37.0 3.64 65.5 1023 LO LORILLARD I LO US 04/16/11 P80 -25.8 40.7 1.70 -70.9 4177 FXY CRYSHS-JAPA FXY US 04/16/11 P120 -25.7 13.6 1.05 34.6 464 LO LORILLARD I LO US 04/16/11 C80 -25.5 41.4 7.15 58.9 974 YCS PROSH-UL/SH YCS US 04/16/11 C14 -25.3 31.0 1.60 45.5 303 YONG YONGYE INTE YONG US 04/16/11 C4 -23.4 79.9 2.35 -16.1 200 LO LORILLARD I LO US 04/16/11 P72.5 -22.9 48.1 0.60 -78.9 691 LO LORILLARD I LO US 04/16/11 P65 -21.4 51.5 0.15 -85.7 10629 EWJ ISHARES-JAP EWJ US 04/16/11 C10 -21.3 36.5 0.56 -1.8 15857 YCS PROSH-UL/SH YCS US 04/16/11 C15 -21.2 30.2 0.85 54.5 1351 FXY CRYSHS-JAPA FXY US 04/16/11 P125 -20.8 14.6 4.20 55.6 752 XLF SPDR-FINL S XLF US 04/16/11 C12 -20.7 55.1 4.35 6.1 237 LO LORILLARD I LO US 04/16/11 P70 -20.1 51.4 0.45 -77.5 375 YCS PROSH-UL/SH YCS US 05/21/11 C15 -19.6 30.4 1.05 31.2 399 DSX DIANA SHIPP DSX US 04/16/11 C12 -19.6 29.5 0.25 0.0 310 FXY CRYSHS-JAPA FXY US 04/16/11 P123 -18.9 14.6 2.66 61.2 213 EWJ ISHARES-JAP EWJ US 04/16/11 C9 -18.8 43.9 1.35 6.3 3860 EWJ ISHARES-JAP EWJ US 04/16/11 P10 -18.6 39.9 0.32 -38.5 13270 SPY SPDR S&P 50 SPY US 12/17/11 C70 -18.5 35.9 58.56 1.3 311 LDK LDK SOLAR C LDK US 04/16/11 P8 -18.3 89.1 0.09 -10.0 211 S SPRINT NEXT S US 04/16/11 C3.5 -18.0 63.7 1.69 11.2 270 XLF SPDR-FINL S XLF US 06/18/11 C9 -17.6 53.0 7.35 5.0 214 YCS PROSH-UL/SH YCS US 08/20/11 C15 -17.2 31.4 1.50 15.4 237 LDK LDK SOLAR C LDK US 04/16/11 C10 -17.0 77.2 1.80 -36.8 462 DNN DENISON MIN DNN US 04/16/11 C2.5 -16.5 78.0 0.25 0.0 298 LDK LDK SOLAR C LDK US 04/16/11 C11 -16.5 75.2 1.18 -41.9 1842 LDK LDK SOLAR C LDK US 04/16/11 P11 -16.4 75.0 0.72 22.0 360 VXX IPATH-S&P S VXX US 04/16/11 P28 -16.4 48.8 0.08 -38.5 568 LDK LDK SOLAR C LDK US 04/16/11 P10 -16.4 77.4 0.42 23.5 442 NLY ANNALY CAPI NLY US 04/16/11 C17 -16.2 18.0 0.82 7.9 363 CIGX STAR SCIENT CIGX US 05/21/11 C2.5 -16.1 117.1 1.10 46.7 200 AAPL APPLE INC (AAPL) AAPL US 06/18/11 C200 -15.8 51.6 132.65 -4.8 317 C CITIGROUP I C US 04/16/11 P4.5 -15.4 24.1 0.12 -33.3 17248 COG CABOT OIL & COG US 04/16/11 P50 -15.2 45.5 3.80 0.0 300 VXX IPATH-S&P S VXX US 04/16/11 P30 -14.8 54.4 0.42 2.4 593 C CITIGROUP I C US 04/16/11 C4.5 -14.8 25.9 0.14 16.7 17204 YOKU YOUKU.COM I YOKU US 04/16/11 C42 -14.6 61.6 5.90 1.7 234 SLE SARA LEE CO SLE US 04/16/11 C17 -14.3 19.7 0.45 50.0 809 VXX IPATH-S&P S VXX US 04/16/11 P32 -13.7 60.7 1.01 -1.0 453 PUDA PUDA COAL I PUDA US 04/16/11 C9 -13.4 80.8 2.50 -15.2 410 CSCO CISCO SYSTE CSCO US 06/18/11 C14 -13.1 34.4 3.50 4.5 214 MET METLIFE INC (MET) MET US 04/16/11 C45 -12.8 29.9 1.10 29.4 633 MET METLIFE INC MET US 04/16/11 C46 -12.7 29.2 0.72 26.3 280 C CITIGROUP I C US 04/16/11 P4 -12.7 31.8 0.02 -33.3 362 EWJ ISHARES-JAP EWJ US 04/16/11 P9 -12.6 50.7 0.12 -45.5 5688 MNTA MOMENTA PHA MNTA US 04/16/11 C14 -12.2 44.3 0.85 -3.4 705 NKE NIKE INC -C NKE US 07/16/11 P75 -12.2 26.6 3.55 77.5 343 FXC CRYSHS-CAN FXC US 04/16/11 C96 -12.0 11.2 5.23 0.0 5500 FXY CRYSHS-JAPA FXY US 09/17/11 C120 -12.0 12.6 5.50 -32.1 1000 EWJ ISHARES-JAP EWJ US 06/18/11 C9 -11.8 36.5 1.43 -1.4 323 NKE NIKE INC -C NKE US 07/16/11 C80 -11.8 25.1 3.30 -60.2 306 NKE NIKE INC -C NKE US 07/16/11 P70 -11.7 28.8 2.03 76.5 1404 EEM ISHARES-EMG EEM US 04/16/11 P46 -11.3 23.4 1.40 -23.9 254 TM TOYOTA MOTO TM US 04/16/11 P75 -11.3 36.9 1.25 -3.9 358 FXY CRYSHS-JAPA FXY US 06/18/11 P125 -11.2 14.7 5.47 28.7 384 EWJ ISHARES-JAP EWJ US 06/18/11 C10 -11.2 31.8 0.78 2.6 893 CSCO CISCO SYSTE CSCO US 04/16/11 C17 -11.2 25.9 0.67 17.5 4774 MET METLIFE INC MET US 04/16/11 C44 -11.1 31.0 1.62 31.7 305 PWER POWER-ONE I PWER US 04/16/11 C9 -11.1 57.0 0.40 0.0 655 TTM TATA MOTORS TTM US 04/16/11 C24 -11.0 41.8 1.75 -23.2 449 EWJ ISHARES-JAP EWJ US 06/18/11 P10 -10.9 33.1 0.55 -22.5 11793 MSFT MICROSOFT C MSFT US 04/16/11 P26 -10.9 22.8 1.19 -19.1 1117 FLML FLAMEL TECH FLML US 06/18/11 C2.5 -10.9 126.6 3.84 -16.5 8713 BRCD BROCADE COM BRCD US 04/16/11 P6 -10.9 32.9 0.32 -11.1 1675 GNW GENWORTH FI GNW US 04/16/11 C13 -10.8 36.3 0.42 27.3 258 MO ALTRIA GROU MO US 04/16/11 C25 -10.7 15.9 0.31 14.8 5543 AMZN AMAZON.COM AMZN US 04/16/11 P165 -10.5 31.0 7.45 -13.4 1359 NOK NOKIA CORP- NOK US 01/21/12 C5 -10.5 51.8 3.35 16.3 200 SPWRB SUNPOWER CO SPWRB US 06/18/11 C16 -10.5 45.7 1.20 -14.3 580 VXX IPATH-S&P S VXX US 04/16/11 P33 -10.4 64.1 1.55 10.7 1078 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C52 -10.4 28.4 3.42 0.9 1556 SDS PROSHARES U SDS US 04/16/11 P20 -10.4 32.8 0.12 0.0 569 GOOG GOOGLE INC- GOOG US 04/16/11 P550 -10.2 28.8 11.90 -19.2 676 YONG YONGYE INTE YONG US 07/16/11 C6 -10.2 59.0 0.73 -51.3 205 IPI INTREPID PO IPI US 04/16/11 C31 -10.2 52.4 3.80 11.8 500 DDM PROSHARES U DDM US 04/16/11 C58 -10.1 34.2 2.00 33.3 710 DLX DELUXE CORP (DLX) DLX US 07/16/11 C25 -10.1 38.9 2.45 -11.9 213


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


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-0- Mar/18/2011 15:30 GMT

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