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
=============================================================================
AGNC   AMERICAN CA  AGNC US 05/21/11 P28     257.9  17.3   0.70  100.0    736
XOM    EXXON MOBIL  XOM US 04/16/11 C80      243.3  23.0   3.50   -5.4    317
URA    GLOBAL X UR  URA US 04/16/11 C15      138.3  57.9   1.55   -5.5    572
AGNC   AMERICAN CA  AGNC US 06/18/11 P28     138.1  18.0   0.90   55.2    412
NBL    NOBLE ENERG  NBL US 04/16/11 C90      129.6  38.3   7.85    9.0    455
DVN    DEVON ENERG  DVN US 04/16/11 C85       87.7  31.0   8.20   -3.9   1278
X      US STEEL CO  X US 04/16/11 C45         75.3  48.3   8.45    0.6    400
REE    RARE ELEMEN  REE US 04/16/11 C9        41.5  77.9   2.45   58.1    419
VGR    VECTOR GROU  VGR US 05/21/11 C17.5     41.4  24.7   0.40   14.3   1213
IYR    ISHARES-DJ   IYR US 04/16/11 C58       39.5  17.6   1.08  -22.3    662
NBL    NOBLE ENERG  NBL US 04/16/11 C95       34.9  36.0   4.46   11.5    438
NLY    ANNALY CAPI  NLY US 04/16/11 P18       33.4  15.2   0.80   23.1    526
VRTX   VERTEX PHAR  VRTX US 05/21/11 P40      31.9  56.9   1.65  -23.3   1525
AGNC   AMERICAN CA  AGNC US 09/17/11 P25      30.4  19.4   0.70   25.0    205
NFLX   NETFLIX INC  NFLX US 04/16/11 C200     28.0  49.7  23.20   30.7    206
AGNC   AMERICAN CA  AGNC US 04/16/11 P27      25.9  18.0   0.15  150.0    664
NOVL   NOVELL INC   NOVL US 08/20/11 P6       24.9  15.6   0.35   16.7    300
BPO    BROOKFIELD   BPO US 06/18/11 P17.5     23.7  35.1   1.60   18.5    345
NXY    NEXEN INC    NXY US 04/16/11 C27       22.4  41.1   1.00  -16.7   1658
CRM    SALESFORCE.  CRM US 05/21/11 C125      20.7  45.3   7.30  -18.0    206
CF     CF INDUSTRI  CF US 04/16/11 C105       20.6  51.6  19.60   -9.9    275
TLT    ISHARES BAR  TLT US 04/16/11 P95       20.5  15.0   2.81   -2.1    418
NFLX   NETFLIX INC  NFLX US 04/16/11 C205     19.6  48.4  19.60   36.6    231
THC    TENET HEALT  THC US 05/21/11 C6        19.5  31.2   1.05   -4.5    650
S      SPRINT NEXT  S US 04/16/11 C3.5        19.4  64.7   1.00   19.1    242
JNJ    JOHNSON&JOH  JNJ US 05/21/11 P60       18.2  14.0   1.96   -7.5    776
CIM    CHIMERA INV  CIM US 06/18/11 C4        17.1  27.0   0.20  -28.6    216
CSX    CSX CORP     CSX US 05/21/11 C80       16.4  27.2   2.80    8.1    207
BBVA   BANCO BILBA  BBVA US 04/16/11 C12.63   16.0  47.1   0.50   42.9    202
T      AT&T INC     T US 04/16/11 C29         15.7  15.0   0.10  -23.1   1715
TSN    TYSON FOODS  TSN US 04/16/11 P17       15.4  35.9   0.05    0.0    277
REE    RARE ELEMEN  REE US 04/16/11 P7.5      15.0 102.8   0.02  -80.0    234
NFLX   NETFLIX INC  NFLX US 04/16/11 C210     14.6  47.3  15.90   40.7    469
IEF    ISHARES 7-1  IEF US 04/16/11 C98       14.2  13.5   0.10    0.0    300
C      CITIGROUP I  C US 04/16/11 P4          14.2  34.2   0.03   50.0   1142
TYC    TYCO INTL L  TYC US 07/16/11 C45       13.9  23.8   2.02   -8.6    200
XOM    EXXON MOBIL  XOM US 04/16/11 C85       13.6  18.8   0.71  -14.5    967
S      SPRINT NEXT  S US 01/19/13 P4          13.2  44.2   0.65  -18.8   1554
NOG    NORTHERN OI  NOG US 04/16/11 P27       12.8  58.0   0.75   25.0   1583
JASO   JA SOLAR HO  JASO US 04/16/11 C6       12.2  55.8   0.75   -8.5    211
SPN    SUPERIOR EN  SPN US 04/16/11 C40       11.9  42.4   1.10   69.2    828
IRM    IRON MOUNTA  IRM US 04/16/11 C25       11.7  48.6   4.00    5.3    448
NOG    NORTHERN OI  NOG US 04/16/11 P26       11.5  60.9   0.60    9.1    437
NFLX   NETFLIX INC  NFLX US 04/16/11 C215     11.1  46.5  13.00   46.1    931
DK     DELEK US HO  DK US 04/16/11 C12.5      10.6  52.8   0.70  -44.0    223
NBL    NOBLE ENERG  NBL US 04/16/11 C100      10.6  33.8   2.00   17.6    246
MCP    MOLYCORP IN  MCP US 04/16/11 C43       10.5  54.5   6.20  117.5    343
EXK    ENDEAVOUR S  EXK US 04/16/11 C10       10.4  80.3   0.55  -15.4    764
SFI    ISTAR FINAN  SFI US 04/16/11 C9        10.4  50.3   0.40  -11.1    432
TRMS   TRIMERIS IN  TRMS US 04/16/11 C2.5     10.4  25.2   0.10  100.0    250

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= AGNC AMERICAN CA AGNC US 04/16/11 C25 -71.8 20.4 3.30 -40.0 462 AGNC AMERICAN CA AGNC US 04/16/11 C27 -69.4 18.5 1.30 -40.9 850 AGNC AMERICAN CA AGNC US 04/16/11 C26 -63.5 24.7 2.25 -27.4 730 AGNC AMERICAN CA AGNC US 04/16/11 C28 -61.0 17.3 0.58 -53.6 1730 CIM CHIMERA INV CIM US 05/21/11 P4 -55.4 17.1 0.15 0.0 398 AGNC AMERICAN CA AGNC US 04/16/11 C29 -54.4 17.0 0.20 -66.7 1276 AGNC AMERICAN CA AGNC US 06/18/11 C25 -51.1 25.0 3.40 -38.2 257 AGNC AMERICAN CA AGNC US 05/21/11 C28 -51.0 18.7 0.95 -40.6 291 AGNC AMERICAN CA AGNC US 06/18/11 C26 -50.9 22.3 2.55 -25.0 217 AGNC AMERICAN CA AGNC US 06/18/11 C27 -47.3 21.0 1.80 -29.4 646 MEE MASSEY ENER MEE US 04/16/11 C45 -46.5 50.9 19.26 4.1 2900 BMY BRISTOL-MYE BMY US 04/16/11 P27 -46.2 20.4 1.05 -41.3 562 AGNC AMERICAN CA AGNC US 05/21/11 C29 -45.5 17.3 0.50 -47.4 813 CIM CHIMERA INV CIM US 06/18/11 P4 -42.8 14.5 0.20 33.3 280 EXPR EXPRESS INC (EXPR) EXPR US 04/16/11 C16.94 -40.3 35.5 1.60 23.1 2671 T AT&T INC T US 04/16/11 P28 -40.0 15.4 0.59 3.5 1610 SMH SEMICONDUCT SMH US 04/16/11 P34 -37.0 24.7 1.10 6.8 825 AGNC AMERICAN CA AGNC US 09/17/11 C27 -36.9 22.0 1.90 -28.6 355 BMY BRISTOL-MYE BMY US 04/16/11 P26 -36.4 22.5 0.51 -42.0 3957 AGNC AMERICAN CA AGNC US 06/18/11 C29 -35.5 19.0 0.75 -31.8 1342 ASTI ASCENT SOLA ASTI US 10/22/11 P2.5 -35.2 77.8 0.50 -37.5 1000 DVN DEVON ENERG DVN US 04/16/11 P90 -34.2 28.2 1.55 -6.1 244 MHS MEDCO HEALT MHS US 04/16/11 C50 -31.7 38.6 4.40 23.9 499 CYB WISDOMTR CH CYB US 07/16/11 P24.85 -31.7 4.4 0.10 0.0 457 WAG WALGREEN CO (WAG) WAG US 04/16/11 P39 -31.7 26.2 1.07 91.1 3143 SMH SEMICONDUCT SMH US 04/16/11 P33 -31.1 26.5 0.67 3.1 2159 WAG WALGREEN CO WAG US 04/16/11 C39 -31.1 26.4 1.05 -70.0 7066 WAG WALGREEN CO WAG US 04/16/11 C40 -30.6 25.5 0.58 -78.8 4499 WAG WALGREEN CO WAG US 04/16/11 P38 -30.5 27.6 0.69 91.7 1623 MHS MEDCO HEALT MHS US 04/16/11 C52.5 -29.6 36.0 2.60 33.3 1403 IEF ISHARES 7-1 IEF US 04/16/11 P98 -29.5 6.7 4.30 -15.7 300 WAG WALGREEN CO WAG US 04/16/11 P37 -29.3 29.2 0.42 55.6 1725 BMY BRISTOL-MYE BMY US 04/16/11 P25 -29.0 24.9 0.22 -48.8 2160 WAG WALGREEN CO WAG US 04/16/11 C38 -29.0 28.2 1.66 -55.5 1055 XOM EXXON MOBIL XOM US 04/16/11 P80 -28.9 22.6 0.86 0.0 1738 CSX CSX CORP CSX US 05/21/11 P80 -28.6 27.1 4.20 -6.5 528 T AT&T INC (T) T US 04/16/11 P27 -28.5 18.1 0.22 4.8 579 WAG WALGREEN CO WAG US 04/16/11 P36 -28.3 31.2 0.26 30.0 600 WAG WALGREEN CO WAG US 04/16/11 C37 -28.1 29.5 2.37 -51.4 213 MHS MEDCO HEALT MHS US 04/16/11 C55 -27.8 34.2 1.25 38.9 815 AGNC AMERICAN CA AGNC US 09/17/11 C28 -27.7 21.5 1.50 -19.8 1053 NLY ANNALY CAPI NLY US 01/19/13 P15 -27.7 11.5 2.00 -1.5 1206 C CITIGROUP I C US 06/18/11 C3 -27.2 50.7 1.44 -1.4 257 WAG WALGREEN CO WAG US 04/16/11 P35 -26.9 33.1 0.20 33.3 426 WAG WALGREEN CO WAG US 04/16/11 P34 -25.5 35.6 0.10 0.0 388 SMH SEMICONDUCT SMH US 04/16/11 P32 -25.3 28.9 0.38 0.0 230 NBL NOBLE ENERG NBL US 04/16/11 P90 -23.7 38.2 1.29 -9.2 305 TLT ISHARES BAR TLT US 04/16/11 C94 -23.3 13.5 0.79 2.6 575 MWE MARKWEST EN MWE US 05/21/11 C40 -23.0 29.2 5.94 39.4 300 REE RARE ELEMEN REE US 04/16/11 P11 -22.8 73.1 0.55 -52.2 383 TLT ISHARES BAR TLT US 04/16/11 C95 -21.4 13.8 0.52 2.0 667 BMY BRISTOL-MYE BMY US 04/16/11 P24 -21.3 28.3 0.11 -47.6 315 C CITIGROUP I C US 06/18/11 C4 -21.1 31.0 0.50 -3.9 6074 LNCR LINCARE HOL LNCR US 04/16/11 C30 -20.3 22.1 0.35 -41.7 3421 VALE VALE SA-SP VALE US 04/16/11 P33 -20.0 18.4 1.81 24.0 219 IBM IBM IBM US 07/16/11 P160 -19.7 20.1 8.52 -2.2 206 CAR AVIS BUDGET CAR US 05/21/11 P14 -19.0 54.3 0.40 -57.9 526 WAG WALGREEN CO WAG US 05/21/11 C38 -18.9 26.9 2.16 -49.2 571 WAG WALGREEN CO WAG US 05/21/11 P37 -18.8 27.7 0.99 76.8 269 WAG WALGREEN CO WAG US 05/21/11 P36 -18.7 28.9 0.70 62.8 367 CSX CSX CORP (CSX) CSX US 05/21/11 P72.5 -18.6 30.8 1.46 -7.0 203 WAG WALGREEN CO WAG US 05/21/11 P38 -18.3 26.8 1.31 72.4 698 TLT ISHARES BAR TLT US 04/16/11 C97 -18.2 14.8 0.23 -4.2 350 BPI BRIDGEPOINT BPI US 04/16/11 C15 -18.2 37.1 2.90 -6.5 200 WAG WALGREEN CO WAG US 05/21/11 P40 -17.7 24.9 2.32 82.7 242 WAG WALGREEN CO WAG US 05/21/11 P39 -17.3 25.9 1.77 77.0 375 MS MORGAN STAN MS US 07/16/11 P29 -17.1 29.8 2.39 -8.4 240 VRGY VERIGY LTD (VRGY) VRGY US 04/16/11 C14 -17.0 24.0 0.45 0.0 1092 BMY BRISTOL-MYE BMY US 09/17/11 P26 -16.9 19.7 1.37 -21.3 598 WAG WALGREEN CO WAG US 05/21/11 C40 -16.7 25.0 1.10 -60.1 349 MOS MOSAIC CO (MOS)/T MOS US 06/18/11 P75 -16.7 37.9 5.00 6.4 325 AIG AMERICAN IN AIG US 08/20/11 P30 -16.6 41.4 1.09 -3.5 200 DUK DUKE ENERGY DUK US 04/16/11 C18 -16.5 11.2 0.10 -33.3 290 WAG WALGREEN CO WAG US 05/21/11 C39 -16.5 25.9 1.57 -54.5 1316 UCO PRSH-ULT CR UCO US 04/16/11 C40 -16.4 57.6 14.58 10.4 250 DG DOLLAR GENE DG US 04/16/11 P30 -16.1 28.0 0.45 -50.0 432 SRX SRA INTL IN SRX US 04/16/11 P25 -16.1 64.5 0.76 -20.0 1184 GPOR GULFPORT EN GPOR US 04/16/11 P30 -15.8 57.3 0.85 21.4 209 ICO INTERNATION ICO US 04/16/11 C10 -15.3 49.6 1.00 25.0 201 VRTX VERTEX PHAR VRTX US 05/21/11 P43 -15.2 49.6 2.45 -23.4 329 MS MORGAN STAN MS US 07/16/11 P28 -15.2 30.6 1.83 -12.4 243 UUP POWERSHARES UUP US 06/18/11 C21 -15.1 8.5 0.81 -1.2 3290 ARLP ALLIANCE RE ARLP US 04/16/11 P80 -15.0 32.3 2.00 13.6 519 CCL CARNIVAL CO CCL US 05/21/11 P41 -14.7 30.4 2.35 0.0 866 WMB WILLIAMS CO WMB US 01/21/12 P30 -14.4 31.7 3.40 3.0 300 BJ BJ'S WHOLES BJ US 04/16/11 C50 -14.4 37.7 1.30 49.4 1825 CAR AVIS BUDGET CAR US 05/21/11 P15 -14.3 54.0 0.75 -44.4 2105 CVLT COMMVAULT S CVLT US 04/16/11 C37 -14.2 40.8 1.52 2.7 354 UUP POWERSHARES UUP US 09/17/11 C21 -13.8 9.0 0.98 -4.8 245 QQQQ POWERSH-QQQ QQQQ US 09/17/11 P53 -13.7 25.2 2.71 0.0 510 NYX NYSE EURONE NYX US 04/16/11 C35 -13.6 34.8 1.30 8.3 2459 BJ BJ'S WHOLES BJ US 04/16/11 P45 -13.6 39.9 0.65 -56.7 943 WAG WALGREEN CO WAG US 07/16/11 P35 -13.5 30.3 1.09 45.3 1154 AMT AMERICAN TO AMT US 04/16/11 C49 -13.5 23.5 0.85 70.0 813 BJ BJ'S WHOLES BJ US 04/16/11 C47.5 -13.4 39.3 2.40 41.2 400 CCL CARNIVAL CO CCL US 04/16/11 C40 -13.1 31.5 1.05 -51.2 555 CYH COMMUNITY H CYH US 09/17/11 P34 -13.0 40.1 2.10 5.0 2000 MFA MFA FINANCI MFA US 07/16/11 P8 -13.0 11.8 0.35 -22.2 1000 NLY ANNALY CAPI NLY US 04/16/11 C17 -13.0 21.6 0.83 -17.8 1190 EWJ ISHARES-JAP EWJ US 04/16/11 P11 -12.9 31.1 0.67 13.6 484 EEM ISHARES-EMG EEM US 06/18/11 P41 -12.8 30.9 0.82 -3.5 502 EWJ ISHARES-JAP EWJ US 04/16/11 P10 -12.8 35.4 0.18 -5.3 23467 REE RARE ELEMEN REE US 05/21/11 C12 -12.8 52.6 0.88 95.6 342 CSCO CISCO SYSTE CSCO US 04/16/11 C15 -12.7 31.6 2.38 -1.2 236 CMED CHINA MEDIC CMED US 04/16/11 P12 -12.6 44.7 0.53 -24.3 249 SPY SPDR S&P 50 SPY US 06/18/11 P135 -12.6 15.8 7.86 1.8 525 C CITIGROUP I C US 06/18/11 C4.5 -12.6 27.7 0.20 -4.8 2242 CIGX STAR SCIENT CIGX US 05/21/11 C2.5 -12.6 107.2 1.24 -11.4 255 EWJ ISHARES-JAP EWJ US 06/18/11 P10 -12.5 29.9 0.38 -5.0 1079 TCK TECK RESOUR TCK US 05/21/11 C55 -12.5 43.9 2.90 -10.8 255 PCS METROPCS CO PCS US 04/16/11 C16 -12.4 32.0 0.35 -20.4 253 STD BANCO SANTA STD US 05/21/11 P10 -12.4 41.6 0.15 0.0 2571 C CITIGROUP I C US 12/17/11 C4.5 -12.2 29.1 0.39 -2.5 913 PVA PENN VIRGIN PVA US 05/21/11 P15 -12.1 42.7 0.60 -7.7 300 JNJ JOHNSON&JOH JNJ US 05/21/11 C60 -12.0 13.6 0.80 -2.4 560 WAG WALGREEN CO WAG US 07/16/11 P39 -12.0 27.2 2.52 57.5 457 CHS CHICO'S FAS CHS US 04/16/11 C14 -12.0 38.1 0.65 8.3 421 BJ BJ'S WHOLES BJ US 04/16/11 C45 -11.9 41.1 4.20 40.0 770 QQQQ POWERSH-QQQ QQQQ US 09/17/11 P50 -11.8 27.3 1.89 0.0 694 BMY BRISTOL-MYE BMY US 04/16/11 C27 -11.8 21.2 0.27 28.6 5293 CTL CENTURYLINK CTL US 04/16/11 C41 -11.8 16.9 0.60 9.1 1422 TW TOWERS WATS TW US 04/16/11 C55 -11.7 20.3 1.45 -14.7 650 DG DOLLAR GENE DG US 04/16/11 C30 -11.5 29.2 1.75 40.0 304 NFLX NETFLIX INC (NFLX) NFLX US 04/16/11 P190 -11.5 52.0 1.96 -29.0 588 LEAP LEAP WIRELE LEAP US 04/16/11 P14 -11.3 51.6 0.72 -10.0 202 YCS PROSH-UL/SH YCS US 05/21/11 P15 -11.3 25.3 0.37 -38.3 305 GENZ GENZYME COR GENZ US 04/16/11 P75 -11.2 8.2 0.35 -22.2 580 WAG WALGREEN CO WAG US 07/16/11 C39 -11.1 27.1 2.26 -45.5 451 CTL CENTURYLINK CTL US 05/21/11 C42 -11.1 17.6 0.65 0.0 556 MO ALTRIA GROU MO US 04/16/11 C26 -11.1 10.7 0.10 42.9 217 GXP GREAT PLAIN GXP US 06/18/11 P17.5 -11.0 21.4 0.25 0.0 399 GENZ GENZYME COR GENZ US 05/21/11 C75 -10.9 6.5 1.19 0.0 5657 ATPG ATP OIL & G ATPG US 09/17/11 P17 -10.9 62.3 2.40 -27.3 550 WAG WALGREEN CO WAG US 07/16/11 C40 -10.8 26.4 1.83 -48.5 359 QQQQ POWERSH-QQQ QQQQ US 04/16/11 P58 -10.8 17.2 2.81 1.4 865 CCL CARNIVAL CO CCL US 05/21/11 C41 -10.7 30.7 1.75 -12.5 758 EWJ ISHARES-JAP EWJ US 04/16/11 C11 -10.6 26.7 0.10 -50.0 6642 MTL MECHEL-SPON MTL US 04/16/11 C28 -10.6 42.4 2.00 -21.6 200 DG DOLLAR GENE DG US 05/21/11 P30 -10.4 28.6 0.95 -34.5 1103 BJ BJ'S WHOLES BJ US 04/16/11 P42.5 -10.3 42.6 0.25 -68.8 359 NYX NYSE EURONE NYX US 04/16/11 C36 -10.2 36.2 0.90 11.1 266 BUD ANHEUSER-SP BUD US 04/16/11 P55 -10.2 25.1 0.85 0.0 261 CIM CHIMERA INV CIM US 04/16/11 C3.5 -10.2 68.7 0.65 -18.8 240 SRX SRA INTL IN SRX US 05/21/11 P25 -10.1 54.8 1.50 0.0 1200 REE RARE ELEMEN REE US 10/22/11 C12 -10.0 54.8 1.80 44.0 894


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


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