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
=============================================================================
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5    166.8  15.8   0.35   16.7    240
CP     CANADIAN PA  CP US 05/21/11 C55       101.0  37.0   8.50    0.0    501
EK     EASTMAN KOD  EK US 04/16/11 C3.5       84.5 113.6   0.38  375.0   7476
EK     EASTMAN KOD  EK US 04/16/11 P3.5       83.6 113.7   0.39  -11.4   4062
EK     EASTMAN KOD  EK US 04/16/11 C2.5       80.7 123.6   0.97   56.5    592
EK     EASTMAN KOD  EK US 04/16/11 P3         77.8 111.3   0.15   15.4   2112
PG     PROCTER & G  PG US 05/21/11 C55        73.4  18.5   5.99   -0.2    500
THC    TENET HEALT  THC US 04/16/11 C7        72.1  22.6   0.25   66.7    909
EK     EASTMAN KOD  EK US 04/16/11 C3         71.9 110.5   0.62  138.5   1818
NEOP   NEOPROBE CO  NEOP US 10/22/11 C2.5     47.4  41.2   1.30    4.0    202
GFRE   GULF RESOUR  GFRE US 04/16/11 P5       38.1 129.9   0.35   94.4   1034
THC    TENET HEALT  THC US 04/16/11 P7        35.4  28.4   0.05  -50.0    200
EK     EASTMAN KOD  EK US 05/21/11 C3.5       32.3  85.5   0.45  164.7    249
GOL    GOL-ADR      GOL US 04/16/11 P12.5     23.5  64.9   0.35  133.3    692
C      CITIGROUP I  C US 04/16/11 C4          23.1  39.1   0.48    9.1   1436
EK     EASTMAN KOD  EK US 07/16/11 C3         21.8  75.6   0.80   60.0    223
BAC    BANK OF AME  BAC US 04/16/11 C11       21.5  48.6   2.54    2.4    868
EROC   EAGLE ROCK   EROC US 10/22/11 P10      21.4  30.1   0.90  -10.0    200
CHBT   CHINA-BIOTI  CHBT US 05/21/11 C4       21.3  95.2   4.50    0.0    200
VHC    VIRNETX HOL  VHC US 09/17/11 C10       20.8  77.8   6.80   54.5    375
IMAX   IMAX CORP    IMAX US 04/16/11 C31      19.9  41.2   1.60  128.6    383
MKC    MCCORMICK-N  MKC US 05/21/11 C50       19.5  17.4   1.05   90.9    317
NLY    ANNALY CAPI  NLY US 04/16/11 C17       19.5  29.8   1.12   -1.8    940
REGN   REGENERON P  REGN US 05/21/11 C42      19.4  49.9   2.90    9.4    399
EK     EASTMAN KOD  EK US 07/16/11 C3.5       19.0  72.3   0.55   96.4   1436
EK     EASTMAN KOD  EK US 07/16/11 P3.5       18.4  71.5   0.51  -29.2    203
AFFY   AFFYMAX INC  AFFY US 05/21/11 P6       17.8  63.3   0.55    0.0   3004
STX    SEAGATE TEC  STX US 04/16/11 P14       17.0  40.9   0.37   -7.5   1030
AYR    AIRCASTLE L  AYR US 04/16/11 C12.5     16.7  38.6   0.30   50.0    849
EK     EASTMAN KOD  EK US 07/16/11 P2.5       16.6  77.8   0.15  -25.0    418
CLWR   CLEARWIRE -  CLWR US 04/16/11 P5       16.3  89.4   0.20  -20.0    545
NLY    ANNALY CAPI  NLY US 04/16/11 C18       16.2   9.3   0.15    7.1   2173
REGN   REGENERON P  REGN US 04/16/11 C43      15.5  44.6   1.20  118.2    511
CAG    CONAGRA FOO  CAG US 04/16/11 C23       15.5  18.8   0.94   56.7    360
GERN   GERON CORP   GERN US 04/16/11 C5       14.9  41.3   0.10    0.0    367
IMAX   IMAX CORP    IMAX US 04/16/11 C32      14.7  41.5   1.15  283.3    597
HMY    HARMONY GOL  HMY US 04/16/11 C13       14.6  38.3   0.95  -32.1    394
CLWR   CLEARWIRE -  CLWR US 04/16/11 C5       14.5  77.3   0.80   33.3    548
OPEN   OPENTABLE I  OPEN US 04/16/11 P100     14.3  50.1   3.60  -28.0    639
CHMT   CHEMTURA CO  CHMT US 06/18/11 C15      14.3  42.1   2.60   57.6   2000
ALTR   ALTERA CORP  ALTR US 04/16/11 C40      13.9  40.1   4.31   48.6    519
OPEN   OPENTABLE I  OPEN US 04/16/11 C100     13.7  48.3   6.30   75.0   1141
STX    SEAGATE TEC  STX US 04/16/11 C14       13.3  40.5   0.79   29.5    498
EWT    ISHARES-TAI  EWT US 04/16/11 P15       13.1  22.4   0.53  -18.5    500
OPEN   OPENTABLE I  OPEN US 04/16/11 C95      13.0  50.7  10.20   58.1    356
GFRE   GULF RESOUR  GFRE US 05/21/11 P5       12.8  98.7   0.50   66.7    304
RSH    RADIOSHACK   RSH US 04/16/11 P12.5     12.6  45.4   0.10   -9.1    200
INFY   INFOSYS TEC  INFY US 04/16/11 P62.5    12.1  37.8   0.30  -33.3    649
OPEN   OPENTABLE I  OPEN US 04/16/11 C105     11.9  46.2   3.90  122.9    910
KEG    KEY ENERGY   KEG US 04/16/11 C15       11.9  49.5   1.05   45.8    930
C      CITIGROUP I  C US 09/17/11 C2          11.9  68.5   2.47    1.6    303
STX    SEAGATE TEC  STX US 04/16/11 P13       11.8  42.2   0.11  -15.4   1304
MENT   MENTOR GRAP  MENT US 04/16/11 C15      11.5  31.9   0.55   22.2    226
EK     EASTMAN KOD  EK US 10/22/11 C3.5       11.1  65.6   0.67   63.4    200
DTV    DIRECTV-A    DTV US 04/16/11 C43       11.1  24.3   4.10   17.1    360
INFY   INFOSYS TEC  INFY US 04/16/11 P65      11.0  34.6   0.55  -31.2    675
POT    POTASH CORP  POT US 04/16/11 C53.33    11.0  37.9   5.15   51.5    516
DAL    DELTA AIR L  DAL US 04/16/11 C9        10.8  45.2   1.11    0.0   1072
USG    USG CORP     USG US 04/16/11 P17       10.6  42.5   0.80  -11.1   1100
LZ     LUBRIZOL CO  LZ US 09/17/11 P130       10.3   7.1   1.25    4.2   3157
ELN    ELAN CORP-A  ELN US 04/16/11 C7        10.3  42.1   0.15  200.0    257
OPEN   OPENTABLE I  OPEN US 04/16/11 P95      10.2  50.9   2.00  -28.6    837
BAC    BANK OF AME  BAC US 04/16/11 C12       10.2  39.4   1.57    2.6    641

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= XLY SPDR-CONS D XLY US 06/18/11 P40 -48.5 17.8 1.94 -7.6 405 SMOD SMART MODUL SMOD US 04/16/11 C7.5 -47.1 51.4 0.35 -30.0 787 FINL FINISH LINE FINL US 04/16/11 C20 -43.1 29.6 0.40 0.0 828 SMOD SMART MODUL SMOD US 04/16/11 P7.5 -40.3 56.3 0.35 -58.8 467 JBLU JETBLUE AIR JBLU US 04/16/11 C6 -38.8 19.2 0.40 60.0 268 RIMM RESEARCH IN RIMM US 04/16/11 P45 -34.3 42.5 0.02 -33.3 406 RIMM RESEARCH IN RIMM US 04/16/11 C55 -34.0 37.8 3.55 -62.2 1458 RIMM RESEARCH IN RIMM US 04/16/11 P55 -33.9 37.4 1.03 83.9 8097 HDY HYPERDYNAMI HDY US 04/16/11 C5 -33.3 67.6 0.60 -53.9 763 RIMM RESEARCH IN RIMM US 04/16/11 P57.5 -33.2 36.6 2.02 104.0 5670 RIMM RESEARCH IN RIMM US 04/16/11 P60 -33.1 35.7 3.55 120.5 6230 RIMM RESEARCH IN RIMM US 04/16/11 C57.5 -32.8 37.0 2.03 -73.5 6146 RIMM RESEARCH IN RIMM US 04/16/11 P52.5 -32.6 38.5 0.47 56.7 5204 ACN ACCENTURE P ACN US 04/16/11 C57.5 -32.5 22.2 0.35 75.0 1117 RIMM RESEARCH IN RIMM US 04/16/11 C60 -31.6 36.7 1.02 -82.3 9815 RIMM RESEARCH IN RIMM US 04/16/11 C52.5 -30.1 40.4 5.40 -54.8 1028 ACN ACCENTURE P ACN US 04/16/11 C55 -29.4 22.9 1.25 135.8 1956 ORCL ORACLE CORP (ORCL) ORCL US 04/16/11 P33 -28.9 23.3 0.63 -59.9 1623 RIMM RESEARCH IN RIMM US 04/16/11 P50 -28.9 40.5 0.18 38.5 2541 ORCL ORACLE CORP ORCL US 04/16/11 C33 -28.8 23.4 0.82 26.1 8068 ACN ACCENTURE P ACN US 04/16/11 C52.5 -28.2 23.3 2.95 110.7 2458 ORCL ORACLE CORP ORCL US 04/16/11 P34 -27.4 23.1 1.23 -45.3 1588 ORCL ORACLE CORP ORCL US 04/16/11 C30 -27.2 26.8 3.25 30.0 2672 ORCL ORACLE CORP ORCL US 04/16/11 P32 -27.1 24.5 0.31 -70.2 2662 ORCL ORACLE CORP ORCL US 04/16/11 C34 -25.8 23.4 0.42 20.0 11451 ORCL ORACLE CORP ORCL US 04/16/11 P31 -25.6 26.0 0.15 -75.4 2805 ACN ACCENTURE P ACN US 04/16/11 P52.5 -25.6 24.0 0.45 -79.1 735 FINL FINISH LINE FINL US 04/16/11 P17.5 -25.0 39.7 0.05 -91.7 1016 CBLI CLEVELAND B CBLI US 04/16/11 C7.5 -24.5 50.0 0.40 -11.1 258 DRI DARDEN REST DRI US 04/16/11 C49 -24.4 22.3 0.25 -72.2 246 DRI DARDEN REST DRI US 04/16/11 P45 -24.2 26.5 0.49 -18.3 219 RIMM RESEARCH IN RIMM US 04/16/11 P47.5 -24.2 41.7 0.06 0.0 1132 ORCL ORACLE CORP ORCL US 04/16/11 C32 -23.6 24.9 1.55 36.0 12090 ORCL ORACLE CORP ORCL US 04/16/11 C31 -23.0 25.5 2.42 40.7 5598 BRKS BROOKS AUTO BRKS US 04/16/11 P12.5 -23.0 36.9 0.25 -66.7 300 RIMM RESEARCH IN RIMM US 05/21/11 P40 -22.7 43.5 0.06 -62.5 453 ALU ALCATEL-LUC ALU US 04/16/11 C5.5 -21.7 43.9 0.20 -20.0 317 DRI DARDEN REST DRI US 04/16/11 P43 -21.7 27.7 0.18 -28.0 885 RIMM RESEARCH IN RIMM US 05/21/11 P50 -21.3 36.8 0.69 60.5 3415 ORCL ORACLE CORP ORCL US 04/16/11 P30 -21.2 28.0 0.07 -81.1 2696 TW TOWERS WATS TW US 04/16/11 C55 -21.0 11.0 0.45 0.0 250 CIGX STAR SCIENT CIGX US 04/16/11 C3 -21.0 110.7 0.90 -10.0 312 SMOD SMART MODUL SMOD US 05/21/11 P7.5 -20.3 62.6 0.75 -31.8 276 ACN ACCENTURE P ACN US 04/16/11 C50 -20.2 25.6 5.50 93.0 523 LSI LSI CORP (LSI) LSI US 04/16/11 C7 -19.1 25.2 0.15 -21.1 358 RIMM RESEARCH IN RIMM US 05/21/11 P57.5 -18.9 35.0 3.15 98.1 870 RIMM RESEARCH IN RIMM US 05/21/11 C55 -18.6 36.3 4.50 -57.5 402 AGNC AMERICAN CA AGNC US 04/16/11 C29 -18.4 13.3 0.40 33.3 461 RIMM RESEARCH IN RIMM US 05/21/11 P60 -18.4 34.5 4.60 91.7 594 TZA SMALL CAP B TZA US 04/16/11 C34 -17.9 52.5 3.60 -62.7 506 CLR CONTL RES I CLR US 06/18/11 C55 -17.8 29.5 17.60 37.5 250 WRES WARREN RESO WRES US 08/20/11 C5 -17.7 58.0 0.80 23.1 276 RIMM RESEARCH IN RIMM US 05/21/11 C57.5 -17.1 35.7 3.20 -60.5 997 NUAN NUANCE COMM NUAN US 04/16/11 C19 -16.8 33.4 0.35 12.9 568 RIMM RESEARCH IN RIMM US 06/18/11 C55 -16.7 38.7 5.40 -50.2 249 HDY HYPERDYNAMI HDY US 05/21/11 C5 -16.6 80.8 0.85 -55.3 620 RIMM RESEARCH IN RIMM US 05/21/11 C60 -16.1 35.4 2.13 -67.1 3685 BX BLACKSTONE BX US 04/16/11 C16 -16.1 36.2 2.72 11.0 254 RIMM RESEARCH IN RIMM US 06/18/11 C57.5 -15.8 38.2 4.15 -55.4 461 RIMM RESEARCH IN RIMM US 06/18/11 P47.5 -15.6 40.1 0.86 56.4 247 CADX CADENCE PHA CADX US 11/19/11 C7.5 -15.3 43.3 2.00 -9.1 1015 PLD PROLOGIS (PLD) PLD US 04/16/11 P14 -15.1 37.8 0.15 -25.0 215 ORCL ORACLE CORP ORCL US 04/16/11 P29 -15.0 31.3 0.03 -83.3 5730 BBY BEST BUY CO BBY US 04/16/11 P25 -14.9 36.6 0.05 -16.7 1319 DRC DRESSER-RAN DRC US 04/16/11 P50 -14.9 34.9 0.85 6.2 500 SVNT SAVIENT PHA SVNT US 04/16/11 C10 -14.7 37.9 0.45 28.6 291 RIMM RESEARCH IN RIMM US 06/18/11 P50 -14.3 39.4 1.35 60.7 397 ZAGG ZAGG INC (ZAGG) ZAGG US 04/16/11 C7 -14.3 71.3 0.55 83.3 554 SLW SILVER WHEA SLW US 04/16/11 C33 -14.1 76.1 11.00 -12.7 510 RIMM RESEARCH IN RIMM US 06/18/11 P52.5 -13.8 38.7 2.05 70.8 501 ORCL ORACLE CORP ORCL US 05/21/11 P33 -13.8 24.4 1.18 -37.9 304 ORCL ORACLE CORP ORCL US 04/16/11 P28 -13.5 33.4 0.03 -66.7 474 RIMM RESEARCH IN RIMM US 06/18/11 P55 -13.4 38.0 3.00 70.5 452 DF DEAN FOODS DF US 04/16/11 C10 -13.4 30.3 0.75 50.0 263 XING QIAO XING U XING US 09/17/11 C2 -13.3 58.0 0.40 -20.0 580 URA GLOBAL X UR URA US 10/22/11 C10 -13.3 45.2 6.30 1.6 200 MAKO MAKO SURGIC MAKO US 08/20/11 C17.5 -13.2 43.8 4.90 8.9 541 RIMM RESEARCH IN RIMM US 07/16/11 P45 -13.2 41.0 0.84 50.0 288 GRS GAMMON GOLD GRS US 04/16/11 C10 -13.0 37.3 0.40 -20.0 222 VXX IPATH-S&P S VXX US 04/16/11 P26 -12.9 41.7 0.13 85.7 450 SMOD SMART MODUL SMOD US 07/16/11 C5 -12.8 60.8 2.50 4.2 400 RIMM RESEARCH IN RIMM US 06/18/11 P57.5 -12.6 37.8 4.18 73.4 1226 SMOD SMART MODUL SMOD US 07/16/11 C7.5 -12.4 61.7 0.95 0.0 2651 ACN ACCENTURE P ACN US 05/21/11 P52.5 -12.4 22.5 0.95 -62.0 211 SM SM ENERGY C SM US 04/16/11 P75 -12.3 36.6 3.70 -26.0 325 QEP QEP RESOURC QEP US 04/16/11 P40 -12.2 30.4 0.55 0.0 500 ACN ACCENTURE P ACN US 05/21/11 C52.5 -12.1 22.1 3.32 107.5 233 ACN ACCENTURE P ACN US 05/21/11 C55 -12.0 21.6 1.90 153.3 328 HDY HYPERDYNAMI HDY US 06/18/11 C5 -12.0 86.8 0.90 -45.5 1500 EBIX EBIX INC (EBIX) EBIX US 04/16/11 P20 -11.9 108.1 1.25 -16.7 746 UUP POWERSHARES UUP US 04/16/11 C22 -11.9 10.0 0.11 -8.3 973 RIMM RESEARCH IN RIMM US 07/16/11 P50 -11.9 38.9 1.81 56.0 1019 ORCL ORACLE CORP ORCL US 05/21/11 P32 -11.7 25.3 0.77 -44.6 200 BBY BEST BUY CO BBY US 04/16/11 P27 -11.7 31.1 0.25 92.3 3761 ORCL ORACLE CORP ORCL US 05/21/11 C34 -11.6 23.9 0.87 33.9 1340 CE CELANESE CO CE US 04/16/11 C45 -11.6 28.6 0.55 0.0 453 XME SPDR S&P ME XME US 04/16/11 P69 -11.6 31.1 0.50 -35.9 600 SFI ISTAR FINAN SFI US 07/16/11 P6 -11.4 63.7 0.20 0.0 501 RIMM RESEARCH IN RIMM US 06/18/11 C60 -11.4 37.8 3.15 -59.4 1985 KRE SPDR KBW RE KRE US 04/16/11 C27 -11.4 18.6 0.17 -39.3 215 HDY HYPERDYNAMI HDY US 04/16/11 P5 -11.2 84.0 0.25 66.7 1065 RIMM RESEARCH IN RIMM US 06/18/11 P60 -11.1 37.5 5.60 69.7 477 ORCL ORACLE CORP ORCL US 05/21/11 C32 -11.0 25.7 1.98 32.0 729 RIMM RESEARCH IN RIMM US 09/17/11 P42.5 -10.9 41.1 1.05 38.2 480 MTL MECHEL-SPON MTL US 04/16/11 C31 -10.8 34.0 1.30 12.1 689 RIMM RESEARCH IN RIMM US 07/16/11 P55 -10.8 37.3 3.50 72.4 1497 BBY BEST BUY CO BBY US 04/16/11 C28 -10.7 29.7 1.29 -45.8 2463 BRCD BROCADE COM BRCD US 04/16/11 C6 -10.6 28.5 0.32 18.5 3359 JEF JEFFERIES G JEF US 04/16/11 C25 -10.6 22.9 0.80 45.5 219 ASML ASML HOLDIN ASML US 05/21/11 C42.5 -10.5 35.7 2.60 11.6 1683 TLB TALBOTS INC (TLB) TLB US 08/20/11 C4 -10.4 61.9 2.19 -4.8 217 UCO PRSH-ULT CR UCO US 04/16/11 C55 -10.4 59.3 3.50 12.9 302 BBY BEST BUY CO BBY US 04/16/11 P28 -10.3 28.9 0.49 88.5 3296 T AT&T INC (T) T US 04/16/11 C30 -10.2 14.9 0.04 33.3 660 AMZN AMAZON.COM AMZN US 10/22/11 C100 -10.2 42.6 73.60 4.6 233 ORCL ORACLE CORP ORCL US 06/18/11 P33 -10.1 24.7 1.44 -33.9 222


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


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-0- Mar/25/2011 15:30 GMT

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