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
=============================================================================
NATI   NATL INSTRU  NATI US 04/16/11 P30     321.2 196.4   0.50    0.0    800
DRIV   DIGITAL RIV  DRIV US 04/16/11 P39     204.4  38.1   2.33  -25.8    509
CLDA   CLINICAL DA  CLDA US 06/18/11 C30      93.5   6.1   0.55   22.2    204
EUO    PROSH-UL/SH  EUO US 04/16/11 C17       83.1  28.8   1.15    0.0    443
ABAT   ADVANCED BA  ABAT US 09/17/11 P2.5     63.6 139.9   0.70  100.0    389
ABAT   ADVANCED BA  ABAT US 06/18/11 P2.5     62.1 171.5   0.50  233.3    603
CSUN   CHINA SUNER  CSUN US 06/18/11 C2.5     53.8  70.6   1.65  -10.8    200
UNG    US NAT GAS   UNG US 04/16/11 C10       50.5  46.6   1.80   -1.1    488
LLNW   LIMELIGHT N  LLNW US 04/16/11 C7       48.4  72.3   0.35  133.3   2998
T      AT&T INC     T US 04/16/11 C27         47.4  25.4   2.39   26.5    273
ALU    ALCATEL-LUC  ALU US 04/16/11 C4.5      42.3  60.2   1.35   92.9    272
ABAT   ADVANCED BA  ABAT US 05/21/11 P2.5     41.2 172.2   0.40  166.7   1218
LLNW   LIMELIGHT N  LLNW US 04/16/11 C6       39.1  81.2   1.00   33.3    495
S      SPRINT NEXT  S US 04/16/11 C4          38.3  56.1   0.72    7.5    564
CLDA   CLINICAL DA  CLDA US 04/16/11 P30      32.7  13.5   0.25   25.0   3886
DRIV   DIGITAL RIV  DRIV US 04/16/11 P36      30.6  42.0   0.85  -50.0    388
EGLE   EAGLE BULK   EGLE US 04/16/11 C4       30.3  35.0   0.10    0.0    409
MTL    MECHEL-SPON  MTL US 04/16/11 C28       29.9  54.1   3.10   -3.1    200
GSI    GENERAL STE  GSI US 05/21/11 C2.5      29.4  58.1   0.20    0.0    260
DRIV   DIGITAL RIV  DRIV US 04/16/11 P37      29.1  40.8   1.10  -18.5    796
BMY    BRISTOL-MYE  BMY US 04/16/11 C26       28.4  20.8   1.11  -11.2   2772
BKS    BARNES & NO  BKS US 04/16/11 P10       27.0  91.9   0.85  -26.1    355
DRIV   DIGITAL RIV  DRIV US 04/16/11 C36      26.5  42.7   1.90   65.2    373
SIG    SIGNET JEWE  SIG US 04/16/11 P45       24.1  39.9   2.20   76.0    300
DRIV   DIGITAL RIV  DRIV US 04/16/11 C39      23.8  42.0   0.60  140.0    944
SVU    SUPERVALU I  SVU US 04/16/11 C9        23.6  50.5   0.35   16.7    885
CSCO   CISCO SYSTE  CSCO US 04/16/11 C15      23.1  45.8   2.46    6.0    312
VXX    IPATH-S&P S  VXX US 04/16/11 C26       23.1  44.6   4.30   -5.5    465
NLY    ANNALY CAPI  NLY US 04/16/11 C17       21.6  32.9   1.04   -5.5   1055
RDN    RADIAN GROU  RDN US 04/16/11 P7        21.5  57.0   0.35  -22.2    250
SLV    ISHARES SIL  SLV US 04/16/11 C30       21.4  45.0   6.10   -4.7    257
T      AT&T INC     T US 04/16/11 P27         21.1  23.4   0.05  -44.4    304
CLDA   CLINICAL DA  CLDA US 06/18/11 C29      21.0   9.3   1.45    3.6    428
GES    GUESS? INC   GES US 05/21/11 C36       20.7  38.8   3.70   15.6    255
VZ     VERIZON COM  VZ US 04/16/11 C36        20.5  19.6   1.87   35.5    974
ABMD   ABIOMED INC  ABMD US 04/16/11 P15      20.1  68.3   1.10   22.2    200
SPY    SPDR S&P 50  SPY US 04/16/11 P136      19.9  12.4   4.60   -5.0    893
HIG    HARTFORD FI  HIG US 04/16/11 C28       19.6  34.3   0.47   56.7   8499
MWE    MARKWEST EN  MWE US 04/16/11 C47       19.1  21.5   1.45   45.0    500
ATHR   ATHEROS COM  ATHR US 04/16/11 P45      18.6   5.2   0.30  -14.3    200
LULU   LULULEMON A  LULU US 04/16/11 P65      18.4  55.6   0.10  -28.6    253
FTK    FLOTEK INDS  FTK US 04/16/11 C7.5      17.8  68.0   1.35   42.1    222
SIG    SIGNET JEWE  SIG US 05/21/11 P40       17.7  38.7   1.00    0.0    300
T      AT&T INC     T US 04/16/11 C28         17.5  16.7   1.48   60.9   1914
DIA    SPDR DJIA T  DIA US 04/16/11 P123      17.3  13.4   1.87   -8.8    377
CBEH   CHINA INTEG  CBEH US 04/16/11 P2.5     17.0 298.6   0.55   83.3   2080
HTZ    HERTZ GLOBA  HTZ US 04/16/11 C16       16.7  42.9   0.72   10.8    222
HIG    HARTFORD FI  HIG US 04/16/11 C27       16.5  35.1   0.90   45.2    952
SOHU   SOHU.COM IN  SOHU US 04/16/11 C80      16.3  48.5   6.40   33.3    928
SPY    SPDR S&P 50  SPY US 06/18/11 P137      16.1  16.7   7.28   -4.7    480
BID    SOTHEBY'S    BID US 04/16/11 P40       15.8  61.7   0.10  -50.0    530
EPD    ENTERPRISE   EPD US 04/16/11 C42       15.7  19.4   1.30   23.8    601
DRIV   DIGITAL RIV  DRIV US 05/21/11 P36      15.3  43.7   1.20  -45.5    461
BMY    BRISTOL-MYE  BMY US 04/16/11 C27       15.2  20.5   0.40  -20.0   2175
T      AT&T INC     T US 04/16/11 C29         15.1  14.8   0.56  143.5   6394
QQQ    POWERSH-QQQ  QQQ US 04/16/11 P59       15.1  16.2   2.22   -5.1    614
TAN    GUGGENHEIM   TAN US 04/16/11 C8        15.0  43.6   0.65   85.7    211
OREX   OREXIGEN TH  OREX US 04/16/11 P3       15.0  80.2   0.20    0.0    264
CLDA   CLINICAL DA  CLDA US 06/18/11 P30      14.9   8.1   0.30   20.0    555
LULU   LULULEMON A  LULU US 04/16/11 P70      14.9  49.5   0.20  -61.5    534
LLNW   LIMELIGHT N  LLNW US 05/21/11 C7       14.8  70.1   0.60   71.4   1101
T      AT&T INC     T US 04/16/11 P28         14.8  18.1   0.13  -45.8   1318
ABAT   ADVANCED BA  ABAT US 05/21/11 C2.5     14.7 115.8   1.00  -25.9    500
POT    POTASH CORP  POT US 04/16/11 P60       14.6  36.3   3.20  -11.1    211
BMY    BRISTOL-MYE  BMY US 04/16/11 P27       14.6  20.7   0.68   36.0    525
GPOR   GULFPORT EN  GPOR US 04/16/11 C35      14.5  45.9   1.30  100.0    253
SPY    SPDR S&P 50  SPY US 04/16/11 P101      14.4  47.5   0.02    0.0    235
DRIV   DIGITAL RIV  DRIV US 04/16/11 C38      14.4  41.4   0.90  100.0   1054
LULU   LULULEMON A  LULU US 04/16/11 P75      14.3  46.1   0.65  -55.2    596
AA     ALCOA INC    AA US 04/16/11 P15        14.1  44.3   0.05    0.0    837
PVX    PROVIDENT E  PVX US 06/18/11 C9        14.1  26.1   0.45   12.5   1372
TM     TOYOTA MOTO  TM US 04/16/11 C80        14.1  35.0   2.77   13.5    201
SD     SANDRIDGE E  SD US 04/16/11 P10        14.0  69.5   0.07    0.0   2681
LULU   LULULEMON A  LULU US 04/16/11 C75      13.9  45.3   9.00   73.1   2322
T      AT&T INC     T US 04/16/11 P29         13.7  15.9   0.41  -43.8   3119
NOK    NOKIA CORP-  NOK US 04/16/11 P8        13.7  36.1   0.04  -66.7    378
WFT    WEATHERFORD  WFT US 04/16/11 C22       13.6  34.3   0.43   95.5  12637
NFLX   NETFLIX INC  NFLX US 04/16/11 C210     13.5  50.4  29.50   31.4    205
SPY    SPDR S&P 50  SPY US 06/18/11 P136      13.5  16.9   6.78   -3.7    248
NYX    NYSE EURONE  NYX US 04/16/11 P34       13.5  33.3   0.55  -21.4    712
RFMD   RF MICRO DE  RFMD US 05/21/11 P6       13.4  53.5   0.30    0.0    310
FCX    FREEPORT-MC  FCX US 04/16/11 P40       13.4  69.6   0.05    0.0    422
WFT    WEATHERFORD  WFT US 04/16/11 C21       13.3  36.3   0.95   69.6   3963
TSRA   TESSERA TEC  TSRA US 04/16/11 C17      13.2  42.8   1.65   17.9    200
BHI    BAKER HUGHE  BHI US 04/16/11 C65       13.1  40.9   9.40   38.2    365
SPY    SPDR S&P 50  SPY US 04/16/11 P135      13.1  13.0   3.82   -5.2    662
LULU   LULULEMON A  LULU US 04/16/11 P80      12.9  43.1   1.70  -51.1    579
POT    POTASH CORP  POT US 04/16/11 P58.33    12.8  36.8   2.25   -7.0    305
EW     EDWARDS LIF  EW US 04/16/11 P85        12.7  52.5   2.24   -4.7    394
MHS    MEDCO HEALT  MHS US 04/16/11 P50       12.7  39.4   0.33  -28.3    512
BMY    BRISTOL-MYE  BMY US 04/16/11 P28       12.7  21.1   1.37   20.2    231
LULU   LULULEMON A  LULU US 04/16/11 C80      12.7  42.7   5.20  131.1   1414
POT    POTASH CORP  POT US 04/16/11 C60       12.5  37.2   1.02   29.1   2196
EPD    ENTERPRISE   EPD US 04/16/11 C44       12.4  15.0   0.20  100.0    220
CLWR   CLEARWIRE -  CLWR US 04/16/11 P5       12.3 103.1   0.25    0.0    217
BMY    BRISTOL-MYE  BMY US 04/16/11 C28       12.3  21.7   0.13   -7.1    394
CHK    CHESAPEAKE   CHK US 04/16/11 C28       12.0  48.0   6.00   -4.8    404
TLB    TALBOTS INC  TLB US 08/20/11 C4        11.9  74.6   2.15   -1.8    200
KO     COCA-COLA C  KO US 04/16/11 P52.5      11.9  43.9   0.02    0.0    280
NFLX   NETFLIX INC  NFLX US 04/16/11 P190     11.8  56.2   0.40  -33.3    245
LO     LORILLARD I  LO US 04/16/11 C100       11.7  24.1   0.76   81.0    467
INTC   INTEL CORP   INTC US 04/16/11 P19      11.5  27.4   0.06  -14.3    578
BWA    BORGWARNER   BWA US 05/21/11 C70       11.5  44.5   9.20    4.5   1647
PVH    PHILLIPS-VA  PVH US 04/16/11 P55       11.4  48.3   0.50  -23.1    200
POT    POTASH CORP  POT US 04/16/11 C58.33    11.3  37.2   1.56   18.2    993
POT    POTASH CORP  POT US 04/16/11 P56.67    11.3  36.9   1.46   -7.0    557
SLB    SCHLUMBERGE  SLB US 04/16/11 P80       11.3  37.4   0.21  -58.8    378
DNDN   DENDREON CO  DNDN US 04/16/11 C34      11.3  42.0   1.30   68.8    707
NFLX   NETFLIX INC  NFLX US 04/16/11 C220     11.2  47.7  21.05   39.9    328
BMY    BRISTOL-MYE  BMY US 04/16/11 P26       11.2  21.5   0.23   53.3   1544
CALX   CALIX INC    CALX US 04/16/11 C20      11.1  58.8   0.95   90.0    750
NYX    NYSE EURONE  NYX US 04/16/11 C35       11.1  35.2   1.10   37.5   1428
HAL    HALLIBURTON  HAL US 04/16/11 P40       11.1  43.6   0.07  -41.7    545
MU     MICRON TECH  MU US 04/16/11 P10        11.1  53.7   0.06  -14.3    499
NFLX   NETFLIX INC  NFLX US 04/16/11 P200     11.1  52.6   0.79  -38.8    695
IAG    IAMGOLD COR  IAG US 04/16/11 P21       11.0  41.6   0.30   -9.1    510
FSLR   FIRST SOLAR  FSLR US 04/16/11 C150     11.0  39.9   7.90   49.1    593
NFLX   NETFLIX INC  NFLX US 04/16/11 P205     11.0  51.0   1.16  -37.0    239
SINA   SINA CORP    SINA US 06/18/11 P45      11.0  82.0   0.10    0.0    401
FSLR   FIRST SOLAR  FSLR US 04/16/11 P145     11.0  42.9   2.18  -33.1    216
DNDN   DENDREON CO  DNDN US 04/16/11 P32      11.0  46.1   0.50  -41.9    282
LULU   LULULEMON A  LULU US 04/16/11 C85      11.0  40.8   2.40  238.0   1995
SVU    SUPERVALU I  SVU US 04/16/11 P8        10.9  57.4   0.07  -53.3    229
MLNX   MELLANOX TE  MLNX US 04/16/11 C24      10.9  52.7   1.75    0.0    250
DNDN   DENDREON CO  DNDN US 04/16/11 P33      10.8  43.6   0.90  -23.1   2685
SPXU   PROSHARES U  SPXU US 04/16/11 P16      10.8  48.5   0.55   10.0    214
KR     KROGER CO    KR US 04/16/11 C24        10.8  20.7   0.38   -5.0    311
MHS    MEDCO HEALT  MHS US 04/16/11 P47.5     10.7  44.1   0.13  -43.5    214
NFLX   NETFLIX INC  NFLX US 04/16/11 P195     10.7  54.2   0.54  -38.6    331
BWA    BORGWARNER   BWA US 05/21/11 P70       10.7  40.5   1.95   30.0    240
BLK    BLACKROCK I  BLK US 04/16/11 C195      10.7  26.6   2.10    5.5    202
UNG    US NAT GAS   UNG1 US 04/16/11 C6       10.6  38.0   0.14   -6.7    607
ARMH   ARM HOLDING  ARMH US 04/16/11 C25      10.5  48.8   2.35   17.5    220
WFT    WEATHERFORD  WFT US 04/16/11 P21       10.5  35.1   0.47  -35.6    977
JNJ    JOHNSON&JOH  JNJ US 04/16/11 P60       10.5  12.7   1.09  -14.8    257
DTG    DOLLAR THRI  DTG US 04/16/11 C55       10.4  53.0  10.13    5.5    513
SSW    SEASPAN COR  SSW US 05/21/11 P15       10.4  42.1   0.20    0.0    352
EPD    ENTERPRISE   EPD US 04/16/11 P42       10.4  19.9   0.35  -12.5    516
DNDN   DENDREON CO  DNDN US 04/16/11 P28      10.4  62.9   0.17  -15.0    515
HOT    STARWOOD HO  HOT US 04/16/11 C57.5     10.4  33.0   1.12  -53.5    244
NFLX   NETFLIX INC  NFLX US 04/16/11 P210     10.4  49.7   1.65  -37.7    415
NLY    ANNALY CAPI  NLY US 04/16/11 P17       10.3  16.6   0.10   42.9   1203
NFLX   NETFLIX INC  NFLX US 04/16/11 C245     10.3  45.6   6.66   80.0    925
DIA    SPDR DJIA T  DIA US 04/16/11 P121      10.2  14.8   1.08   -9.2    562
FDO    FAMILY DOLL  FDO US 04/16/11 P50       10.2  36.6   0.90    0.0    247
NFLX   NETFLIX INC  NFLX US 04/16/11 C240     10.2  45.7   8.70   70.6   1583
WFT    WEATHERFORD  WFT US 04/16/11 P20       10.2  38.0   0.20  -39.4   1130
NFLX   NETFLIX INC  NFLX US 04/16/11 C235     10.2  45.8  11.15   61.6   1179
NFLX   NETFLIX INC  NFLX US 04/16/11 P215     10.1  48.5   2.35  -38.2    770
QQQ    POWERSH-QQQ  QQQ US 04/16/11 P58       10.1  17.4   1.51   -3.8    910
MCP    MOLYCORP IN  MCP US 04/16/11 P55       10.1  66.7   3.00  -14.3    451
GM     GENERAL MOT  GM US 04/16/11 C32        10.1  31.7   0.55   -8.3    924
MOO    MKT VECT-AG  MOO US 04/16/11 P55       10.1  23.3   1.10   10.0    413
NFLX   NETFLIX INC  NFLX US 04/16/11 C230     10.1  46.1  14.10   53.3    817
BSX    BOSTON SCIE  BSX US 04/16/11 P7        10.1  42.3   0.14  -26.3    250
FSLR   FIRST SOLAR  FSLR US 04/16/11 P150     10.1  41.0   3.65  -31.1    331

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= GSIC GSI COMMERC GSIC US 04/16/11 P29 -90.6 8.0 0.15 0.0 220 GSIC GSI COMMERC GSIC US 04/16/11 P30 -89.8 10.6 0.90 0.0 1289 GSIC GSI COMMERC GSIC US 07/16/11 P29 -87.2 5.5 0.30 0.0 310 GSIC GSI COMMERC GSIC US 04/16/11 C28 -82.9 17.0 1.20 1100.0 4433 GSIC GSI COMMERC GSIC US 07/16/11 C30 -81.4 8.4 0.20 0.0 347 GSIC GSI COMMERC GSIC US 07/16/11 P28 -79.8 8.2 0.10 0.0 917 EK EASTMAN KOD EK US 04/16/11 C3.5 -38.9 71.1 0.40 21.2 1784 EK EASTMAN KOD EK US 04/16/11 P3.5 -37.6 69.5 0.11 -74.4 3308 FUQI FUQI INTERN FUQI US 04/16/11 P3 -37.3 138.0 0.35 -30.0 1137 CALM CAL-MAINE F CALM US 04/16/11 C30 -34.6 26.5 0.35 16.7 333 THC TENET HEALT THC US 04/16/11 C7 -33.7 18.5 0.28 -6.7 226 AMRS AMYRIS INC (AMRS) AMRS US 04/16/11 P25 -31.5 64.2 0.75 -11.8 349 WAC WALTER INVE WAC US 09/17/11 P18 -31.2 14.9 1.50 25.0 820 DANG E-COMMERCE DANG US 06/18/11 C12.5 -28.5 37.9 7.70 13.2 300 FUQI FUQI INTERN FUQI US 04/16/11 C3 -27.9 145.9 0.40 -46.7 260 EK EASTMAN KOD EK US 04/16/11 C3 -26.2 84.5 0.79 31.7 801 EK EASTMAN KOD EK US 04/16/11 P3 -26.0 84.7 0.03 -83.3 237 PWER POWER-ONE I PWER US 04/16/11 C8 -25.9 37.5 0.80 37.9 455 VRGY VERIGY LTD (VRGY) VRGY US 04/16/11 P13 -25.1 31.9 0.05 -75.0 382 XME SPDR S&P ME XME US 04/16/11 P63 -23.4 41.3 0.17 -29.2 1128 DEER DEER CONSUM DEER US 04/16/11 C7.5 -23.4 64.9 0.85 0.0 209 BLDP BALLARD POW BLDP US 05/21/11 C2.5 -21.5 60.7 0.25 66.7 312 EK EASTMAN KOD EK US 05/21/11 C3.5 -21.1 72.5 0.56 33.3 323 NXG NORTHGATE M NXG US 09/17/11 P2.5 -19.6 43.7 0.25 0.0 500 LVLT LEVEL 3 COM LVLT US 04/16/11 C1.5 -16.0 63.7 0.10 100.0 609 EK EASTMAN KOD EK US 04/16/11 C2.5 -15.9 102.3 1.29 31.6 219 AMRS AMYRIS INC AMRS US 05/21/11 P25 -15.4 59.3 1.40 7.7 217 NLY ANNALY CAPI NLY US 04/16/11 P18 -15.3 9.6 0.58 5.5 1247 XLI SPDR-INDU S XLI US 09/17/11 P32 -15.2 27.9 0.87 0.0 1250 SD SANDRIDGE E SD US 01/21/12 C5 -14.9 54.4 7.40 1.4 730 ARLP ALLIANCE RE ARLP US 04/16/11 C80 -14.2 26.1 4.08 2.0 512 WLT WALTER ENER WLT US 05/21/11 C100 -13.2 52.6 29.05 17.6 210 WAC WALTER INVE WAC US 09/17/11 P17 -13.1 20.2 1.00 17.6 1185 MSFT MICROSOFT C MSFT US 06/18/11 C20 -12.3 33.8 5.75 2.7 200 CRA CELERA CORP (CRA) CRA US 09/17/11 P7.5 -12.2 13.3 0.05 0.0 750 ALU ALCATEL-LUC ALU US 04/16/11 C6 -11.9 41.4 0.15 200.0 5714 APWR A-POWER ENE APWR US 06/18/11 C5 -11.8 62.7 0.48 -41.5 492 ALU ALCATEL-LUC ALU US 06/18/11 C4 -11.7 45.2 1.85 34.1 623 EK EASTMAN KOD EK US 07/16/11 C3 -11.2 71.1 1.00 31.6 1221 NLY ANNALY CAPI NLY US 04/16/11 C18 -11.0 5.4 0.07 -36.4 2842 TM TOYOTA MOTO TM US 04/16/11 P80 -10.9 24.3 1.60 -23.4 237 EXAS EXACT SCIEN EXAS US 07/16/11 P6 -10.8 60.5 0.65 -43.5 620 SIG SIGNET JEWE SIG US 04/16/11 C45 -10.8 40.0 1.20 -17.2 472 GDXJ MARKET VECT GDXJ US 04/16/11 C34 -10.7 43.0 4.59 -8.2 235 EXAS EXACT SCIEN EXAS US 04/16/11 P6 -10.6 53.7 0.30 20.0 300 VALE VALE SA-SP VALE US 04/16/11 C34 -10.0 24.6 0.18 -25.0 1342


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


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-0- Mar/28/2011 15:30 GMT

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