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
=============================================================================
NLY    ANNALY CAPI  NLY US 04/16/11 C18      113.0  11.9   0.01  -75.0   1792
SMT    SMART TECHN  SMT US 04/16/11 C7.5      73.7 105.5   2.30    0.0    295
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C51       60.6  29.5   5.83    5.4    424
XLF    SPDR-FINL S  XLF US 04/16/11 C15       59.7  27.3   1.27   -7.3    317
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C52       56.7  28.1   4.84    3.0    879
VALE   VALE SA-SP   VALE US 04/16/11 P33      45.1  18.9   0.90  -35.2    235
REDF   REDIFF.COM   REDF US 04/16/11 C7.5     43.6  93.3   0.50   66.7    457
S      SPRINT NEXT  S US 05/21/11 C3.5        41.2  54.4   1.13   -8.9    417
MWW    MONSTER WOR  MWW US 04/16/11 C16       40.5  65.2   0.66   88.6   3099
AVNR   AVANIR PHAR  AVNR US 01/21/12 C2.5     34.1  26.7   1.30   -3.7    387
T      AT&T INC     T US 04/16/11 C28         33.0  22.9   1.90   33.8    304
HNP    HUANENG POW  HNP US 04/16/11 P22.5     30.1  33.5   0.30  -50.0    381
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C53       28.9  26.9   4.11   12.6    499
DE     DEERE & CO   DE US 04/16/11 C85        28.5  32.3   8.05   -2.4    208
IWM    ISHARES-RUS  IWM US 04/16/11 C77       28.5  29.3   5.83    6.0    204
NEOP   NEOPROBE CO  NEOP US 10/22/11 C2.5     26.7  37.9   1.55   14.8    267
MWW    MONSTER WOR  MWW US 04/16/11 P14       24.4  59.1   0.20    5.3    277
MAS    MASCO CORP   MAS US 04/16/11 C14       22.6  41.8   0.40    0.0   6763
IWM    ISHARES-RUS  IWM US 04/16/11 C78       22.5  27.7   4.98    9.2    273
VRGY   VERIGY LTD   VRGY US 04/16/11 C13      21.1  28.7   1.30    4.0    681
PVH    PHILLIPS-VA  PVH US 04/16/11 P50       20.2  62.6   0.05  -66.7    205
DTG    DOLLAR THRI  DTG US 04/16/11 P55       19.8  59.1   0.35   75.0    352
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C54       18.3  24.9   3.14    9.0    337
ARLP   ALLIANCE RE  ARLP US 04/16/11 P80      18.2  38.3   1.92   60.0   1006
CIGX   STAR SCIENT  CIGX US 05/21/11 C2       18.0 114.7   1.85   -3.1    446
THC    TENET HEALT  THC US 05/21/11 C7        17.7  25.9   0.45    0.0    297
GRM    GRAHAM PACK  GRM US 05/21/11 C17.5     16.9  41.9   1.10   10.0    489
CSCO   CISCO SYSTE  CSCO US 04/16/11 C16      16.5  31.8   1.41   16.5   2342
GSIC   GSI COMMERC  GSIC US 04/16/11 C28      15.7  15.6   1.30   13.0   1173
EPD    ENTERPRISE   EPD US 04/16/11 P40       15.6  27.6   0.20   33.3    700
DIA    SPDR DJIA T  DIA US 04/16/11 C120      15.4  16.8   2.99   13.3    256
ETP    ENERGY TRAN  ETP US 04/16/11 C50       15.3  19.5   1.15  -61.7    918
CALX   CALIX INC    CALX US 04/16/11 C20      15.1  79.4   1.35   35.0   1081
IWM    ISHARES-RUS  IWM US 04/16/11 C79       14.9  26.4   4.12    9.9   1167
GFRE   GULF RESOUR  GFRE US 05/21/11 P5       14.9 112.8   0.35  -36.4    263
IWM    ISHARES-RUS  IWM US 04/16/11 C80       14.8  25.3   3.43   16.3   6886
MAS    MASCO CORP   MAS US 04/16/11 C13       14.6  48.0   0.90  -14.3    788
ADBE   ADOBE SYS I  ADBE US 04/16/11 C33      14.5  33.1   0.79   31.7   1207
ADBE   ADOBE SYS I  ADBE US 04/16/11 C34      14.2  33.3   0.45   40.6   5786
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C55       14.0  23.1   2.34   18.2   6884
CE     CELANESE CO  CE US 05/21/11 C45        13.9  41.0   1.90   22.6    941
QQQ    POWERSH-QQQ  QQQ US 05/21/11 C51       13.6  26.4   5.83   -1.9    406
SPY    SPDR S&P 50  SPY US 04/16/11 C127      13.5  20.4   5.05    9.3    441
NXPI   NXP SEMICON  NXPI US 04/16/11 C27.5    13.4  65.9   3.40  119.3    477
TEL    TE CONNECTI  TEL US 04/16/11 C35       13.1  30.5   0.60    0.0   1473
SIG    SIGNET JEWE  SIG US 04/16/11 P45       13.0  49.5   1.99  -13.5    757
GSIC   GSI COMMERC  GSIC US 07/16/11 C30      13.0  10.3   0.40   33.3    647
ETP    ENERGY TRAN  ETP US 05/21/11 C50       12.9  19.4   1.60  -50.0   1186
SDS    PROSHARES U  SDS US 04/16/11 P19       12.8  30.4   0.01  -50.0    564
MELI   MERCADOLIBR  MELI US 04/16/11 C80      12.8  39.9   2.19  143.3    472
FCH    FELCOR LODG  FCH US 09/17/11 C2.5      12.7  84.3   3.50  -16.7    605
ATML   ATMEL CORP   ATML US 05/21/11 P12      12.7  56.6   0.60   33.3   1000
IWM    ISHARES-RUS  IWM US 04/16/11 C81       12.7  24.1   2.67   17.6   1797
SOHU   SOHU.COM IN  SOHU US 04/16/11 C90      12.7  47.5   2.90  163.6    972
SIGM   SIGMA DESIG  SIGM US 04/16/11 P12.5    12.5  41.6   0.20  -33.3    206
SOHU   SOHU.COM IN  SOHU US 04/16/11 C85      12.4  49.1   5.50  120.0    585
MAS    MASCO CORP   MAS US 04/16/11 P13       12.4  46.3   0.30   50.0    506
SPY    SPDR S&P 50  SPY US 04/16/11 C128      12.3  19.6   4.20   10.5   1989
AMZN   AMAZON.COM   AMZN US 04/16/11 C160     12.2  35.0  15.20   42.7    208
ADBE   ADOBE SYS I  ADBE US 04/16/11 P32      12.1  33.0   0.53  -19.7    339
FR     FIRST IND R  FR US 09/17/11 C5         12.1  64.2   6.40    0.0    400
AKS    AK STEEL HL  AKS US 04/16/11 P14       12.0  49.9   0.06  -33.3    242
CISG   CNINSURE IN  CISG US 07/16/11 P10      11.9  68.0   0.65    0.0    465
MAS    MASCO CORP   MAS US 05/21/11 C14       11.8  43.5   0.75    7.1   1302
NLY    ANNALY CAPI  NLY US 05/21/11 C18       11.7  11.9   0.11    0.0   1585
SLB    SCHLUMBERGE  SLB US 04/16/11 P75       11.7  48.8   0.06  -40.0    480
CERN   CERNER CORP  CERN US 04/16/11 P110     11.7  24.2   2.45   -7.9    303
C      CITIGROUP I  C US 04/16/11 C4.5        11.7  25.8   0.06    0.0  16691
BMY    BRISTOL-MYE  BMY US 04/16/11 C26       11.7  22.8   0.96   -6.8    990
MWW    MONSTER WOR  MWW US 05/21/11 C16       11.6  58.6   1.17    1.7    796
LULU   LULULEMON A  LULU US 04/16/11 C85      11.6  47.3   5.70   62.9   2057
FXY    CRYSHS-JAPA  FXY US 04/16/11 P120      11.5  12.1   1.25   56.2    358
STJ    ST JUDE MED  STJ US 04/16/11 P45       11.3  45.7   0.20   33.3    332
AMZN   AMAZON.COM   AMZN US 04/16/11 P155     11.2  37.3   0.44  -36.2    651
CLNE   CLEAN ENERG  CLNE US 04/16/11 C15      11.2  48.4   0.60   50.0    237
C      CITIGROUP I  C US 04/16/11 P4.5        11.1  25.8   0.14   16.7   2199
JASO   JA SOLAR HO  JASO US 04/16/11 C7       10.9  52.7   0.25    0.0   1019
VALE   VALE SA-SP   VALE US 04/16/11 P32      10.9  23.1   0.48  -36.0    300
IWM    ISHARES-RUS  IWM US 04/16/11 C82       10.7  22.8   1.99   32.7   1017
AONE   A123 SYSTEM  AONE US 04/16/11 P7       10.6  56.2   0.40  300.0   1185
VZ     VERIZON COM  VZ US 04/16/11 C37        10.6  17.8   1.31   48.9    770
QQQ    POWERSH-QQQ  QQQ US 05/21/11 C52       10.6  25.4   4.98   -1.6    294
CAG    CONAGRA FOO  CAG US 01/21/12 C20       10.5  23.4   3.95   -0.5    457
FXY    CRYSHS-JAPA  FXY US 05/21/11 P120      10.5  12.0   2.11   45.5  10001
UUP    POWERSHARES  UUP US 04/16/11 C22       10.4  10.5   0.15   15.4   3325
SPY    SPDR S&P 50  SPY US 04/16/11 C129      10.2  18.7   3.47   11.9   3426
SOHU   SOHU.COM IN  SOHU US 04/16/11 C80      10.2  51.2   9.07   81.4    947
HRB    H&R BLOCK I  HRB US 04/16/11 C17       10.0  37.0   0.45   36.4   1201

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= XME SPDR S&P ME XME US 04/16/11 P63 -57.3 42.4 0.15 -11.8 690 NLY ANNALY CAPI NLY US 04/16/11 C16 -55.5 27.5 1.44 -29.1 2031 NLY ANNALY CAPI NLY US 07/16/11 C15 -55.3 20.9 2.53 -17.1 376 NLY ANNALY CAPI NLY US 04/16/11 C17 -53.5 16.5 0.52 -49.5 2126 CLDA CLINICAL DA CLDA US 04/16/11 C30 -53.2 4.9 0.30 -25.0 455 NLY ANNALY CAPI NLY US 01/21/12 C15 -48.9 18.5 2.51 -17.4 420 NLY ANNALY CAPI NLY US 07/16/11 C16 -48.2 18.4 1.58 -22.9 1323 DBA POWERSHARES DBA US 05/21/11 C29 -41.1 18.1 4.90 0.0 1000 APOL APOLLO GROU APOL US 04/16/11 C41 -40.7 34.5 0.52 -81.9 315 APOL APOLLO GROU APOL US 04/16/11 P40 -40.6 35.1 1.64 36.7 820 APOL APOLLO GROU APOL US 04/16/11 P41 -40.3 34.4 2.24 48.3 714 APOL APOLLO GROU APOL US 04/16/11 C38 -39.4 37.8 2.06 -66.7 300 APOL APOLLO GROU APOL US 04/16/11 P39 -39.3 36.2 1.12 25.8 933 APOL APOLLO GROU APOL US 04/16/11 P38 -39.1 37.8 0.75 8.7 1057 APOL APOLLO GROU APOL US 04/16/11 C39 -38.5 36.6 1.35 -69.2 385 WLL WHITING PET WLL US 04/16/11 C60 -38.4 42.2 9.80 -0.3 300 APOL APOLLO GROU APOL US 04/16/11 P37 -37.8 39.3 0.46 -2.1 402 ETP ENERGY TRAN ETP US 05/21/11 C45 -37.6 26.4 5.90 0.0 374 APOL APOLLO GROU APOL US 04/16/11 P36 -35.3 41.8 0.29 -14.7 204 NLY ANNALY CAPI NLY US 07/16/11 C17 -35.0 15.4 0.74 -28.9 1169 NLY ANNALY CAPI NLY US 05/21/11 C17 -33.7 15.7 0.68 -34.6 231 LEN LENNAR CORP LEN US 04/16/11 C19 -30.6 35.1 0.83 -35.2 3652 CRA CELERA CORP (CRA) CRA US 09/17/11 C7.5 -30.3 13.3 0.80 -15.8 222 NLY ANNALY CAPI NLY US 04/16/11 P18 -29.2 8.7 0.58 -7.9 774 X US STEEL CO X US 04/16/11 C48 -28.5 43.2 8.30 -1.2 1031 LEN LENNAR CORP LEN US 04/16/11 P20 -28.3 32.9 0.97 3.2 224 SPY SPDR S&P 50 SPY US 04/16/11 P137 -27.8 12.9 6.10 0.0 272 LEN LENNAR CORP (LEN) LEN US 04/16/11 C20 -27.1 34.1 0.35 -50.7 448 NXPI NXP SEMICON NXPI US 04/16/11 C25 -26.7 44.2 5.90 90.3 254 NLY ANNALY CAPI NLY US 10/22/11 C17 -26.3 15.1 0.82 -21.9 614 LEN LENNAR CORP LEN US 04/16/11 P19 -24.8 36.1 0.43 -18.9 742 XLF SPDR-FINL S XLF US 06/18/11 P7 -24.4 82.1 0.02 0.0 218 VRGY VERIGY LTD (VRGY) VRGY US 05/21/11 P14 -24.1 10.3 0.15 -40.0 235 LLNW LIMELIGHT N LLNW US 04/16/11 C6 -24.1 71.3 0.95 -17.4 466 PVH PHILLIPS-VA PVH US 04/16/11 C65 -23.1 35.3 1.80 89.5 1387 LEN LENNAR CORP LEN US 04/16/11 P18 -22.4 39.2 0.18 -28.0 203 APOL APOLLO GROU APOL US 05/21/11 C40 -21.8 33.8 1.75 -57.8 762 PVH PHILLIPS-VA PVH US 04/16/11 C60 -21.8 36.6 5.00 92.3 887 APOL APOLLO GROU APOL US 05/21/11 P39 -21.7 34.1 1.90 42.9 566 ELN ELAN CORP-A ELN US 04/16/11 C7 -21.5 34.3 0.15 0.0 544 DIA SPDR DJIA T DIA US 04/16/11 P124 -21.4 11.9 2.50 -10.7 323 LINTA LIBERTY-INT LINTA US 07/16/11 C15 -21.4 28.4 1.40 -6.7 15316 LLNW LIMELIGHT N LLNW US 04/16/11 C7 -21.4 55.9 0.30 -25.0 374 MHR MAGNUM HUNT MHR US 04/16/11 C7.5 -21.1 35.2 0.45 28.6 410 ETP ENERGY TRAN ETP US 04/16/11 P50 -20.9 14.7 0.45 80.0 512 ETP ENERGY TRAN ETP US 05/21/11 P50 -20.9 15.1 1.25 19.1 764 PEG PUB SERV EN PEG US 05/21/11 C25 -20.8 34.0 6.10 0.0 314 APOL APOLLO GROU APOL US 05/21/11 P38 -20.7 35.3 1.48 42.3 644 APOL APOLLO GROU APOL US 05/21/11 C39 -20.2 34.7 2.23 -60.9 362 SPY SPDR S&P 50 SPY US 04/16/11 P135 -19.9 13.2 4.04 -12.2 541 APOL APOLLO GROU APOL US 05/21/11 P35 -19.7 38.1 0.65 22.6 324 APOL APOLLO GROU APOL US 04/16/11 P30 -18.8 60.8 0.04 -20.0 255 RDN RADIAN GROU RDN US 04/16/11 C7 -18.6 55.1 0.35 -12.5 2183 DIA SPDR DJIA T DIA US 05/21/11 P127 -18.6 12.7 6.40 10.3 239 GERN GERON CORP (GERN) GERN US 06/18/11 C5 -18.3 33.5 0.35 16.7 309 MAT MATTEL INC (MAT) MAT US 05/21/11 P26 -17.9 23.3 1.75 25.0 394 ABAT ADVANCED BA ABAT US 06/18/11 P2.5 -17.6 132.6 0.35 -30.0 1375 XLF SPDR-FINL S XLF US 04/16/11 P17 -17.1 19.6 0.83 10.7 340 SPY SPDR S&P 50 SPY US 06/18/11 P137 -16.4 15.1 7.88 -0.2 586 SFL SHIP FINANC SFL US 04/16/11 C20 -16.3 20.2 0.60 -14.3 290 DIA SPDR DJIA T DIA US 04/16/11 P123 -15.6 12.8 1.93 -11.5 667 PVH PHILLIPS-VA PVH US 04/16/11 P60 -15.4 38.6 0.60 -74.5 1317 IWM ISHARES-RUS IWM US 04/16/11 P85 -15.4 19.6 2.97 -16.1 389 MTG MGIC INVT C MTG US 04/16/11 C9 -15.4 57.4 0.37 -22.9 4073 SPY SPDR S&P 50 SPY US 06/18/11 P136 -15.2 15.4 7.23 0.1 441 XME SPDR S&P ME XME US 04/16/11 C72 -14.5 29.4 2.49 2.5 1055 BIG BIG LOTS IN BIG US 04/16/11 C45 -14.2 43.9 0.88 -32.3 1232 NVS NOVARTIS AG (NOVN) NVS US 04/16/11 C52.5 -14.1 23.6 2.41 -18.3 524 XLF SPDR-FINL S XLF US 05/21/11 C12 -13.3 33.9 4.25 -3.4 246 MTG MGIC INVT C MTG US 04/16/11 P9 -13.2 58.7 0.47 -7.8 810 SPY SPDR S&P 50 SPY US 04/16/11 P134 -13.0 14.3 3.33 -10.0 2071 SFI ISTAR FINAN SFI US 04/16/11 C9 -13.0 38.1 0.40 14.3 301 GENZ GENZYME COR GENZ US 07/16/11 C75 -12.8 4.1 1.36 -1.4 906 GNK GENCO SHIPP GNK US 04/16/11 C10 -12.7 47.0 1.05 -19.2 213 AGNC AMERICAN CA AGNC US 04/16/11 P30 -12.7 12.6 1.15 27.8 200 BIG BIG LOTS IN BIG US 04/16/11 P42.5 -12.5 44.9 1.40 -12.5 1076 CBLI CLEVELAND B CBLI US 10/22/11 C7.5 -12.4 50.5 1.25 0.0 437 MTG MGIC INVT C MTG US 04/16/11 P7 -12.3 76.9 0.04 -50.0 234 BIG BIG LOTS IN BIG US 04/16/11 C42.5 -12.2 45.9 1.90 -15.9 1601 TSTC TELESTONE T TSTC US 04/16/11 C7.5 -12.2 63.6 0.35 -58.8 216 VRTX VERTEX PHAR VRTX US 04/16/11 C43 -12.2 41.6 5.80 18.4 511 CSCO CISCO SYSTE CSCO US 04/16/11 P18 -12.1 21.0 0.74 -22.1 1890 CYOU CHANGYOU.CO CYOU US 05/21/11 C27 -11.9 60.7 5.50 0.0 1042 XLE SPDR-ENERGY XLE US 04/16/11 P82 -11.7 20.8 3.60 -10.0 215 LEN LENNAR CORP LEN US 05/21/11 C18 -11.7 38.2 1.87 -22.4 502 BXP BOSTON PROP BXP US 07/16/11 C90 -11.7 21.3 6.00 22.4 1032 EWJ ISHARES-JAP EWJ US 04/16/11 C10 -11.7 31.1 0.42 -14.3 363 PWER POWER-ONE I PWER US 04/16/11 C9 -11.6 39.7 0.25 25.0 1403 SLV ISHARES SIL SLV US 04/16/11 C30 -11.4 40.3 6.15 -0.8 278 CVI CVR ENERGY CVI US 05/21/11 C20 -11.4 56.0 2.85 -16.2 2125 LVLT LEVEL 3 COM LVLT US 05/21/11 C1.5 -11.3 72.5 0.15 0.0 200 DIA SPDR DJIA T DIA US 04/16/11 P122 -11.3 13.8 1.54 -14.4 955 UNG US NAT GAS UNG US 04/16/11 C8 -11.2 76.8 3.50 -4.1 200 QQQ POWERSH-QQQ QQQ US 04/16/11 P58 -11.2 17.9 1.52 -20.8 9741 SPY SPDR S&P 50 SPY US 04/16/11 P133 -10.8 15.1 2.68 -16.8 2431 IWM ISHARES-RUS IWM US 04/16/11 P84 -10.6 20.7 2.25 -18.2 2373 ETP ENERGY TRAN ETP US 09/17/11 P50 -10.6 16.1 2.75 17.0 220 XLF SPDR-FINL S XLF US 04/16/11 P16 -10.6 20.7 0.22 10.0 1307 SPY SPDR S&P 50 SPY US 05/21/11 P137 -10.5 14.2 6.56 -4.2 620 SFI ISTAR FINAN SFI US 01/19/13 C5 -10.5 53.1 5.01 -1.8 266 LEN LENNAR CORP LEN US 05/21/11 P18 -10.5 38.1 0.51 -1.9 236 SNP CHINA PETRO SNP US 04/16/11 C95 -10.4 27.5 5.12 4.9 334 UNG US NAT GAS UNG US 05/21/11 C9 -10.2 42.4 2.52 -5.6 403 SPY SPDR S&P 50 SPY US 06/18/11 P132 -10.1 17.1 4.85 -3.4 1304 DRYS DRYSHIPS IN DRYS US 04/16/11 C4.5 -10.1 47.9 0.53 -1.9 259


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


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-0- Mar/29/2011 15:30 GMT

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