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
=============================================================================
CME    CME GROUP I  CME US 04/16/11 C270      85.6  40.1  31.10   -4.3    200
TSLA   TESLA MOTOR  TSLA US 04/16/11 C22      78.1  94.1   5.60  128.6    409
NBG    NATL BANK G  NBG US 05/21/11 P1.74     66.1  91.2   0.21   40.0   7150
AVNR   AVANIR PHAR  AVNR US 04/16/11 C4       58.5  47.3   0.10    0.0    274
EVEP   EV ENERGY P  EVEP US 04/16/11 C50      50.2  48.7   5.60   24.4    230
TSLA   TESLA MOTOR  TSLA US 04/16/11 C25      49.5  76.6   3.50  536.4    249
DANG   E-COMMERCE   DANG US 06/18/11 C12.5    43.0  59.6   8.10  -12.9    225
SLV    ISHARES SIL  SLV US 04/16/11 C30       41.5  47.8   6.65    2.3    377
ENOC   ENERNOC INC  ENOC US 04/16/11 P15      41.0 125.7   0.45  200.0    578
TSLA   TESLA MOTOR  TSLA US 04/16/11 C26      39.7  73.4   2.85  850.0    327
INTC   INTEL CORP   INTC US 05/21/11 C17      35.8  33.0   3.05  -11.6    221
UNG    US NAT GAS   UNG US 05/21/11 C8        34.9  50.3   3.15   -6.0    332
LEAP   LEAP WIRELE  LEAP US 04/16/11 C14      34.8  61.1   1.73   15.3   2564
PCS    METROPCS CO  PCS US 04/16/11 P15       32.9  42.3   0.10    0.0    591
TSTC   TELESTONE T  TSTC US 05/21/11 P5       30.6 132.3   0.50  100.0   1011
ENOC   ENERNOC INC  ENOC US 04/16/11 P17.5    28.7  98.6   0.85   88.9    554
NBG    NATL BANK G  NBG US 05/21/11 P1        28.5 184.0   0.05    0.0   3509
TSLA   TESLA MOTOR  TSLA US 04/16/11 P23      28.2  73.8   0.15  -80.0    213
TSLA   TESLA MOTOR  TSLA US 04/16/11 C27      27.5  67.1   2.20 1000.0    931
EVEP   EV ENERGY P  EVEP US 05/21/11 C50      26.8  41.0   5.00    0.0   1268
SOHU   SOHU.COM IN  SOHU US 04/16/11 P95      25.9  52.5   6.50  -14.5    255
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C52       25.8  28.8   5.41    0.4   1201
YZC    YANZHOU COA  YZC US 04/16/11 C32       25.4  48.7   4.60   17.9    200
MHR    MAGNUM HUNT  MHR US 05/21/11 C7.5      24.3  45.4   1.05   -6.2    295
ATHN   ATHENAHEALT  ATHN US 04/16/11 P44      24.2  45.8   1.05   90.9   1315
ATHN   ATHENAHEALT  ATHN US 04/16/11 P45      23.4  44.3   1.35   51.7    819
EVEP   EV ENERGY P  EVEP US 09/17/11 C40      23.2  41.0  15.50   17.4    220
WAC    WALTER INVE  WAC US 05/21/11 P16       22.6  24.6   0.60   22.4    269
TSLA   TESLA MOTOR  TSLA US 04/16/11 C28      21.4  69.6   1.75 1650.0   1396
EVEP   EV ENERGY P  EVEP US 04/16/11 C55      21.3  41.5   1.70   17.2    273
MED    MEDIFAST IN  MED US 04/16/11 C21       20.1 104.1   1.20   84.6    455
CHNG   CHINA NATUR  CHNG US 06/18/11 P5       20.1  71.5   0.45   50.0    466
TSLA   TESLA MOTOR  TSLA US 05/21/11 C28      19.2  62.6   2.75  400.0   2215
ENOC   ENERNOC INC  ENOC US 05/21/11 P12.5    19.1  95.7   0.30    0.0    421
VHC    VIRNETX HOL  VHC US 04/16/11 C15       19.0  76.2   5.17  -10.9    425
GILD   GILEAD SCIE  GILD US 04/16/11 C44      18.7  23.6   0.37   48.0   6004
TEL    TE CONNECTI  TEL US 04/16/11 C35       18.7  27.1   0.70   16.7    210
GILD   GILEAD SCIE  GILD US 04/16/11 C43      18.6  24.4   0.78   56.0   3735
TSLA   TESLA MOTOR  TSLA US 05/21/11 P23      18.1  68.3   0.70  -63.2    246
SVNT   SAVIENT PHA  SVNT US 05/21/11 P11      17.7  50.5   1.09   -9.2    497
WHR    WHIRLPOOL C  WHR US 04/16/11 P75       17.7  38.7   0.09  -25.0   1095
GOLD   RANDGOLD RE  GOLD US 04/16/11 P75      17.6  32.6   0.42  -80.9    485
AA     ALCOA INC    AA US 04/16/11 P14        17.2  60.1   0.01    0.0    301
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1       17.0  54.7   0.70   -9.1   2297
LVS    LAS VEGAS S  LVS US 04/16/11 P37       16.5  53.6   0.32  300.0    969
INTC   INTEL CORP   INTC US 04/16/11 C20      16.4  23.0   0.35  -41.7   4143
DEER   DEER CONSUM  DEER US 04/16/11 P5       16.1 259.6   0.45   50.0    850
NEOP   NEOPROBE CO  NEOP US 10/22/11 C2.5     16.0  35.5   1.45  -12.1    207
GGP    GENERAL GRO  GGP US 05/21/11 C16       15.7  27.8   0.38   26.7    655
LVS    LAS VEGAS S  LVS US 04/16/11 P35       15.7  56.7   0.13  333.3    332
LVS    LAS VEGAS S  LVS US 04/16/11 P36       15.5  55.1   0.22  340.0    294
CGA    CHINA GREEN  CGA US 09/17/11 P6        15.2  98.8   1.25   19.1    303
MED    MEDIFAST IN  MED US 04/16/11 C19       15.1 109.5   2.17   48.6    216
LVS    LAS VEGAS S  LVS US 04/16/11 P38       15.0  51.6   0.50  284.6   2494
LEAP   LEAP WIRELE  LEAP US 04/16/11 C15      14.4  47.6   0.86   22.9    328
ACN    ACCENTURE P  ACN US 04/16/11 C45       14.2  43.0   9.90   12.5    355
ENOC   ENERNOC INC  ENOC US 06/18/11 P12.5    13.9  76.4   0.35  -22.2    240
TRH    TRANSATLANT  TRH US 06/18/11 C50       13.6  21.6   1.20   20.0    237
PWER   POWER-ONE I  PWER US 04/16/11 P8       13.5  62.1   0.20  100.0    511
SPY    SPDR S&P 50  SPY US 04/16/11 P137      13.4  11.7   4.27   -2.7    861
SOHU   SOHU.COM IN  SOHU US 04/16/11 C85      13.3  54.0   7.80   69.6    216
EEM    ISHARES-EMG  EEM US 04/16/11 P43       13.2  33.6   0.04  -20.0    858
COW    IPATH DJ-UB  COW US 07/16/11 C32       13.0  18.4   1.65   10.0    304
GG     GOLDCORP IN  GG US 04/16/11 C42        12.8  43.6   8.05    8.8    535
GLD    SPDR GOLD T  GLD US 04/16/11 P130      12.7  20.8   0.09  -10.0    773
GLD    SPDR GOLD T  GLD US 04/16/11 P134      12.4  16.8   0.24  -22.6    378
YOKU   YOUKU.COM I  YOKU US 04/16/11 C42      12.4  58.4   7.00   -1.4    200
GILD   GILEAD SCIE  GILD US 04/16/11 P42      12.4  24.4   0.52    2.0    253
GSIC   GSI COMMERC  GSIC US 05/21/11 C30      12.4  12.8   0.30   20.0    512
LVS    LAS VEGAS S  LVS US 04/16/11 P39       12.4  49.9   0.68  209.1   1606
UNG    US NAT GAS   UNG US 04/16/11 C10       12.3  39.1   1.16  -21.1   2133
GLD    SPDR GOLD T  GLD US 04/16/11 P137      12.2  15.5   0.60  -34.8   1072
TSLA   TESLA MOTOR  TSLA US 05/21/11 P21      12.2  69.9   0.36  -62.1    413
BRK/B  BERKSHIRE H  BRKB US 04/16/11 C85      12.0  16.9   0.68  -47.7    937
EEM    ISHARES-EMG  EEM US 04/16/11 P40       11.9  42.1   0.01    0.0    304
ARMH   ARM HOLDING  ARMH US 04/16/11 C28      11.9  43.9   1.24   87.9   1232
LVS    LAS VEGAS S  LVS US 04/16/11 C41       11.7  47.5   1.82  -42.2   1475
GLD    SPDR GOLD T  GLD US 04/16/11 P136      11.6  15.8   0.42  -34.4   1791
NLY    ANNALY CAPI  NLY US 04/16/11 C17       11.6  17.5   0.56   -1.8   1373
LLEN   L&L ENERGY   LLEN US 06/18/11 P6       11.5  97.8   0.80   14.3   1023
LVS    LAS VEGAS S  LVS US 04/16/11 C39       11.5  49.3   3.10  -36.1    599
AA     ALCOA INC    AA US 04/16/11 P18        11.4  38.6   0.75    5.6   1072
VALE   VALE SA-SP   VALE US 04/16/11 P31      11.4  29.1   0.16  -30.4   1923
GLD    SPDR GOLD T  GLD US 04/16/11 P138      11.4  15.1   0.88  -31.8  12610
SOHU   SOHU.COM IN  SOHU US 04/16/11 C90      11.4  51.8   4.60  104.4   1053
LVS    LAS VEGAS S  LVS US 04/16/11 C40       11.3  48.6   2.44  -37.4   1807
SOHU   SOHU.COM IN  SOHU US 04/16/11 C95      11.2  52.9   2.50  150.0    989
BTU    PEABODY ENE  BTU US 04/16/11 C65       11.2  40.6   8.54   16.0   2357
PWER   POWER-ONE I  PWER US 05/21/11 C8       11.1  62.4   1.05  -16.0   1916
DEER   DEER CONSUM  DEER US 05/21/11 P5       11.0 200.5   1.00   42.9    550
GLD    SPDR GOLD T  GLD US 04/16/11 P135      11.0  16.3   0.33  -25.0   3223
CAVM   CAVIUM NETW  CAVM US 04/16/11 C46      10.8  37.5   0.78  290.0    350
CTL    CENTURYLINK  CTL US 05/21/11 C42       10.5  18.6   0.93   -7.0    909
SOHU   SOHU.COM IN  SOHU US 04/16/11 C80      10.4  55.9  12.00   44.6    323
USO    UNITED STAT  USO US 04/16/11 P37       10.4  40.5   0.08    0.0    210
GLD    SPDR GOLD T  GLD US 04/16/11 P139      10.3  14.8   1.22  -31.5   2702
THC    TENET HEALT  THC US 08/20/11 C7        10.2  28.9   0.83   10.7    235
CLDA   CLINICAL DA  CLDA US 06/18/11 C30      10.1   1.8   0.35    0.0    250
AA     ALCOA INC    AA US 04/16/11 P17        10.1  38.0   0.25    0.0   2180
GLD    SPDR GOLD T  GLD US 04/16/11 P140      10.1  14.7   1.61  -31.5   9922
SRX    SRA INTL IN  SRX US 04/16/11 P25       10.0  75.2   0.50   42.9    402
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C54       10.0  24.2   3.49    0.0    795

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CLDA CLINICAL DA CLDA US 04/16/11 P30 -35.9 8.0 0.10 -50.0 235 DNDN DENDREON CO DNDN US 04/16/11 C33 -32.4 36.1 3.30 6.8 631 GMR GENERAL MAR GMR US 04/16/11 P2 -32.4 105.2 0.10 -50.0 2000 ITUB ITAU UNIBAN ITUB US 04/16/11 C22 -30.9 19.6 1.65 43.5 297 DNDN DENDREON CO DNDN US 04/16/11 P36 -30.5 30.7 0.78 -51.2 593 DNDN DENDREON CO DNDN US 04/16/11 P34 -30.0 34.5 0.25 -68.8 756 CLDA CLINICAL DA CLDA US 06/18/11 P30 -30.0 4.6 0.15 -25.0 1139 DNDN DENDREON CO DNDN US 04/16/11 C35 -29.6 32.4 1.59 -1.9 2658 SHZ CHINA SHEN SHZ US 04/16/11 C2.5 -29.2 153.8 2.15 -14.0 479 DNDN DENDREON CO DNDN US 04/16/11 P33 -29.2 37.4 0.15 -75.0 1935 DNDN DENDREON CO DNDN US 04/16/11 P35 -28.9 32.8 0.48 -54.7 946 ES ENERGYSOLUT ES US 05/21/11 C5 -28.1 56.7 0.75 0.0 215 DNDN DENDREON CO DNDN US 04/16/11 C38 -27.7 32.7 0.36 -30.8 1018 DNDN DENDREON CO DNDN US 04/16/11 C37 -27.3 31.8 0.56 -23.3 3314 DNDN DENDREON CO DNDN US 04/16/11 P30 -25.9 49.9 0.04 -83.3 393 DNDN DENDREON CO DNDN US 04/16/11 P32 -25.8 42.1 0.07 -83.3 1082 DNDN DENDREON CO DNDN US 04/16/11 P29 -25.4 54.3 0.04 -80.0 359 DRYS DRYSHIPS IN DRYS US 04/16/11 P5 -24.9 40.3 0.15 -40.0 477 TTM TATA MOTORS TTM US 04/16/11 C26 -24.8 30.4 1.95 -17.0 240 AGNC AMERICAN CA AGNC US 04/16/11 C28 -24.2 12.9 0.90 5.9 348 MSG MADISON SQU MSG US 04/16/11 C25 -24.1 33.5 2.02 -43.9 200 DNDN DENDREON CO DNDN US 04/16/11 P28 -24.0 59.6 0.01 -94.4 1000 DNDN DENDREON CO DNDN US 04/16/11 P31 -23.4 47.2 0.07 -79.4 360 ERIC ERICSSON LM ERIC US 04/16/11 C13 -22.2 25.7 0.25 25.0 250 KV/A KV PHARM-A KVA US 04/16/11 P5 -21.6 189.3 0.55 -31.2 342 OCZ OCZ TECHNOL OCZ US 05/21/11 C5 -21.0 77.9 2.65 0.0 349 DRYS DRYSHIPS IN DRYS US 04/16/11 C5 -21.0 41.5 0.17 -15.0 3667 SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 -20.8 22.1 0.40 0.0 1011 MOS MOSAIC CO (MOS)/T MOS US 04/16/11 C75 -18.9 35.6 5.65 -12.4 2424 MOS MOSAIC CO/T MOS US 04/16/11 C80 -17.9 34.6 2.34 -24.5 6484 C CITIGROUP I C US 04/16/11 C4 -17.9 40.2 0.44 -8.3 374 MOS MOSAIC CO/T MOS US 04/16/11 P80 -17.3 34.9 2.00 -23.7 1855 VHC VIRNETX HOL VHC US 04/16/11 C16 -16.7 89.2 4.20 -4.5 522 MOS MOSAIC CO/T MOS US 04/16/11 P75 -15.8 36.5 0.60 -31.8 5635 GENZ GENZYME COR GENZ US 05/21/11 C75 -15.6 4.4 1.30 4.0 200 ACGL ARCH CAPITA ACGL US 04/16/11 C95 -14.8 15.5 4.45 111.9 500 NXPI NXP SEMICON NXPI US 04/16/11 C30 -14.7 52.4 1.60 -30.4 374 DNDN DENDREON CO DNDN US 05/21/11 C36 -14.3 37.2 2.25 2.7 356 DNDN DENDREON CO DNDN US 05/21/11 C35 -14.1 37.9 2.86 10.0 466 DNDN DENDREON CO DNDN US 05/21/11 P33 -14.1 40.1 0.73 -43.9 202 DRYS DRYSHIPS IN DRYS US 04/16/11 P4.5 -14.0 49.9 0.03 -62.5 440 GENZ GENZYME COR GENZ US 10/22/11 C75 -14.0 1.8 1.35 -4.3 200 MOS MOSAIC CO/T MOS US 04/16/11 P70 -13.9 40.3 0.11 -59.3 312 MOS MOSAIC CO/T MOS US 04/16/11 P72.5 -13.9 37.9 0.29 -37.0 717 KMX CARMAX INC (KMX) KMX US 05/21/11 P32 -13.6 34.9 1.60 65.0 670 DNDN DENDREON CO DNDN US 05/21/11 P35 -13.4 37.8 1.32 -30.2 215 ASML ASML HOLDIN ASML US 04/16/11 C37.5 -12.6 50.3 6.85 12.3 3010 DNDN DENDREON CO DNDN US 05/21/11 C37 -12.5 36.8 1.65 7.1 301 CCI CROWN CASTL CCI US 04/16/11 P42 -12.1 21.6 0.50 -44.4 2202 QQQ POWERSH-QQQ QQQ US 04/16/11 P60 -12.0 14.6 2.72 1.5 828 GLD SPDR GOLD T GLD US 04/16/11 C128 -11.9 20.4 12.05 12.4 750 GMR GENERAL MAR GMR US 08/20/11 P2 -11.8 89.5 0.35 -22.2 1000 DEER DEER CONSUM DEER US 04/16/11 C5 -11.4 90.6 2.00 -20.0 1707 HERO HERCULES OF HERO US 05/21/11 C6 -11.3 60.6 0.95 18.8 239 KV/A KV PHARM-A KVA US 05/21/11 P5 -11.3 178.5 1.05 -12.5 291 OPEN OPENTABLE I OPEN US 07/16/11 C60 -11.0 42.6 44.68 -1.8 892 ID L-1 IDENTIT ID US 04/16/11 P11 -10.9 35.9 0.05 -50.0 200 CSCO CISCO SYSTE CSCO US 04/16/11 C14 -10.7 47.6 3.30 -2.9 226 FXI ISHARES FTS FXI US 05/21/11 C33 -10.5 29.6 11.90 11.2 431 CLDA CLINICAL DA CLDA US 06/18/11 P31 -10.2 12.7 1.15 0.0 200 RBY RUBICON MIN RBY US 04/16/11 C5 -10.1 71.2 0.50 400.0 1449 LOW LOWE'S COS LOW US 04/16/11 P24 -10.1 33.7 0.07 0.0 3427


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


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-0- Mar/31/2011 15:30 GMT

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