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
=============================================================================
ALEX   ALEXANDER &  ALEX US 04/16/11 C40     232.9  87.9  13.00  128.1    267
CBB    CINCINNATI   CBB US 05/21/11 P2.5      92.8 102.0   0.05  -75.0    830
CLDA   CLINICAL DA  CLDA US 04/16/11 P30      68.9  13.5   0.15   50.0   2353
HUM    HUMANA INC   HUM US 05/21/11 C60       67.2  30.8  10.00    4.2    401
NYX    NYSE EURONE  NYX US 04/16/11 P32       64.4  51.4   0.01  -87.5   2576
NYX    NYSE EURONE  NYX US 04/16/11 P34       49.3  40.9   0.04  -87.9    260
MAKO   MAKO SURGIC  MAKO US 05/21/11 C15      48.5  72.7   9.60   11.6    746
YCS    PROSH-UL/SH  YCS US 05/21/11 C15       38.9  26.4   1.80   44.0    268
NCR    NCR CORP     NCR US 04/16/11 C15       37.4  70.3   3.90   12.4    229
IYT    ISHARES-DJ   IYT US 04/16/11 P101      37.1  23.9   4.00  -21.6    300
CYS    CYPRESS SHA  CYS US 04/16/11 C12.5     35.8  17.9   0.20   33.3   1276
CSE    CAPITALSOUR  CSE US 04/16/11 C7        35.5  35.4   0.20    0.0    229
MDVN   MEDIVATION   MDVN US 04/16/11 P16      34.0 109.4   0.30    0.0    855
NYX    NYSE EURONE  NYX US 04/16/11 C35       28.6  36.3   4.00  376.2  11635
LOGM   LOGMEIN INC  LOGM US 04/16/11 P45      25.9  55.4   1.10  -60.9    259
NYX    NYSE EURONE  NYX US 04/16/11 C34       25.6  34.0   5.15  194.3   6653
CLDA   CLINICAL DA  CLDA US 06/18/11 P30      25.5   5.8   0.15    0.0    655
BSX    BOSTON SCIE  BSX US 04/16/11 P7        24.8  52.3   0.11    0.0   5313
FXY    CRYSHS-JAPA  FXY US 04/16/11 P122      23.2  14.0   5.10   49.1    218
YCS    PROSH-UL/SH  YCS US 04/16/11 C16       22.7  22.6   0.80  128.6    216
JWN    NORDSTROM I  JWN US 04/16/11 C40       21.5  50.5   5.70   20.0    353
WEN    WENDY'S/ARB  WEN US 05/21/11 C5        21.4  34.2   0.30   20.0    275
WYNN   WYNN RESORT  WYNN US 04/16/11 P120     21.2  41.8   0.35  -68.2    642
JOYG   JOY GLOBAL   JOYG US 04/16/11 C90      20.7  39.8  11.90   32.2    221
WYNN   WYNN RESORT  WYNN US 04/16/11 P115     19.1  47.0   0.18  -64.7    819
ICO    INTERNATION  ICO US 04/16/11 C10       17.9  52.8   1.55   14.8    592
WYNN   WYNN RESORT  WYNN US 04/16/11 C120     17.9  42.2  15.60   91.4    222
NDAQ   NASDAQ OMX   NDAQ US 04/16/11 C26      17.5  35.6   1.11  101.8    882
IPG    INTERPUBLIC  IPG US 04/16/11 P12       17.0  35.7   0.10  -33.3    362
RAI    REYNOLDS AM  RAI US 05/21/11 P36       16.5  18.1   0.95   -5.0    220
WYNN   WYNN RESORT  WYNN US 04/16/11 P125     16.3  37.4   0.70  -71.4   1819
LPX    LOUISIANA-P  LPX US 04/16/11 P10       16.2  52.1   0.15  -25.0   1002
UA     UNDER ARMOU  UA US 04/16/11 C70        15.7  39.2   2.90  176.2    470
WYNN   WYNN RESORT  WYNN US 04/16/11 C125     15.3  38.4  10.85  141.1   1007
EXK    ENDEAVOUR S  EXK US 05/21/11 C7.5      15.2  85.4   2.30   -9.8    400
STJ    ST JUDE MED  STJ US 04/16/11 P45       14.6  49.9   0.10    0.0    468
DE     DEERE & CO   DE US 04/16/11 P90        14.5  32.9   0.13  -50.0    407
LOGM   LOGMEIN INC  LOGM US 04/16/11 C45      14.2  50.1   2.65  430.0    884
NDAQ   NASDAQ OMX   NDAQ US 04/16/11 C27      14.2  34.6   0.60  300.0    895
IEF    ISHARES 7-1  IEF US 05/21/11 C97       13.9  10.0   0.10    0.0    450
CHGS   CHINA GENGS  CHGS US 04/16/11 P3       13.8 145.3   0.35   16.7    448
PBR    PETROBRAS S  PBR US 04/16/11 C35       13.6  42.6   6.30   13.5    279
DE     DEERE & CO   DE US 04/16/11 P85        13.3  40.9   0.06  -40.0    342
ICE    INTERCONTIN  ICE US 05/21/11 C115      13.2  36.8   8.60    0.0   1050
MGA    MAGNA INTL   MGA US 04/16/11 P45       13.2  35.5   0.25   66.7   1000
JOYG   JOY GLOBAL   JOYG US 04/16/11 C95      13.1  37.0   7.30   49.0    802
FXY    CRYSHS-JAPA  FXY US 04/16/11 P118      12.7  12.2   1.50  150.0    541
ORCL   ORACLE CORP  ORCL US 04/16/11 P31      12.6  30.5   0.05  -28.6    588
WYNN   WYNN RESORT  WYNN US 04/16/11 C130     12.0  35.7   6.70  236.7   3748
DLB    DOLBY LABOR  DLB US 04/16/11 P50       12.0  29.0   2.13   33.1    503
CORN   TEUCRIUM CO  CORN US 04/16/11 C40      11.8  40.4   5.00   19.1    204
SPY    SPDR S&P 50  SPY US 04/16/11 C120      11.8  32.1  13.30    3.6    220
NYX    NYSE EURONE  NYX US 04/16/11 P35       11.5  31.3   0.05  -93.8    994
XME    SPDR S&P ME  XME US 04/16/11 P72       11.3  28.1   0.67  -15.2   1960
BSFT   BROADSOFT I  BSFT US 05/21/11 C50      11.3  74.1   4.30   16.2   1229
MOS    MOSAIC CO/T  MOS US 04/16/11 C70       11.3  39.8  11.20   26.6    293
WYNN   WYNN RESORT  WYNN US 04/16/11 P130     11.0  34.4   1.59  -69.4   1056
VXX    IPATH-S&P S  VXX US 04/16/11 P30       10.5  61.3   2.22   26.1    301
LOGM   LOGMEIN INC  LOGM US 06/18/11 C50      10.2  46.9   2.90  152.2    200

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SRX SRA INTL IN SRX US 06/18/11 P30 -72.7 10.4 0.20 -92.9 327 SRX SRA INTL IN SRX US 06/18/11 C30 -69.5 11.2 1.35 8.0 7256 SRX SRA INTL IN SRX US 05/21/11 P30 -68.2 12.4 0.17 -93.5 1227 SRX SRA INTL IN SRX US 04/16/11 C30 -68.1 18.1 1.20 84.6 1159 SRX SRA INTL IN SRX US 05/21/11 C30 -63.9 13.5 1.30 36.8 6221 OMER OMEROS CORP (OMER) OMER US 04/16/11 P5 -60.5 87.9 0.20 -20.0 1034 WCRX WARNER CHIL WCRX US 04/16/11 C23 -60.4 12.3 0.90 38.5 243 OMER OMEROS CORP OMER US 04/16/11 C5 -57.1 75.7 0.45 -84.5 446 HRBN HARBIN ELEC HRBN US 04/16/11 C17.5 -47.0 44.8 3.80 33.3 274 SRX SRA INTL IN SRX US 06/18/11 C25 -46.5 24.8 6.10 38.6 897 NYX NYSE EURONE NYX US 04/16/11 P39 -43.6 23.0 0.61 -84.8 2521 NYX NYSE EURONE NYX US 04/16/11 C41 -42.7 27.5 0.23 228.6 344 GPN GLOBAL PAYM GPN US 04/16/11 C50 -41.6 19.9 0.60 -33.3 250 NYX NYSE EURONE NYX US 04/16/11 C39 -39.9 22.7 0.72 620.0 3153 MED MEDIFAST IN MED US 04/16/11 P18 -39.8 67.6 0.60 -40.0 890 NYX NYSE EURONE NYX US 04/16/11 P38 -38.9 22.4 0.30 -92.2 1723 NYX NYSE EURONE NYX US 04/16/11 C40 -38.5 24.8 0.42 320.0 6846 SRX SRA INTL IN SRX US 06/18/11 P25 -37.7 28.8 0.05 -93.8 261 XME SPDR S&P ME XME US 04/16/11 C73 -35.8 25.8 2.56 -3.4 203 NYX NYSE EURONE NYX US 04/16/11 C38 -35.1 21.9 1.34 737.5 2977 ALEX ALEXANDER & ALEX US 04/16/11 C55 -33.0 39.3 1.00 0.0 214 VXX IPATH-S&P S VXX US 04/16/11 C26 -32.5 40.9 2.70 -20.4 258 XRTX XYRATEX LTD (XRTX) XRTX US 04/16/11 C10 -32.1 54.7 0.30 -79.3 256 OPTR OPTIMER PHA OPTR US 04/16/11 C12.5 -30.5 97.0 1.35 22.7 630 XME SPDR S&P ME XME US 04/16/11 C77 -30.4 20.9 0.42 -35.4 236 ATVI ACTIVISION ATVI US 04/16/11 C10 -28.2 28.0 0.97 -1.0 225 NYX NYSE EURONE NYX US 04/16/11 P37 -27.5 25.1 0.12 -94.4 352 GME GAMESTOP CO GME US 04/16/11 C20 -27.1 34.3 2.86 5.9 243 OPTR OPTIMER PHA OPTR US 04/16/11 P10 -27.1 145.6 0.30 -71.4 3376 NBL NOBLE ENERG NBL US 05/21/11 C75 -26.9 37.0 21.50 -3.4 1127 NYX NYSE EURONE NYX US 05/21/11 C40 -26.8 22.6 0.93 272.0 2376 FBP FIRST BANCO FBP US 05/21/11 C5 -26.2 50.0 0.40 -20.0 422 LL LUMBER LIQU LL US 04/16/11 C25 -26.0 27.1 0.50 -28.6 770 XME SPDR S&P ME XME US 04/16/11 C75 -25.1 22.6 1.22 -17.0 1437 OPTR OPTIMER PHA OPTR US 04/16/11 P12.5 -25.0 104.6 0.75 -59.5 446 NYX NYSE EURONE NYX US 06/18/11 C40 -24.9 22.3 1.16 152.2 456 OPTR OPTIMER PHA OPTR US 05/21/11 C12.5 -24.7 72.0 1.65 26.9 428 GGP GENERAL GRO GGP US 04/16/11 C16 -24.6 19.2 0.10 0.0 1054 NYX NYSE EURONE NYX US 06/18/11 C41 -23.9 22.5 0.90 164.7 589 HERO HERCULES OF HERO US 04/16/11 C7 -23.4 54.7 0.25 0.0 250 SDS PROSHARES U SDS US 04/16/11 C19 -23.2 22.8 1.59 -17.6 332 SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 -22.6 10.4 0.35 0.0 271 VRUS PHARMASSET VRUS US 04/16/11 C85 -22.4 52.9 2.00 -9.1 603 JAZZ JAZZ PHARMA JAZZ US 04/16/11 C31 -21.8 53.6 1.75 -36.4 504 NYX NYSE EURONE NYX US 05/21/11 C38 -21.4 24.2 2.00 244.8 611 TLT ISHARES BAR TLT US 01/21/12 C80 -21.3 13.1 11.80 -3.7 226 NYX NYSE EURONE NYX US 06/18/11 C39 -21.2 23.6 1.70 169.8 342 KO COCA-COLA C KO US 04/16/11 P70 -21.2 11.2 2.69 -23.1 310 AONE A123 SYSTEM AONE US 04/16/11 P6 -21.1 71.1 0.30 20.0 1581 OPTR OPTIMER PHA OPTR US 04/16/11 P7.5 -21.0 205.1 0.15 -70.0 887 NYX NYSE EURONE NYX US 06/18/11 C37 -20.8 24.3 2.88 130.4 10247 AIB ALLIED IRIS AIB US 04/16/11 C3 -20.6 101.6 0.15 50.0 238 XME SPDR S&P ME XME US 04/16/11 C76 -20.3 21.7 0.73 -14.1 484 NYX NYSE EURONE NYX US 06/18/11 P36 -19.6 25.1 0.70 -71.3 216 XME SPDR S&P ME XME US 04/16/11 C74 -19.3 24.3 1.83 3.4 534 VRX VALEANT PHA VRX US 07/16/11 C35 -19.0 39.7 16.50 4.4 2067 BRK/B BERKSHIRE H BRKB US 04/16/11 C75 -18.6 26.7 8.80 0.6 205 SPLS STAPLES INC (SPLS) SPLS US 04/16/11 P20 -18.5 20.1 0.51 -7.3 1200 NYX NYSE EURONE NYX US 04/16/11 C37 -18.5 25.4 2.11 627.6 320 OPTR OPTIMER PHA OPTR US 06/18/11 C12.5 -17.3 76.8 2.05 41.4 550 VZ VERIZON COM VZ US 04/16/11 C36 -17.3 21.9 2.40 -8.4 285 QQQ POWERSH-QQQ QQQ US 04/16/11 P60 -17.1 12.6 2.25 -14.1 469 SRX SRA INTL IN SRX US 04/16/11 C25 -16.9 61.0 6.10 58.9 2691 GE GENERAL ELE GE US 04/16/11 C21 -16.9 18.6 0.08 14.3 10703 NYX NYSE EURONE NYX US 09/17/11 P35 -16.9 24.0 0.99 -65.7 206 LLTC LINEAR TECH LLTC US 04/16/11 C33 -16.5 23.4 1.00 -16.0 677 SRX SRA INTL IN SRX US 04/16/11 P25 -16.3 62.0 0.05 -88.9 216 XME SPDR S&P ME XME US 04/16/11 P74 -16.2 24.9 1.27 -14.2 4343 NYX NYSE EURONE NYX US 09/17/11 C37 -15.8 23.3 3.35 67.5 4500 AONE A123 SYSTEM AONE US 04/16/11 C6 -15.8 49.2 0.35 -30.0 511 MTG MGIC INVT C MTG US 06/18/11 C7 -15.6 59.7 2.44 8.4 1100 GLD SPDR GOLD T GLD US 04/16/11 C134 -15.5 16.0 5.30 -13.1 276 DEER DEER CONSUM DEER US 04/16/11 C5 -15.2 81.1 2.15 -4.4 757 IWM ISHARES-RUS IWM US 04/16/11 C73 -15.1 36.8 11.80 4.6 200 HBAN HUNTINGTON HBAN US 04/16/11 C7 -15.1 25.2 0.09 125.0 616 SDS PROSHARES U SDS US 04/16/11 C20 -14.9 23.5 0.76 -28.3 1421 WY WEYERHAEUSE WY US 04/16/11 C25 -14.9 23.2 0.55 37.5 276 NYX NYSE EURONE NYX US 01/21/12 P30 -14.9 25.5 0.53 -62.4 250 SGI SILICON GRA SGI US 04/16/11 P21 -14.9 76.2 1.60 0.0 503 SPY SPDR S&P 50 SPY US 04/16/11 P137 -14.8 9.3 3.52 -22.6 524 NVS NOVARTIS AG (NOVN) NVS US 04/16/11 P52.5 -14.8 20.5 0.35 0.0 2033 ICE INTERCONTIN ICE US 04/16/11 C110 -14.7 36.6 10.00 -25.9 900 WU WESTERN UNI WU US 05/21/11 P16 -14.5 45.3 0.10 11.1 758 LLTC LINEAR TECH LLTC US 04/16/11 C35 -14.5 22.0 0.15 -25.0 435 WFT WEATHERFORD WFT US 01/21/12 C10 -14.3 49.9 13.60 6.7 475 WFT WEATHERFORD WFT US 01/19/13 C15 -14.3 43.0 9.85 4.2 581 HRBN HARBIN ELEC HRBN US 05/21/11 P20 -13.7 60.0 1.35 -15.6 288 SDS PROSHARES U SDS US 04/16/11 P20 -13.7 23.5 0.15 7.1 755 TER TERADYNE IN TER US 04/16/11 C18 -13.7 33.9 0.45 0.0 411 NYX NYSE EURONE NYX US 06/18/11 C34 -13.7 27.2 5.50 93.0 267 DIA SPDR DJIA T DIA US 04/16/11 P127 -13.6 6.3 3.35 -19.3 214 JAZZ JAZZ PHARMA JAZZ US 04/16/11 P31 -13.5 52.5 0.89 -19.1 219 UFS DOMTAR CORP (UFS) UFS US 04/16/11 P85 -13.4 34.0 0.45 -18.2 857 QQQ POWERSH-QQQ QQQ US 04/16/11 C60 -13.3 12.0 0.04 0.0 3697 RSX MKT VECT-RU RSX US 04/16/11 C41 -13.1 23.7 1.75 34.6 700 VRUS PHARMASSET VRUS US 04/16/11 C80 -12.9 58.0 4.40 15.8 414 HERO HERCULES OF HERO US 04/16/11 C6 -12.9 53.4 0.85 21.4 202 JOE ST JOE CO (JOE) JOE US 04/16/11 C25 -12.8 28.6 1.00 42.9 308 V VISA INC-CL V US 04/16/11 P72.5 -12.8 23.9 0.86 -21.8 1619 LLTC LINEAR TECH LLTC US 04/16/11 P34 -12.7 22.0 0.85 -5.6 1150 TTM TATA MOTORS TTM US 04/16/11 C27 -12.6 30.1 1.25 4.2 249 CBEH CHINA INTEG CBEH US 04/16/11 P2.5 -12.6 175.1 0.40 14.3 244 GE GENERAL ELE GE US 04/16/11 P21 -12.6 19.2 0.76 -25.5 206 QQQ POWERSH-QQQ QQQ US 04/16/11 P59 -12.5 13.0 1.40 -17.6 1566 JAZZ JAZZ PHARMA JAZZ US 04/16/11 P30 -12.4 53.9 0.55 3.8 1589 AMTD TD AMERITRA AMTD US 04/16/11 C22 -12.3 23.4 0.20 81.8 329 CIM CHIMERA INV CIM US 09/17/11 P4 -12.2 17.8 0.30 0.0 210 RFMD RF MICRO DE RFMD US 05/21/11 C6 -12.2 42.1 0.60 -14.3 2635 MDVN MEDIVATION MDVN US 04/16/11 C20 -12.2 65.9 1.00 31.6 218 MCO MOODY'S COR MCO US 04/16/11 C36 -12.1 23.2 0.16 0.0 259 BP BP PLC-ADR BP US 04/16/11 C47 -11.9 23.0 0.30 100.0 2007 ABV AMBEV-PRF A ABV US 10/22/11 C27 -11.8 24.9 3.30 10.0 201 SPY SPDR S&P 50 SPY US 04/16/11 C138 -11.6 10.3 0.06 20.0 4743 SLV ISHARES SIL SLV US 04/16/11 C28 -11.5 55.3 8.36 -5.2 266 V VISA INC-CL V US 04/16/11 C75 -11.4 23.4 0.85 -13.3 344 DVN DEVON ENERG DVN US 04/16/11 C95 -11.4 23.1 0.62 -17.3 2300 XRTX XYRATEX LTD XRTX US 06/18/11 P10 -11.4 47.5 1.00 66.7 425 CAKE CHEESECAKE CAKE US 04/16/11 C30 -11.3 27.7 0.80 0.0 500 BP BP PLC-ADR BP US 04/16/11 C46 -11.2 23.3 0.66 100.0 862 V VISA INC-CL V US 04/16/11 P70 -11.0 26.0 0.31 -32.6 941 ARRY ARRAY BIOPH ARRY US 08/20/11 C2.5 -11.0 71.7 1.05 5.0 1000 ROYL ROYALE ENER ROYL US 09/17/11 C5 -11.0 71.0 1.10 -14.7 203 UA UNDER ARMOU UA US 04/16/11 C60 -11.0 40.8 11.50 40.2 200 C CITIGROUP I C US 04/16/11 C4.5 -10.9 23.6 0.07 0.0 28266 DEER DEER CONSUM DEER US 05/21/11 C2.5 -10.9 129.0 4.50 0.0 470 DIA SPDR DJIA T DIA US 04/16/11 P125 -10.9 9.5 1.74 -31.5 368 MRO MARATHON OI MRO US 04/16/11 P55 -10.8 25.4 1.83 -16.1 311 GDXJ MARKET VECT GDXJ US 05/21/11 C34 -10.8 37.3 5.40 -6.9 1400 BJ BJ'S WHOLES BJ US 04/16/11 C50 -10.6 24.3 0.60 0.0 2090 PG PROCTER & G PG US 04/16/11 C62.5 -10.6 11.7 0.37 12.1 2972 MRO MARATHON OI MRO US 04/16/11 C55 -10.5 25.6 0.52 -13.3 5294 S SPRINT NEXT S US 04/16/11 P4.5 -10.5 37.0 0.08 -20.0 307 SPY SPDR S&P 50 SPY US 04/16/11 C140 -10.5 11.7 0.03 0.0 1112 GS GOLDMAN SAC GS US 04/16/11 C165 -10.5 18.4 1.09 78.7 3025 LLTC LINEAR TECH LLTC US 04/16/11 C34 -10.4 23.8 0.50 -9.1 7620 UNG US NAT GAS UNG US 04/16/11 C10 -10.4 42.6 1.34 -11.8 679 RDS/A ROYAL DUTCH RDSA US 04/16/11 C75 -10.4 14.9 0.35 40.0 6525 AXP AMERICAN EX AXP US 04/16/11 C47 -10.4 20.0 0.16 -15.8 1450 GLD SPDR GOLD T GLD US 04/16/11 C135 -10.3 15.6 4.45 -18.5 204 GGB GERDAU SA-A GGB US 06/18/11 C12 -10.3 34.6 1.10 -4.3 720 XLV SPDR-HEALTH XLV US 05/21/11 C34 -10.2 11.4 0.30 3.5 501 SPY SPDR S&P 50 SPY US 04/16/11 P136 -10.1 10.2 2.68 -26.8 927 CCJ CAMECO CORP (CCO) CCJ US 04/16/11 C31 -10.1 39.2 0.90 38.5 2528 SPY SPDR S&P 50 SPY US 04/16/11 C139 -10.0 10.8 0.03 0.0 1274 ARMH ARM HOLDING ARMH US 04/16/11 C28 -10.0 36.3 0.80 -23.8 517


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


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-0- Apr/01/2011 15:30 GMT

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