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
=============================================================================
ELN    ELAN CORP-A  ELN US 10/22/11 C5       160.1  51.4   2.75   41.8    912
KGC    KINROSS GOL  KGC US 05/21/11 C13      110.1  47.9   3.45   19.0    500
ISPH   INSPIRE PHA  ISPH US 06/18/11 C5       48.4  10.5   0.05    0.0   2455
GORO   GOLD RESOUR  GORO US 05/21/11 C20      36.2  73.2   8.00   11.1    617
EGO    ELDORADO GO  EGO US 07/16/11 C14       34.5  37.2   3.50   27.7    200
WSO    WATSCO INC   WSO US 05/21/11 C65       34.4  41.5   8.50   26.9    250
SLW    SILVER WHEA  SLW US 06/18/11 C27       34.3  60.0  18.65    5.7    254
PUDA   PUDA COAL I  PUDA US 05/21/11 P9       31.7 139.9   1.35   68.8    334
PUDA   PUDA COAL I  PUDA US 05/21/11 P10      27.8 132.0   1.85   60.9    210
DEER   DEER CONSUM  DEER US 05/21/11 C2.5     24.8 158.1   3.80  -11.6    702
C      CITIGROUP I  C US 05/21/11 C3          24.0  69.8   1.53    4.8    772
BTX    BIOTIME INC  BTX US 05/21/11 C7.5      23.0  60.4   0.75   15.4    200
GSS    GOLDEN STAR  GSS US 11/19/11 C3        22.0  68.1   0.65    3.2    200
PUDA   PUDA COAL I  PUDA US 05/21/11 P7.5     21.3 144.5   0.75   87.5    422
C      CITIGROUP I  C US 05/21/11 C3.5        19.7  50.1   1.04    7.2   1378
SLV    ISHARES SIL  SLV US 01/21/12 C4        19.2 104.3  34.55    7.1    460
PUDA   PUDA COAL I  PUDA US 08/20/11 P7.5     19.0 110.1   1.30   62.5    924
TEF    TELEFONICA-  TEF US 06/18/11 P21.67    18.1  31.1   0.25  -16.7   1021
THC    TENET HEALT  THC US 05/21/11 C7        17.6  34.3   0.64   -1.5    281
ELN    ELAN CORP-A  ELN US 01/21/12 C4        17.0  58.3   3.70   12.1   1701
PUDA   PUDA COAL I  PUDA US 05/21/11 C10      16.9 111.8   1.40  -22.2    699
ALJ    ALON USA EN  ALJ US 06/18/11 P10       15.9  72.5   0.20  -63.6    386
C      CITIGROUP I  C US 06/18/11 C3.5        15.1  42.0   1.03    5.1    248
S      SPRINT NEXT  S US 05/21/11 C4          15.0  47.7   0.75   13.6    222
FAST   FASTENAL CO  FAST US 05/21/11 C59.58   14.6  35.5   9.50   30.1    666
MSFT   MICROSOFT C  MSFT US 05/21/11 C22.5    13.2  32.7   3.80   11.8    507
ETP    ENERGY TRAN  ETP US 05/21/11 C50       13.0  20.3   3.18   24.7    899
CIM    CHIMERA INV  CIM US 06/18/11 C4        12.9  19.6   0.15    0.0    207
DEER   DEER CONSUM  DEER US 05/21/11 C5       12.7  74.4   1.30  -23.5    330
PANL   UNIVERSAL D  PANL US 06/18/11 C50      12.4  66.9  13.50   10.7    405
CIGX   STAR SCIENT  CIGX US 05/21/11 C3       12.1 132.0   1.95   14.7    285
CVS    CVS CAREMAR  CVS US 05/21/11 C35       12.0  26.5   1.55   42.2   1709
HRS    HARRIS CORP  HRS US 01/21/12 P50       11.7  27.3   4.47  -26.7    250
CVS    CVS CAREMAR  CVS US 05/21/11 C37       11.6  24.9   0.65   80.6  12879
CVS    CVS CAREMAR  CVS US 05/21/11 P34       11.6  27.5   0.56  -34.9   4027
CSCO   CISCO SYSTE  CSCO US 05/21/11 C15      11.1  37.3   3.00   27.7    583
EXK    ENDEAVOUR S  EXK US 05/21/11 C10       11.1  76.3   2.00   21.2    425
CVS    CVS CAREMAR  CVS US 05/21/11 P35       10.8  26.3   1.14   -6.6    713
TGP    TEEKAY LNG   TGP US 05/21/11 C40       10.8  24.1   0.60   39.5    263
UUP    POWERSHARES  UUP US 05/21/11 C22       10.7  10.2   0.15  -25.0    451
C      CITIGROUP I  C US 05/21/11 C4          10.6  34.7   0.56    9.8    546
CVS    CVS CAREMAR  CVS US 05/21/11 P33       10.4  28.7   0.50   -9.1   7964
UXG    US GOLD COR  UXG US 05/21/11 C7.5      10.2  63.1   2.15    0.0    209

Top Volatility Decreases


                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SIRI   SIRIUS XM R  SIRI US 05/21/11 C1.5    -34.7  36.1   0.33    6.5    594
VZ     VERIZON COM  VZ US 07/16/11 C29       -29.3  31.9   8.90   -5.3    333
FRX    FOREST LABS  FRX US 05/21/11 C25      -21.5  29.2   8.00    0.0    200
ELN    ELAN CORP-A  ELN US 05/21/11 C6       -17.7  43.9   1.55   19.2    902
DSW    DSW INC-CL   DSW US 05/21/11 P40      -17.7  40.0   0.80    0.0    300
HNSN   HANSEN MEDI  HNSN US 06/18/11 C2.5    -16.2  58.9   0.25    0.0    426
CEPH   CEPHALON IN  CEPH US 05/21/11 P75     -16.0  20.3   1.25  -21.9    726
MON    MONSANTO CO  MON US 05/21/11 P70      -15.9  29.3   2.67   32.8   1668
MON    MONSANTO CO  MON US 05/21/11 C62.5    -15.9  33.8   8.35  -26.8    294
MON    MONSANTO CO  MON US 05/21/11 P62.5    -15.8  33.6   0.70   27.3    637
MON    MONSANTO CO  MON US 05/21/11 P67.5    -15.7  30.4   1.72   27.4    469
CAAS   CHINA AUTOM  CAAS US 08/20/11 C7.5    -15.6  69.1   1.94   -8.1    220
MON    MONSANTO CO  MON US 05/21/11 C72.5    -15.6  29.0   1.95  -50.0   1507
SQNM   SEQUENOM IN  SQNM US 05/21/11 C7      -15.5  32.8   0.28   40.0   1118
MON    MONSANTO CO  MON US 05/21/11 P72.5    -15.3  28.5   4.21   41.3    693
MON    MONSANTO CO  MON US 05/21/11 C70      -14.9  29.9   3.00  -45.5   1170
MON    MONSANTO CO  MON US 05/21/11 P65      -14.7  32.0   1.05   23.5   1726
MON    MONSANTO CO  MON US 05/21/11 P60      -13.9  35.6   0.41   10.8    403
T      AT&T INC     T US 01/21/12 C25        -13.6  22.5   5.60   -1.8   1009
CEPH   CEPHALON IN  CEPH US 05/21/11 C75     -13.5  19.9   3.60   -7.7    611
IRE    BANK IRELAN  IRE US 05/21/11 C2.5     -13.4  80.2   0.20  -20.0    215
NYX    NYSE EURONE  NYX US 05/21/11 C39      -13.1  22.3   1.51    6.3    958
ABAT   ADVANCED BA  ABAT US 05/21/11 C2.5    -13.0 104.6   0.40   60.0   1076
SAP    SAP AG-SPON  SAP US 05/21/11 P62.5    -12.4  23.6   1.80    0.0    323
SLE    SARA LEE CO  SLE US 07/16/11 P14      -12.0  32.6   0.02  -92.9    500
NBG    NATL BANK G  NBG US 08/20/11 P1.5     -11.9  61.2   0.15    0.0    275
CEPH   CEPHALON IN  CEPH US 05/21/11 P72.5   -11.9  25.0   0.90  -42.7    570
VZ     VERIZON COM  VZ US 01/21/12 C30       -11.3  25.5   8.15   -3.0    208
LPX    LOUISIANA-P  LPX US 05/21/11 P10      -11.0  45.6   0.72   22.0   1107
CEPH   CEPHALON IN  CEPH US 05/21/11 P70     -10.9  30.1   0.70  -30.0   1581
RRGB   RED ROBIN G  RRGB US 06/18/11 C20     -10.5  40.0   7.30    4.3    252
MON    MONSANTO CO  MON US 07/16/11 P57.5    -10.2  36.1   0.93   22.4    212
RRD    RR DONNELLE  RRD US 01/19/13 P17.5    -10.1  30.4   2.90   11.5    600

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

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-0- Apr/06/2011 15:30 GMT

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