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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
=============================================================================
BSX    BOSTON SCIE  BSX US 05/21/11 C6       101.4  54.1   1.70   25.9    366
QLTI   QLT INC      QLTI US 05/21/11 P7.5     61.7  71.4   0.55    0.0   1180
ONTY   ONCOTHYREON  ONTY US 05/21/11 C4       47.5  77.6   0.50   66.7    203
CRA    CELERA CORP  CRA US 06/18/11 P7.5      24.4  26.2   0.10  100.0    609
TPX    TEMPUR-PEDI  TPX US 05/21/11 C55       24.3  43.0   6.10  542.1    260
TZA    SMALL CAP B  TZA US 05/21/11 C27       23.6  50.1   7.90    9.0    500
BSX    BOSTON SCIE  BSX US 05/21/11 C7        22.9  48.4   0.69   13.1    476
ONTY   ONCOTHYREON  ONTY US 08/20/11 C4       20.1  76.0   0.90   80.0    241
TPX    TEMPUR-PEDI  TPX US 06/18/11 C60       19.9  38.7   3.40  518.2    548
M      MACY'S INC   M US 05/21/11 C22         19.7  40.3   3.35   -6.9   2101
DBA    POWERSHARES  DBA US 05/21/11 C30       18.3  29.6   4.50   -4.3    250
EP     EL PASO COR  EP US 01/21/12 C10        18.0  51.1   8.05    0.6    780
SCOK   SINOCOKING   SCOK US 06/18/11 P5       17.4 125.7   0.60  140.0    500
CALP   CALIPER LIF  CALP US 05/21/11 C5       17.2  68.1   1.60  -20.0    391
CSH    CASH AMER I  CSH US 05/21/11 C45       15.8  28.1   1.70  -10.5    200
SGEN   SEATTLE GEN  SGEN US 05/21/11 P12.5    14.0  61.7   0.20   33.3   1250
TPX    TEMPUR-PEDI  TPX US 09/17/11 C60       12.7  37.5   5.30  152.4    399
AUY    YAMANA GOLD  AUY US 05/21/11 C11       11.0  41.4   2.35   19.3    530
EXK    ENDEAVOUR S  EXK US 05/21/11 C10       10.8  76.6   2.70   22.7    680
UUP    POWERSHARES  UUP US 05/21/11 C21       10.2   9.8   0.62  -17.3    370
ACL    ALCON INC    ACL US 05/21/11 C175      10.1  16.9   1.45   16.0    311

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= BYI BALLY TECHN BYI US 05/21/11 C40 -27.5 20.3 0.42 -50.6 4115 AMTD TD AMERITRA AMTD US 05/21/11 C19 -25.3 34.0 2.48 31.9 200 GSIC GSI COMMERC GSIC US 07/16/11 C29 -24.4 8.5 0.80 -15.8 240 WCC WESCO INTL WCC US 05/21/11 C60 -18.6 30.0 3.05 0.0 298 CLDA CLINICAL DA CLDA US 01/21/12 P30 -18.2 3.0 0.10 -71.4 250 JBLU JETBLUE AIR JBLU US 06/18/11 P5 -16.4 39.4 0.10 0.0 1620 EXPE EXPEDIA INC (EXPE) EXPE US 07/16/11 C20 -15.5 30.9 4.70 64.9 365 STX SEAGATE TEC STX US 05/21/11 C15 -15.1 37.0 1.39 85.3 18340 STX SEAGATE TEC STX US 05/21/11 C16 -14.5 36.3 0.80 110.5 4584 JBLU JETBLUE AIR JBLU US 05/21/11 P5 -13.8 41.6 0.05 -50.0 270 ALU ALCATEL-LUC ALU US 05/21/11 C6 -13.5 43.5 0.25 0.0 552 EXPE EXPEDIA INC EXPE US 10/22/11 P25 -13.1 29.1 2.25 -29.7 342 SHZ CHINA SHEN SHZ US 05/21/11 C5 -13.0 84.4 1.45 61.1 333 LVLT LEVEL 3 COM LVLT US 06/18/11 C1.5 -12.8 51.7 0.15 0.0 300 EXPE EXPEDIA INC EXPE US 10/22/11 P23 -11.8 30.4 1.40 -50.9 303 STX SEAGATE TEC STX US 06/18/11 C15 -11.7 36.5 1.50 61.3 392 PIR PIER 1 IMPO PIR US 05/21/11 P11 -11.1 45.0 0.45 0.0 2011 STX SEAGATE TEC STX US 06/18/11 C16 -11.0 36.5 1.04 85.7 1065 WEN WENDY'S/ARB WEN US 08/20/11 C5 -10.6 32.1 0.42 -16.0 270 EXPE EXPEDIA INC EXPE US 05/21/11 P24 -10.4 31.7 0.76 -55.3 1303 OVTI OMNIVISION OVTI US 05/21/11 C32 -10.4 49.7 2.55 -20.3 1086 EXPE EXPEDIA INC EXPE US 05/21/11 C24 -10.2 31.7 1.40 174.5 3077 WCC WESCO INTL WCC US 05/21/11 P60 -10.0 29.6 1.95 56.0 298 NYX NYSE EURONE NYX US 05/21/11 P38 -10.0 21.1 0.80 21.2 246


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


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-0- Apr/08/2011 15:30 GMT

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