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
=============================================================================
ISPH   INSPIRE PHA  ISPH US 06/18/11 C5      158.2   9.8   0.05    0.0    225
THC    TENET HEALT  THC US 08/20/11 C6        74.1  50.6   1.00  -33.3   1660
THC    TENET HEALT  THC US 05/21/11 C6        60.9  56.5   0.75  -50.7    405
LVLT   LEVEL 3 COM  LVLT US 05/21/11 C1       57.0 116.0   0.60   20.0    295
IO     ION GEOPHYS  IO US 05/21/11 C11        45.2  72.9   2.85    9.6   1507
THC    TENET HEALT  THC US 11/19/11 P6        44.9  47.8   0.75    0.0    378
JTX    JACKSON HEW  JTX US 05/21/11 P0.5      42.0 239.8   0.15    0.0   2000
CYH    COMMUNITY H  CYH US 06/18/11 P27       40.8  78.6   2.15  975.0    398
LVLT   LEVEL 3 COM  LVLT US 05/21/11 C1.5     39.1  71.4   0.20  100.0    267
PDLI   PDL BIOPHAR  PDLI US 08/20/11 C5       38.9  29.2   1.30    4.0    218
LVLT   LEVEL 3 COM  LVLT US 06/18/11 C1       34.4 110.3   0.60   33.3    935
ELOS   SYNERON MED  ELOS US 09/17/11 C10      33.0  53.4   4.20   20.0    250
GFRE   GULF RESOUR  GFRE US 05/21/11 P5       32.4 163.6   1.00   53.9    906
TYC    TYCO INTL L  TYC US 05/21/11 C46       29.9  34.6   3.85   59.8   1369
GLBC   GLOBAL CROS  GLBC US 05/21/11 P22.5    28.1  54.0   1.00    0.0    481
HCA    HCA HOLDING  HCA US 05/21/11 P30       27.8  39.7   0.80  220.0    780
STX    SEAGATE TEC  STX US 05/21/11 C14       27.5  44.8   1.99   -2.5    335
AXP    AMERICAN EX  AXP US 01/21/12 C20       26.8  54.3  26.90    3.1    357
TYC    TYCO INTL L  TYC US 05/21/11 P45       26.4  34.8   0.75  -21.1    282
TYC    TYCO INTL L  TYC US 05/21/11 P47       25.9  34.4   1.36  -18.1    218
CAST   CHINACAST E  CAST US 06/18/11 P5       25.7 112.8   0.60   20.0    594
STX    SEAGATE TEC  STX US 05/21/11 C13       25.6  47.1   3.00    1.7    294
JTX    JACKSON HEW  JTX US 07/16/11 P0.5      23.9 259.6   0.20    0.0   1015
TYC    TYCO INTL L  TYC US 05/21/11 C48       23.1  34.6   2.55   90.3    415
ASNA   ASCENA RETA  ASNA US 05/21/11 P32      21.6  28.9   0.90    0.0    250
STX    SEAGATE TEC  STX US 05/21/11 C15       21.0  42.6   1.25    3.3    370
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P7.5     20.6 157.8   1.40   27.3    445
TYC    TYCO INTL L  TYC US 05/21/11 C50       20.6  34.7   1.78  143.8   1580
C      CITIGROUP I  C US 06/18/11 C3          19.5  58.6   1.55   -1.3    886
YONG   YONGYE INTE  YONG US 05/21/11 C5       18.8 122.9   0.90   38.5    200
TJX    TJX COS INC  TJX US 05/21/11 C47       18.6  31.1   4.60    4.5   1502
LLEN   L&L ENERGY   LLEN US 05/21/11 P5       18.4 119.9   0.80  105.1    275
HCA    HCA HOLDING  HCA US 06/18/11 C30       18.4  36.6   2.90  -25.6    867
TYC    TYCO INTL L  TYC US 07/16/11 C50       17.0  29.0   2.30   72.9   1253
STX    SEAGATE TEC  STX US 06/18/11 C15       16.3  41.8   1.41   -3.4    300
GFRE   GULF RESOUR  GFRE US 10/22/11 P5       16.1  99.1   1.40   47.4    205
FIRE   SOURCEFIRE   FIRE US 06/18/11 C22.5    15.8  56.3   3.70    0.0    314
LIWA   LIHUA INTER  LIWA US 05/21/11 C7.5     15.5 103.3   0.85  -32.0    578
HCA    HCA HOLDING  HCA US 05/21/11 C30       15.0  38.3   2.80  -22.2   3360
LPNT   LIFEPOINT H  LPNT US 05/21/11 P35      14.9  37.1   0.55   57.1    438
GDP    GOODRICH PE  GDP US 05/21/11 C20       14.6  58.3   3.10   21.6    993
IRE    BANK IRELAN  IRE US 05/21/11 P2        14.2  97.3   0.20  100.0    532
INFN   INFINERA CO  INFN US 05/21/11 C8       14.2  55.3   0.75  -26.5    241
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P5       13.6 181.1   0.55   57.1    398
AG     FIRST MAJES  AG US 07/16/11 C20        12.8  64.4   5.00  -26.5    258
SPY    SPDR S&P 50  SPY US 06/18/11 P137      12.2  15.9   5.91   -6.0    348
HUN    HUNTSMAN CO  HUN US 05/21/11 C18       12.1  42.7   1.50    0.0    276
JACK   JACK IN THE  JACK US 06/18/11 P20      12.0  36.2   0.75    7.1   1000
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P4       11.9 204.6   0.35   75.0    477
YHOO   YAHOO! INC   YHOO US 05/21/11 P16      11.7  38.4   0.49   16.7   2108
YHOO   YAHOO! INC   YHOO US 05/21/11 P15      11.7  38.8   0.20   25.0    549
SLV    ISHARES SIL  SLV US 05/21/11 C35       11.5  39.1   5.50    5.8    538
YHOO   YAHOO! INC   YHOO US 05/21/11 P17      11.3  39.7   0.97    6.6   1178
JASO   JA SOLAR HO  JASO US 06/18/11 C5       11.0  65.9   1.70   -5.6    202
DUK    DUKE ENERGY  DUK US 05/21/11 P18       10.8  13.7   0.30   50.0    224
YHOO   YAHOO! INC   YHOO US 05/21/11 C16      10.5  39.6   1.31    5.7   1144
SLV    ISHARES SIL  SLV US 07/16/11 C30       10.5  41.4  10.50    4.0    495
NFX    NEWFIELD EX  NFX US 06/18/11 P55       10.4  42.9   0.25  -54.5    500
YHOO   YAHOO! INC   YHOO US 05/21/11 C17      10.4  40.5   0.81   11.0   5449

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= AMMD AMER MED SY AMMD US 11/19/11 C30 -91.8 2.8 0.10 0.0 521 AMMD AMER MED SY AMMD US 11/19/11 P25 -41.9 16.2 0.20 0.0 480 MTL MECHEL-SPON MTL US 05/21/11 C25 -21.0 47.4 4.71 -25.2 600 CP CANADIAN PA CP US 05/21/11 C55 -20.4 27.5 8.20 -8.9 502 HOS HORNBECK OF HOS US 06/18/11 C25 -19.8 43.1 4.84 -30.9 1000 DIN DINEEQUITY DIN US 09/17/11 C50 -16.4 43.2 6.30 -29.2 200 AXE ANIXTER INT AXE US 05/21/11 P75 -15.4 26.4 3.70 -17.8 559 DAL DELTA AIR L DAL US 05/21/11 C5 -14.1 99.3 4.20 -20.0 394 GSIC GSI COMMERC GSIC US 07/16/11 C30 -13.9 9.8 0.35 -12.5 367 NVS NOVARTIS AG (NOVN) NVS US 07/16/11 C50 -13.8 22.4 6.00 7.1 284 MDVN MEDIVATION MDVN US 06/18/11 P15 -13.7 71.0 0.30 -73.7 2000 CGA CHINA GREEN CGA US 05/21/11 C6 -11.7 35.2 1.35 0.0 250 EXPE EXPEDIA INC (EXPE) EXPE US 05/21/11 C23 -11.7 30.4 2.20 -13.7 413 KWK QUICKSILVER KWK US 05/21/11 P13 -11.3 29.3 0.20 -35.5 2494 CIGX STAR SCIENT CIGX US 08/20/11 P1.5 -11.1 162.8 0.10 0.0 500


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


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-0- Apr/11/2011 15:30 GMT

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