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
=============================================================================
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5     68.9  20.2   0.35  -12.5    252
SIRI   SIRIUS XM R  SIRI US 05/21/11 C1.5     64.0  60.2   0.37   23.3    300
GTXI   GTX INC      GTXI US 05/21/11 C3       42.9 109.3   0.80  400.0    603
SIRI   SIRIUS XM R  SIRI US 06/18/11 C1.5     29.9  56.4   0.39   30.0    420
PHO    POWERSH-WAT  PHO US 05/21/11 C18       26.4  31.9   1.91    0.0    212
CISG   CNINSURE IN  CISG US 10/22/11 P10      25.8  93.7   1.70   21.4   1036
NRGY   INERGY LP    NRGY US 05/21/11 P35      25.6  32.4   0.25    0.0    795
NBG    NATL BANK G  NBG US 05/21/11 P1.74     24.0  90.4   0.20   33.3  10774
PGF    POWERSHARES  PGF US 05/21/11 P17       23.2  26.5   0.10    0.0    563
CISG   CNINSURE IN  CISG US 07/16/11 P10      21.5 125.3   1.45   21.9    531
ETP    ENERGY TRAN  ETP US 05/21/11 C50       21.4  21.5   3.00   22.4    203
CISG   CNINSURE IN  CISG US 07/16/11 P12.5    20.1 101.0   2.20   10.0    299
GTXI   GTX INC      GTXI US 05/21/11 P4       18.6  91.3   0.55  -60.7   1035
YUII   YUHE INTERN  YUII US 05/21/11 P5       16.6 106.0   0.25   25.0    280
YUII   YUHE INTERN  YUII US 05/21/11 C5       16.1  81.6   1.20  -36.8    234
ZNH    CHINA SOUTH  ZNH US 05/21/11 C22.5     14.9  57.0   2.90  176.2    255
CISG   CNINSURE IN  CISG US 07/16/11 P7.5     14.6 150.9   1.10   48.6    271
VVUS   VIVUS INC    VVUS US 05/21/11 C7       14.4  85.1   0.59   22.9    663
MGM    MGM RESORTS  MGM US 05/21/11 P14       14.0  47.7   1.10  -32.5    202
KRA    KRATON PERF  KRA US 05/21/11 C40       12.7  43.1   2.00   90.5    301
PPL    PPL CORPORA  PPL US 07/16/11 C26       12.4  18.0   1.30   44.4   2004
AER    AERCAP HOLD  AER US 05/21/11 C15       12.0  36.8   0.50   42.9    267
VVUS   VIVUS INC    VVUS US 06/18/11 P5       11.9  76.3   0.20   11.1   2078
ONP    ORIENT PAPE  ONP US 05/21/11 P2.5      11.5 150.7   0.15    0.0    215
MGM    MGM RESORTS  MGM US 05/21/11 C13       11.4  46.6   1.08  100.0    827
VVUS   VIVUS INC    VVUS US 05/21/11 P7       10.9  82.7   0.94    4.4    778
RMBS   RAMBUS INC   RMBS US 05/21/11 P17      10.6  83.9   0.95   11.8   1893
GSIC   GSI COMMERC  GSIC US 05/21/11 P29      10.5   7.9   0.20    0.0    223
MGM    MGM RESORTS  MGM US 05/21/11 P13       10.1  46.4   0.55  -37.5   1382

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TYC    TYCO INTL L  TYC US 05/21/11 C47      -33.8  38.7   4.50  -23.7    784
AIXG   AIXTRON SE-  AIXG US 05/21/11 C41     -24.8  21.3   2.50   -7.4    454
TYC    TYCO INTL L  TYC US 05/21/11 C49      -22.1  40.8   3.55  -21.1    402
CYH    COMMUNITY H  CYH US 06/18/11 C33      -21.7  44.8   2.90   21.9    252
GRM    GRAHAM PACK  GRM US 05/21/11 C17.5    -20.1  32.7   3.50  483.3    305
SPY    SPDR S&P 50  SPY US 05/21/11 P138     -19.9  11.0   6.47   -5.3    369
TYC    TYCO INTL L  TYC US 05/21/11 C48      -19.1  41.7   4.10  -25.4   3289
TYC    TYCO INTL L  TYC US 05/21/11 P47      -18.5  37.9   0.91   -6.2   4339
CYS    CYPRESS SHA  CYS US 09/17/11 C12.5    -16.9  17.5   0.15  200.0    200
TYC    TYCO INTL L  TYC US 05/21/11 C50      -16.5  41.6   3.10  -32.6   7376
SPY    SPDR S&P 50  SPY US 05/21/11 P137     -15.6  11.6   5.48   -7.7    215
TYC    TYCO INTL L  TYC US 05/21/11 P46      -15.0  38.6   0.73    4.3   3378
TYC    TYCO INTL L  TYC US 05/21/11 P45      -14.9  38.0   0.55  -11.3    345
CYH    COMMUNITY H  CYH US 05/21/11 C35      -14.0  51.1   1.70   47.8    286
CEDC   CENTRAL EUR  CEDC US 06/18/11 P2.5    -13.8 199.9   0.05    0.0    300
LFT    LONGTOP FIN  LFT US 05/21/11 P30      -13.4  83.1   3.30  -21.4   1053
SPY    SPDR S&P 50  SPY US 05/21/11 P136     -13.3  12.1   4.79   -7.0    279
TYC    TYCO INTL L  TYC US 05/21/11 P48      -12.9  40.4   1.88   38.2    648
CAAS   CHINA AUTOM  CAAS US 11/19/11 C7.5    -12.9  70.2   3.19  -16.1    700
TYC    TYCO INTL L  TYC US 05/21/11 P50      -12.8  41.8   2.46   11.8   2412
TYC    TYCO INTL L  TYC US 07/16/11 C48      -12.7  34.0   5.00  -21.9   1804
ADTN   ADTRAN INC   ADTN US 05/21/11 C41     -12.6  35.5   1.75  -29.1    297
CYH    COMMUNITY H  CYH US 05/21/11 P29      -12.5  71.1   1.00  -63.6    272
JPM    JPMORGAN CH  JPM US 05/21/11 P46      -12.1  22.4   1.02  -13.6   3584
PDS    PRECISION D  PDS US 05/21/11 C15      -11.8  32.2   0.35   40.0    335
ADTN   ADTRAN INC   ADTN US 05/21/11 C42     -11.5  35.9   1.30  -35.0    380
TYC    TYCO INTL L  TYC US 07/16/11 C50      -11.5  34.6   3.75  -25.0   3286
JPM    JPMORGAN CH  JPM US 05/21/11 P45      -11.1  23.2   0.71  -15.5   3968
JPM    JPMORGAN CH  JPM US 05/21/11 C48      -11.1  21.4   0.67  -23.9   2397
JPM    JPMORGAN CH  JPM US 05/21/11 C47      -11.0  22.0   1.05  -22.2   2116
QSFT   QUEST SOFTW  QSFT US 05/21/11 P25     -10.7  42.2   1.60  -15.8   1573
JPM    JPMORGAN CH  JPM US 05/21/11 P47      -10.5  21.6   1.58   -2.5    601
JPM    JPMORGAN CH  JPM US 05/21/11 C45      -10.4  23.7   2.21  -14.0    344
SPY    SPDR S&P 50  SPY US 05/21/11 P135     -10.2  12.8   4.16   -9.2   4042
JPM    JPMORGAN CH  JPM US 05/21/11 C46      -10.2  22.9   1.60  -16.7    408
TYC    TYCO INTL L  TYC US 05/21/11 P49      -10.2  42.1   1.90   11.8    290
AIXG   AIXTRON SE-  AIXG US 05/21/11 C42     -10.1  25.5   1.80    0.0    509

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

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-0- Apr/13/2011 15:30 GMT

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