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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
=============================================================================
BPL    BUCKEYE PAR  BPL US 05/21/11 C55       98.6  45.4   6.30   -3.1    265
SLGN   SILGAN HOLD  SLGN US 08/20/11 C45      41.8  27.1   2.70   80.0   1106
SLGN   SILGAN HOLD  SLGN US 05/21/11 P40      32.8  34.1   0.30   20.0    832
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1       29.5  48.5   0.85   -1.2    515
YONG   YONGYE INTE  YONG US 05/21/11 C4       27.8 109.2   0.80  -27.3    477
DEER   DEER CONSUM  DEER US 05/21/11 C2.5     27.5 237.9   5.30    2.9    299
SINA   SINA CORP    SINA US 05/21/11 C95      26.3  74.5  29.10   55.6    402
TYC    TYCO INTL L  TYC US 05/21/11 C47       25.8  42.9   5.78   12.2    238
DNDN   DENDREON CO  DNDN US 05/21/11 C40      23.2  47.6   2.93  112.3    950
USO    UNITED STAT  USO US 05/21/11 C33       22.2  35.3  10.15    8.6    400
REDF   REDIFF.COM   REDF US 05/21/11 C7.5     22.0 107.8   2.05   57.7    608
DNDN   DENDREON CO  DNDN US 05/21/11 C38      20.7  47.8   4.20   75.7   1086
DNDN   DENDREON CO  DNDN US 05/21/11 P40      20.3  46.4   1.95  -25.6    228
DNDN   DENDREON CO  DNDN US 05/21/11 C39      20.1  46.8   3.55   97.2    406
MDP    MEREDITH CO  MDP US 05/21/11 C35       19.6  31.8   1.00   -9.1    200
ARIA   ARIAD PHARM  ARIA US 05/21/11 C7       18.8  58.8   0.97  -11.8    256
DNDN   DENDREON CO  DNDN US 05/21/11 C41      18.3  46.5   2.44  136.9    458
BMS    BEMIS CO     BMS US 05/21/11 P30       18.0  27.5   0.40    0.0    422
ESLR   EVERGREEN S  ESLR US 05/21/11 P1       17.6 183.0   0.05    0.0    500
BPL    BUCKEYE PAR  BPL US 08/20/11 P55       17.3  23.4   1.35   28.6   1022
KWK    QUICKSILVER  KWK US 05/21/11 C14       16.8  31.5   0.25   25.0    691
NBG    NATL BANK G  NBG US 05/21/11 P1.74     16.6 101.4   0.20    0.0    520
DNDN   DENDREON CO  DNDN US 05/21/11 P33      16.3  54.5   0.40    2.6   1802
DNDN   DENDREON CO  DNDN US 05/21/11 C42      15.9  47.0   2.05  156.2   1353
DNDN   DENDREON CO  DNDN US 05/21/11 C43      15.7  47.0   1.70  142.9   1374
DNDN   DENDREON CO  DNDN US 05/21/11 C36      15.4  48.6   5.80   56.8    500
ABMD   ABIOMED INC  ABMD US 06/18/11 P15      15.2  67.1   1.75    0.0    830
YONG   YONGYE INTE  YONG US 05/21/11 P4       13.9 170.2   0.70   55.6   1721
DLR    DIGITAL REA  DLR US 07/16/11 C60       13.7  25.1   1.70   70.0    846
QQQ    POWERSH-QQQ  QQQ US 05/21/11 C52       13.4  24.2   4.83   -3.4    744
CL     COLGATE-PAL  CL US 05/21/11 P85        11.9  20.1   4.50    1.4    600
LMT    LOCKHEED MA  LMT US 05/21/11 C80       11.5  22.0   1.03  -20.8  10492
EMC    EMC CORP/MA  EMC US 05/21/11 C26       11.3  31.7   1.49   10.4   3773
BAX    BAXTER INTL  BAX US 05/21/11 P55       11.0  24.0   2.57   33.2    328
ICO    INTERNATION  ICO US 05/21/11 C11       10.6  59.1   0.80   60.0   2037
ABMD   ABIOMED INC  ABMD US 05/21/11 P12.5    10.5  77.2   0.45   87.5    259
EMC    EMC CORP/MA  EMC US 05/21/11 P26       10.5  31.1   0.66    8.2    758
LOGI   LOGITECH IN  LOGI US 05/21/11 P14      10.4  37.7   0.70   40.0    781
CIGX   STAR SCIENT  CIGX US 05/21/11 C3.5     10.1 143.7   0.50   11.1    239
EMC    EMC CORP/MA  EMC US 05/21/11 C27       10.0  30.8   0.93   14.8    542

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SVU    SUPERVALU I  SVU US 01/21/12 C7.5     -20.5  44.5   3.10   40.9   1336
DMD    DEMAND MEDI  DMD US 05/21/11 C20      -20.0  56.7   1.95  -18.8    200
JBHT   HUNT (JB) T  JBHT US 05/21/11 P50     -19.5  23.8   3.40  -40.4    384
HAS    HASBRO INC   HAS US 05/21/11 P45      -16.8  22.5   1.35   -2.2    217
FCS    FAIRCHILD S  FCS US 05/21/11 P18      -16.8  45.2   0.95   11.8    395
YONG   YONGYE INTE  YONG US 05/21/11 P2      -15.7 210.1   0.05  -66.7    200
HGSI   HUMAN GENOM  HGSI US 05/21/11 C30     -13.8  43.1   1.36  -15.0   1570
HGSI   HUMAN GENOM  HGSI US 05/21/11 C31     -13.8  42.0   0.97  -19.2    596
COCO   CORINTHIAN   COCO US 08/20/11 C3      -13.4  61.7   1.50   -6.2    200
FCS    FAIRCHILD S  FCS US 05/21/11 C18      -13.2  46.6   1.10  -44.7    533
KSP    K-SEA TRANS  KSP US 09/17/11 P7.5     -12.8  12.6   0.05  -66.7    367
JBHT   HUNT (JB) T  JBHT US 05/21/11 C45     -12.7  24.8   3.00  130.8    414
SVU    SUPERVALU I  SVU US 05/21/11 C10      -12.5  45.6   0.75  177.8    671
CISG   CNINSURE IN  CISG US 05/21/11 P12.5   -12.3  86.9   1.05   -8.7    445
MTL    MECHEL-SPON  MTL US 05/21/11 P28      -11.6  32.1   1.35   22.7    209
SVU    SUPERVALU I  SVU US 05/21/11 P9       -11.5  48.9   0.15  -75.0    230
LFT    LONGTOP FIN  LFT US 05/21/11 P22.5    -11.3  96.0   0.76  -24.0    576
HGSI   HUMAN GENOM  HGSI US 05/21/11 P29     -10.5  44.8   1.42  -11.2    200
SVU    SUPERVALU I  SVU US 01/19/13 C7.5     -10.5  49.1   3.60   22.0    792
SVU    SUPERVALU I  SVU US 01/21/12 C10      -10.3  44.6   1.60   45.5   4186

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

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-0- Apr/14/2011 15:30 GMT

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