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
=============================================================================
EBIX   EBIX INC     EBIX US 06/18/11 P17.5    99.5  91.7   1.60  357.1    636
EBIX   EBIX INC     EBIX US 07/16/11 P18      82.8  75.8   1.80  125.0    330
NLY    ANNALY CAPI  NLY US 07/16/11 C17       60.0  19.9   1.22    2.5   1272
PSDV   PSIVIDA COR  PSDV US 01/21/12 C2.5     46.5 138.2   2.65   26.2    427
SPWRB  SUNPOWER CO  SPWRB US 06/18/11 P20     43.9  71.3   0.95   58.3    430
ZIOP   ZIOPHARM ON  ZIOP US 07/16/11 C5       41.1  89.2   2.15   22.9    555
HRB    H&R BLOCK I  HRB US 06/18/11 P17       39.8  38.9   1.10  -12.0    480
EBAY   EBAY INC     EBAY US 07/16/11 C20      34.5  63.7  10.80    2.9    261
VALE   VALE SA-SP   VALE US 08/20/11 C20      32.4  49.2  11.65    8.9    369
EBIX   EBIX INC     EBIX US 06/18/11 P16      30.9  87.2   0.65  550.0    640
MNTA   MOMENTA PHA  MNTA US 06/18/11 C20      29.5  57.4   0.50   -9.1    216
AMSC   AMER SUPERC  AMSC US 06/18/11 P6       28.6 153.1   0.20  100.0   2294
XLI    SPDR-INDU S  XLI US 06/18/11 P38       28.1  23.2   2.21   19.5  10002
SPWRB  SUNPOWER CO  SPWRB US 06/18/11 P19     27.6  73.4   0.45   28.6    241
DV     DEVRY INC    DV US 06/18/11 C55        26.6  43.1   6.60   -4.3    224
NLY    ANNALY CAPI  NLY US 06/18/11 C18       26.1  11.7   0.28   21.7    909
EBIX   EBIX INC     EBIX US 09/17/11 P15      24.7  66.8   1.40  133.3    507
PPL    PPL CORPORA  PPL US 07/16/11 C25       23.6  28.6   2.60  -18.8    354
SPWRB  SUNPOWER CO  SPWRB US 06/18/11 C21     22.5  24.6   0.35   75.0    219
AMSC   AMER SUPERC  AMSC US 06/18/11 P7       21.9 123.3   0.34   25.9    686
MYGN   MYRIAD GENE  MYGN US 11/19/11 P22      21.8  47.1   1.70  -42.4    559
DRYS   DRYSHIPS IN  DRYS US 06/18/11 C3.5     21.5  64.8   0.68   70.0    804
LIFE   LIFE TECHNO  LIFE US 06/18/11 P50      21.3  34.0   1.00   81.8    282
MDT    MEDTRONIC I  MDT US 06/18/11 P41       19.6  22.4   1.98    4.2    505
EBIX   EBIX INC     EBIX US 09/17/11 P17      19.4  59.7   1.90   65.2    361
FRX    FOREST LABS  FRX US 08/20/11 C27       19.4  31.8   9.70    9.0    450
AKS    AK STEEL HL  AKS US 06/18/11 P15       19.2  47.7   0.54   -6.9   1003
AKS    AK STEEL HL  AKS US 06/18/11 C14       17.2  49.5   1.25   26.3    255
MO     ALTRIA GROU  MO US 06/18/11 C25        17.1  31.3   2.62    1.2    797
MWV    MEADWESTVAC  MWV US 06/18/11 C32.5     16.6  31.1   0.85  -39.3    550
MYGN   MYRIAD GENE  MYGN US 11/19/11 P21      16.4  48.2   1.40    0.0    505
AMT    AMERICAN TO  AMT US 06/18/11 P52.5     16.4  31.2   1.23  173.3   1261
YONG   YONGYE INTE  YONG US 06/18/11 C5       16.4  88.0   0.30  -25.0    304
ANAD   ANADIGICS I  ANAD US 10/22/11 P2.5     16.3  73.7   0.20   33.3    400
JKS    JINKOSOLAR-  JKS US 06/18/11 C22.5     15.8  51.5   2.35  -20.3    500
AKS    AK STEEL HL  AKS US 07/16/11 C12       15.6  54.1   3.20    0.0    485
BRCD   BROCADE COM  BRCD US 06/18/11 P7       15.5  83.5   0.34   -8.1  10958
HERO   HERCULES OF  HERO US 10/22/11 P4.5     15.5  71.7   0.37   23.3    333
CLSN   CELSION COR  CLSN US 10/22/11 C2.5     15.5  56.2   0.65    0.0    748
AMT    AMERICAN TO  AMT US 06/18/11 C55       15.2  27.8   0.30  -62.5    428
ITW    ILLINOIS TO  ITW US 06/18/11 C57.5     14.8  20.6   0.43    7.5   8708
T      AT&T INC     T US 06/18/11 C32         14.6  16.8   0.06    0.0    422
EBIX   EBIX INC     EBIX US 09/17/11 P16      14.4  59.0   1.50   87.5    347
AKS    AK STEEL HL  AKS US 06/18/11 P14       14.3  47.4   0.17   -5.6    654
AMG    AFFIL MANAG  AMG US 09/17/11 P75       13.5  46.3   1.15   27.8    291
LCC    US AIRWAYS   LCC US 06/18/11 P8        13.5  66.0   0.08   14.3    493
MWE    MARKWEST EN  MWE US 08/20/11 C45       13.3  28.0   3.30    3.1    250
LUV    SOUTHWEST A  LUV US 06/18/11 P12       13.2  29.9   0.60   33.3    647
SDS    PROSHARES U  SDS US 06/18/11 C19       12.8  32.4   2.31   12.7    275
STP    SUNTECH POW  STP US 06/18/11 P8        12.8  64.7   0.52    0.0    248
JBLU   JETBLUE AIR  JBLU US 07/16/11 P5       12.7  50.4   0.10    0.0    350
BRCD   BROCADE COM  BRCD US 07/16/11 C6       12.7  61.3   1.46   12.3    244
WHR    WHIRLPOOL C  WHR US 06/18/11 P80       12.3  26.1   2.56  156.0    896
NRG    NRG ENERGY   NRG US 06/18/11 P24       12.3  29.8   0.50   -9.1    225
PANL   UNIVERSAL D  PANL US 06/18/11 C40      12.2  78.6   3.40   30.8    525
DRYS   DRYSHIPS IN  DRYS US 09/17/11 P3.5     12.2  52.3   0.17  -22.7    300
NYT    NEW YORK TI  NYT US 07/16/11 P8        12.1  50.4   0.55  -35.3    299
STP    SUNTECH POW  STP US 07/16/11 P7        12.1  65.4   0.36   44.0   3041
IPG    INTERPUBLIC  IPG US 10/22/11 P8        12.0  47.3   0.25    0.0    500
CZZ    COSAN LTD -  CZZ US 12/17/11 P12.5     11.9  39.1   1.55  -22.5   2267
BRCD   BROCADE COM  BRCD US 06/18/11 C7       11.9  82.8   0.59   20.4   1816
TTWO   TAKE-TWO IN  TTWO US 06/18/11 P15      11.9  44.3   0.10    0.0    972
SFI    ISTAR FINAN  SFI US 06/18/11 P8        11.9  40.9   0.25   66.7    500
FRX    FOREST LABS  FRX US 06/18/11 C38       11.5  29.2   0.35   75.0    273
BRCD   BROCADE COM  BRCD US 07/16/11 P6       11.4  61.6   0.13    8.3   1101
AIZ    ASSURANT IN  AIZ US 07/16/11 C35       11.4  26.1   1.75  -12.5   1000
WHR    WHIRLPOOL C  WHR US 06/18/11 C80       11.3  26.4   0.93  -56.3    743
BHI    BAKER HUGHE  BHI US 06/18/11 P67.5     11.2  41.9   0.19  -40.6    584
ZIOP   ZIOPHARM ON  ZIOP US 10/22/11 C5       11.0  67.8   2.45   10.4    500
AMT    AMERICAN TO  AMT US 07/16/11 C55       11.0  25.1   0.85  -43.3    222
AMT    AMERICAN TO  AMT US 07/16/11 C52.5     10.9  27.3   1.90  -42.1    928
VVUS   VIVUS INC    VVUS US 06/18/11 C8       10.9  47.7   0.22  -63.3    421
AAPL   APPLE INC    AAPL US 06/18/11 C280     10.9  53.0  64.20   -3.5    213
DRYS   DRYSHIPS IN  DRYS US 07/16/11 C4       10.8  52.0   0.38  123.5   2077
BMY    BRISTOL-MYE  BMY US 06/18/11 C29       10.6  28.3   0.24   -4.0   2977
MMR    MCMORAN EXP  MMR US 06/18/11 P18       10.5  46.6   0.96   28.0   1983
AMSC   AMER SUPERC  AMSC US 07/16/11 P7       10.4 105.8   0.70   27.3   5528
DRYS   DRYSHIPS IN  DRYS US 06/18/11 P4       10.1  48.3   0.09  -57.1    402

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BLC    BELO CORP-A  BLC US 06/18/11 C7.5     -61.5  43.2   0.20  -83.3    200
WMT    WAL-MART ST  WMT US 07/16/11 C45      -54.7  19.8   8.55    0.0    226
NWL    NEWELL RUBB  NWL US 06/18/11 C15      -53.8  31.3   0.35    0.0   1669
FXE    CRYSHS-EURO  FXE US 06/18/11 P152     -49.2   8.8   7.30  -28.1    500
OREX   OREXIGEN TH  OREX US 06/18/11 P2      -46.4 123.0   0.10    0.0    559
NWL    NEWELL RUBB  NWL US 06/18/11 P13      -45.5  50.6   0.75    0.0    250
ID     L-1 IDENTIT  ID US 06/18/11 C11       -37.6  36.0   0.45  -25.0    901
XLE    SPDR-ENERGY  XLE US 06/18/11 C70      -35.3  17.7   5.30  -13.1    800
NWL    NEWELL RUBB  NWL US 06/18/11 P15      -34.3  33.9   0.40  166.7    844
NWL    NEWELL RUBB  NWL US 07/16/11 C15      -32.0  31.9   0.65    0.0    532
DIA    SPDR DJIA T  DIA US 06/18/11 P126     -28.7   8.9   4.66   19.5   2445
MDCO   MEDICINES C  MDCO US 06/18/11 C18     -26.5  39.1   0.60  -61.3    200
XOM    EXXON MOBIL  XOM US 06/18/11 C60      -26.1  54.0  20.90   -2.8    212
ZQK    QUIKSILVER   ZQK US 07/16/11 C5       -24.4  41.2   0.15    0.0   1061
ID     L-1 IDENTIT  ID US 06/18/11 P10       -23.1  62.3   0.10  -71.4   1325
EK     EASTMAN KOD  EK US 06/18/11 C3        -22.7  59.7   0.33   -8.3   1302
QQQ    POWERSH-QQQ  QQQ US 06/18/11 P59      -22.6  11.4   2.34   15.8   1622
VXX    IPATH-S&P S  VXX US 06/18/11 C20      -21.0  39.6   2.33   -8.6    563
XOM    EXXON MOBIL  XOM US 07/16/11 C60      -18.3  42.2  20.95    0.5    208
SPY    SPDR S&P 50  SPY US 06/30/11 P137     -18.2  10.2   6.63    9.6   4095
SPY    SPDR S&P 50  SPY US 06/18/11 P135     -18.2  10.7   4.86   16.3   2958
PAY    VERIFONE SY  PAY US 06/18/11 C48      -17.8  47.2   0.95  -47.2    782
UCO    PRSH-ULT CR  UCO US 06/18/11 C40      -17.7  40.0   6.90  -33.6    250
KMB    KIMBERLY-CL  KMB US 06/18/11 P62.5    -17.7  16.8   0.10   42.9    500
GSG    ISHARES S&P  GSG US 07/16/11 P31      -17.3  30.6   0.15  -57.1    200
PAY    VERIFONE SY  PAY US 06/18/11 P47      -17.1  48.4   2.55   15.9    203
PAY    VERIFONE SY  PAY US 06/18/11 P46      -16.6  49.0   1.85    5.7    801
XLF    SPDR-FINL S  XLF US 06/18/11 C15      -16.2  18.9   0.40  -14.9   2644
PAY    VERIFONE SY  PAY US 06/18/11 C47      -16.1  48.6   1.30  -43.5    314
SPY    SPDR S&P 50  SPY US 06/18/11 P134     -15.7  12.0   3.99   18.8  10627
SPLS   STAPLES INC  SPLS US 07/16/11 P14     -15.6  30.9   0.05    0.0    227
XLF    SPDR-FINL S  XLF US 06/18/11 P15      -15.3  18.9   0.13  -18.8  46797
PAY    VERIFONE SY  PAY US 06/18/11 P45      -15.1  49.7   1.50   15.4    607
LYG    LLOYDS BANK  LYG US 01/21/12 P3       -14.1  35.9   0.30    0.0    200
XCO    EXCO RESOUR  XCO US 06/18/11 C20      -13.8  26.2   0.20  -53.5   6372
PAY    VERIFONE SY  PAY US 06/18/11 P43      -13.4  52.4   0.75    7.1    229
VXX    IPATH-S&P S  VXX US 06/18/11 C21      -13.3  46.2   1.64   -3.5    885
MKSI   MKS INSTRUM  MKSI US 06/18/11 P25     -13.2  35.8   0.80   33.3    234
ZSL    PRSH-ULTSH   ZSL US 06/18/11 P15      -12.2  90.1   0.25  -16.7    207
QQQ    POWERSH-QQQ  QQQ US 06/18/11 P58      -11.6  13.9   1.49   14.6  41873
MET    METLIFE INC  MET US 06/18/11 P38      -11.5  35.3   0.13    8.3    311
SPY    SPDR S&P 50  SPY US 06/18/11 P133     -11.5  13.1   3.20   17.2  12382
SPY    SPDR S&P 50  SPY US 06/18/11 P132     -11.2  13.9   2.52   16.1  33844
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1      -10.7  52.4   1.22   -2.4    685
IMAX   IMAX CORP    IMAX US 06/18/11 C37     -10.6  34.0   1.25   25.0    303
IWM    ISHARES-RUS  IWM US 06/18/11 P85      -10.4  19.2   3.69   10.8    504
XLK    SPDR-TECH S  XLK US 06/18/11 P25      -10.4  17.9   0.13   18.2    301
FXI    ISHARES FTS  FXI US 06/18/11 P39      -10.4  30.7   0.03   50.0    327
IWM    ISHARES-RUS  IWM US 06/18/11 P82      -10.3  21.0   1.70   13.3  29530
NWL    NEWELL RUBB  NWL US 07/16/11 P15      -10.3  31.1   0.65    0.0    376
CNQR   CONCUR TECH  CNQR US 11/19/11 P40     -10.3  34.3   1.44    2.9    200
IWM    ISHARES-RUS  IWM US 06/18/11 P83      -10.1  20.4   2.27   12.4  23300
TROW   T ROWE PRIC  TROW US 06/18/11 P60     -10.1  23.8   1.75   20.7    662
IWM    ISHARES-RUS  IWM US 06/18/11 P84      -10.1  19.7   2.99   15.0   3023
TZA    SMALL CAP B  TZA US 06/18/11 C33      -10.1  55.2   4.45   20.3    828
VXX    IPATH-S&P S  VXX US 06/18/11 C22      -10.1  52.2   1.08  -13.6    749
FXC    CRYSHS-CAN   FXC US 06/18/11 C103     -10.0   7.8   0.20  -20.0    760

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

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