Ticker	Volume	Price	Price Delta
DJIA	15,308.10	-10.10	-0.07%
S&P 500	1,650.62	-1.19	-0.07%
Nasdaq	3,478.46	-3.72	-0.11%

Ticker	Volume	Price	Price Delta
STOXX 50	2,684.07	-16.86	-0.62%
FTSE 100	6,348.82	-25.39	-0.40%
DAX	8,197.08	-32.43	-0.39%

Ticker	Volume	Price	Price Delta
Nikkei	13,245.20	+237.94	1.83%
Hang Seng	20,986.90	-238.99	-1.13%
S&P/ASX 200	4,861.38	+47.03	0.98%

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2011-06-08T15:30:15Z

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
=============================================================================
ODP    OFFICE DEPO  ODP US 07/16/11 C3.5      26.0  68.0   0.35    0.0  10793
WWE    WORLD WREST  WWE US 10/22/11 P10       25.8  29.1   0.90   38.5    200
YUII   YUHE INTERN  YUII US 07/16/11 P2.5     25.7 218.1   0.25    0.0    520
C      CITIGROUP I  C1 US 09/17/11 P4.5       24.2  26.7   0.74    0.0  17020
AMD    ADV MICRO D  AMD US 07/16/11 C6        21.1  61.0   1.87    6.9    260
C      CITIGROUP I  C1 US 07/16/11 P4         19.8  28.8   0.29   20.8    300
OCLR   OCLARO INC   OCLR US 07/16/11 P7.5     16.9  63.2   0.35   40.0    205
C      CITIGROUP I  C1 US 01/21/12 P7.5       15.6  49.6   3.75    0.0    243
NLY    ANNALY CAPI  NLY US 07/16/11 C17       13.4  17.6   1.47   10.5   1023
NKTR   NEKTAR THER  NKTR US 11/19/11 P8       13.1  52.2   1.10   37.5    402
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P58       13.1  15.2   2.81    8.5    522
DBC    POWERSHARES  DBC US 01/21/12 C21       12.7  21.0   9.45    1.6    370
NXG    NORTHGATE M  NXG US 12/17/11 C2.5      12.3  52.2   0.50   -5.7    499
AMD    ADV MICRO D  AMD US 07/16/11 C8        11.2  43.9   0.34   21.4  24941
WM     WASTE MANAG  WM US 07/16/11 P35        11.0  35.7   0.75   15.4   1982
SIRI   SIRIUS XM R  SIRI US 01/21/12 C1.5     10.9  50.0   0.65   -7.1    238
INCY   INCYTE CORP  INCY US 07/16/11 P17.5    10.8  52.0   1.55    0.0    352
BVN    BUENAVENTUR  BVN US 07/16/11 C37       10.6  48.8   1.75  -12.5    575

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SOMX   SOMAXON PHA  SOMX US 11/19/11 C2      -62.1  14.2   0.55   37.5    325
ENER   ENERGY CONV  ENER US 01/19/13 C1      -36.5 114.7   0.70    7.7    200
CHBT   CHINA-BIOTI  CHBT US 08/20/11 C3      -33.3  61.2   2.75   52.8    242
CIM    CHIMERA INV  CIM US 07/16/11 C3.5     -29.2  20.4   0.15  -25.0    640
OXY    OCCIDENTAL   OXY US 08/20/11 C60      -28.9  61.6  44.00    5.6    265
CIEN   CIENA CORP   CIEN US 01/21/12 C10     -28.7  53.3  10.80  -29.9    200
CSCO   CISCO SYSTE  CSCO US 07/16/11 C12.5   -28.0  39.0   2.83  -23.5   7129
AVNR   AVANIR PHAR  AVNR US 01/21/12 C2.5    -27.9  41.5   1.30  -10.3    250
DAL    DELTA AIR L  DAL US 07/16/11 C5       -27.2 112.9   4.55    0.0   1247
CIEN   CIENA CORP   CIEN US 07/16/11 P19     -20.9  49.5   0.50  108.3    881
CIEN   CIENA CORP   CIEN US 07/16/11 P18     -20.8  53.4   0.42  121.0    508
CIEN   CIENA CORP   CIEN US 07/16/11 P20     -20.6  46.1   0.84  154.6   3685
CIEN   CIENA CORP   CIEN US 07/16/11 P21     -20.1  43.5   1.13  145.7   1588
CIEN   CIENA CORP   CIEN US 07/16/11 C20     -20.0  46.3   1.42  -68.4    328
CIEN   CIENA CORP   CIEN US 07/16/11 C22     -19.5  42.3   0.73  -74.8    945
CIEN   CIENA CORP   CIEN US 07/16/11 P16     -19.4  63.8   0.16    6.7    355
CIEN   CIENA CORP   CIEN US 07/16/11 P22     -19.1  41.7   1.66  144.1    386
CIEN   CIENA CORP   CIEN US 07/16/11 C21     -18.9  43.9   1.20  -73.6    313
C      CITIGROUP I  C1 US 01/21/12 C2.5      -18.2  34.4   1.30   -0.8    518
ATML   ATMEL CORP   ATML US 07/16/11 C14     -18.0  39.1   0.60  -36.8   2170
INTC   INTEL CORP   INTC US 10/22/11 C16     -17.6  35.4   6.05  -12.9    782
BJ     BJ'S WHOLES  BJ US 07/16/11 C50       -15.9  31.2   1.40    7.7   2668
LDK    LDK SOLAR C  LDK US 07/16/11 P6       -15.5  76.9   0.30  -14.3    740
CMTL   COMTECH TEL  CMTL US 07/16/11 P25     -15.2  32.6   0.80   37.9    206
IRE    BANK IRELAN  IRE US 01/21/12 C1       -14.7  66.4   0.45  -25.0    552
LDK    LDK SOLAR C  LDK US 07/16/11 C7       -14.6  71.2   0.58  -26.6    487
BAX    BAXTER INTL  BAX US 08/20/11 C43      -14.0  38.4  15.10    0.0    400
NOK    NOKIA CORP-  NOK US 07/16/11 P5       -13.9  51.1   0.04    0.0    560
BJ     BJ'S WHOLES  BJ US 07/16/11 C47.5     -13.8  32.7   2.95    1.7   1269
DAL    DELTA AIR L  DAL US 07/16/11 C6       -13.2  91.4   3.55    0.0    578
YNDX   YANDEX NV-A  YNDX US 11/19/11 P34     -11.9  36.8   2.80   -9.7   1885
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C52      -11.7  21.6   3.78  -13.1    208
NLY    ANNALY CAPI  NLY US 07/16/11 C18      -11.7   9.6   0.48   33.3   2949
YNDX   YANDEX NV-A  YNDX US 11/19/11 P36     -11.0  35.7   3.80  -11.6   1880

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

-- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net

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