Ticker	Volume	Price	Price Delta
DJIA	15,266.60	-27.88	-0.18%
S&P 500	1,645.70	-4.81	-0.29%
Nasdaq	3,448.79	-10.62	-0.31%

Ticker	Volume	Price	Price Delta
STOXX 50	2,764.29	-12.49	-0.45%
FTSE 100	6,654.34	-42.45	-0.63%
DAX	8,305.32	-46.66	-0.56%

Ticker	Volume	Price	Price Delta
Nikkei	14,612.50	+128.47	0.89%
Hang Seng	22,618.70	-51.01	-0.23%
S&P/ASX 200	4,983.50	-78.95	-1.56%

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

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

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
=============================================================================
SPWRA  SUNPOWER CO  SPWRA US 12/17/11 C18    141.4  38.6   1.75    0.0    274
SLE    SARA LEE CO  SLE US 07/16/11 C17       69.3  32.1   2.10   -6.7    200
CYS    CYPRESS SHA  CYS US 07/16/11 C12.5     62.8  32.8   0.65    8.3    222
SPY    SPDR S&P 50  SPY US 06/30/11 P133      55.4  14.4   5.18   14.6    225
SPRD   SPREADTRUM-  SPRD US 07/16/11 P14      28.6 112.4   1.70   36.0    721
ALU    ALCATEL-LUC  ALU US 12/17/11 C2        28.2  79.4   3.30   -2.9    210
ISTA   ISTA PHARMA  ISTA US 01/21/12 C5       26.1 105.9   3.70    0.0    240
SPRD   SPREADTRUM-  SPRD US 07/16/11 P13      25.4 116.5   1.35   58.8    909
UUP    POWERSHARES  UUP US 07/16/11 C20       24.2  13.5   1.46   16.8    205
SPRD   SPREADTRUM-  SPRD US 07/16/11 P12      23.7 123.8   1.00  122.2   1017
AMR    AMR CORP     AMR US 07/16/11 C3        22.8 134.5   2.67   -7.6    443
SPY    SPDR S&P 50  SPY US 07/16/11 P134      22.6  13.7   6.51   17.9   1631
CLSN   CELSION COR  CLSN US 10/22/11 C2.5     22.4  84.9   0.95   18.8   1110
NLY    ANNALY CAPI  NLY US 07/16/11 C18       21.7  14.4   0.47   17.5    961
IWM    ISHARES-RUS  IWM US 06/30/11 P82       21.5  21.9   3.49   20.8    405
SPRD   SPREADTRUM-  SPRD US 08/20/11 P14      21.2  98.1   2.11   13.4    256
FNSR   FINISAR COR  FNSR US 07/16/11 C18      20.4  90.4   1.89   -0.5    266
SPY    SPDR S&P 50  SPY US 07/16/11 P133      19.5  14.2   5.75   17.4    504
SPRD   SPREADTRUM-  SPRD US 08/20/11 P13      18.9 101.0   1.85   76.2    799
BSX    BOSTON SCIE  BSX US 07/16/11 C7        17.7  40.0   0.34   88.9    202
WMS    WMS INDS IN  WMS US 07/16/11 C25       17.3  43.2   5.50   30.9    300
DST    DST SYSTEMS  DST US 11/19/11 P50       16.1  31.3   1.75  -58.3    214
SPY    SPDR S&P 50  SPY US 06/30/11 P131      15.8  14.9   3.81   27.0   2497
MR     MINDRAY MED  MR US 07/16/11 P25        15.4  39.8   0.45    0.0    375
FNSR   FINISAR COR  FNSR US 07/16/11 P18      15.0  90.4   1.50   15.4   2706
SPY    SPDR S&P 50  SPY US 06/30/11 P130      13.5  15.7   3.07   32.9  11303
INCY   INCYTE CORP  INCY US 09/17/11 P15      13.4  58.2   0.60   -7.7    244
CYS    CYPRESS SHA  CYS US 09/17/11 P12.5     13.3  22.1   0.55   -8.3    200
AVL    AVALON RARE  AVL US 07/16/11 C6        13.0  66.5   0.75   15.4    215
MIC    MACQUARIE I  MIC US 10/22/11 C25       12.6  34.7   3.80    8.6   1013
SPY    SPDR S&P 50  SPY US 07/16/11 P132      12.5  14.6   4.95   19.3   2458
DIA    SPDR DJIA T  DIA US 06/30/11 P123      12.3  13.3   3.55   27.2    200
FNSR   FINISAR COR  FNSR US 07/16/11 C19      12.2  86.7   1.46  -16.6    378
IWM    ISHARES-RUS  IWM US 07/16/11 P82       11.9  21.2   3.94    6.2    599
PDLI   PDL BIOPHAR  PDLI US 08/20/11 C6       11.7  34.5   0.35   20.7    499
LLY    ELI LILLY &  LLY US 07/16/11 C39       11.7  18.2   0.26    0.0   1296
MTG    MGIC INVT C  MTG US 07/16/11 C6        11.6  59.8   0.60    3.5    298
TTMI   TTM TECHNOL  TTMI US 09/17/11 C15      11.4  51.1   1.50   15.4   1006
FNSR   FINISAR COR  FNSR US 09/17/11 P18      11.1  69.7   2.35   11.9    653
XLE    SPDR-ENERGY  XLE US 06/30/11 P75       11.0  23.9   2.80  -22.2    200
HRB    H&R BLOCK I  HRB US 07/16/11 P16       11.0  40.4   0.90   -9.1   6483
DB     DEUTSCHE BA  DB US 07/16/11 P57.5      10.9  35.6   2.75   52.8   1000
FNSR   FINISAR COR  FNSR US 07/16/11 P19      10.9  84.3   2.15   26.5    731
LLY    ELI LILLY &  LLY US 07/16/11 C38       10.7  18.7   0.57    5.6   5630
KKD    KRISPY KREM  KKD US 08/20/11 C7.5      10.4  62.5   1.65   -5.7    261
CROX   CROCS INC    CROX US 07/16/11 C21      10.2  47.0   2.35   11.9    323

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SPWRB  SUNPOWER CO  SPWRB US 07/16/11 P18    -61.7  57.3   1.75    0.0    286
ADY    FEIHE INTER  ADY US 10/22/11 C5       -32.5  41.5   2.70   -8.5    315
NBG    NATL BANK G  NBG US 01/21/12 C1       -28.4  83.3   0.50   -9.1    279
PPD    PREPAID LEG  PPD US 08/20/11 P60      -27.0  15.3   0.20  -60.0    200
UEC    URANIUM ENE  UEC US 08/20/11 C2.5     -23.3  48.4   0.45  -18.2    835
PWER   POWER-ONE I  PWER US 01/21/12 C5      -22.4  33.7   3.10   -3.1    714
YHOO   YAHOO! INC   YHOO US 07/16/11 C10     -21.4  67.1   4.90  -11.7    204
OMEX   ODYSSEY MAR  OMEX US 12/17/11 C2.5    -19.5  90.7   1.20    0.0    500
XME    SPDR S&P ME  XME US 09/17/11 P58      -19.2  35.8   1.78  -16.0   1805
HSOL   HANWHA SOLA  HSOL US 07/16/11 P5      -15.1  57.4   0.10  -73.0    400
SPY    SPDR S&P 50  SPY US 06/30/11 C123     -13.0  21.7   5.43  -15.2    250
SPY    SPDR S&P 50  SPY US 06/30/11 C124     -11.4  20.5   4.56  -18.9   1836

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

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

Attachment: 479884684

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