Ticker	Volume	Price	Price Delta
DJIA	15,303.10	+8.60	0.06%
S&P 500	1,649.60	-0.91	-0.06%
Nasdaq	3,459.14	-0.27	-0.01%

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 - 2011-06-16T15:30:08Z

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
=============================================================================
SGEN   SEATTLE GEN  SGEN US 07/16/11 P17.5    38.9  82.2   1.00   66.7    279
MF     MF GLOBAL H  MF US 07/16/11 P7         29.8  48.8   0.20   33.3   1115
KKD    KRISPY KREM  KKD US 11/19/11 C5        24.0  72.4   4.10   10.8    736
SH     PROSHARES S  SH US 11/19/11 C38        15.6  16.4   4.90   11.4    276
RE     EVEREST RE   RE US 07/16/11 C80        13.9  24.0   4.30  -62.9    300
SPWRB  SUNPOWER CO  SPWRB US 09/17/11 P16     13.6  54.7   1.45   26.1   1799
LLEN   L&L ENERGY   LLEN US 07/16/11 P5       13.4 190.1   1.00   11.1    377
NFG    NATL FUEL G  NFG US 07/16/11 P70       12.9  44.1   4.30   -8.5    217
SPWRB  SUNPOWER CO  SPWRB US 09/17/11 P17     12.9  54.3   1.95   21.1    894
APWR   A-POWER ENE  APWR US 09/17/11 P1       12.9 218.4   0.18  260.0   1000
OCZ    OCZ TECHNOL  OCZ US 09/17/11 C7.5      12.9  79.8   1.25    4.2   3000
SNV    SYNOVUS FIN  SNV US 01/21/12 P1.5      12.8  63.8   0.15    0.0    530
OIL    IPATH GS CR  OIL US 07/16/11 C25       12.0  36.3   0.79   -6.0    840
UHS    UNIVERSAL H  UHS US 07/16/11 P45       11.7  47.3   0.44   10.0    500
CALP   CALIPER LIF  CALP US 08/20/11 P5       11.6  63.6   0.05    0.0    350
IAG    IAMGOLD COR  IAG US 07/16/11 P17       11.2  47.3   0.25    0.0    527
CZZ    COSAN LTD -  CZZ US 12/17/11 P10       10.8  45.8   0.55   10.0   1735

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
FNSR   FINISAR COR  FNSR US 07/16/11 C15     -40.8  59.4   0.70  -80.6    901
FNSR   FINISAR COR  FNSR US 07/16/11 P15     -39.4  59.2   1.35   80.0    236
FNSR   FINISAR COR  FNSR US 07/16/11 C14     -38.5  63.1   1.20    0.0    393
FNSR   FINISAR COR  FNSR US 07/16/11 P14     -38.1  62.1   0.82   49.1   4143
GE     GENERAL ELE  GE US 07/16/11 C14       -33.2  52.2   4.50   -3.2    469
KR     KROGER CO    KR US 07/16/11 C24       -28.8  22.3   0.65   62.5    443
RHI    ROBERT HALF  RHI US 07/16/11 P25      -27.4  30.0   0.60   33.3   6340
CIM    CHIMERA INV  CIM US 07/16/11 C3.5     -24.0  36.9   0.05  -50.0    216
PIR    PIER 1 IMPO  PIR US 07/16/11 P11      -20.1  45.5   0.55  -15.4   1674
HRBN   HARBIN ELEC  HRBN US 07/16/11 C7.5    -19.2 154.6   6.20  -31.1   1218
FNSR   FINISAR COR  FNSR US 09/17/11 C15     -17.3  62.7   1.45  -64.6    424
XLU    SPDR-UTIL S  XLU US 07/16/11 P30      -16.9  23.0   0.08    0.0    321
FNSR   FINISAR COR  FNSR US 01/21/12 C13     -14.4  58.5   3.30  -53.3   1117
GE     GENERAL ELE  GE US 09/17/11 C13       -13.3  43.6   5.60    2.8    556
FNSR   FINISAR COR  FNSR US 09/17/11 P14     -12.7  61.5   1.62    0.0    264
SLW    SILVER WHEA  SLW US 07/16/11 C25      -12.6  53.0   5.80   -4.9    206
ONTY   ONCOTHYREON  ONTY US 07/16/11 P7      -10.6  76.2   0.30  -57.1    400
HRBN   HARBIN ELEC  HRBN US 07/16/11 C5      -10.5 149.3   8.80   -4.3   2400
DTG    DOLLAR THRI  DTG US 10/22/11 C65      -10.2  18.5   7.90  -51.8    750
STD    BANCO SANTA  STD US 07/16/11 P11      -10.1  38.2   0.70   -2.8    310

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

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

Attachment: 480088424

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