Ticker	Volume	Price	Price Delta
DJIA	15,305.70	-12.52	-0.08%
S&P 500	1,650.85	-0.96	-0.06%
Nasdaq	3,480.17	-2.01	-0.06%

Ticker	Volume	Price	Price Delta
STOXX 50	2,694.03	-6.90	-0.26%
FTSE 100	6,359.04	-15.17	-0.24%
DAX	8,227.48	-2.03	-0.02%

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%

Watch Live

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

By Bloomberg News - 2011-09-12T15:30:07Z

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
=============================================================================
HRBN   HARBIN ELEC  HRBN US 10/22/11 C13      49.2 110.3   6.90    0.0    203
UUP    POWERSHARES  UUP US 01/21/12 C20       40.0  11.9   2.04    4.6    359
C      CITIGROUP I  C1 US 01/21/12 P5         26.3  59.0   2.35    0.0   2050
TLT    ISHARES BAR  TLT US 12/17/11 C95       24.0  25.3  19.05   51.2    520
AN     AUTONATION   AN US 10/22/11 P35        21.8  60.7   1.75   34.6    515
ZOLT   ZOLTEK COS   ZOLT US 10/22/11 P7.5     20.9  73.0   0.65   18.2    200
IIVI   II-VI INC    IIVI US 10/22/11 P17.5    20.2  81.2   1.70   36.0    361
AN     AUTONATION   AN US 10/22/11 C35        17.9  59.1   4.50    0.0   1336
SLRC   SOLAR CAPIT  SLRC US 10/22/11 P20      16.2  45.4   0.55  -26.7    264
ARMH   ARM HOLDING  ARMH US 10/22/11 C26      15.8  77.5   3.90   30.0    266
EPB    EL PASO PIP  EPB US 10/22/11 P35       15.6  33.5   1.05   16.7    578
SPY    SPDR S&P 50  SPY US 09/30/11 P120      14.6  33.6   7.00    8.5   2850
EUO    PROSH-UL/SH  EUO US 10/22/11 C18       14.4  39.9   1.30    8.3    527
UWM    PROSHARES U  UWM US 10/22/11 P30       13.7 100.3   4.00   45.5    263
BBBB   BLACKBOARD   BBBB US 10/22/11 C45      13.5   8.9   0.20  300.0    500
C      CITIGROUP I  C1 US 01/21/12 P4         13.2  52.3   1.39    2.2    201
TPLM   TRIANGLE PE  TPLM US 10/22/11 C5       13.0 117.4   0.75  -34.8    250
ARMH   ARM HOLDING  ARMH US 10/22/11 C27      12.9  75.3   3.10    7.3    277
ARMH   ARM HOLDING  ARMH US 10/22/11 C28      12.6  73.6   2.61   21.4    885
SPY    SPDR S&P 50  SPY US 09/30/11 P118      12.3  35.6   5.81    7.8   1346
QCOR   QUESTCOR PH  QCOR US 01/21/12 P21      12.1  79.0   2.45    6.5    327
SPY    SPDR S&P 50  SPY US 09/30/11 P117      11.9  36.7   5.08   10.4   1625
SPY    SPDR S&P 50  SPY US 09/30/11 P119      11.8  34.7   6.45    9.3    503
GGP    GENERAL GRO  GGP US 10/22/11 P11       11.7  64.8   0.48    0.0   1420
IWM    ISHARES-RUS  IWM US 09/30/11 P59       11.5  64.2   0.90    5.9    341
IWM    ISHARES-RUS  IWM US 09/30/11 P60       11.3  62.6   1.06    3.9   1266
IWM    ISHARES-RUS  IWM US 09/30/11 P61       11.2  61.3   1.21    2.5    387
TRV    TRAVELERS C  TRV US 10/22/11 C50       11.1  36.8   1.40   -2.8    257
HRBN   HARBIN ELEC  HRBN US 12/17/11 C19      11.1  69.4   3.30   11.9    325
EWG    ISHARES-GER  EWG US 10/22/11 C18       10.9  62.1   1.20    0.0    649
QQQ    POWERSH-QQQ  QQQ US 09/30/11 P53       10.9  38.4   1.75   -1.1   1245
IWM    ISHARES-RUS  IWM US 09/30/11 P58       10.9  65.5   0.77   10.0    307
IWM    ISHARES-RUS  IWM US 09/30/11 P62       10.9  59.7   1.50   11.1   3092
ARMH   ARM HOLDING  ARMH US 10/22/11 C25      10.8  78.4   4.60   21.1    267
IWM    ISHARES-RUS  IWM US 09/30/11 P67       10.6  51.5   3.02    5.6   5378
LFC    CHINA LIFE-  LFC US 10/22/11 P35       10.6  51.1   2.50   35.1    533
EUO    PROSH-UL/SH  EUO US 11/19/11 C19       10.5  41.4   1.05   -4.5    334
EK     EASTMAN KOD  EK US 01/21/12 P1.5       10.3 122.0   0.17   21.4    723
UUP    POWERSHARES  UUP US 01/21/12 C21       10.1  12.4   1.24    6.0    237
LINTA  LIBERTY-INT  LINTA US 10/22/11 C15     10.0  60.1   1.50   -3.2   2030

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NETL   NETLOGIC MI  NETL US 10/22/11 C42     -53.6  23.5   6.10 3966.7    539
GLBL   GLOBAL INDS  GLBL US 12/17/11 C2.5    -39.9  96.7   5.20   73.3    200
GLBL   GLOBAL INDS  GLBL US 12/17/11 C5      -39.8  54.4   2.75  161.9    669
SDS    PROSHARES U  SDS US 10/22/11 C19      -39.1  22.1   6.35    7.6    210
GLBL   GLOBAL INDS  GLBL US 10/22/11 C5      -37.0  72.9   2.75  243.8    225
MELA   MELA SCIENC  MELA US 10/22/11 C3      -24.3 123.5   0.45  -43.8   1446
WLT    WALTER ENER  WLT US 10/22/11 P50      -20.0  75.1   0.13  -53.6    358
DLR    DIGITAL REA  DLR US 10/22/11 C55      -18.0  39.2   3.20  -41.8    531
XRX    XEROX CORP   XRX US 01/21/12 C5       -15.3  61.6   2.47  -10.5    200
UAL    UNITED CONT  UAL US 12/17/11 C10      -14.6  92.6   7.93    5.0    750
NVMI   NOVA MEASUR  NVMI US 11/19/11 C5      -11.4  82.0   1.45   -9.4    200

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

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

Attachment: 491263734

Bloomberg moderates all comments. Comments that are abusive or off-topic will not be posted to the site. Excessively long comments may be moderated as well. Bloomberg cannot facilitate requests to remove comments or explain individual moderation decisions.