Ticker	Volume	Price	Price Delta
DJIA	15,318.20	+138.38	0.91%
S&P 500	1,651.81	+12.77	0.78%
Nasdaq	3,482.18	+30.05	0.87%

Ticker	Volume	Price	Price Delta
STOXX 50	2,700.93	-1.76	-0.07%
FTSE 100	6,374.21	+43.72	0.69%
DAX	8,229.51	+13.78	0.17%

Ticker	Volume	Price	Price Delta
Nikkei	13,007.30	-25.84	-0.20%
Hang Seng	21,225.90	-0.02	0.00%
S&P/ASX 200	4,814.35	-11.53	-0.24%

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

By Bloomberg News - 2011-11-08T16:30:08Z

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
=============================================================================
WEN    WENDY'S CO/  WEN US 12/17/11 C5        42.0  46.8   0.60    9.1   1427
TOL    TOLL BROTHE  TOL US 01/21/12 C15       36.1  50.8   4.10   28.1    407
TIF    TIFFANY & C  TIF US 01/21/12 C50       34.4  65.2  28.00   -7.3   1085
FRPT   FORCE PROTE  FRPT US 12/17/11 C2       29.5 188.7   3.50    0.0    900
ALXA   ALEXZA PHAR  ALXA US 12/17/11 P1       26.9 197.5   0.15  -25.0    261
AMLN   AMYLIN PHAR  AMLN US 01/21/12 C9       22.0  81.8   1.39  -59.1    588
SPXU   PROSHARES U  SPXU US 06/16/12 P12      21.0  91.3   2.40    4.3    810
AMLN   AMYLIN PHAR  AMLN US 01/21/12 P9       20.9  79.8   1.17  192.5    296
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P18      16.4 132.3   1.15   15.0   2640
WEN    WENDY'S CO/  WEN US 01/21/12 C5        16.4  44.2   0.65   -7.1    387
UUP    POWERSHARES  UUP US 12/17/11 P21       15.4  12.0   0.09   28.6    200
LQD    ISHARES-IBO  LQD US 12/17/11 P109      15.2  12.1   0.05  -70.6   1000
MDR    MCDERMOTT I  MDR US 12/17/11 C12       14.5  78.1   1.11   23.3    535
CKP    CHECKPOINT   CKP US 12/17/11 P12.5     13.7  57.8   1.10   37.5    377
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P24      13.5 101.2   2.70   38.5    436
AMLN   AMYLIN PHAR  AMLN US 12/17/11 P8       13.5  88.2   0.52    0.0    258
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P20      13.4 120.6   1.56    4.0    222
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P7       13.3 102.4   1.24   55.0   1040
HCA    HCA HOLDING  HCA US 12/17/11 C20       12.6  55.5   4.40   10.0    500
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P21      12.5 117.3   1.85   68.2   1322
AMGN   AMGEN INC    AMGN US 12/17/11 C60      11.9  20.9   0.63  -13.7   3313
FOE    FERRO CORP   FOE US 12/17/11 C5        11.9 102.5   2.15   -0.5    578
FMCN   FOCUS MEDIA  FMCN US 12/17/11 P22      11.7 108.7   2.05   64.0    576
RMBS   RAMBUS INC   RMBS US 02/18/12 C12      11.7 101.7   6.80    4.6    467
KOL    MKT VECT-CO  KOL US 04/21/12 C40       10.8  43.6   5.00   51.5    427
AMLN   AMYLIN PHAR  AMLN US 04/21/12 P6       10.7 105.3   0.91   35.8   9078
MTG    MGIC INVT C  MTG US 12/17/11 C2.5      10.5 152.7   0.95   30.1    205

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TRGT   TARGACEPT I  TRGT US 12/17/11 P7.5    -64.6  88.5   0.55   -8.3   1477
XME    SPDR S&P ME  XME US 12/17/11 P50      -42.8  59.7   1.49  -18.6   1856
TRGT   TARGACEPT I  TRGT US 02/18/12 P7.5    -40.2 108.5   1.40   64.7    303
TKLC   TEKELEC      TKLC US 05/19/12 P11     -30.4   7.8   0.15  -40.0    308
FRPT   FORCE PROTE  FRPT US 12/17/11 C3      -28.1  82.6   2.50    0.0    900
PCLN   PRICELINE.C  PCLN US 12/17/11 C535    -22.3  41.1  28.70    9.5    253
VXX    IPATH-S&P S  VXX US 12/17/11 C20      -20.4 120.2  22.45   -4.9    332
DYN    DYNEGY INC   DYN US 12/17/11 P2       -20.1 216.7   0.20  -55.6   4659
FOSL   FOSSIL INC   FOSL US 12/17/11 P80     -18.3  68.0   3.30   -5.7    215
FOSL   FOSSIL INC   FOSL US 12/17/11 P85     -18.2  65.0   5.00   11.1    472
TRGT   TARGACEPT I  TRGT US 05/19/12 C7.5    -18.1 103.4   2.65    0.0   1082
TKLC   TEKELEC      TKLC US 05/19/12 P10     -17.9  12.4   0.07   40.0    350
PFE    PFIZER INC   PFE US 01/19/13 C10      -17.1  45.4   9.90   -1.5    328
E      ENI SPA-ADR  E US 12/17/11 P45        -16.0  34.7   2.50  -19.4    200
PCLN   PRICELINE.C  PCLN US 12/17/11 P470    -16.0  46.3   7.60  -59.8    273
WMS    WMS INDS IN  WMS US 01/21/12 P17.5    -15.7  55.6   1.20   71.4    291
RAX    RACKSPACE H  RAX US 12/17/11 C44      -15.3  45.2   2.35   30.6    565
PXD    PIONEER NAT  PXD US 12/17/11 C80      -14.8  52.5  10.30  -32.2    508
DRYS   DRYSHIPS IN  DRYS US 12/17/11 C3      -14.2  71.5   0.23   15.0    492
C      CITIGROUP I  C1 US 01/21/12 C4.5      -13.4  46.1   0.01  -50.0    397
XOM    EXXON MOBIL  XOM US 01/21/12 C50      -13.0  54.0  28.95   -1.2   1005
PCLN   PRICELINE.C  PCLN US 12/17/11 P425    -13.0  50.8   2.65  -67.6    355
JEF    JEFFERIES G  JEF US 12/17/11 P6       -12.8 149.5   0.15  -25.0   3001
GTAT   GT ADVANCED  GTAT US 12/17/11 P7.5    -12.4  87.4   0.70   27.3    204
ETP    ENERGY TRAN  ETP US 12/17/11 P40      -11.5  30.4   0.35   40.0    420
TIVO   TIVO INC     TIVO US 02/18/12 C10     -11.3  52.2   1.83   -2.1   1725
YHOO   YAHOO! INC   YHOO US 01/21/12 P10     -10.7  54.9   0.04  -50.0    964
HL     HECLA MININ  HL US 12/17/11 C6        -10.5  60.3   0.99    1.0   3048
JNS    JANUS CAPIT  JNS US 12/17/11 P6       -10.4  51.1   0.20  -42.9    721
EK     EASTMAN KOD  EK US 12/17/11 P1        -10.1 155.1   0.13  -13.3   1217

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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