Ticker	Volume	Price	Price Delta
DJIA	15,335.30	-19.12	-0.12%
S&P 500	1,666.29	-1.18	-0.07%
Nasdaq	3,496.43	-2.53	-0.07%

Ticker	Volume	Price	Price Delta
STOXX 50	2,824.50	+6.51	0.23%
FTSE 100	6,755.63	+32.57	0.48%
DAX	8,455.83	+57.83	0.69%

Ticker	Volume	Price	Price Delta
Nikkei	15,381.00	+20.21	0.13%
Hang Seng	23,407.20	-85.80	-0.37%
S&P/ASX 200	5,180.10	-28.94	-0.56%

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

By Bloomberg News - 2011-11-10T16:30:22Z

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
=============================================================================
LXP    LEXINGTON R  LXP US 05/19/12 P7.5     116.4  45.0   1.00    0.0    225
TRX    TANZANIAN R  TRX US 12/17/11 P2        59.5 275.0   0.70    0.0    608
TRX    TANZANIAN R  TRX US 01/21/12 P2        55.5 205.9   0.75 1400.0   4574
PICO   PICO HOLDIN  PICO US 12/17/11 P20      27.5  43.1   0.30    0.0    212
CSC    COMPUTER SC  CSC US 12/17/11 P25       27.1  73.6   1.90  137.5    887
CSC    COMPUTER SC  CSC US 12/17/11 P22.5     25.1  79.5   1.05  250.0   1938
DGIT   DIGITAL GEN  DGIT US 06/16/12 C10      23.9  82.9   7.60    0.0    200
TRAK   DEALERTRACK  TRAK US 12/17/11 C20      22.5  58.5   6.40    0.0    290
ATPG   ATP OIL & G  ATPG US 01/21/12 P2.5     22.0 231.8   0.33 1000.0    550
CSC    COMPUTER SC  CSC US 01/21/12 P25       21.7  60.0   2.20   94.7    621
ATPG   ATP OIL & G  ATPG US 01/19/13 P7.5     21.6 129.7   3.80   65.2    605
C      CITIGROUP I  C1 US 01/21/12 P5         21.5  63.1   2.13   12.1    400
SAVE   SPIRIT AIRL  SAVE US 03/17/12 C12.5    18.7  60.0   3.80   15.2    518
PWER   POWER-ONE I  PWER US 12/17/11 P5       18.3  95.9   0.20  -50.0   2750
ATPG   ATP OIL & G  ATPG US 01/21/12 P7.5     17.9 148.5   2.07   47.9    264
ATPG   ATP OIL & G  ATPG US 01/21/12 P5       16.9 176.2   0.88   76.0    577
CSC    COMPUTER SC  CSC US 12/17/11 P20       16.0  83.5   0.45  -10.0   5001
ATPG   ATP OIL & G  ATPG US 12/17/11 P4       15.1 210.2   0.33   57.1    315
CSC    COMPUTER SC  CSC US 01/21/12 P20       14.8  69.4   0.80  142.4    260
CIM    CHIMERA INV  CIM US 06/16/12 C2.5      13.7  38.7   0.30  -25.0    307
IBN    ICICI BANK-  IBN US 01/19/13 P33       13.2  45.1   5.75    0.0   2000
RIMM   RESEARCH IN  RIMM US 03/17/12 P6       13.2  93.0   0.06  200.0    877
ATPG   ATP OIL & G  ATPG US 03/17/12 P5       12.8 155.4   1.17   48.1    280
CIM    CHIMERA INV  CIM US 03/17/12 P2.5      12.2  44.5   0.25   66.7    342
SWFT   SWIFT TRANS  SWFT US 05/19/12 P7.5     12.1  89.5   1.65   37.5    281
EEM    ISHARES-EMG  EEM US 09/22/12 P35       11.4  38.0   3.50   19.1    339
TGP    TEEKAY LNG   TGP US 12/17/11 C30       11.3  39.0   2.95   18.0    388
ATPG   ATP OIL & G  ATPG US 12/17/11 P6       11.2 173.2   1.00  100.0    242

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NOG    NORTHERN OI  NOG US 12/17/11 C11      -36.7 102.3  11.00    0.0    280
GMCR   GREEN MOUNT  GMCR US 12/17/11 C30     -35.3 108.0  13.50  -67.5    237
AUO    AU OPTR-SPO  AUO US 01/21/12 C2.5     -31.8  93.9   2.00   14.3    200
MERC   MERCER INTE  MERC US 05/19/12 P2.5    -31.1  96.6   0.20    0.0    200
GMCR   GREEN MOUNT  GMCR US 12/17/11 P40     -29.4  92.8   3.80  236.3   1723
GMCR   GREEN MOUNT  GMCR US 12/17/11 P43     -29.2  89.2   5.25  275.0   2718
GMCR   GREEN MOUNT  GMCR US 12/17/11 C40     -28.7  92.0   5.95  -81.0    430
GMCR   GREEN MOUNT  GMCR US 12/17/11 C43     -28.6  89.0   4.30    0.0    533
GMCR   GREEN MOUNT  GMCR US 12/17/11 P38     -28.3  95.1   3.13  247.8   1133
XME    SPDR S&P ME  XME US 12/17/11 P40      -28.3  73.0   0.61   56.4    511
GMCR   GREEN MOUNT  GMCR US 01/21/12 P20     -27.0 120.2   0.56  180.0    382
GMCR   GREEN MOUNT  GMCR US 12/17/11 P30     -26.8 108.9   1.09  275.9   1024
TRX    TANZANIAN R  TRX US 12/17/11 P1       -26.3 303.0   0.20    0.0    406
CSCO   CISCO SYSTE  CSCO US 12/17/11 C19     -26.2  30.6   0.58   31.8  15542
RDNT   RADNET INC   RDNT US 12/17/11 C2.5    -25.6  60.6   0.10  -33.3    200
CSCO   CISCO SYSTE  CSCO US 12/17/11 P18     -25.5  32.4   0.46  -61.0   8404
CSCO   CISCO SYSTE  CSCO US 12/17/11 P19     -24.9  30.2   0.91  -49.4   2064
CSCO   CISCO SYSTE  CSCO US 12/17/11 C17     -23.9  34.8   1.83   34.6   2449
CSCO   CISCO SYSTE  CSCO US 12/17/11 C18     -23.8  33.4   1.17   41.0  10434
GMCR   GREEN MOUNT  GMCR US 01/21/12 P35     -22.9  91.6   3.24  155.1   1487
CSCO   CISCO SYSTE  CSCO US 12/17/11 P17     -22.8  35.1   0.22  -69.9   3877
GMCR   GREEN MOUNT  GMCR US 01/21/12 P33.33  -22.3  94.0   2.94  157.9    224
GMCR   GREEN MOUNT  GMCR US 01/21/12 P40     -21.6  85.7   5.20  181.1    748
CSCO   CISCO SYSTE  CSCO US 12/17/11 C16     -21.3  38.4   2.81   38.4    214
GMCR   GREEN MOUNT  GMCR US 01/21/12 P30     -20.9  99.3   2.04  148.8   1430
CIM    CHIMERA INV  CIM US 12/17/11 C2.5     -20.5  50.7   0.25  -28.6    269
GMCR   GREEN MOUNT  GMCR US 01/21/12 P25     -20.2 108.2   1.04  116.7    319
SSRI   SILVER STAN  SSRI US 01/19/13 P5      -20.0  78.6   0.40    0.0    200
CSCO   CISCO SYSTE  CSCO US 12/17/11 P16     -19.6  37.8   0.10  -74.4    570
GMCR   GREEN MOUNT  GMCR US 01/21/12 P26.67  -19.5 104.1   1.33  232.5    250
AAP    ADVANCE AUT  AAP US 12/17/11 C70      -17.9  29.7   2.55   50.9    937
CSCO   CISCO SYSTE  CSCO US 12/17/11 P15     -17.3  41.4   0.04  -80.0    357
GMCR   GREEN MOUNT  GMCR US 03/17/12 P30     -17.0  93.9   3.22  106.4    479
GMCR   GREEN MOUNT  GMCR US 03/17/12 P35     -16.6  89.8   5.00  127.3    398
CSCO   CISCO SYSTE  CSCO US 12/17/11 P14     -15.9  44.1   0.02  -81.8   1707
SPRD   SPREADTRUM-  SPRD US 12/17/11 C26     -15.5  69.9   2.30  -17.9    202
EEP    ENBRIDGE EN  EEP US 12/17/11 C30      -15.2  20.0   0.50    0.0    310
GMCR   GREEN MOUNT  GMCR US 03/17/12 C40     -14.9  83.6   9.25    0.0    299
CSCO   CISCO SYSTE  CSCO US 01/21/12 C19     -14.8  30.3   0.84   44.8  16067
AAP    ADVANCE AUT  AAP US 12/17/11 P60      -14.0  36.9   0.35  -68.2    312
GMCR   GREEN MOUNT  GMCR US 06/16/12 P30     -13.9  87.2   4.60   84.7   1456
OMEX   ODYSSEY MAR  OMEX US 03/17/12 C2.5    -13.7  93.2   0.65  -12.2    255
VIA/B  VIACOM INC-  VIAB US 12/17/11 P40     -13.2  42.4   1.55  -32.6    532
GMCR   GREEN MOUNT  GMCR US 06/16/12 P35     -13.1  84.5   6.60   59.0   1590
CSCO   CISCO SYSTE  CSCO US 01/21/12 C17.5   -12.8  33.4   1.76   41.9   5878
GMCR   GREEN MOUNT  GMCR US 01/19/13 P25     -12.7  81.8   4.70   34.3    434
VIA/B  VIACOM INC-  VIAB US 12/17/11 C40     -12.4  42.7   2.20  -15.4    250
JOYG   JOY GLOBAL   JOYG US 01/21/12 C55     -11.8  77.0  28.38  -17.7   1059
GMCR   GREEN MOUNT  GMCR US 01/19/13 P17.5   -11.7  85.9   2.03   23.0    202
EWM    ISHARES-MAL  EWM US 12/17/11 C14      -11.1  25.5   0.30    0.0  12500
CSCO   CISCO SYSTE  CSCO US 01/21/12 P17.5   -11.1  33.7   0.60  -48.3   6626
SAP    SAP AG-SPON  SAP US 12/17/11 C55      -10.6  40.3   5.30   10.4    465

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

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

Attachment: 498876914

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.