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

July 19 (Bloomberg) -- The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 3:00 p.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 500 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
=============================================================================
JNJ    JOHNSON&JOH  JNJ US  8/21/10 P60       17.5  15.9   1.28  -21.5   1133
APOL   APOLLO GROU  APOL US  8/21/10 P50      15.0  44.7   3.82  -15.3   1318
APOL   APOLLO GROU  APOL US  8/21/10 P49      14.7  45.3   3.46  -30.1    970
APOL   APOLLO GROU  APOL US  8/21/10 C50      14.5  44.9   1.63  126.4   6963
APOL   APOLLO GROU  APOL US  8/21/10 C49      14.3  45.2   2.02  114.9   1650
IAU    ISHARES-CO   IAU US  1/22/11 C11       11.6  23.6   1.10   -6.0    552

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= DRYS DRYSHIPS IN DRYS US 8/21/10 C4 -25.1 47.8 0.27 12.5 3673 VVUS VIVUS INC VVUS US 8/21/10 P5 -23.4 79.2 0.50 11.1 1451 AAI AIRTRAN HOL AAI US 8/21/10 C5 -22.3 44.6 0.20 -20.0 663 DTG DOLLAR THRI DTG US 8/21/10 C45 -21.0 24.0 1.50 -34.8 4584 EWP ISHARES-SPA EWP US 8/21/10 C37 -20.0 33.6 1.75 2.9 710 VVUS VIVUS INC VVUS US 8/21/10 C5 -19.6 71.5 0.35 -50.0 2639 PBR PETROBRAS S PBR US 8/21/10 C34 -19.2 31.5 1.58 -16.0 1407 HAS HASBRO INC HAS US 8/21/10 C40 -19.1 29.3 1.00 -23.1 728 SQM QUIMICA Y-S SQM US 8/21/10 C35 -19.0 26.5 1.00 -16.7 793 DBTK DOUBLE-TAKE DBTK US 12/18/10 P10 -18.7 9.8 0.05 0.0 1835 VZ VERIZON COM VZ US 8/21/10 P27 -18.6 17.2 0.71 -14.5 536 WMT WAL-MART ST WMT US 8/21/10 P50 -18.2 15.2 1.39 -2.1 872 HAO CLAY CHINA HAO US 8/21/10 C26 -17.9 24.4 0.40 2.6 709 WMT WAL-MART ST WMT US 8/21/10 C50 -17.9 15.3 0.61 -29.1 5853 PBR PETROBRAS S PBR US 8/21/10 C36 -17.9 29.3 0.67 -23.0 1363 PBR PETROBRAS S PBR US 8/21/10 C35 -17.8 30.5 1.05 -21.1 1040 DAL DELTA AIR L DAL US 8/21/10 C12 -17.6 51.3 0.50 -33.3 6580 VZ VERIZON COM VZ US 8/21/10 C28 -17.3 16.2 0.12 -36.8 2218 DAL DELTA AIR L DAL US 8/21/10 P11 -17.3 54.0 0.47 -17.5 1135 WMT WAL-MART ST WMT US 8/21/10 C47.5 -17.3 18.0 2.21 -13.3 3938 T AT&T INC T US 8/21/10 C26 -16.9 14.5 0.08 -33.3 1340 WMT WAL-MART ST WMT US 8/21/10 P47.5 -16.9 18.0 0.39 -25.0 14827 VXX IPATH-S&P S VXX US 8/21/10 P26 -16.6 68.4 1.80 -5.3 948 VVUS VIVUS INC VVUS US 9/18/10 P5 -16.5 86.6 0.75 15.4 1631 DAL DELTA AIR L DAL US 8/21/10 C11 -16.5 54.6 1.04 -20.0 792 ACAS AMERICAN CA ACAS US 8/21/10 C5 -16.4 57.6 0.35 -12.5 923 SQNM SEQUENOM IN SQNM US 8/21/10 C6 -16.2 55.0 0.33 -25.0 1251 GE GENERAL ELE GE US 8/21/10 C15 -16.1 28.7 0.36 -10.0 13153 JDSU JDS UNIPHAS JDSU US 8/21/10 C10 -15.9 51.0 0.60 -24.1 3618 LLY ELI LILLY & LLY US 8/21/10 C36 -15.6 16.9 0.27 0.0 1919 VZ VERIZON COM VZ US 8/21/10 C27 -15.6 17.3 0.47 -9.6 6089 RWT REDWOOD TRU RWT US 8/21/10 C15 -15.6 29.3 0.40 33.3 1118 T AT&T INC T US 8/21/10 C25 -15.6 16.2 0.42 2.4 10058 CTL CENTURYLINK CTL US 8/21/10 C35 -15.6 16.2 0.60 0.0 1993 NYB NY COMM BAN NYB US 8/21/10 C17 -15.5 28.0 0.35 -18.6 604 HAS HASBRO INC HAS US 8/21/10 P40 -15.2 30.5 2.03 -5.6 829 GE GENERAL ELE GE US 8/21/10 P15 -15.1 28.9 0.68 -20.9 4690 RSH RADIOSHACK RSH US 8/21/10 C22 -15.0 51.4 1.20 4.3 1920 FTR FRONTIER CO FTR US 8/21/10 C7.5 -14.9 26.6 0.15 -34.8 1812 EXC EXELON CORP EXC US 8/21/10 C42.5 -14.9 18.6 0.55 -6.8 1215 HNZ HJ HEINZ CO HNZ US 8/21/10 C45 -14.8 15.1 0.75 -6.2 938 HAL HALLIBURTON HAL US 8/21/10 C30 -14.6 39.3 1.05 66.7 4324 XOM EXXON MOBIL XOM US 8/21/10 C60 -14.3 19.6 0.69 0.0 6563 WAG WALGREEN CO WAG US 8/21/10 P29 -14.1 22.6 0.76 -14.6 1150 KFT KRAFT FOODS KFT US 8/21/10 C30 -13.9 16.6 0.18 -18.2 960 PHG PHILIPS ELE PHG US 8/21/10 P30 -13.9 41.2 0.95 5.6 529 DUK DUKE ENERGY DUK US 8/21/10 C17 -13.9 14.0 0.35 40.0 534 HIG HARTFORD FI HIG US 8/21/10 C22 -13.8 49.0 1.18 -14.5 560 AMGN AMGEN INC AMGN US 8/21/10 C55 -13.8 24.8 0.86 10.3 1436 LLY ELI LILLY & LLY US 8/21/10 C35 -13.8 18.4 0.70 14.8 2079 WAG WALGREEN CO WAG US 8/21/10 P28 -13.8 23.2 0.36 -26.5 507 GIS GENERAL MIL GIS US 8/21/10 C36 -13.7 17.0 0.45 -25.0 664 CVX CHEVRON COR CVX US 8/21/10 C75 -13.4 21.0 0.70 -4.1 3010 HAL HALLIBURTON HAL US 8/21/10 C29 -13.4 41.1 1.54 62.1 3526 AMR AMR CORP AMR US 8/21/10 C7 -13.4 58.4 0.35 -25.5 4451 JPM JPMORGAN CH JPM US 8/21/10 C41 -13.3 28.7 0.64 -16.9 6465 T AT&T INC T US 8/21/10 P24 -13.1 18.9 0.21 -38.2 1196 NLY ANNALY CAPI NLY US 8/21/10 P17 -13.1 21.2 0.24 -14.3 1106 RIMM RESEARCH IN RIMM US 8/21/10 P55 -13.1 39.0 3.10 -26.2 1210 JNJ JOHNSON&JOH JNJ US 8/21/10 C60 -13.0 15.5 0.97 -1.0 2116 GIS GENERAL MIL GIS US 8/21/10 P34 -12.9 19.6 0.30 -16.7 690 RIMM RESEARCH IN RIMM US 8/21/10 C55 -12.9 38.9 1.95 9.6 2067 QID PROSHARES Q QID US 8/21/10 P19 -12.8 50.0 1.60 3.9 632 NLY ANNALY CAPI NLY US 8/21/10 C17 -12.8 21.5 0.71 -10.1 561 CHK CHESAPEAKE CHK US 8/21/10 P21 -12.8 36.0 0.95 -11.2 629 EEM ISHARES-EMG EEM US 8/21/10 C41 -12.8 25.8 0.52 -1.9 1773 VZ VERIZON COM VZ US 8/21/10 C26 -12.8 19.5 1.12 0.9 890 INTC INTEL CORP INTC US 8/21/10 C22 -12.8 25.7 0.39 21.9 9419 XOM EXXON MOBIL XOM US 8/21/10 C57.5 -12.8 21.2 1.93 8.4 1532 JPM JPMORGAN CH JPM US 8/21/10 P40 -12.7 30.1 1.87 -12.6 815 MRO MARATHON OI MRO US 8/21/10 C33 -12.7 25.5 0.50 -9.1 2200 DD DU PONT (EI DD US 8/21/10 C37 -12.6 27.4 0.69 -16.9 559 MSFT MICROSOFT C MSFT US 8/21/10 C26 -12.6 27.8 0.49 2.1 7635 XOM EXXON MOBIL XOM US 8/21/10 P60 -12.5 19.4 2.47 -19.0 700 VALE VALE SA-SP VALE US 8/21/10 P25 -12.5 41.3 1.37 -18.9 790 DD DU PONT (EI DD US 8/21/10 C36 -12.5 28.9 1.19 -8.5 817 MRK MERCK & CO MRK US 8/21/10 C37 -12.4 22.2 0.50 -23.1 1655 HAL HALLIBURTON HAL US 8/21/10 P29 -12.4 40.8 1.30 -46.3 581 C CITIGROUP I C US 8/21/10 P4 -12.4 34.0 0.16 -33.3 47470 PFE PFIZER INC PFE US 8/21/10 C15 -12.3 24.4 0.25 0.0 11729 TZA SMALL CAP B TZA US 8/21/10 C40 -12.3 99.8 4.45 -9.2 664 FLO FLOWERS FOO FLO US 10/16/10 C25 -12.3 22.5 0.80 -15.8 809 INTC INTEL CORP INTC US 8/21/10 C21 -12.1 27.2 0.90 25.0 4952 JPM JPMORGAN CH JPM US 8/21/10 C40 -12.1 30.2 1.01 -12.2 6538 X US STEEL CO X US 8/21/10 C43 -12.1 49.8 1.70 -17.1 1852 HAL HALLIBURTON HAL US 8/21/10 C28 -12.1 43.1 2.13 56.6 3039 XRT SPDR S&P RE XRT US 8/21/10 C38 -11.9 28.0 0.61 -19.7 5297 CHK CHESAPEAKE CHK US 8/21/10 C21 -11.9 36.4 0.81 -15.6 1479 CSCO CISCO SYSTE CSCO US 8/21/10 P23 -11.9 28.7 0.93 -6.1 16283 MA MASTERCARD MA US 8/21/10 C200 -11.8 39.5 7.40 -22.1 734 WAG WALGREEN CO WAG US 8/21/10 C29 -11.8 22.5 0.90 -8.2 905 X US STEEL CO X US 8/21/10 C42 -11.8 50.6 2.04 -17.4 741 GS GOLDMAN SAC GS US 8/21/10 C150 -11.8 31.7 4.00 -14.0 7397 TSM TAIWAN SEMI TSM US 8/21/10 C10 -11.8 23.4 0.35 16.7 14869 VXX IPATH-S&P S VXX US 8/21/10 C27 -11.8 71.8 2.10 -26.3 794 SYY SYSCO CORP SYY US 8/21/10 C30 -11.8 18.9 0.55 -15.4 607 NLY ANNALY CAPI NLY US 8/21/10 C18 -11.8 18.2 0.18 -21.7 3428 WY WEYERHAEUSE WY US 8/21/10 C42 -11.8 29.1 1.30 44.4 1036 XRT SPDR S&P RE XRT US 8/21/10 C36 -11.8 31.0 1.54 -9.4 2291 RMBS RAMBUS INC RMBS US 8/21/10 C19 -11.7 48.8 0.77 -1.3 925 PRGO PERRIGO CO PRGO US 8/21/10 C55 -11.7 39.4 2.55 -40.7 1806 XRT SPDR S&P RE XRT US 8/21/10 P35 -11.7 33.7 0.87 -19.4 4180 INTC INTEL CORP INTC US 8/21/10 P22 -11.7 25.6 1.04 -26.8 2293 C CITIGROUP I C US 8/21/10 C4 -11.7 38.0 0.17 13.3 108614 T AT&T INC T US 10/16/10 C26 -11.7 16.5 0.33 -13.2 2439 FMC FMC CORP FMC US 8/21/10 C60 -11.6 30.5 1.35 -32.5 756 GCI GANNETT CO GCI US 8/21/10 C14 -11.6 50.5 0.65 0.0 1017 PEP PEPSICO INC PEP US 8/21/10 C65 -11.6 16.2 0.30 -36.2 2695 JPM JPMORGAN CH JPM US 8/21/10 P39 -11.6 31.8 1.41 -14.6 3031 WMT WAL-MART ST WMT US 9/18/10 P50 -11.4 16.4 1.81 0.0 606 MMC MARSH & MCL MMC US 8/21/10 C22.5 -11.4 25.4 0.65 -13.3 505 RIMM RESEARCH IN RIMM US 8/21/10 P52.5 -11.4 40.1 1.92 -30.9 1900 XLU SPDR-UTIL S XLU US 8/21/10 C30 -11.4 16.8 0.73 37.7 3110 VALE VALE SA-SP VALE US 8/21/10 C25 -11.4 41.9 1.10 0.0 1093 FXI ISHARES FT/ FXI US 8/21/10 P40 -11.4 26.2 1.77 -14.9 955 GNW GENWORTH FI GNW US 8/21/10 C14 -11.4 51.4 0.82 17.1 1209 AMGN AMGEN INC AMGN US 8/21/10 P52.5 -11.3 27.2 1.37 -33.5 970 DAL DELTA AIR L DAL US 9/18/10 C11 -11.3 56.2 1.32 -22.4 1393 EEM ISHARES-EMG EEM US 8/21/10 C40 -11.3 27.6 0.90 3.5 6698 NOV NATL OILWEL NOV US 8/21/10 C36 -11.3 38.9 1.60 10.3 533 JNJ JOHNSON&JOH JNJ US 8/21/10 C62.5 -11.3 14.1 0.18 -18.2 1099 AA ALCOA INC AA US 8/21/10 C11 -11.3 36.7 0.28 3.7 8245 RIMM RESEARCH IN RIMM US 8/21/10 C52.5 -11.3 40.1 3.22 14.6 1439 BEXP BRIGHAM EXP BEXP US 8/21/10 C15 -11.2 59.7 1.15 -17.9 620 MSFT MICROSOFT C MSFT US 8/21/10 C25 -11.2 29.4 0.97 6.6 5702 GE GENERAL ELE GE US 9/18/10 C15 -11.2 31.7 0.62 -1.6 7968 TLT ISHARES BAR TLT US 8/21/10 P97 -11.2 13.2 0.51 -1.9 854 FXI ISHARES FT/ FXI US 8/21/10 C40 -11.2 25.3 0.75 -10.7 1124 CHK CHESAPEAKE CHK US 8/21/10 P20 -11.2 38.7 0.54 -23.9 806 WMT WAL-MART ST WMT US 9/18/10 C50 -11.2 16.4 0.98 -20.3 2657 PG PROCTER & G PG US 8/21/10 C65 -11.1 15.0 0.14 -36.4 646 LO LORILLARD I LO US 8/21/10 C75 -11.1 21.6 1.38 -16.4 641 UPS UNITED PARC UPS US 8/21/10 C60 -11.1 26.8 2.09 6.1 727 VNO VORNADO RLT VNO US 8/21/10 C75 -11.1 34.3 2.85 -1.0 1509 LEN LENNAR CORP LEN US 8/21/10 P14 -11.1 51.8 0.98 4.3 895 ANH ANWORTH MOR ANH US 10/16/10 C7.5 -11.0 17.2 0.15 -25.0 776 JPM JPMORGAN CH JPM US 8/21/10 C39 -10.9 31.8 1.57 -4.3 3274 UNH UNITEDHEALT UNH US 8/21/10 C32 -10.8 27.1 0.53 10.4 830 X US STEEL CO X US 8/21/10 P40 -10.8 52.7 1.97 -10.4 3375 T AT&T INC T US 10/16/10 C25 -10.7 17.9 0.77 -3.8 2533 PLCM POLYCOM INC PLCM US 8/21/10 C30 -10.7 34.9 0.75 -16.7 1014 WMT WAL-MART ST WMT US 9/18/10 C47.5 -10.7 18.9 2.55 -8.9 1147 GS GOLDMAN SAC GS US 8/21/10 P150 -10.7 31.6 7.30 -11.0 1189 MSFT MICROSOFT C MSFT US 8/21/10 C24 -10.7 31.4 1.61 7.3 12874 AMR AMR CORP AMR US 8/21/10 P7 -10.7 59.2 0.58 -3.3 1489 HAL HALLIBURTON HAL US 8/21/10 P28 -10.7 42.8 0.92 -48.9 2257 MO ALTRIA GROU MO US 8/21/10 P22 -10.7 16.0 0.80 -13.0 745 EEM ISHARES-EMG EEM US 8/21/10 C39 -10.6 29.3 1.44 5.1 1872 XLE SPDR-ENERGY XLE US 8/21/10 P52 -10.6 27.3 1.62 -21.0 1616 BA BOEING CO BA US 8/21/10 C65 -10.6 31.6 1.42 11.8 1328 VZ VERIZON COM VZ US 10/16/10 C28 -10.5 17.9 0.44 -13.7 1414 WAG WALGREEN CO WAG US 8/21/10 C30 -10.5 22.4 0.45 -15.1 2627 MTL MECHEL-SPON MTL US 8/21/10 C19 -10.5 57.4 0.82 -25.4 1105 IBKR INTERACTIVE IBKR US 8/21/10 C17.5 -10.5 28.7 0.65 18.2 823 CLX CLOROX CO CLX US 8/21/10 C65 -10.5 15.3 0.90 5.9 801 COP CONOCOPHILL COP US 8/21/10 C52.5 -10.5 27.3 1.17 -13.3 1059 GME GAMESTOP CO GME US 8/21/10 C20 -10.4 41.6 0.70 14.8 1447 TWX TIME WARNER TWX US 8/21/10 C30 -10.4 29.7 1.10 10.0 2766 GS GOLDMAN SAC GS US 8/21/10 C145 -10.4 33.5 6.60 -6.4 5488 CSCO CISCO SYSTE CSCO US 8/21/10 P22 -10.4 31.9 0.54 -10.0 2163 WHR WHIRLPOOL C WHR US 8/21/10 C90 -10.3 51.6 5.07 -16.9 840 AET AETNA INC AET US 8/21/10 C29 -10.3 32.1 0.55 7.8 903 INTC INTEL CORP INTC US 8/21/10 P21 -10.3 27.6 0.52 -36.6 2555 TLT ISHARES BAR TLT US 8/21/10 P98 -10.3 13.2 0.76 2.7 921 NUE NUCOR CORP NUE US 8/21/10 C40 -10.3 29.8 0.75 -1.3 541 PRU PRUDENTL FI PRU US 8/21/10 C55 -10.3 39.1 1.80 -12.6 714 COST COSTCO WHOL COST US 8/21/10 P52.5 -10.3 22.4 0.63 -7.3 1293 WMB WILLIAMS CO WMB US 8/21/10 C19 -10.2 34.8 0.66 -7.0 618 ARG AIRGAS INC ARG US 8/21/10 C65 -10.2 13.1 0.85 -22.7 1466 CSCO CISCO SYSTE CSCO US 8/21/10 C23 -10.2 28.8 0.65 -13.3 3932 KFT KRAFT FOODS KFT US 8/21/10 C29 -10.2 19.0 0.57 -8.1 645 EWZ ISHARES-BRA EWZ US 8/21/10 C68 -10.2 31.5 1.31 -2.2 520 FAZ FINANCIAL B FAZ US 8/21/10 P16 -10.2 84.1 1.68 -9.7 1831 MSFT MICROSOFT C MSFT US 8/21/10 P26 -10.2 28.1 1.35 -17.7 1339 XLY SPDR-CONS D XLY US 8/21/10 C31 -10.2 25.4 0.62 6.9 787 AKS AK STEEL HL AKS US 8/21/10 C14 -10.2 57.6 0.71 -5.3 1342 MLNX MELLANOX TE MLNX US 12/18/10 C25 -10.1 44.3 2.40 -20.0 607 AUY YAMANA GOLD AUY US 8/21/10 P9 -10.1 39.4 0.30 20.0 886 FMCN FOCUS MEDIA FMCN US 8/21/10 C17 -10.1 43.1 0.65 -18.8 660 MDT MEDTRONIC I MDT US 8/21/10 C39 -10.1 23.1 0.36 -26.5 1972 XOM EXXON MOBIL XOM US 8/21/10 P57.5 -10.1 21.3 1.16 -27.5 2671 ADM ARCHER-DANI ADM US 8/21/10 C27 -10.1 28.3 0.80 -8.1 553 XLF SPDR-FINL S XLF US 8/21/10 C14 -10.1 30.7 0.57 -9.5 37693


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

To contact the editor responsible for this story:
Marco Babic at  mbabic@bloomberg.net