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

By Bloomberg News 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 ============================================================================= ALXA ALEXZA PHAR ALXA US 11/20/10 C1 71.4 135.3 0.05 -50.0 1000 NRG NRG ENERGY NRG US 11/20/10 C21 33.1 32.4 0.25 212.5 1500 POT POTASH CORP POT US 11/20/10 C135 32.2 26.2 7.60 1.3 1809 UYG PROSHARES U UYG US 11/20/10 C66 30.4 40.5 1.14 307.1 277 NRG NRG ENERGY NRG US 12/18/10 C21 28.6 26.8 0.50 150.0 1822 MDRX ALLSCRIPTS MDRX US 11/20/10 C19 25.8 41.0 0.80 33.3 2369 VMC VULCAN MATE VMC US 11/20/10 C41 25.2 34.9 2.30 130.0 768 SPY SPDR S&P 50 SPY US 11/20/10 P127 22.5 15.1 4.51 -10.3 602 SIRI SIRIUS XM R SIRI US 11/20/10 P1.5 22.1 59.0 0.06 -14.3 274 BK BANK NY MEL BK US 12/18/10 C28 21.6 25.5 0.80 280.9 897 MI MARSHALL &I MI US 11/20/10 C6 21.4 59.3 0.15 50.0 213 BK BANK NY MEL BK US 11/20/10 C27 21.4 28.7 0.95 187.9 6621 VMC VULCAN MATE VMC US 11/20/10 P41 21.1 34.0 0.35 -62.4 210 SYY SYSCO CORP SYY US 11/20/10 C30 20.6 22.3 0.55 10.0 1195 BK BANK NY MEL BK US 12/18/10 P28 20.6 25.8 0.95 -54.5 393 MCHP MICROCHIP T MCHP US 12/18/10 P35 20.5 32.2 2.50 28.2 695 FAZ FINANCIAL B FAZ US 11/20/10 P10 20.4 63.7 0.33 200.0 3640 MDRX ALLSCRIPTS MDRX US 11/20/10 C20 20.3 43.1 0.35 40.0 6017 STT STATE ST CO STT US 11/20/10 C43 19.4 30.8 2.83 91.2 313 STT STATE ST CO STT US 11/20/10 P43 19.0 30.8 0.21 -57.1 342 VMC VULCAN MATE VMC US 11/20/10 C42 19.0 32.5 1.85 184.6 619 QQQQ POWERSH-QQQ QQQQ US 11/20/10 P56 18.5 16.8 2.31 -4.2 340 STT STATE ST CO STT US 11/20/10 P44 18.5 28.8 0.46 -47.7 701 USB US BANCORP USB US 11/20/10 P25 18.4 29.6 0.18 -65.4 384 BK BANK NY MEL BK US 11/20/10 C28 18.3 27.7 0.62 1140.0 1798 RF REGIONS FIN RF US 11/20/10 P7 17.8 46.5 0.47 -11.3 295 VMC VULCAN MATE VMC US 11/20/10 C43 17.6 31.9 1.06 324.0 550 STD BANCO SANTA STD US 11/20/10 C12 17.3 33.3 0.30 -40.0 328 BK BANK NY MEL BK US 12/18/10 P27 17.2 26.4 0.63 -43.2 236 MFC MANULIFE FI MFC US 12/18/10 C15 17.1 37.5 0.60 71.4 3718 FAZ FINANCIAL B FAZ US 11/20/10 C10 17.1 64.5 0.78 -32.2 3434 STT STATE ST CO STT US 11/20/10 C45 17.0 27.3 1.04 181.1 485 VMC VULCAN MATE VMC US 11/20/10 C44 17.0 31.7 0.65 983.3 601 BK BANK NY MEL BK US 11/20/10 P27 16.8 28.2 0.35 -81.4 612 KBE SPDR KBW BA KBE US 12/18/10 C24 16.6 31.1 1.15 53.3 10552 USB US BANCORP USB US 11/20/10 P26 16.1 27.0 0.47 -55.7 325 RF REGIONS FIN RF US 11/20/10 C7 16.0 48.7 0.11 83.3 1907 STT STATE ST CO STT US 11/20/10 P45 15.9 27.3 0.82 -44.6 570 PNC PNC FINANCI PNC US 11/20/10 P57.5 15.8 28.8 0.93 -60.3 2175 SLGN SILGAN HOLD SLGN US 11/20/10 P35 14.7 22.4 0.95 -5.0 228 USB US BANCORP USB US 11/20/10 C26 14.4 27.0 0.67 235.0 2209 GME GAMESTOP CO GME US 11/20/10 C21 14.3 46.9 0.40 48.1 5195 GMCR GREEN MOUNT GMCR US 11/20/10 C36 14.0 67.7 1.28 54.2 1316 BK BANK NY MEL BK US 11/20/10 P28 13.8 27.5 0.82 -72.2 384 GMCR GREEN MOUNT GMCR US 11/20/10 C34 13.8 69.0 2.14 33.8 1089 ALV AUTOLIV INC ALV US 11/20/10 C75 13.5 27.7 2.30 12.2 313 MI MARSHALL &I MI US 12/18/10 C6 13.3 53.9 0.35 40.0 530 SIRI SIRIUS XM R SIRI US 01/22/11 C1.5 13.3 59.8 0.17 30.8 2220 LVS LAS VEGAS S LVS US 11/20/10 C55 13.3 60.5 1.99 79.3 9573 EK EASTMAN KOD EK US 11/20/10 C5 13.1 59.4 0.18 38.5 570 UYG PROSHARES U UYG US 11/20/10 P65 13.1 41.2 2.89 -32.0 202 GMCR GREEN MOUNT GMCR US 11/20/10 C35 13.0 67.7 1.70 49.1 1818 BK BANK NY MEL BK US 01/22/11 P28 13.0 26.4 1.58 -23.3 1178 MDRX ALLSCRIPTS MDRX US 11/20/10 P19 13.0 39.0 0.50 0.0 362 BBT BB&T CORP BBT US 11/20/10 C24 13.0 33.0 1.37 114.1 882 WFC WELLS FARGO WFC US 11/20/10 P28 13.0 32.0 0.36 -61.3 3283 GVA GRANITE CON GVA US 11/20/10 P25 12.9 44.8 0.55 -28.6 617 RDN RADIAN GROU RDN US 11/20/10 C10 12.8 59.9 0.50 233.3 715 ACL ALCON INC ACL US 11/20/10 C170 12.8 18.7 1.20 -32.6 677 SCHW SCHWAB (CHA SCHW US 11/20/10 C16 12.8 25.9 0.35 75.0 285 RMBS RAMBUS INC RMBS US 11/20/10 C21 12.7 32.2 0.40 90.5 1983 STT STATE ST CO STT US 11/20/10 C47 12.4 26.2 0.37 3600.0 560 BK BANK NY MEL BK US 01/22/11 C28 12.4 27.0 1.17 148.9 1220 PNC PNC FINANCI PNC US 11/20/10 C57.5 12.3 28.5 1.76 282.6 2378 POT POTASH CORP POT US 11/20/10 C140 12.1 25.4 3.80 -1.3 4384 LVS LAS VEGAS S LVS US 01/22/11 C55 12.0 58.0 5.16 39.5 2645 GENZ GENZYME COR GENZ US 11/20/10 P70 11.9 21.2 0.61 27.1 1142 LVS LAS VEGAS S LVS US 11/20/10 P55 11.8 60.1 3.30 -20.5 4977 SJT SAN JUAN BA SJT US 11/20/10 P25 11.8 33.1 0.90 20.0 228 GTI GRAFTECH IN GTI US 11/20/10 C20 11.7 40.0 0.35 75.0 266 LVS LAS VEGAS S LVS US 12/18/10 P55 11.5 58.1 4.95 -11.6 643 GME GAMESTOP CO GME US 11/20/10 C20 11.4 46.8 0.91 51.7 487 SKF PROSHARES U SKF US 11/20/10 P17 11.3 43.0 0.74 138.7 416 MSFT MICROSOFT C MSFT US 11/20/10 C28 11.3 23.1 0.08 -38.5 3052 USB US BANCORP USB US 12/18/10 P25 11.3 27.6 0.46 -47.1 381 USB US BANCORP USB US 11/20/10 C25 11.1 29.4 1.41 127.4 580 WFC WELLS FARGO WFC US 11/20/10 C28 10.9 31.4 1.16 190.0 4807 USB US BANCORP USB US 12/18/10 P26 10.9 26.0 0.80 -68.0 241 SKF PROSHARES U SKF US 11/20/10 C17 10.9 44.0 0.47 -37.3 711 MDRX ALLSCRIPTS MDRX US 12/18/10 C20 10.8 34.9 0.65 18.2 1142 NDAQ NASDAQ OMX NDAQ US 11/20/10 C22 10.8 21.3 0.50 150.0 390 VMW VMWARE INC- VMW US 11/20/10 C75 10.7 43.8 4.10 17.1 1283 SNDK SANDISK COR SNDK US 11/20/10 P40 10.5 41.6 0.69 -34.9 856 BK BANK NY MEL BK US 01/22/11 P27 10.4 27.5 0.91 -40.1 302 LVS LAS VEGAS S LVS US 01/22/11 P55 10.3 57.5 6.45 -5.2 632 ATLS ATLAS ENERG ATLS US 11/20/10 C32 10.3 39.1 0.60 300.0 2188 WIT WIPRO LTD-A WIT US 11/20/10 C15 10.2 32.6 0.35 16.7 1000 SIRI SIRIUS XM R SIRI US 12/18/10 P1.5 10.2 56.4 0.12 -7.7 282

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NILE BLUE NILE I NILE US 11/20/10 C50 -61.8 26.3 0.55 -45.0 1697 EXM EXCEL MARIT EXM US 11/20/10 C6 -59.3 16.3 0.30 100.0 801 COHR COHERENT IN COHR US 11/20/10 C45 -46.2 27.8 0.75 -44.4 289 SBUX STARBUCKS C SBUX US 11/20/10 C32 -39.6 26.6 0.25 -16.7 3668 SBUX STARBUCKS C SBUX US 11/20/10 C30 -38.9 27.7 1.27 39.6 3322 SBUX STARBUCKS C SBUX US 11/20/10 C31 -38.2 26.7 0.63 21.1 9972 CROX CROCS INC CROX US 11/20/10 P14 -37.6 53.0 0.55 -11.3 475 SQNM SEQUENOM IN SQNM US 11/20/10 C7 -37.4 44.3 0.45 66.7 684 JDSU JDS UNIPHAS JDSU US 11/20/10 C12 -35.2 40.5 0.18 -30.8 827 SBUX STARBUCKS C SBUX US 11/20/10 P31 -34.5 27.2 0.71 -61.6 475 JDSU JDS UNIPHAS JDSU US 11/20/10 C11 -34.3 42.4 0.69 6.2 1193 DISH DISH NETWOR DISH US 11/20/10 C20 -33.8 35.9 1.15 -14.8 2611 JDSU JDS UNIPHAS JDSU US 11/20/10 P11 -33.4 41.8 0.20 -60.8 274 SBUX STARBUCKS C SBUX US 11/20/10 P30 -33.1 27.8 0.34 -71.4 1991 MCHP MICROCHIP T MCHP US 11/20/10 C34 -32.2 26.1 0.40 -52.9 473 CROX CROCS INC CROX US 11/20/10 C14 -31.0 57.1 0.67 -55.3 407 LINTA LIBERTY-INT LINTA US 11/20/10 C15 -31.0 34.1 0.55 0.0 1005 SWKS SKYWORKS SO SWKS US 11/20/10 C24 -30.4 37.8 0.85 0.0 1012 KFT KRAFT FOODS KFT US 11/20/10 P31 -29.8 16.4 0.36 33.3 368 DISH DISH NETWOR DISH US 11/20/10 P20 -29.1 39.2 0.35 -41.7 1907 KFT KRAFT FOODS KFT US 11/20/10 P30 -29.0 19.4 0.13 8.3 729 SWKS SKYWORKS SO SWKS US 11/20/10 C25 -28.6 38.2 0.40 -27.3 296 TW TOWERS WATS TW US 11/20/10 P50 -28.5 20.0 0.85 142.9 210 KFT KRAFT FOODS KFT US 11/20/10 P32 -27.6 15.6 1.02 52.2 2169 MCHP MICROCHIP T MCHP US 11/20/10 C35 -27.4 26.1 0.15 -66.7 284 SD SANDRIDGE E SD US 11/20/10 P5 -27.2 55.8 0.27 237.5 1950 SWKS SKYWORKS SO SWKS US 11/20/10 P24 -27.2 39.0 0.61 -51.2 224 JAZZ JAZZ PHARMA JAZZ US 11/20/10 C14 -26.8 48.1 0.50 0.0 262 KFT KRAFT FOODS KFT US 11/20/10 C31 -26.7 17.1 0.48 -58.6 1060 DISH DISH NETWOR DISH US 11/20/10 C21 -26.5 39.0 0.55 -21.4 1886 PXP PLAINS EXPL PXP US 11/20/10 P28 -25.9 42.3 0.44 -40.5 743 ATVI ACTIVISION ATVI US 11/20/10 P11 -25.9 30.8 0.12 -20.0 253 FIG FORTRESS IN FIG US 12/18/10 C5 -25.7 38.3 0.25 0.0 695 AMKR AMKOR TECH AMKR US 11/20/10 C7 -25.4 57.4 0.15 -75.8 919 ATVI ACTIVISION ATVI US 11/20/10 C11 -25.0 31.3 0.43 -44.9 690 KFT KRAFT FOODS KFT US 11/20/10 C32 -25.0 16.0 0.12 -75.0 1836 PXP PLAINS EXPL PXP US 11/20/10 C29 -24.8 42.1 1.09 -33.9 875 MED MEDIFAST IN MED US 11/20/10 C25 -24.6 47.4 0.64 -63.4 780 MED MEDIFAST IN MED US 11/20/10 C24 -24.5 50.3 1.05 -53.3 241 PXP PLAINS EXPL PXP US 11/20/10 C28 -23.6 43.3 1.85 -12.7 1464 KIM KIMCO REALT KIM US 11/20/10 C17.5 -21.9 24.3 0.70 16.7 293 AIG AMERICAN IN AIG US 11/20/10 C46 -21.6 33.9 0.62 -40.4 5411 AIG AMERICAN IN AIG US 11/20/10 P45 -21.4 34.6 1.49 -16.8 268 AIG AMERICAN IN AIG US 11/20/10 C44 -21.1 33.7 1.73 -7.5 1501 AIG AMERICAN IN AIG US 11/20/10 C45 -20.6 33.9 1.01 -26.8 3104 AIG AMERICAN IN AIG US 11/20/10 P44 -20.4 34.6 0.95 -24.6 669 AIG AMERICAN IN AIG US 11/20/10 C43 -20.2 33.9 2.10 -15.0 1154 SD SANDRIDGE E SD US 11/20/10 C5 -20.1 55.9 0.21 -77.4 2971 WY WEYERHAEUSE WY US 11/20/10 C18 -19.8 24.1 0.10 -33.3 288 AIG AMERICAN IN AIG US 11/20/10 P43 -19.7 35.3 0.63 -24.1 1363 CASY CASEY'S GEN CASY US 11/20/10 C40 -19.4 15.6 0.40 14.3 200 SD SANDRIDGE E SD US 12/18/10 P5 -19.3 52.6 0.41 141.2 2699 SBUX STARBUCKS C SBUX US 12/18/10 C32 -19.1 26.2 0.67 34.0 557 LINTA LIBERTY-INT LINTA US 12/18/10 P16 -19.0 33.7 0.95 0.0 5000 RBCN RUBICON TEC RBCN US 11/20/10 P22.5 -19.0 74.8 0.85 13.3 430 JDSU JDS UNIPHAS JDSU US 12/18/10 C12 -18.8 40.1 0.41 -2.4 246 CROX CROCS INC CROX US 12/18/10 C14 -18.7 54.9 1.10 -38.9 731 ATML ATMEL CORP ATML US 11/20/10 C10 -17.7 48.1 0.40 166.7 938 SBUX STARBUCKS C SBUX US 12/18/10 C31 -17.7 26.9 1.20 53.9 483 SBUX STARBUCKS C SBUX US 12/18/10 C30 -17.3 27.4 1.67 41.5 1830 ARLP ALLIANCE RE ARLP US 12/18/10 C60 -17.1 25.0 1.85 -26.0 310 TSO TESORO CORP TSO US 11/20/10 C14 -16.9 38.9 0.45 25.0 685 INSP INFOSPACE I INSP US 12/18/10 P7.5 -16.7 50.7 0.45 200.0 205 KFT KRAFT FOODS KFT US 12/18/10 C32 -16.6 15.3 0.31 -55.1 713 KFT KRAFT FOODS KFT US 12/18/10 P30 -16.1 18.4 0.34 17.2 827 DTG DOLLAR THRI DTG US 12/18/10 C47 -15.8 18.6 2.00 2.6 215 AGO ASSURED GUA AGO US 11/20/10 C20 -14.9 53.9 0.97 -22.4 640 CADX CADENCE PHA CADX US 12/18/10 P7.5 -14.7 58.5 0.55 10.0 300 KFT KRAFT FOODS KFT US 12/18/10 C31 -14.6 16.5 0.70 -44.9 783 DISH DISH NETWOR DISH US 12/18/10 C20 -14.4 34.5 1.40 -3.5 569 SD SANDRIDGE E SD US 12/18/10 C5 -14.1 53.2 0.31 -69.3 1511 C CITIGROUP I C US 11/20/10 P4.5 -14.1 32.1 0.14 -41.7 9694 INSP INFOSPACE I INSP US 12/18/10 C7.5 -14.1 53.2 0.55 -69.4 243 EWP ISHARES-SPA EWP US 11/20/10 P41 -14.0 29.2 0.45 -52.6 400 MCHP MICROCHIP T MCHP US 01/22/11 C34 -14.0 22.4 1.05 -27.1 294 QQQQ POWERSH-QQQ QQQQ US 11/20/10 C51 -13.7 20.6 2.81 -0.3 388 MCHP MICROCHIP T MCHP US 12/18/10 C34 -13.7 24.9 0.80 -28.6 841 BRCD BROCADE COM BRCD US 11/20/10 P6 -13.6 39.8 0.13 -13.3 1010 HRB H&R BLOCK I HRB US 11/20/10 C13 -13.5 54.8 0.40 100.0 4223 FIG FORTRESS IN FIG US 11/20/10 P5 -13.3 47.0 0.20 -69.2 380 RFMD RF MICRO DE RFMD US 11/20/10 C7.5 -13.1 37.5 0.20 -28.6 273 FLR FLUOR CORP FLR US 11/20/10 C55 -13.1 30.0 1.20 700.0 3286 CF CF INDUSTRI CF US 11/20/10 C135 -13.0 42.2 1.89 136.2 630 KFT KRAFT FOODS KFT US 01/22/11 P30 -12.6 19.3 0.68 7.9 1120 MCHP MICROCHIP T MCHP US 12/18/10 C35 -12.5 24.5 0.50 -28.6 356 SBUX STARBUCKS C SBUX US 01/22/11 C32 -12.3 27.1 1.10 35.8 1543 QLIK QLIK TECHNO QLIK US 11/20/10 P25 -12.2 50.0 1.65 50.0 200 PLD PROLOGIS PLD US 11/20/10 C15 -12.1 31.9 0.20 0.0 438 TBT PROSHARES U TBT US 11/20/10 P36 -12.0 29.0 1.30 -33.7 518 CRUS CIRRUS LOGI CRUS US 11/20/10 P13 -11.8 52.9 0.30 -50.0 283 POT POTASH CORP POT US 12/18/10 P145 -11.7 29.8 7.30 -12.8 452 TBT PROSHARES U TBT US 11/20/10 C36 -11.5 28.8 0.42 44.8 1055 SBUX STARBUCKS C SBUX US 01/22/11 C31 -11.5 27.7 1.56 33.3 297 TNK TEEKAY TANK TNK US 11/20/10 C12.5 -11.4 28.6 0.25 0.0 253 QQQQ POWERSH-QQQ QQQQ US 11/20/10 C52 -11.4 19.1 1.91 -3.0 1245 SNY SANOFI-AVEN SNY US 11/20/10 P36 -11.4 23.7 0.70 16.7 206 IAG IAMGOLD COR IAG US 11/20/10 P18 -11.4 44.8 0.35 16.7 804 JDSU JDS UNIPHAS JDSU US 01/22/11 P11 -11.3 40.5 0.64 -27.3 2465 SD SANDRIDGE E SD US 01/22/11 P5 -11.3 52.8 0.51 104.0 279 HBC HSBC HOLDIN HBC US 11/20/10 P55 -11.2 25.9 0.98 38.0 1368 SBUX STARBUCKS C SBUX US 01/22/11 C30 -11.0 28.4 2.07 30.2 701 MAN MANPOWER IN MAN US 11/20/10 P55 -10.8 29.4 0.45 -25.0 1327 EPD ENTERPRISE EPD US 11/20/10 C43 -10.7 13.6 1.00 42.9 237 TEVA TEVA PHARM- TEVA US 11/20/10 P52.5 -10.7 18.7 1.80 -15.9 495 HBC HSBC HOLDIN HBC US 11/20/10 C55 -10.6 25.4 1.51 -32.3 1312 TBT PROSHARES U TBT US 11/20/10 C35 -10.6 28.3 0.80 48.1 2646 TBT PROSHARES U TBT US 12/18/10 C34 -10.4 30.0 2.05 21.3 678 TC THOMPSON CR TC US 11/20/10 C13 -10.3 49.2 0.50 42.9 205 POT POTASH CORP POT US 12/18/10 P140 -10.3 30.7 4.90 -14.0 4107 S SPRINT NEXT S US 11/20/10 C4 -10.3 40.9 0.15 -28.6 221 CVH COVENTRY HE CVH US 11/20/10 C25 -10.2 36.2 0.45 28.6 284 BRCD BROCADE COM BRCD US 11/20/10 C6 -10.2 40.1 0.28 -15.2 8779 QQQQ POWERSH-QQQ QQQQ US 11/20/10 C53 -10.1 17.8 1.15 -5.0 2546

*T

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

-- Bloomberg News

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