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

Nov. 5 (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 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
=============================================================================
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


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


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