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

Nov. 22 (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
=============================================================================
SPY    SPDR S&P 50  SPY US 12/18/10 P125      48.0  20.4   6.24   12.8    994
SPY    SPDR S&P 50  SPY US 12/18/10 P124      39.8  19.4   5.36   14.0   2409
DOLE   DOLE FOOD C  DOLE US 01/22/11 C10      29.7  36.0   0.70    0.0    319
ZLC    ZALE CORP    ZLC US 12/18/10 C3.5      28.2  89.7   0.30  100.0    379
XLU    SPDR-UTIL S  XLU US 12/18/10 P32       28.0  14.6   1.34    3.1    200
SPY    SPDR S&P 50  SPY US 12/18/10 P122      25.4  18.5   3.80   18.0   5138
TIN    TEMPLE-INLA  TIN US 12/18/10 C22       24.1  46.2   0.70  180.0   3953
TIN    TEMPLE-INLA  TIN US 12/18/10 C21       24.1  46.1   1.15  187.5   2357
BRKR   BRUKER CORP  BRKR US 12/18/10 C15      23.4  42.2   1.00   42.9   2001
DTG    DOLLAR THRI  DTG US 12/18/10 C48       22.1  18.1   0.25    0.0    460
SPY    SPDR S&P 50  SPY US 12/18/10 P121      20.6  18.4   3.15   16.7   7850
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P55      19.4  19.2   2.84    2.5   1281
DIA    SPDR DJIA T  DIA US 12/18/10 P114      16.7  15.0   3.65   23.7    597
SPY    SPDR S&P 50  SPY US 12/18/10 P120      15.9  18.5   2.58   15.2  14101
XHB    SPDR S&P HO  XHB US 12/18/10 P16       15.7  29.2   0.78    6.8   1031
BBVA   BANCO BILBA  BBVA US 01/22/11 C11      15.4  47.8   0.90    0.0   5030
GS     GOLDMAN SAC  GS US 12/18/10 C165       14.4  27.8   3.00  -40.6   3353
GS     GOLDMAN SAC  GS US 12/18/10 C160       14.3  29.3   5.35  -35.5   1901
QQQQ   POWERSH-QQQ  QQQQ US 12/18/10 P54      14.0  18.6   2.02    2.5   2901
SPY    SPDR S&P 50  SPY US 12/18/10 P119      13.5  18.8   2.12   14.0  12083
DB     DEUTSCHE BA  DB US 01/22/11 C55        13.5  36.3   2.75  -14.1    200
PDCO   PATTERSON C  PDCO US 12/18/10 C30      13.2  27.1   0.35   40.0    750
XLF    SPDR-FINL S  XLF US 12/18/10 P15       13.1  25.6   0.62   31.9    808
GS     GOLDMAN SAC  GS US 12/18/10 P165       13.0  27.3   7.00   89.2   1409
QCOM   QUALCOMM IN  QCOM US 12/18/10 C45      12.9  29.5   2.68  -13.6    357
EV     EATON VANCE  EV US 12/18/10 P30        12.8  32.8   0.75   -6.2    603
GS     GOLDMAN SAC  GS US 12/18/10 C155       12.6  31.4   8.65  -30.2    577
LDK    LDK SOLAR C  LDK US 12/18/10 P11       12.5  77.4   0.77    2.7   5478
EXAS   EXACT SCIEN  EXAS US 12/18/10 C6       12.0  71.3   0.35  -12.5    522
SPY    SPDR S&P 50  SPY US 12/18/10 P118      12.0  19.4   1.74   16.0  13404
GS     GOLDMAN SAC  GS US 12/18/10 P160       11.2  28.6   4.40  111.5   3356
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C42       11.2  35.6   1.93   12.2   1934
PWE    PENN WEST E  PWE US 12/18/10 C21       11.0  30.2   1.20  -14.3    209
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C41       10.9  36.5   2.52    8.6    290
DIA    SPDR DJIA T  DIA US 12/18/10 P113      10.8  15.0   2.80   18.6    235
HPQ    HEWLETT-PAC  HPQ US 12/18/10 P42       10.8  35.2   1.28    2.4   4512
CBRL   CRACKER BAR  CBRL US 12/18/10 C60      10.7  30.8   0.85   88.9   1092
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C43       10.7  34.5   1.39   15.8   5960
HPQ    HEWLETT-PAC  HPQ US 12/18/10 C44       10.7  33.6   0.93   16.2   2251
CRK    COMSTOCK RE  CRK US 12/18/10 C25       10.6  43.6   1.15   35.3    329
SWHC   SMITH & WES  SWHC US 12/18/10 C4       10.3  49.4   0.10    0.0    824
SPY    SPDR S&P 50  SPY US 12/18/10 P117      10.2  19.9   1.41   15.6   5646
HPQ    HEWLETT-PAC  HPQ US 12/18/10 P41       10.2  36.1   0.92    4.5   1263

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= NOVL NOVELL INC NOVL US 05/21/11 C6 -80.2 7.0 0.10 -75.0 215 NOVL NOVELL INC NOVL US 12/18/10 C6 -80.2 10.8 0.05 -75.0 4678 REGN REGENERON P REGN US 12/18/10 C28 -74.0 30.9 1.00 -50.0 2793 REGN REGENERON P REGN US 12/18/10 C27 -71.9 33.1 1.45 -38.6 237 REGN REGENERON P REGN US 12/18/10 P27 -66.8 38.7 0.75 -84.0 854 JBLU JETBLUE AIR JBLU US 12/18/10 C7 -29.1 30.6 0.15 -25.0 1050 TW TOWERS WATS TW US 12/18/10 P50 -23.7 18.5 1.25 -35.9 200 GENZ GENZYME COR GENZ US 12/18/10 C72.5 -22.5 22.6 1.23 -27.6 1169 LNG CHENIERE EN LNG US 12/18/10 P6 -20.9 105.6 0.65 0.0 675 GERN GERON CORP GERN US 12/18/10 C6 -20.6 61.1 0.30 -14.3 769 AET AETNA INC AET US 12/18/10 P31 -19.8 29.2 0.89 -36.0 921 WLP WELLPOINT I WLP US 12/18/10 P57.5 -18.6 31.2 0.88 -53.9 3434 AET AETNA INC AET US 12/18/10 P32 -18.4 28.8 1.43 -31.6 988 KNDL KENDLE INTL KNDL US 12/18/10 C10 -18.2 56.0 0.50 -31.5 229 AET AETNA INC AET US 12/18/10 C32 -18.0 28.8 0.59 -9.2 1860 GMCR GREEN MOUNT GMCR US 12/18/10 P35 -17.8 61.4 2.20 -61.1 645 WLP WELLPOINT I WLP US 12/18/10 P60 -17.5 29.7 1.81 -42.7 1511 GMCR GREEN MOUNT GMCR US 12/18/10 C36.67 -17.3 60.6 1.55 181.8 1068 WLP WELLPOINT I WLP US 12/18/10 C60 -17.3 30.5 2.02 12.8 1820 AET AETNA INC AET US 12/18/10 C31 -17.2 29.8 1.04 6.1 306 WLP WELLPOINT I WLP US 12/18/10 C57.5 -17.2 32.4 3.60 21.6 660 LYB LYONDELLBAS LYB US 12/18/10 C30 -16.6 32.0 0.50 -16.7 814 WY WEYERHAEUSE WY US 12/18/10 C18 -16.5 28.6 0.25 -16.7 349 CRUS CIRRUS LOGI CRUS US 12/18/10 C16 -16.4 50.6 0.55 120.0 2900 TSN TYSON FOODS TSN US 12/18/10 C16 -16.0 33.3 0.60 20.0 205 TTI TETRA TECHN TTI US 12/18/10 C10 -16.0 40.3 0.70 0.0 300 TSN TYSON FOODS TSN US 12/18/10 C17 -15.9 32.5 0.21 5.0 494 STV CHINA DIGIT STV US 12/18/10 P7.5 -15.8 63.0 0.35 0.0 234 VIP VIMPELCOM L VIP US 12/18/10 P15 -15.7 32.3 0.55 57.1 1001 GENZ GENZYME COR GENZ US 12/18/10 C70 -15.2 25.5 2.95 0.0 520 SCCO SOUTHERN CO SCCO US 01/22/11 P45 -14.9 38.0 3.40 -24.4 1000 SYMC SYMANTEC CO SYMC US 12/18/10 P17 -14.7 29.1 0.50 -10.7 1045 WLP WELLPOINT I WLP US 12/18/10 C62.5 -14.5 30.1 0.97 12.8 1663 HUM HUMANA INC HUM US 12/18/10 C57.5 -14.5 29.9 2.00 37.9 238 ELX EMULEX CORP ELX US 01/22/11 C11 -14.5 30.1 0.90 -5.3 2818 ARG AIRGAS INC ARG US 12/18/10 P65 -14.2 31.4 1.75 -7.9 896 UNH UNITEDHEALT UNH US 12/18/10 P36 -14.2 31.8 1.10 -23.6 1132 GMCR GREEN MOUNT GMCR US 12/18/10 C35 -14.2 62.6 2.35 173.3 2120 DG DOLLAR GENE DG US 12/18/10 P30 -14.1 27.6 0.45 -30.8 1003 GMCR GREEN MOUNT GMCR US 12/18/10 P33.33 -13.8 63.2 1.58 -62.4 960 HUM HUMANA INC HUM US 12/18/10 C60 -13.8 29.0 0.95 26.7 2015 UNH UNITEDHEALT UNH US 12/18/10 P35 -13.8 32.4 0.69 -32.4 3476 DPZ DOMINO'S PI DPZ US 12/18/10 C15 -13.4 28.4 0.25 0.0 231 KLIC KULICKE & S KLIC US 12/18/10 P6 -13.2 44.2 0.25 0.0 330 CCME CHINA MEDIA CCME US 12/18/10 C17.5 -13.0 87.9 1.25 -7.4 414 UNH UNITEDHEALT UNH US 12/18/10 P37 -13.0 31.0 1.64 -18.0 488 MFE MCAFEE INC MFE US 12/18/10 P47 -12.7 7.7 0.40 0.0 320 QCOM QUALCOMM IN QCOM US 12/18/10 P49 -12.6 20.3 2.20 12.2 381 PAL NORTH AMER PAL US 12/18/10 C6 -12.4 57.5 0.25 0.0 414 DF DEAN FOODS DF US 12/18/10 C7.5 -12.4 47.8 0.40 -33.3 609 UNH UNITEDHEALT UNH US 12/18/10 P38 -12.3 30.5 2.28 -12.6 633 CI CIGNA CORP CI US 12/18/10 P37 -12.1 30.8 1.10 -12.7 322 MFE MCAFEE INC MFE US 03/19/11 C47 -11.9 6.9 0.80 0.0 210 WLP WELLPOINT I WLP US 01/22/11 P60 -11.9 29.4 2.81 -36.1 2790 FRO FRONTLINE L FRO US 12/18/10 P27 -11.8 34.3 0.75 15.4 591 DYN DYNEGY INC DYN US 12/18/10 C5 -11.7 42.9 0.20 -33.3 3021 CI CIGNA CORP CI US 12/18/10 P38 -11.6 30.2 1.18 -29.3 630 GMCR GREEN MOUNT GMCR US 12/18/10 C33.33 -11.5 64.7 3.21 148.8 1306 KSP K-SEA TRANS KSP US 12/18/10 P5 -11.4 56.1 0.50 66.7 500 KWK QUICKSILVER KWK US 12/18/10 C15 -11.3 39.4 0.40 -42.0 1001 MANT MANTECH INT MANT US 12/18/10 C40 -11.3 28.3 1.10 -4.3 414 SYMC SYMANTEC CO SYMC US 12/18/10 C17 -11.3 30.7 0.59 -22.4 221 UNH UNITEDHEALT UNH US 12/18/10 C35 -11.2 33.3 1.98 -3.4 600 CRUS CIRRUS LOGI CRUS US 12/18/10 P16 -11.2 53.5 1.30 -45.8 232 STX SEAGATE TEC STX US 12/18/10 C14 -11.1 54.9 1.16 -22.7 3107 AFFY AFFYMAX INC AFFY US 12/18/10 C6 -11.0 104.0 0.65 18.2 228 MFE MCAFEE INC MFE US 06/18/11 C47 -11.0 5.7 0.85 -5.6 310 ARG AIRGAS INC ARG US 12/18/10 C67.5 -10.9 27.7 1.30 -36.6 821 LNG CHENIERE EN LNG US 12/18/10 C6 -10.7 93.9 0.65 -13.3 373 ANW AEGEAN MARI ANW US 12/18/10 C10 -10.7 52.0 0.55 -8.3 238 UNH UNITEDHEALT UNH US 12/18/10 C36 -10.6 32.2 1.37 3.8 3947 OPTR OPTIMER PHA OPTR US 12/18/10 C10 -10.5 46.2 0.35 16.7 258 CI CIGNA CORP CI US 12/18/10 C38 -10.5 30.8 0.85 -27.4 712 VMED VIRGIN MEDI VMED US 12/18/10 P26 -10.5 29.5 0.50 -36.7 2648 AET AETNA INC AET US 01/22/11 P31 -10.5 28.7 1.40 -25.1 282 EWA ISHARES-AUS EWA US 12/18/10 P24 -10.5 27.9 0.55 10.0 319 WLP WELLPOINT I WLP US 01/22/11 P57.5 -10.4 30.2 1.69 -38.1 349 AEO AMER EAGLE AEO US 12/18/10 P16 -10.3 39.4 0.55 -8.3 220 PDLI PDL BIOPHAR PDLI US 01/22/11 C5.5 -10.2 20.8 0.30 -14.3 210


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


-- Bloomberg News


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