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 ============================================================================= TTM TATA MOTORS TTM US 01/22/11 P35 26.1 82.9 4.20 -6.7 1607 MFE MCAFEE INC MFE US 06/18/11 C48 15.1 3.0 0.10 0.0 270 SLE SARA LEE CO SLE US 12/18/10 C16 11.9 31.1 0.15 50.0 2069 STD BANCO SANTA STD US 06/18/11 P10 11.8 44.7 1.35 8.0 298 MELA MELA SCIENC MELA US 01/22/11 C4 11.3 97.7 0.52 -18.8 327 SLE SARA LEE CO SLE US 04/16/11 P15 11.1 27.8 1.00 11.1 420 LNG CHENIERE EN LNG US 12/18/10 C6 11.1 93.1 0.65 18.2 207 DISH DISH NETWOR DISH US 12/18/10 P19 11.0 35.9 0.70 -6.7 859 DF DEAN FOODS DF US 12/18/10 C7.5 10.8 41.1 0.25 0.0 279 BBVA BANCO BILBA BBVA US 01/22/11 P11 10.7 59.0 1.25 0.0 1011 AAN AARON'S INC AAN US 12/18/10 C20 10.2 27.1 0.75 66.7 253

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= TPC TUTOR PERIN TPC US 12/18/10 C20 -40.6 38.9 0.55 -26.7 335 XHB SPDR S&P HO XHB US 12/18/10 P16 -29.7 19.1 0.60 -26.8 737 VRGY VERIGY LTD VRGY US 12/18/10 C9 -29.2 33.2 0.20 -20.0 445 SPY SPDR S&P 50 SPY US 12/18/10 P125 -28.8 12.5 5.92 -19.2 948 SPY SPDR S&P 50 SPY US 12/18/10 P124 -25.2 12.9 5.05 -22.1 3969 BUCY BUCYRUS INT BUCY US 12/18/10 P90 -23.9 2.4 0.85 -21.3 1000 TIF TIFFANY & C TIF US 12/18/10 C60 -23.4 32.5 2.60 49.4 1855 GES GUESS? INC GES US 12/18/10 C50 -22.8 36.8 1.25 98.4 1412 TTM TATA MOTORS TTM US 01/22/11 C35 -20.0 33.8 2.30 109.1 1361 TTM TATA MOTORS TTM US 01/22/11 C36 -19.8 33.5 2.00 100.0 810 SPY SPDR S&P 50 SPY US 12/18/10 P123 -19.4 13.5 4.15 -24.8 7134 DE DEERE & CO DE US 12/18/10 C80 -19.0 25.3 0.69 -36.1 3156 TTM TATA MOTORS TTM US 12/18/10 C36 -18.6 42.6 1.30 136.4 419 DE DEERE & CO DE US 12/18/10 C75 -17.8 26.1 2.85 -8.1 5316 DE DEERE & CO DE US 12/18/10 P75 -17.0 26.2 1.37 -26.3 1164 SPY SPDR S&P 50 SPY US 12/18/10 P122 -15.8 14.1 3.49 -26.2 5947 PGH PENGROWTH E PGH US 01/22/11 C12.5 -15.7 23.3 0.70 16.7 246 NRGY INERGY LP NRGY US 12/18/10 P40 -14.6 21.4 1.18 -19.2 508 EWA ISHARES-AUS EWA US 12/18/10 C25 -14.2 23.5 0.30 50.0 372 TTM TATA MOTORS TTM US 12/18/10 C37 -14.1 43.6 1.10 340.0 505 GOOG GOOGLE INC- GOOG US 12/18/10 C620 -13.6 22.1 4.40 18.9 1126 NRGY INERGY LP NRGY US 12/18/10 C40 -13.3 20.5 0.57 -12.3 555 SPY SPDR S&P 50 SPY US 12/18/10 P121 -13.3 14.7 2.85 -27.3 9485 DTG DOLLAR THRI DTG US 12/18/10 C48 -13.2 17.8 0.25 0.0 312 GXDX GENOPTIX IN GXDX US 12/18/10 C17.5 -12.9 34.6 0.50 25.0 262 SPY SPDR S&P 50 SPY US 01/22/11 P125 -12.4 14.2 6.50 -17.5 481 SPY SPDR S&P 50 SPY US 12/31/10 P122 -11.9 14.5 4.25 -16.8 293 GOOG GOOGLE INC- GOOG US 12/18/10 C610 -11.8 22.6 7.30 25.9 589 TTM TATA MOTORS TTM US 12/18/10 C35 -11.7 43.7 1.91 247.3 202 DTG DOLLAR THRI DTG US 12/18/10 C46 -11.5 14.3 0.95 26.7 422 SMH SEMICONDUCT SMH US 12/18/10 C33 -11.4 19.1 0.17 54.5 1649 STD BANCO SANTA STD US 12/18/10 C10 -11.3 53.4 0.80 -5.9 200 MELA MELA SCIENC MELA US 12/18/10 P4 -11.3 117.0 0.60 9.1 374 DE DEERE & CO DE US 01/22/11 C80 -11.2 25.4 1.64 -16.8 252 SPY SPDR S&P 50 SPY US 12/18/10 P120 -11.0 15.5 2.31 -31.7 23881 AWI ARMSTRONG W AWI US 06/18/11 C50 -10.8 34.3 4.10 -8.9 916 SSO PROSHARES U SSO US 12/18/10 C45 -10.8 28.1 0.57 26.7 366 JRCC JAMES RIVER JRCC US 12/18/10 C20 -10.6 41.0 0.80 0.0 247 TIF TIFFANY & C TIF US 01/22/11 C60 -10.6 32.7 3.75 48.2 2004 JCG J CREW GROU JCG US 01/22/11 P42.5 -10.5 11.2 0.35 16.7 338 NLY ANNALY CAPI NLY US 12/18/10 C18 -10.5 12.9 0.23 9.5 1552 STX SEAGATE TEC STX US 12/18/10 C14 -10.4 49.5 0.76 8.6 3739 TQNT TRIQUINT SE TQNT US 12/18/10 C12 -10.4 33.1 0.40 60.0 1692 PMTI PALOMAR MED PMTI US 12/18/10 C12.5 -10.3 38.5 0.70 -6.7 470 FAS FINL BULL 3 FAS US 12/18/10 P22 -10.2 59.4 1.36 -26.5 345 DIA SPDR DJIA T DIA US 12/18/10 C117 -10.2 11.5 0.09 50.0 236 SPY SPDR S&P 50 SPY US 01/22/11 P124 -10.0 14.6 5.79 -18.4 1364

*T

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

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