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

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Dec. 14 (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
=============================================================================
ANAD   ANADIGICS I  ANAD US 01/22/11 C5       49.9 104.6   2.80    3.7    241
F      FORD MOTOR   F US 01/22/11 C12.5       42.4  44.2   3.95   -1.2    281
ALSK   ALASKA COMM  ALSK US 01/22/11 C10      41.9  40.2   1.25    4.2    222
Q      QWEST COMMU  Q US 01/22/11 C7.5        39.8  16.3   0.10    0.0    870
EMS    EMERGENCY M  EMS US 01/22/11 C60       37.9  35.1   4.96 1966.7    222
THC    TENET HEALT  THC US 05/21/11 P4        23.4  67.7   0.11   10.0    263
IVN    IVANHOE MIN  IVN US 03/19/11 P24       22.6  67.2   2.75   25.0    461
STO    STATOIL ASA  STO US 01/22/11 P20       19.8  33.4   0.10    0.0    276
TTM    TATA MOTORS  TTM US 01/21/12 P25       19.5  41.8   2.50    0.0   1000
GXDX   GENOPTIX IN  GXDX US 01/22/11 C20      18.9  43.1   1.60    0.0    220
WHR    WHIRLPOOL C  WHR US 01/22/11 C90       16.2  44.6   3.96   52.3   3566
WHR    WHIRLPOOL C  WHR US 01/22/11 P85       15.8  44.3   3.69   -6.6    550
WHR    WHIRLPOOL C  WHR US 01/22/11 C80       15.8  46.0   9.90   26.9   2439
NGG    NATIONAL GR  NGG US 06/18/11 C45       15.8  25.3   2.50    0.0   1449
WHR    WHIRLPOOL C  WHR US 01/22/11 C85       15.0  44.2   6.25   33.0   2256
AIG    AMERICAN IN  AIG US 01/22/11 P43       15.0  47.9   0.36  -41.0    841
AIG    AMERICAN IN  AIG US 01/22/11 P45       14.7  46.2   0.60  -46.4    236
SNV    SYNOVUS FIN  SNV US 01/22/11 C2.5      13.2  62.0   0.15   50.0    294
MRK    MERCK & CO   MRK US 01/22/11 P34       12.2  22.1   0.22  -24.1    321
CMCSA  COMCAST COR  CMCSA US 01/22/11 P20     12.1  28.7   0.14  -44.0    619
MRK    MERCK & CO   MRK US 04/16/11 P35       11.7  22.1   1.27  -12.4    244
CMCSA  COMCAST COR  CMCSA US 01/22/11 P21     11.6  26.1   0.30  -45.5    584
GENZ   GENZYME COR  GENZ US 01/22/11 P72.5    11.5  20.4   3.05  -25.6    500
UNG    US NAT GAS   UNG US 01/22/11 C5        10.7  50.4   1.03   -7.2    457

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= AIG AMERICAN IN AIG US 01/21/12 C30 -64.0 12.9 20.60 8.4 246 BBY BEST BUY CO BBY US 01/22/11 C33 -53.4 32.6 3.20 -65.5 316 CVE CENOVUS ENE CVE US 03/19/11 C22.5 -42.7 30.1 8.70 -9.4 2500 BBY BEST BUY CO BBY US 01/22/11 C34 -39.7 32.3 2.55 -75.6 348 MFA MFA FINANCI MFA US 01/22/11 C7.5 -36.9 24.1 0.70 -17.6 225 BBY BEST BUY CO BBY US 01/22/11 C35 -33.6 32.0 1.83 -74.8 863 AMGN AMGEN INC AMGN US 01/22/11 C57.5 -32.9 23.6 0.94 -24.8 8020 AMGN AMGEN INC AMGN US 01/22/11 C55 -31.8 24.3 2.10 -0.5 2213 AMGN AMGEN INC AMGN US 01/22/11 P55 -30.8 24.4 1.43 -51.5 3421 TMX TELEF MEXI- TMX US 01/22/11 C15 -29.3 23.8 0.85 -39.3 246 KG KING PHARMA KG US 01/22/11 C14 -28.6 5.6 0.25 0.0 283 BBY BEST BUY CO BBY US 01/22/11 C36 -28.3 31.6 1.33 -78.0 3019 MNKD MANNKIND CO MNKD US 01/22/11 C5 -27.2 95.2 3.25 12.1 2166 KS KAPSTONE PA KS US 01/22/11 C15 -26.5 26.9 0.60 0.0 300 THC TENET HEALT THC US 01/22/11 C2.5 -26.4 136.9 4.00 2.6 500 AMGN AMGEN INC AMGN US 01/22/11 C52.5 -25.1 25.8 3.80 15.2 428 BBY BEST BUY CO BBY US 01/22/11 P33 -24.3 32.2 0.48 433.3 1082 HOT STARWOOD HO HOT US 01/22/11 C48 -23.8 40.1 11.60 -9.4 308 AMGN AMGEN INC AMGN US 01/22/11 P52.5 -23.6 25.8 0.65 -60.6 1333 BBY BEST BUY CO BBY US 01/22/11 C37 -23.4 31.1 0.90 -83.6 2431 BBY BEST BUY CO BBY US 01/22/11 P36 -23.3 30.6 1.64 412.5 1978 BBY BEST BUY CO BBY US 01/22/11 P31 -22.8 34.2 0.18 500.0 5267 BBY BEST BUY CO BBY US 03/19/11 C34 -22.5 33.0 3.30 -63.3 1627 BEXP BRIGHAM EXP BEXP US 01/22/11 C22.5 -22.4 50.4 4.55 1.1 1205 BBY BEST BUY CO BBY US 01/22/11 P35 -22.4 31.1 1.13 465.0 2609 BBY BEST BUY CO BBY US 01/22/11 P34 -22.1 31.6 0.77 450.0 3407 JDSU JDS UNIPHAS JDSU US 01/22/11 C11 -21.0 44.3 3.15 -4.5 200 WNR WESTERN REF WNR US 01/22/11 C7.5 -19.3 46.6 2.05 -2.4 391 MNKD MANNKIND CO MNKD US 01/22/11 C6 -19.0 113.8 2.47 6.9 1104 THC TENET HEALT THC US 01/22/11 C6 -18.9 37.8 0.70 0.0 250 BBY BEST BUY CO BBY US 03/19/11 C35 -17.9 32.3 2.64 -65.3 722 MRK MERCK & CO MRK US 01/22/11 C36 -17.7 18.8 1.11 15.6 398 HBAN HUNTINGTON HBAN US 01/22/11 C5 -17.1 52.9 1.48 -14.9 580 SINA SINA CORP SINA US 01/22/11 C55 -17.0 41.8 14.99 -8.0 200 MFN MINEFINDERS MFN US 01/22/11 C11 -16.9 37.0 0.45 -59.1 350 SPPI SPECTRUM PH SPPI US 01/22/11 C5 -15.5 38.4 0.65 -7.1 205 COP CONOCOPHILL COP US 01/22/11 C60 -14.7 24.7 5.79 -7.4 1969 C CITIGROUP I C US 01/22/11 C3.5 -14.6 44.8 1.24 -6.1 1572 MRK MERCK & CO MRK US 01/22/11 C37 -14.3 17.9 0.59 20.4 378 IVN IVANHOE MIN IVN US 03/19/11 C25 -14.2 42.7 2.10 -19.2 216 MRK MERCK & CO MRK US 01/22/11 C38 -14.1 17.1 0.28 21.7 218 BBY BEST BUY CO BBY US 03/19/11 P30 -13.4 35.0 0.49 133.3 283 FAS FINL BULL 3 FAS US 01/21/12 P14 -13.3 78.2 1.98 -25.3 379 BBY BEST BUY CO BBY US 06/18/11 P25 -13.2 38.8 0.39 62.5 2662 BBY BEST BUY CO BBY US 03/19/11 P31 -12.8 34.0 0.65 195.4 320 SGMS SCIENTIFIC SGMS US 07/16/11 P7.5 -12.7 48.3 0.45 -35.7 1273 C CITIGROUP I C US 01/22/11 C3 -12.6 64.9 1.77 -1.7 350 ONTY ONCOTHYREON ONTY US 01/22/11 P2 -12.5 159.6 0.15 0.0 500 BBY BEST BUY CO BBY US 03/19/11 P32 -12.5 33.3 0.90 190.3 1131 BBY BEST BUY CO BBY US 03/19/11 P34 -11.8 31.9 1.54 258.1 388 BBY BEST BUY CO BBY US 03/19/11 P33 -11.5 32.7 1.17 244.1 427 TNP TSAKOS ENER TNP US 01/22/11 P10 -11.3 27.2 0.35 -12.5 200 BBY BEST BUY CO BBY US 03/19/11 P35 -11.2 31.4 1.90 233.3 858 IWM ISHARES-RUS IWM US 12/31/10 C75 -11.2 21.4 2.96 -8.1 405 XCO EXCO RESOUR XCO US 01/22/11 C19 -11.1 22.5 0.47 -14.6 570 MFN MINEFINDERS MFN US 02/19/11 C10 -10.7 40.8 1.30 -31.6 388 BPOP POPULAR INC BPOP US 01/22/11 C3 -10.5 44.4 0.20 -4.8 602 BBY BEST BUY CO BBY US 06/18/11 P30 -10.1 35.4 1.22 121.8 522 BBY BEST BUY CO BBY US 03/19/11 P36 -10.1 31.1 2.42 240.8 241 BBY BEST BUY CO BBY US 03/19/11 C37 -10.0 31.5 1.70 -70.4 667


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


-- Bloomberg News


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