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

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Dec. 27 (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
=============================================================================
AGNC   AMERICAN CA  AGNC US 01/22/11 C28      36.7  33.4   1.83    4.6    336
AAPL   APPLE INC    AAPL US 01/22/11 C310     34.5  32.6  18.00    5.3   2903
AAPL   APPLE INC    AAPL US 01/22/11 C330     34.3  30.4   7.05   27.0  17011
AAPL   APPLE INC    AAPL US 01/22/11 P310     33.6  31.9   5.50   61.8   5836
AAPL   APPLE INC    AAPL US 01/22/11 P320     33.5  30.5   9.20   39.4  10163
AGNC   AMERICAN CA  AGNC US 01/22/11 C29      33.4  19.8   0.85    0.0    438
AAPL   APPLE INC    AAPL US 01/22/11 P330     33.4  29.7  14.55   23.3   4745
AAPL   APPLE INC    AAPL US 01/22/11 C320     33.1  31.0  11.70   13.0  11657
AAPL   APPLE INC    AAPL US 01/22/11 C300     32.2  34.5  25.70    0.8   1169
AAPL   APPLE INC    AAPL US 01/22/11 P300     29.9  33.5   3.25   86.8   7482
AAPL   APPLE INC    AAPL US 01/22/11 C290     28.8  36.9  34.34   -0.6    467
FXEN   FX ENERGY I  FXEN US 02/19/11 C5       26.8  80.9   1.20  -22.6    352
AAPL   APPLE INC    AAPL US 01/22/11 P290     26.6  35.7   1.87   98.9   3991
AIG    AMERICAN IN  AIG US 01/22/11 C50       23.3  48.8   8.38   67.6    763
AAPL   APPLE INC    AAPL US 01/22/11 P280     23.0  38.5   1.14   96.5   2022
AIG    AMERICAN IN  AIG US 01/22/11 P50       21.9  51.7   0.52  -42.2    614
AAPL   APPLE INC    AAPL US 01/22/11 C280     20.8  40.0  43.65   -1.5    335
AIG    AMERICAN IN  AIG US 01/22/11 C55       19.7  46.5   4.50  117.4   3782
AAPL   APPLE INC    AAPL US 01/22/11 P270     19.2  41.9   0.73   82.5    664
CVVT   CHINA VALVE  CVVT US 01/22/11 P10      19.1  78.3   0.60  -14.3    502
CVVT   CHINA VALVE  CVVT US 01/22/11 P7.5     18.8 109.2   0.15   -6.2    444
AIG    AMERICAN IN  AIG US 01/22/11 P40       18.2  68.1   0.04  -66.7   1000
ACAS   AMERICAN CA  ACAS US 01/22/11 P8       17.9  31.5   0.25    0.0    492
JTX    JACKSON HEW  JTX US 04/16/11 C1        17.4 175.6   1.50   57.9    348
AIG    AMERICAN IN  AIG US 01/22/11 P55       17.0  48.8   1.64  -43.8   1264
CSCO   CISCO SYSTE  CSCO US 01/22/11 C16      16.8  48.5   4.05    8.0    338
CNC    CENTENE COR  CNC US 01/22/11 P22.5     16.6  44.1   0.15  -25.0    202
BAC    BANK OF AME  BAC US 01/22/11 P11       16.6  51.0   0.05  -16.7   1394
KIRK   KIRKLAND'S   KIRK US 01/22/11 C15      16.4  45.4   0.55  266.7    286
ELNK   EARTHLINK I  ELNK US 07/16/11 C9       16.4  26.2   0.45   28.6    800
GGP    GENERAL GRO  GGP US 01/22/11 P15       16.3  38.7   0.49   63.3    410
CSCO   CISCO SYSTE  CSCO US 01/22/11 P19      16.2  24.5   0.12  -40.0   1774
ITW    ILLINOIS TO  ITW US 01/22/11 C50       16.0  24.3   3.50    0.0   1222
CSX    CSX CORP     CSX US 01/22/11 C57.5     15.9  33.6   6.85    4.6   1540
AIG    AMERICAN IN  AIG US 01/22/11 C57.5     15.9  46.6   3.05  150.0   1763
GE     GENERAL ELE  GE US 01/22/11 C16        15.8  34.1   2.12    1.9    201
HOV    HOVNANIAN E  HOV US 01/22/11 P4        15.6  54.9   0.27    8.0    221
MCP    MOLYCORP IN  MCP US 01/22/11 P42       15.3  78.6   1.20  -38.5    422
PACW   PACWEST BAN  PACW US 02/19/11 C22.5    15.2  35.3   0.70    0.0    200
CSCO   CISCO SYSTE  CSCO US 01/22/11 P17.5    14.7  30.8   0.02  -33.3    432
AAPL   APPLE INC    AAPL US 01/22/11 P260     14.4  45.3   0.48   45.5    344
KEY    KEYCORP      KEY US 01/22/11 P5        14.3 122.2   0.02  100.0    200
JASO   JA SOLAR HO  JASO US 01/22/11 P7       14.0  50.5   0.40   33.3    219
ENTR   ENTROPIC CO  ENTR US 01/22/11 C10      13.9  55.5   1.65   -2.9    211
MCP    MOLYCORP IN  MCP US 01/22/11 C42       13.9  77.5   8.20   54.7    508
AIG    AMERICAN IN  AIG US 01/22/11 P57.5     13.7  49.0   2.77  -40.4    636
AIG    AMERICAN IN  AIG US 02/19/11 P41       12.9  60.0   0.32   -5.9   1508
NWSA   NEWS CORP-A  NWSA US 02/19/11 C15      12.8  28.2   0.40  -33.3    210
AIG    AMERICAN IN  AIG US 01/22/11 C60       12.8  47.0   1.98  164.0   2354
ETE    ENERGY TRAN  ETE US 01/22/11 C40       12.6  20.4   0.20   33.3   1280
CSCO   CISCO SYSTE  CSCO US 01/22/11 C19      12.4  25.1   1.28   40.7  10851
AAPL   APPLE INC    AAPL US 01/22/11 P250     12.3  48.9   0.32   33.3    471
AGNC   AMERICAN CA  AGNC US 03/19/11 C25      12.2  49.9   4.80    0.0    360
CSCO   CISCO SYSTE  CSCO US 01/22/11 C17.5    12.1  34.1   2.66   17.2   1367
GE     GENERAL ELE  GE US 01/22/11 C17.5      12.0  26.3   0.81    5.2   1722
C      CITIGROUP I  C US 01/22/11 C4          11.9  42.2   0.73    4.3   1199
JPM    JPMORGAN CH  JPM US 01/22/11 P36       11.8  39.6   0.09  -10.0    244
C      CITIGROUP I  C US 01/22/11 P4          11.6  42.6   0.02    0.0   2088
GU     GUSHAN ENVI  GU US 01/22/11 C5         11.2 122.8   0.70  600.0    259
DIA    SPDR DJIA T  DIA US 01/22/11 C115      11.1  14.4   1.83  -11.2    244
JPM    JPMORGAN CH  JPM US 01/22/11 P32       11.1  52.6   0.03  -25.0    510
FAS    FINL BULL 3  FAS US 01/22/11 C26.67    10.8  58.3   2.29   15.7    314
T      AT&T INC     T US 10/22/11 C25         10.8  21.7   4.40    0.0    200
FAS    FINL BULL 3  FAS US 01/22/11 C27       10.7  57.9   2.10   22.1    208
JPM    JPMORGAN CH  JPM US 01/22/11 P37.5     10.6  35.4   0.18    5.9    410
C      CITIGROUP I  C US 02/19/11 P4.5        10.6  32.5   0.13    0.0    707
AGNC   AMERICAN CA  AGNC US 01/22/11 C30      10.5  19.6   0.25   25.0    396
AIG    AMERICAN IN  AIG US 01/22/11 P60       10.4  49.6   4.15  -36.7    322
FAS    FINL BULL 3  FAS US 01/22/11 P26.67    10.3  60.5   1.23   -8.2    367
FAS    FINL BULL 3  FAS US 01/22/11 P25       10.3  63.9   0.71  -11.2    451
MCP    MOLYCORP IN  MCP US 01/22/11 P48       10.2  74.7   3.10  -39.2    218
CVC    CABLEVISION  CVC US 01/22/11 P35       10.2  29.7   1.95    5.4    650
AAPL   APPLE INC    AAPL US 01/22/11 P230     10.1  57.0   0.18   28.6    202
JPM    JPMORGAN CH  JPM US 01/22/11 P41       10.1  29.6   0.72  -12.2    574

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CTV COMMSCOPE I CTV US 04/16/11 C31 -37.5 3.0 0.45 -18.2 457 IMAX IMAX CORP IMAX US 01/22/11 C22 -21.6 39.0 3.40 -12.8 754 CTV COMMSCOPE I CTV US 07/16/11 P31 -21.0 3.7 0.15 -25.0 1592 IRDM IRIDIUM COM IRDM US 01/22/11 C7.5 -18.6 35.0 0.85 -10.5 258 IRE BANK IRELAN IRE US 01/22/11 C1.48 -17.6 100.8 0.80 -5.9 398 KG KING PHARMA KG US 01/22/11 C14 -17.5 8.4 0.15 0.0 300 AA ALCOA INC AA US 01/22/11 C9 -15.4 75.5 6.20 0.0 304 C CITIGROUP I C US 04/16/11 C3 -15.3 50.7 1.76 1.1 1582 APWR A-POWER ENE APWR US 01/22/11 C6 -14.3 47.4 0.20 233.3 268 ODP OFFICE DEPO ODP US 02/19/11 C5 -12.2 59.8 0.80 0.0 220 ARG AIRGAS INC ARG US 01/22/11 P62.5 -11.7 17.8 1.20 -17.2 657 CHTP CHELSEA THE CHTP US 06/18/11 P5 -11.3 70.8 0.25 -37.5 2950 C CITIGROUP I C US 04/16/11 C3.5 -11.2 41.9 1.27 1.6 552


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


-- Bloomberg News


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