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

Feb. 10 (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
=============================================================================
NYX    NYSE EURONE  NYX US 03/19/11 C38       87.4  34.6   1.35  -17.2   1328
ALU    ALCATEL-LUC  ALU US 03/19/11 C3        43.4  77.8   1.29  115.0   5933
JDSU   JDS UNIPHAS  JDSU US 03/19/11 C14      43.3  82.1  11.60   11.7    256
GMR    GENERAL MAR  GMR US 03/19/11 C3        27.8  75.9   0.25  -37.5   3263
ALU    ALCATEL-LUC  ALU US 03/19/11 P3        23.2  89.3   0.05  -50.0    721
IBKR   INTERACTIVE  IBKR US 03/19/11 C13.21   22.4  38.3   2.70   -3.6    300
AEO    AMER EAGLE   AEO US 03/19/11 P15       22.2  52.5   1.00    6.4    558
C      CITIGROUP I  C US 03/19/11 C3.5        21.7  58.9   1.31   -2.2    341
EXXI   ENERGY XXI   EXXI US 03/19/11 C25      21.4  70.6   7.60   -1.3    681
SRX    SRA INTL IN  SRX US 03/19/11 P25       19.9  50.8   0.55   -8.3    359
CYS    CYPRESS SHA  CYS US 06/18/11 P12.5     18.2  20.6   0.95   48.4    200
UNG    US NAT GAS   UNG US 04/16/11 C4        18.0  46.7   1.50    0.0    243
MPEL   MELCO CROWN  MPEL US 03/19/11 C6       17.4  47.9   1.20   20.0    287
AEO    AMER EAGLE   AEO US 03/19/11 C15       17.1  51.2   1.10   69.2   2561
SPY    SPDR S&P 50  SPY US 03/19/11 P137      16.8  11.3   5.91    2.8   1787
CYS    CYPRESS SHA  CYS US 03/19/11 C10       16.0  56.8   2.40  -14.3    417
NOK    NOKIA CORP-  NOK US 07/16/11 C9        15.7  40.7   2.25  -15.4    220
PPL    PPL CORPORA  PPL US 04/16/11 C25       15.6  19.7   0.60    9.1    604
NTES   NETEASE.COM  NTES US 03/19/11 C43      15.5  43.1   2.90   75.8    738
MGM    MGM RESORTS  MGM US 03/19/11 C12       15.4  54.9   3.60   -0.3    313
DISH   DISH NETWOR  DISH US 03/19/11 C23      15.3  38.9   1.35  125.0    536
GME    GAMESTOP CO  GME US 03/19/11 C20       15.0  42.6   1.06   32.5   4250
SCCO   SOUTHERN CO  SCCO US 03/19/11 C36      14.8  62.2   8.80  -12.9    610
OEH    ORIENT EXPR  OEH US 03/19/11 C12.5     14.7  46.7   1.60   33.3    314
C      CITIGROUP I  C US 05/21/11 C3          14.6  52.0   1.82   -0.6   1052
LLY    ELI LILLY &  LLY US 04/16/11 C30       14.5  38.6   5.80    6.4    300
XLU    SPDR-UTIL S  XLU US 03/19/11 P31       14.5  13.3   0.26    4.0   4554
NTES   NETEASE.COM  NTES US 03/19/11 C40      14.4  43.0   4.70  100.0    474
DISH   DISH NETWOR  DISH US 03/19/11 C24      14.3  38.3   0.85  325.0    599
GME    GAMESTOP CO  GME US 04/16/11 C20       13.9  39.9   1.32   28.2   2683
LLY    ELI LILLY &  LLY US 04/16/11 C33       13.9  21.6   2.76   -3.5    880
GME    GAMESTOP CO  GME US 03/19/11 C19       13.3  42.7   1.47    0.0    351
C      CITIGROUP I  C US 04/16/11 C4          13.2  38.8   0.83   -4.6    345
C      CITIGROUP I  C US 06/18/11 C3          12.9  51.8   1.80   -2.7    249
NTES   NETEASE.COM  NTES US 03/19/11 C44      12.6  42.0   2.20  109.5    292
JOE    ST JOE CO    JOE US 06/18/11 P16       12.6  69.2   0.45  125.0    248
QQQQ   POWERSH-QQQ  QQQQ US 03/19/11 P60      12.1  14.2   2.45    0.8    819
C      CITIGROUP I  C US 09/17/11 C2.5        12.0  52.8   2.31   -1.7    711
DVN    DEVON ENERG  DVN US 03/19/11 C75       11.9  35.0  11.50    4.5    500
SFSF   SUCCESSFACT  SFSF US 03/19/11 P25      11.2  64.0   0.15  -57.1    270
PPL    PPL CORPORA  PPL US 07/16/11 C26       11.0  18.6   0.55   22.2    500
GME    GAMESTOP CO  GME US 04/16/11 P19       11.0  39.5   0.79   -1.2    240
TLM    TALISMAN EN  TLM US 04/16/11 P21       10.8  35.0   0.65  -18.8  11700
SLW    SILVER WHEA  SLW US 01/19/13 C25       10.6  53.0  13.85   -4.5    200
TNDM   NEUTRAL TAN  TNDM US 03/19/11 C17.5    10.5  43.0   0.60  200.0    784
C      CITIGROUP I  C US 03/19/11 C4          10.1  42.4   0.82   -2.4   2838

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SOMX SOMAXON PHA SOMX US 05/21/11 C3 -43.1 19.9 0.15 -25.0 792 CSCO CISCO SYSTE CSCO US 03/19/11 C18 -42.5 25.3 1.39 -66.1 2065 AKAM AKAMAI TECH AKAM US 03/19/11 C35 -40.0 43.3 5.75 -56.8 723 CSCO CISCO SYSTE CSCO US 03/19/11 P19 -37.7 23.3 0.45 246.2 28089 CSCO CISCO SYSTE CSCO US 03/19/11 C17 -36.9 29.8 2.29 -54.6 390 CSCO CISCO SYSTE CSCO US 03/19/11 P18 -36.8 25.5 0.18 200.0 30071 CSCO CISCO SYSTE CSCO US 03/19/11 C19 -36.7 23.1 0.68 -78.8 7549 CSCO CISCO SYSTE CSCO US 04/16/11 P17 -35.5 25.7 0.14 100.0 2557 CSCO CISCO SYSTE CSCO US 03/19/11 P17 -34.9 28.7 0.08 100.0 1803 CSCO CISCO SYSTE CSCO US 03/19/11 C20 -34.2 23.2 0.27 -88.3 38594 CSCO CISCO SYSTE CSCO US 04/16/11 C18 -34.2 25.6 1.52 -62.5 2255 CSCO CISCO SYSTE CSCO US 04/16/11 P18 -33.7 23.2 0.30 150.0 2296 CSCO CISCO SYSTE CSCO US 07/16/11 C10 -32.8 56.3 9.30 -22.8 353 ALU ALCATEL-LUC ALU US 03/19/11 C3.5 -32.7 32.7 0.80 220.0 7951 CSCO CISCO SYSTE CSCO US 04/16/11 P19 -32.6 21.5 0.62 210.0 16723 TKLC TEKELEC TKLC US 03/19/11 C10 -32.5 45.5 0.60 -68.4 258 CSCO CISCO SYSTE CSCO US 03/19/11 P20 -32.3 23.3 1.05 356.5 8007 CSCO CISCO SYSTE CSCO US 04/16/11 C19 -31.0 24.4 0.85 -74.2 8282 CSCO CISCO SYSTE CSCO US 04/16/11 P20 -30.5 20.4 1.23 261.8 3749 WFMI WHOLE FOODS WFMI US 03/19/11 P60 -30.5 32.4 2.05 -71.9 777 CSCO CISCO SYSTE CSCO US 04/16/11 P16 -30.3 29.8 0.08 33.3 243 ISIG INSIGNIA SY ISIG US 04/16/11 C7.5 -28.5 61.1 0.55 -54.2 230 NDAQ NASDAQ OMX NDAQ US 03/19/11 C25 -26.9 25.9 2.40 -10.8 2145 SCCO SOUTHERN CO SCCO US 03/19/11 C33 -26.8 79.9 11.80 11.3 240 WFMI WHOLE FOODS WFMI US 03/19/11 C55 -26.2 33.6 6.38 146.3 1500 SCCO SOUTHERN CO SCCO US 03/19/11 C32 -26.0 85.9 12.80 16.4 600 SCCO SOUTHERN CO SCCO US 03/19/11 C31 -25.2 93.2 13.80 -21.1 1040 WFMI WHOLE FOODS WFMI US 03/19/11 C60 -24.9 32.8 2.90 211.8 1701 CSCO CISCO SYSTE CSCO US 04/16/11 C17 -24.7 29.0 2.34 -53.7 714 ATVI ACTIVISION ATVI US 03/19/11 C11 -24.5 28.4 0.19 -77.9 723 CSCO CISCO SYSTE CSCO US 04/16/11 C20 -24.1 23.9 0.43 -81.5 14172 AKAM AKAMAI TECH AKAM US 03/19/11 C40 -23.3 42.3 2.26 -73.4 2630 CSCO CISCO SYSTE CSCO US 05/21/11 P17 -22.8 28.0 0.31 55.0 853 ISIG INSIGNIA SY ISIG US 04/16/11 C5 -22.6 79.7 2.50 -19.4 200 SOMX SOMAXON PHA SOMX US 08/20/11 C3 -22.3 25.7 0.20 -20.0 553 CSCO CISCO SYSTE CSCO US 05/21/11 C19 -21.4 27.6 1.16 -65.9 8916 CSCO CISCO SYSTE CSCO US 05/21/11 P18 -21.1 26.5 0.54 134.8 2645 CSCO CISCO SYSTE CSCO US 05/21/11 P19 -21.0 24.9 0.93 165.7 11727 WFMI WHOLE FOODS WFMI US 03/19/11 P55 -21.0 35.3 0.61 -84.2 1451 TTMI TTM TECHNOL TTMI US 03/19/11 C12.5 -20.5 61.2 5.50 27.9 300 CSCO CISCO SYSTE CSCO US 05/21/11 P16 -20.5 30.5 0.18 0.0 544 BG BUNGE LTD BG US 03/19/11 C65 -20.5 27.5 3.70 -36.2 270 TQNT TRIQUINT SE TQNT US 03/19/11 P13 -20.5 43.0 0.70 16.7 829 AKAM AKAMAI TECH AKAM US 03/19/11 P35 -20.2 41.7 0.35 337.5 1474 BG BUNGE LTD BG US 03/19/11 P70 -20.1 25.9 3.70 23.3 1491 TQNT TRIQUINT SE TQNT US 03/19/11 C13 -19.8 42.9 0.65 -50.0 925 CSCO CISCO SYSTE CSCO US 03/19/11 P12.5 -19.7 59.0 0.01 -66.7 249 CSCO CISCO SYSTE CSCO US 04/16/11 C16 -19.5 33.3 3.29 -45.6 1718 TAP MOLSON COOR TAP US 03/19/11 P45 -19.4 21.4 1.02 70.0 504 CSCO CISCO SYSTE CSCO US 07/16/11 P16 -19.4 28.3 0.31 40.9 4362 BG BUNGE LTD BG US 03/19/11 C70 -19.1 25.8 1.07 -58.9 362 CSCO CISCO SYSTE CSCO US 05/21/11 P20 -18.9 24.1 1.49 170.9 1979 BG BUNGE LTD BG US 03/19/11 P65 -18.9 27.5 1.25 -0.8 203 JDSU JDS UNIPHAS JDSU US 03/19/11 C16 -18.5 65.7 9.40 11.2 453 AAP ADVANCE AUT AAP US 03/19/11 P60 -18.3 27.5 0.60 -14.3 273 CSCO CISCO SYSTE CSCO US 05/21/11 C18 -18.2 28.9 1.77 -56.8 510 EQIX EQUINIX INC EQIX US 03/19/11 P80 -18.2 39.9 1.00 -48.7 518 RAS RAIT FINANC RAS US 03/19/11 C3 -18.1 64.0 0.25 0.0 313 CSCO CISCO SYSTE CSCO US 07/16/11 P15 -17.8 30.6 0.18 50.0 14347 AKAM AKAMAI TECH AKAM US 03/19/11 P40 -17.7 41.3 1.95 298.0 5444 DEO DIAGEO PLC- DEO US 03/19/11 P70 -17.7 21.9 0.36 -44.6 473 EMS EMERGENCY M EMS US 06/18/11 C70 -17.6 15.6 2.55 -17.7 1508 MMR MCMORAN EXP MMR US 03/19/11 C12 -17.3 64.0 5.35 -2.5 1000 IDT IDT CORP-CL IDT US 06/18/11 P22.5 -17.2 62.6 1.75 -41.7 375 S SPRINT NEXT S US 03/19/11 C4 -16.9 36.6 0.53 17.8 472 CSCO CISCO SYSTE CSCO US 07/16/11 P17.5 -16.9 25.9 0.60 106.9 10294 SFSF SUCCESSFACT SFSF US 03/19/11 C35 -16.8 41.3 1.35 145.4 236 CPF CENTRAL PAC CPF1 US 06/18/11 P7.5 -16.7 313.6 6.40 0.0 2000 QUIK QUICKLOGIC QUIK US 05/21/11 C5 -16.4 58.5 1.50 7.1 500 ATML ATMEL CORP ATML US 03/19/11 C13 -16.0 47.3 2.80 -15.2 490 CSCO CISCO SYSTE CSCO US 05/21/11 C17 -15.6 30.7 2.54 -50.7 911 CSCO CISCO SYSTE CSCO US 07/16/11 C15 -15.5 34.2 4.45 -37.3 359 IDT IDT CORP-CL IDT US 06/18/11 P25 -15.3 62.0 3.00 -36.2 247 CSCO CISCO SYSTE CSCO US 05/21/11 C20 -15.2 26.9 0.71 -72.7 33969 ALU ALCATEL-LUC ALU US 03/19/11 C4 -15.1 41.0 0.40 300.0 16219 WFMI WHOLE FOODS WFMI US 03/19/11 P50 -15.0 40.0 0.19 -87.3 878 CSCO CISCO SYSTE CSCO US 10/22/11 P17 -15.0 26.5 0.78 77.3 1520 SWI SOLARWINDS SWI US 03/19/11 C20 -14.8 36.7 1.10 29.4 299 CSCO CISCO SYSTE CSCO US 07/16/11 P19 -14.8 24.4 1.17 134.0 7297 PEP PEPSICO INC PEP US 03/19/11 P62.5 -14.7 14.9 1.16 46.8 1024 AIG AMERICAN IN AIG US 01/21/12 C30 -14.7 29.5 11.90 -5.9 260 PEP PEPSICO INC PEP US 03/19/11 P65 -14.1 13.8 2.75 38.9 1020 CSCO CISCO SYSTE CSCO US 07/16/11 P20 -14.0 23.5 1.73 137.0 1864 CSCO CISCO SYSTE CSCO US 01/21/12 P15 -14.0 29.1 0.55 41.0 5330 CSCO CISCO SYSTE CSCO US 07/16/11 C17.5 -13.8 29.2 2.32 -51.2 904 TWO TWO HARBORS TWO US 06/18/11 C10 -13.6 19.6 0.65 85.7 300 CSCO CISCO SYSTE CSCO US 01/21/12 P12.5 -13.6 33.5 0.23 15.0 525 CSCO CISCO SYSTE CSCO US 10/22/11 P18 -13.6 25.7 1.13 85.2 1443 TMRK TERREMARK W TMRK US 07/16/11 P17.5 -13.5 10.7 0.10 -50.0 210 ALL ALLSTATE CO ALL US 03/19/11 C32 -13.4 20.3 0.36 -66.4 202 S SPRINT NEXT S US 03/19/11 P4 -13.4 37.3 0.05 -50.0 343 CSCO CISCO SYSTE CSCO US 07/16/11 C16 -12.8 32.1 3.50 -43.1 599 AAV ADVANTAGE O AAV US 03/19/11 C8 -12.7 25.0 0.10 0.0 211 SWKS SKYWORKS SO SWKS US 03/19/11 C30 -12.6 42.0 5.93 5.9 519 WFMI WHOLE FOODS WFMI US 05/21/11 C60 -12.4 35.5 4.85 123.5 1240 PEP PEPSICO INC PEP US 03/19/11 C65 -12.4 14.2 0.31 -66.3 2477 OAS OASIS PETRO OAS US 05/21/11 P20 -12.3 60.1 0.40 -55.6 250 AKAM AKAMAI TECH AKAM US 08/20/11 C35 -12.2 45.1 8.15 -44.2 226 AAV ADVANTAGE O AAV US 05/21/11 C7 -11.9 31.0 0.90 12.5 1624 GT GOODYEAR TI GT US 04/16/11 C11 -11.8 48.2 2.60 15.6 365 CSCO CISCO SYSTE CSCO US 01/21/12 P17.5 -11.8 26.5 1.22 58.4 5254 ATVI ACTIVISION ATVI US 05/21/11 P10 -11.8 29.2 0.39 69.6 1167 DEO DIAGEO PLC- DEO US 03/19/11 P75 -11.6 18.9 1.53 200.0 500 CSCO CISCO SYSTE CSCO US 10/22/11 P19 -11.5 25.1 1.56 85.7 1228 ALXN ALEXION PHA ALXN US 03/19/11 P85 -11.5 28.7 1.95 -35.0 1003 PRU PRUDENTL FI PRU US 03/19/11 C60 -11.4 25.9 5.15 22.6 1746 GT GOODYEAR TI GT US 03/19/11 C13 -11.3 42.1 0.85 54.5 340 AKAM AKAMAI TECH AKAM US 08/20/11 P25 -11.3 45.6 0.33 37.5 2632 SQNM SEQUENOM IN SQNM US 03/19/11 C7 -11.2 48.5 0.60 66.7 248 CSCO CISCO SYSTE CSCO US 10/22/11 P20 -11.1 24.3 2.11 88.4 962 GE GENERAL ELE GE US 09/17/11 P10 -11.0 46.1 0.04 -55.6 420 TCK TECK RESOUR TCK US 03/19/11 C50 -11.0 42.4 9.40 4.4 509 PEP PEPSICO INC PEP US 03/19/11 C62.5 -10.5 15.3 1.31 -43.0 499 WFMI WHOLE FOODS WFMI US 05/21/11 C55 -10.4 37.0 7.95 100.8 301 NYX NYSE EURONE NYX US 03/19/11 P35 -10.4 36.6 0.73 25.9 1439 EEM ISHARES-EMG EEM US 09/17/11 C29 -10.2 34.2 16.15 -4.2 202 F FORD MOTOR F US 09/17/11 P5 -10.2 69.5 0.03 0.0 3392 REE RARE ELEMEN REE US 03/19/11 C11 -10.2 78.1 3.10 -11.4 714 BG BUNGE LTD BG US 04/16/11 C70 -10.1 25.5 1.70 -46.9 299 WFMI WHOLE FOODS WFMI US 03/19/11 P49 -10.1 42.2 0.12 -90.2 351 SPY SPDR S&P 50 SPY US 03/19/11 C120 -10.1 21.2 12.33 1.9 267


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


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