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

Feb. 11 (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
=============================================================================
GXDX   GENOPTIX IN  GXDX US 08/20/11 C25     206.0   2.1   0.10  100.0    300
ENOC   ENERNOC INC  ENOC US 03/19/11 P22.5    61.6  76.4   2.15  152.9    885
CYS    CYPRESS SHA  CYS US 09/17/11 P12.5     61.2  23.0   1.60   10.3    290
ENOC   ENERNOC INC  ENOC US 03/19/11 P20      47.5  74.7   1.10  266.7    621
WRLD   WORLD ACCEP  WRLD US 03/19/11 C60      45.5  33.3   3.60   89.5    267
CVX    CHEVRON COR  CVX US 03/19/11 C80       29.9  46.7  16.70    1.5  21201
NFLX   NETFLIX INC  NFLX US 03/19/11 C150     26.6  60.6  76.00    5.7    202
NFLX   NETFLIX INC  NFLX US 03/19/11 C140     26.5  63.3  86.40    4.1    209
IBKR   INTERACTIVE  IBKR US 03/19/11 C13.21   26.4  38.6   2.85    5.6    300
VQ     VENOCO INC   VQ US 03/19/11 P17.5      20.5  62.6   1.35   42.1    307
WCRX   WARNER CHIL  WCRX US 03/19/11 C23      20.3  43.8   1.65   50.0    478
NXPI   NXP SEMICON  NXPI US 03/19/11 C25      19.9  69.6   3.00    3.5   1500
WCRX   WARNER CHIL  WCRX US 03/19/11 C24      18.4  41.0   1.05   56.7    322
C      CITIGROUP I  C US 05/21/11 C3          18.2  52.8   1.85    3.9    622
STJ    ST JUDE MED  STJ US 03/19/11 C45       18.2  26.5   2.70   42.1   1478
LPHI   LIFE PARTNE  LPHI US 03/19/11 P5       17.5 167.1   0.25   25.0    217
SOMX   SOMAXON PHA  SOMX US 05/21/11 C2       17.3  50.9   1.00   -4.8    250
SIRI   SIRIUS XM R  SIRI US 03/19/11 P1.5     17.1  62.8   0.03    0.0    330
SO     SOUTHERN CO  SO US 03/19/11 P37        16.9  12.7   0.24  -31.4    400
TFSL   TFS FINANCI  TFSL US 07/16/11 P10      16.3  30.0   0.75  -25.0    400
MHGC   MORGANS HOT  MHGC US 03/19/11 C10      16.2  61.9   0.55   22.2    222
LYB    LYONDELLBAS  LYB US 03/19/11 C35       15.5  38.7   2.90    7.4    228
RDN    RADIAN GROU  RDN US 03/19/11 C7        15.4  80.7   1.30   85.7    797
CSCO   CISCO SYSTE  CSCO US 03/19/11 C16      15.0  38.0   2.97    2.4    205
UNG    US NAT GAS   UNG US 03/19/11 C4        14.4  58.2   1.36   -4.2    425
VMED   VIRGIN MEDI  VMED US 03/19/11 P26      13.9  36.3   0.75  -52.8   1462
TBL    TIMBERLAND   TBL US 03/19/11 C30       12.8  48.8   1.25   13.6    749
S      SPRINT NEXT  S US 05/21/11 C4          12.8  39.1   0.67   -5.6    407
COP    CONOCOPHILL  COP US 05/21/11 C57.5     12.8  29.7  14.55    9.2    255
MSFT   MICROSOFT C  MSFT US 03/19/11 C25      12.6  24.7   2.49    1.2   1097
AVP    AVON PRODUC  AVP US 03/19/11 C29       12.2  29.9   1.00   26.6   1089
CVX    CHEVRON COR  CVX US 03/19/11 C67.5     12.1  74.6  29.20   22.9    440
STJ    ST JUDE MED  STJ US 04/16/11 C45       12.0  26.1   3.30   50.0   1330
ROST   ROSS STORES  ROST US 03/19/11 C70      12.0  25.7   2.55   13.3   1001
AVP    AVON PRODUC  AVP US 03/19/11 C30       11.9  31.1   0.60   36.4   1018
STJ    ST JUDE MED  STJ US 04/16/11 P45       11.9  26.0   1.10  -18.5    253
AVL    AVALON RARE  AVL US 03/19/11 C6        11.8  95.8   1.85   37.0    500
JDSU   JDS UNIPHAS  JDSU US 03/19/11 P22.5    11.7  54.1   0.27  -43.8    542
DD     DU PONT (EI  DD US 04/16/11 C48        11.6  26.2   6.65    3.1    500
NWSA   NEWS CORP-A  NWSA US 04/16/11 C17      11.5  27.1   0.90   20.0   2000
MU     MICRON TECH  MU US 03/19/11 P8         11.5  58.6   0.01    0.0    206
AVP    AVON PRODUC  AVP US 04/16/11 C30       11.4  30.2   1.00   37.0    476
C      CITIGROUP I  C US 04/16/11 C4          11.4  40.1   0.88    6.0   1923
MPEL   MELCO CROWN  MPEL US 03/19/11 C6       11.1  66.5   1.25    1.6    223
XOM    EXXON MOBIL  XOM US 04/16/11 C70       11.0  26.6  12.98   -3.9    410
C      CITIGROUP I  C US 03/19/11 C4          10.9  44.1   0.86    7.5   1302
RVBD   RIVERBED TE  RVBD US 03/19/11 P37.5    10.8  50.3   0.80   -9.1    220
C      CITIGROUP I  C US 04/16/11 C3          10.5  62.8   1.85    3.9   1125
ITUB   ITAU UNIBAN  ITUB US 03/19/11 C22      10.5  30.9   0.65   44.4    327
CCME   CHINA MEDIA  CCME US 03/19/11 P10      10.3 176.3   1.25   25.0   1895
C      CITIGROUP I  C US 01/21/12 C2.5        10.1  50.6   2.40    2.1   1243

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EXPE EXPEDIA INC EXPE US 03/19/11 P20 -39.8 34.3 0.40 0.0 22165 NOK NOKIA CORP- NOK US 03/19/11 P8 -34.9 47.5 0.09 0.0 1166 NOK NOKIA CORP- NOK US 03/19/11 C9 -33.7 42.2 0.71 -65.4 2340 MRO MARATHON OI MRO US 04/16/11 C31 -32.1 58.6 15.15 1.0 520 EXPE EXPEDIA INC EXPE US 03/19/11 C20 -29.2 35.0 1.61 0.0 1988 EXPE EXPEDIA INC EXPE US 03/19/11 C22 -26.5 33.4 0.50 -86.5 605 IM INGRAM MICR IM US 03/19/11 C20 -24.0 25.1 0.75 -42.3 1254 COHR COHERENT IN COHR US 03/19/11 C50 -21.0 21.6 7.80 2.6 205 NOK NOKIA CORP- NOK US 03/19/11 P9 -20.8 40.8 0.31 287.5 5792 CMG CHIPOTLE ME CMG US 03/19/11 P280 -20.7 38.4 19.20 -37.0 283 NOK NOKIA CORP- NOK US 04/16/11 P8 -20.6 41.5 0.15 114.3 1224 CMG CHIPOTLE ME CMG US 03/19/11 C280 -20.4 39.6 8.90 20.3 1048 EXPE EXPEDIA INC EXPE US 04/16/11 P19 -18.8 36.8 0.45 200.0 2162 MNKD MANNKIND CO MNKD US 03/19/11 P3 -18.6 93.0 0.08 33.3 571 SOMX SOMAXON PHA SOMX US 05/21/11 C3 -17.6 22.3 0.15 0.0 408 MNKD MANNKIND CO MNKD US 05/21/11 P4 -17.5 68.4 0.55 61.8 568 RAX RACKSPACE H RAX US 03/19/11 C38 -17.4 42.9 3.10 55.0 237 WBC WABCO HOLDI WBC US 03/19/11 C65 -17.4 31.9 1.25 92.3 503 RAX RACKSPACE H RAX US 03/19/11 C41 -17.1 42.2 1.55 63.2 358 CMG CHIPOTLE ME CMG US 03/19/11 C260 -16.8 41.6 19.00 31.9 864 MRO MARATHON OI MRO US 04/16/11 C30 -16.8 60.8 16.15 1.9 580 KFT KRAFT FOODS KFT US 03/19/11 P31 -16.7 13.2 0.77 37.5 1094 CMG CHIPOTLE ME CMG US 03/19/11 P250 -16.6 41.9 6.00 -54.9 1681 KFT KRAFT FOODS KFT US 03/19/11 P30 -16.6 14.8 0.32 18.5 442 GDOT GREEN DOT C GDOT US 03/19/11 C45 -16.6 50.0 8.80 0.0 268 RAX RACKSPACE H RAX US 03/19/11 C39 -16.6 42.7 2.60 73.3 335 KFT KRAFT FOODS KFT US 03/19/11 C32 -16.5 12.6 0.08 -69.2 432 CMG CHIPOTLE ME CMG US 03/19/11 C270 -16.5 40.9 13.20 25.7 1237 RAX RACKSPACE H RAX US 03/19/11 P39 -16.5 45.1 1.95 -54.6 521 KFT KRAFT FOODS KFT US 03/19/11 C31 -16.4 13.5 0.37 -46.4 794 RAX RACKSPACE H RAX US 03/19/11 C40 -16.3 42.2 2.15 73.4 389 CMG CHIPOTLE ME CMG US 03/19/11 P270 -15.8 39.9 13.80 -41.8 286 IFF INTL FLVR & IFF US 03/19/11 C55 -15.7 16.8 2.20 7.8 264 EXPE EXPEDIA INC EXPE US 04/16/11 P20 -15.7 36.1 0.70 250.0 207 CMG CHIPOTLE ME CMG US 03/19/11 C250 -15.6 42.9 25.00 28.2 777 NBG NATL BANK G NBG US 03/19/11 P2 -15.2 79.3 0.20 0.0 500 CMG CHIPOTLE ME CMG US 03/19/11 P240 -15.1 43.4 3.86 -56.6 655 EXC EXELON CORP EXC US 04/16/11 C39 -15.0 20.4 3.90 -7.1 382 CMG CHIPOTLE ME CMG US 03/19/11 C240 -14.8 43.0 33.50 34.0 499 CMG CHIPOTLE ME CMG US 03/19/11 P260 -14.6 41.2 9.20 -47.8 1058 CMG CHIPOTLE ME CMG US 03/19/11 P230 -14.1 44.9 2.35 -61.5 856 NOK NOKIA CORP- NOK US 04/16/11 P9 -14.1 38.2 0.40 233.3 4012 MNKD MANNKIND CO MNKD US 03/19/11 C4 -13.9 69.7 0.32 -72.9 1415 MPEL MELCO CROWN MPEL US 03/19/11 C6 -13.7 51.6 1.25 1.6 223 MRO MARATHON OI MRO US 04/16/11 C35 -13.6 43.9 11.20 0.0 4601 DIN DINEEQUITY DIN US 09/17/11 P60 -12.8 41.4 9.60 0.0 1000 MNKD MANNKIND CO MNKD US 03/19/11 P4 -12.7 83.7 0.38 137.5 3632 EXPE EXPEDIA INC EXPE US 04/16/11 C22 -12.7 33.8 0.80 -77.8 2114 JBLU JETBLUE AIR JBLU US 03/19/11 C6 -12.5 31.6 0.30 50.0 269 CMG CHIPOTLE ME CMG US 03/19/11 P220 -12.4 47.9 1.40 -65.0 804 UNG US NAT GAS UNG US 03/19/11 C4 -12.4 44.6 1.36 -4.2 425 EXPE EXPEDIA INC EXPE US 04/16/11 P22 -11.8 33.9 1.70 385.7 253 UNG US NAT GAS UNG US 04/16/11 C4 -11.6 40.5 1.37 -3.5 572 SNPS SYNOPSYS IN SNPS US 03/19/11 C30 -11.5 25.3 0.50 0.0 2339 XRA EXETER RESO XRA US 05/21/11 C5 -10.9 60.7 0.95 -9.5 203 C CITIGROUP I C US 01/19/13 C1 -10.8 77.6 3.90 1.3 1182 BJ BJ'S WHOLES BJ US 03/19/11 P50 -10.6 32.3 2.25 -31.8 1679 ALU ALCATEL-LUC ALU US 03/19/11 P4 -10.5 50.8 0.09 -10.0 276 ICO INTERNATION ICO US 03/19/11 P8 -10.2 51.8 0.15 -25.0 1375 SPY SPDR S&P 50 SPY US 03/19/11 P137 -10.2 9.9 5.10 -8.9 1778 BRCD BROCADE COM BRCD US 03/19/11 P4 -10.1 69.2 0.02 0.0 288 NOK NOKIA CORP- NOK US 04/16/11 C9 -10.0 38.9 0.82 -61.5 329


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


-- Bloomberg News


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