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

Feb. 24 (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
=============================================================================
MMR    MCMORAN EXP  MMR US 03/19/11 C14       88.8  55.6   3.20    3.2    487
MGA    MAGNA INTL   MGA US 03/19/11 C50       68.9  43.6   1.90  -76.2    215
CLDA   CLINICAL DA  CLDA US 06/18/11 C30      45.7   6.5   1.00   -4.8    209
CLNE   CLEAN ENERG  CLNE US 03/19/11 C10      43.1  83.3   4.90   25.6    227
MRX    MEDICIS PHA  MRX US 03/19/11 C27       35.2  54.4   0.70  -12.5   1062
KOG    KODIAK OIL   KOG US 03/19/11 C5        32.3  74.8   2.25   21.6    331
NVS    NOVARTIS AG  NVS US 04/16/11 P57.5     30.9  20.1   3.00    0.0    485
GRMN   GARMIN LTD   GRMN US 04/16/11 P33      30.0  38.5   2.25    5.6    293
BAC    BANK OF AME  BAC US 03/19/11 C11       29.4  60.2   2.93   -9.8    248
HERO   HERCULES OF  HERO US 03/19/11 C3.5     28.5  75.8   0.85    4.9    483
SATC   SATCON TECH  SATC US 09/17/11 P2.5     27.4  79.1   0.30   50.0    500
TAN    GUGGENHEIM   TAN US 03/19/11 P8        26.7  52.6   0.20   33.3    250
OCZ    OCZ TECHNOL  OCZ US 09/17/11 C5        25.0  77.7   2.80  -15.2    202
HBI    HANESBRANDS  HBI US 03/19/11 C25       20.7  40.0   1.15   43.8   3787
UNG    US NAT GAS   UNG US 04/16/11 C4        19.6  47.3   1.14  -10.9    216
BSX    BOSTON SCIE  BSX US 03/19/11 C6        18.1  49.1   1.05   -7.1    523
TOL    TOLL BROTHE  TOL US 03/19/11 C21       17.3  41.0   0.85  -15.0   9368
F      FORD MOTOR   F US 03/19/11 C11         16.5  67.6   3.65   -1.4    205
BCO    BRINK'S CO/  BCO US 03/19/11 C30       15.2  31.4   1.05   64.1    923
JNK    SPDR BARCLA  JNK US 06/18/11 P37       14.9  11.7   0.25   25.0    200
KKR    KKR & CO LP  KKR US 03/19/11 C15       13.6  42.0   1.55   12.3   1000
HRB    H&R BLOCK I  HRB US 04/16/11 C12       12.8  66.5   3.20   12.3   2049
AMD    ADV MICRO D  AMD US 03/19/11 C7        12.7  69.3   1.93   18.4    244
CHS    CHICO'S FAS  CHS US 03/19/11 C13       12.5  45.4   0.80   33.3    651
FCS    FAIRCHILD S  FCS US 03/19/11 P18       12.5  40.9   0.90   28.6    785
PBR    PETROBRAS S  PBR US 03/19/11 C36       12.4  36.4   4.80    5.5    717
UNG    US NAT GAS   UNG US 03/19/11 C5        12.4  42.0   0.27  -25.0   6358
TOL    TOLL BROTHE  TOL US 03/19/11 P21       12.2  39.3   0.76   16.9    263
HSOL   HANWHA SOLA  HSOL US 03/19/11 P9       12.2  75.7   0.70  -12.5    825
ELN    ELAN CORP-A  ELN US 01/19/13 C5        12.2  59.6   2.55    2.0    200
HBI    HANESBRANDS  HBI US 04/16/11 P25       12.2  35.7   1.30  -10.3    212
AMR    AMR CORP     AMR US 01/19/13 P3        11.7  66.0   0.54   63.6    200
MENT   MENTOR GRAP  MENT US 03/19/11 P15      11.4  41.7   0.35    0.0    220
TWM    PROSHARES U  TWM US 03/19/11 C12       11.4  55.1   0.55    0.0    442
PPL    PPL CORPORA  PPL US 10/22/11 P25       11.4  19.4   2.15   13.2    519
S      SPRINT NEXT  S US 03/19/11 P4          11.1  37.9   0.08   14.3   1116
IWM    ISHARES-RUS  IWM US 03/19/11 C72       10.7  35.5   8.44    1.4    306
ARM    ARVINMERITO  ARM US 03/19/11 C18       10.6  54.8   1.20   71.4   2388
UCO    PRSH-ULT CR  UCO US 03/19/11 C12       10.6  78.2   1.40    7.7    805
HOV    HOVNANIAN E  HOV US 05/21/11 P4        10.5  62.9   0.42    5.0    400
ATPG   ATP OIL & G  ATPG US 03/19/11 C17      10.4  68.3   2.20   48.6    707
T      AT&T INC     T US 03/19/11 P29         10.3  15.4   1.40   35.9   1295
HRB    H&R BLOCK I  HRB US 04/16/11 P15       10.1  46.4   1.15  -28.1    515

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SLXP SALIX PHARM SLXP US 03/19/11 P30 -54.8 53.9 0.89 61.8 1239 SLXP SALIX PHARM SLXP US 03/19/11 C30 -51.8 53.4 4.63 0.0 292 ESLR EVERGREEN S ESLR US 06/18/11 C2 -47.7 20.1 0.15 -40.0 1111 FCN FTI CONSULT FCN US 03/19/11 C35 -41.4 24.5 0.45 -85.0 281 AXTI AXT INC AXTI US 03/19/11 C7.5 -41.3 71.0 0.55 -62.1 203 ISTA ISTA PHARMA ISTA US 03/19/11 C5 -41.2 62.2 1.30 -43.5 270 NUVA NUVASIVE IN NUVA US 03/19/11 P25 -38.6 48.8 0.40 -55.6 576 PCLN PRICELINE.C PCLN US 03/19/11 C465 -34.8 35.3 11.50 22.7 321 PCLN PRICELINE.C PCLN US 03/19/11 C475 -34.6 35.0 7.70 14.9 278 PCLN PRICELINE.C PCLN US 03/19/11 C470 -33.2 35.3 9.30 27.4 422 PCLN PRICELINE.C PCLN US 03/19/11 P450 -32.1 35.4 13.00 -65.2 211 PCLN PRICELINE.C PCLN US 03/19/11 C460 -31.7 35.7 13.47 28.3 365 PCLN PRICELINE.C PCLN US 03/19/11 P440 -31.3 36.3 9.48 -69.9 373 PCLN PRICELINE.C PCLN US 03/19/11 P420 -31.2 37.9 4.60 -77.7 894 PCLN PRICELINE.C PCLN US 03/19/11 C430 -31.0 37.8 30.90 42.4 384 PCLN PRICELINE.C PCLN US 03/19/11 C425 -30.7 38.1 34.40 45.9 320 PCLN PRICELINE.C PCLN US 03/19/11 C450 -30.5 36.3 18.47 42.6 297 PCLN PRICELINE.C PCLN US 03/19/11 P400 -30.5 40.9 2.01 -84.5 608 PCLN PRICELINE.C PCLN US 03/19/11 P415 -30.4 38.5 3.68 -79.5 205 MELI MERCADOLIBR MELI US 03/19/11 P67.5 -30.0 43.3 3.50 -18.6 227 PCLN PRICELINE.C PCLN US 03/19/11 C455 -30.0 35.8 15.00 28.2 521 PCLN PRICELINE.C PCLN US 03/19/11 P445 -29.9 36.3 12.00 -65.5 337 PCLN PRICELINE.C PCLN US 03/19/11 C440 -29.6 37.0 24.49 60.1 363 DOX AMDOCS LTD DOX US 04/16/11 C25 -29.5 30.1 4.20 -16.0 200 PFCB PF CHANG'S PFCB US 03/19/11 C40 -29.3 53.1 6.10 0.0 250 PCLN PRICELINE.C PCLN US 03/19/11 P430 -28.5 37.3 6.57 -73.4 461 PCLN PRICELINE.C PCLN US 03/19/11 P425 -28.3 37.6 5.70 -74.6 512 PCLN PRICELINE.C PCLN US 03/19/11 P460 -28.0 35.5 18.90 -58.4 235 PCLN PRICELINE.C PCLN US 03/19/11 P410 -27.4 39.2 3.21 -79.5 586 WBMD WEBMD HEALT WBMD US 03/19/11 P50 -25.6 36.7 0.17 -88.3 315 PCLN PRICELINE.C PCLN US 03/19/11 P380 -25.6 43.6 0.75 -90.4 394 GNK GENCO SHIPP GNK US 03/19/11 C13 -25.6 45.0 0.30 20.0 1023 CRDN CERADYNE IN CRDN US 03/19/11 P35 -25.5 36.2 1.45 -37.0 667 OCR OMNICARE IN OCR US 03/19/11 C29 -25.1 28.2 0.60 140.0 204 PWAV POWERWAVE T PWAV US 05/21/11 C2.5 -24.4 63.9 1.00 11.1 200 PCLN PRICELINE.C PCLN US 03/19/11 P390 -24.2 42.2 1.45 -85.3 276 ALU ALCATEL-LUC ALU US 03/19/11 C4 -24.1 44.1 0.70 0.0 200 NIHD NII HOLDING NIHD US 03/19/11 P41 -23.8 33.5 1.25 -23.8 460 PPO POLYPORE IN PPO US 03/19/11 C60 -23.2 51.3 1.80 227.3 200 SWY SAFEWAY INC SWY US 03/19/11 C22.5 -23.2 28.3 0.45 -35.7 951 NTES NETEASE.COM NTES US 03/19/11 C44 -22.6 40.6 3.00 76.5 628 SOMX SOMAXON PHA SOMX US 03/19/11 C3 -22.2 26.6 0.10 0.0 544 NTES NETEASE.COM NTES US 03/19/11 C46 -21.8 40.4 1.50 42.9 1170 NTES NETEASE.COM NTES US 03/19/11 P42 -21.3 40.6 0.60 -67.2 240 PCLN PRICELINE.C PCLN US 04/16/11 C455 -21.1 36.6 24.39 37.8 254 NIHD NII HOLDING NIHD US 03/19/11 C40 -20.6 35.4 2.10 62.8 1117 DISH DISH NETWOR DISH US 03/19/11 C23 -20.6 35.5 0.70 -26.3 1083 PCLN PRICELINE.C PCLN US 03/19/11 P350 -20.6 49.9 0.35 -88.7 388 VRX VALEANT PHA VRX US 01/19/13 C40 -20.4 29.6 8.00 14.3 601 PPO POLYPORE IN PPO US 03/19/11 C55 -20.4 51.7 4.20 250.0 279 IDCC INTERDIGITA IDCC US 03/19/11 P45 -20.1 53.3 1.20 69.0 433 IDCC INTERDIGITA IDCC US 03/19/11 P48 -19.7 52.7 2.25 53.1 806 FWLT FOSTER WHEE FWLT US 03/19/11 C36 -19.7 44.5 1.25 -9.4 1146 IDCC INTERDIGITA IDCC US 03/19/11 P40 -19.4 57.4 0.20 -4.8 229 HSOL HANWHA SOLA HSOL US 03/19/11 C8 -19.2 61.4 1.05 0.0 210 REXX REX ENERGY REXX US 03/19/11 C12.5 -19.2 41.6 0.50 42.9 247 XOM EXXON MOBIL XOM US 01/21/12 C50 -19.1 35.6 36.15 -4.4 2198 FWLT FOSTER WHEE FWLT US 03/19/11 C37 -19.0 43.5 0.87 -10.3 628 NIHD NII HOLDING NIHD US 03/19/11 C42 -18.6 34.4 1.05 75.0 477 PCLN PRICELINE.C PCLN US 04/16/11 P430 -18.4 37.6 14.21 -55.0 432 GLBL GLOBAL INDS GLBL US 03/19/11 C7.5 -18.1 57.3 0.50 -33.3 317 IDCC INTERDIGITA IDCC US 03/19/11 P50 -17.9 53.2 3.10 63.2 233 PCLN PRICELINE.C PCLN US 04/16/11 P410 -17.9 39.2 8.60 -61.0 474 GM GENERAL MOT GM US 03/19/11 P33 -17.8 35.7 1.00 17.6 2182 FWLT FOSTER WHEE FWLT US 03/19/11 C35 -17.8 45.5 1.77 -3.3 572 NUVA NUVASIVE IN NUVA US 04/16/11 P25 -17.6 44.7 0.75 0.0 508 NEM NEWMONT MIN NEM US 03/19/11 C50 -17.4 33.3 7.15 -20.1 204 PCLN PRICELINE.C PCLN US 04/16/11 C430 -16.9 38.0 38.80 40.7 256 MTG MGIC INVT C MTG US 01/19/13 P7.5 -16.8 47.9 2.05 2.5 230 MYL MYLAN INC MYL US 03/19/11 C21 -16.6 32.3 1.13 -37.2 500 PXP PLAINS EXPL PXP US 03/19/11 P37 -16.6 39.7 0.80 -15.8 205 IMAX IMAX CORP IMAX US 03/19/11 C28 -16.5 51.9 1.20 -27.3 255 NTES NETEASE.COM NTES US 03/19/11 C40 -16.5 42.9 6.20 55.0 724 IDCC INTERDIGITA IDCC US 03/19/11 P49 -16.4 54.6 2.80 60.0 336 GM GENERAL MOT GM US 03/19/11 P35 -16.4 33.1 2.06 32.9 1009 EPI WISDOMTREE EPI US 03/19/11 P20 -15.8 38.0 0.10 -33.3 1500 SPY SPDR S&P 50 SPY US 03/19/11 P136 -15.8 12.3 6.01 4.3 2692 KSS KOHLS CORP KSS US 03/19/11 C55 -15.8 23.2 0.45 0.0 1406 FWLT FOSTER WHEE FWLT US 03/19/11 P33 -15.8 48.0 0.70 -42.1 398 EPB EL PASO PIP EPB US 03/19/11 P35 -15.6 22.0 0.14 -44.0 210 PCLN PRICELINE.C PCLN US 04/16/11 P400 -15.6 40.0 7.00 -61.1 327 GM GENERAL MOT GM US 03/19/11 P31 -15.4 39.0 0.40 14.3 274 PCLN PRICELINE.C PCLN US 04/16/11 P360 -15.4 44.3 2.20 -72.2 273 LAD LITHIA MOTO LAD US 03/19/11 C12.5 -15.3 86.9 3.30 37.5 502 MYL MYLAN INC MYL US 03/19/11 P21 -15.2 33.4 0.39 25.8 1441 GNK GENCO SHIPP GNK US 03/19/11 C12 -15.0 51.5 0.80 73.9 205 C CITIGROUP I C US 03/19/11 P4 -14.8 41.9 0.01 -50.0 686 HUN HUNTSMAN CO HUN US 03/19/11 P17 -14.8 37.4 0.85 6.2 200 GM GENERAL MOT GM US 03/19/11 P34 -14.7 35.5 1.50 36.4 1023 CNO CNO FINANCI CNO US 03/19/11 C6 -14.7 52.6 1.00 -2.9 400 VXX IPATH-S&P S VXX US 03/19/11 C30 -14.6 61.9 4.60 -2.1 429 IDCC INTERDIGITA IDCC US 03/19/11 C50 -14.4 55.0 2.06 -60.4 880 KSS KOHLS CORP KSS US 03/19/11 C52.5 -14.3 22.9 1.30 18.2 282 MYL MYLAN INC MYL US 03/19/11 C23 -14.0 30.7 0.31 -44.6 840 MYL MYLAN INC MYL US 03/19/11 C22 -13.4 31.7 0.71 -35.5 3344 CLDA CLINICAL DA CLDA US 06/18/11 C29 -13.3 7.6 1.95 -7.1 250 C CITIGROUP I C US 03/19/11 C4 -13.3 44.6 0.68 -4.2 1001 TGT TARGET CORP TGT US 03/19/11 C52.5 -13.3 24.6 0.73 25.9 4037 GM GENERAL MOT GM US 03/19/11 P32 -13.3 38.5 0.62 12.7 794 CNO CNO FINANCI CNO US 06/18/11 C7 -13.1 40.3 0.55 -15.4 212 NTES NETEASE.COM NTES US 03/19/11 P46 -13.0 40.6 1.70 -51.4 220 LINE LINN ENERGY LINE US 03/19/11 C41 -12.9 19.7 0.20 0.0 342 GM GENERAL MOT GM US 04/16/11 C34 -12.8 35.7 1.50 -33.3 642 XL XL GROUP PL XL US 04/16/11 C20 -12.6 36.1 3.10 -26.2 200 GNK GENCO SHIPP GNK US 03/19/11 P11 -12.6 56.6 0.20 -56.5 350 BPOP POPULAR INC BPOP US 04/16/11 P3 -12.5 36.1 0.10 0.0 350 GWR GENESEE & W GWR US 04/16/11 P45 -12.4 40.0 0.70 27.3 550 AVNR AVANIR PHAR AVNR US 06/18/11 C3.5 -12.2 55.4 0.50 0.0 328 GM GENERAL MOT GM US 03/19/11 C34 -12.0 36.8 1.00 -44.4 6866 GM GENERAL MOT GM US 04/16/11 P25 -11.9 44.3 0.10 100.0 200 TGT TARGET CORP TGT US 03/19/11 C50 -11.5 25.2 2.18 43.4 1348 AAWW ATLAS AIR W AAWW US 04/16/11 C70 -11.5 37.0 2.85 -36.7 200 SGMO SANGAMO BIO SGMO US 05/21/11 C8 -11.5 71.9 0.85 -26.1 200 PXP PLAINS EXPL PXP US 03/19/11 C35 -11.3 43.1 4.30 -2.3 450 GM GENERAL MOT GM US 03/19/11 C35 -11.3 35.6 0.55 -54.2 1335 AUY YAMANA GOLD AUY US 03/19/11 C13 -11.2 32.3 0.25 4.2 1397 NEM NEWMONT MIN NEM US 03/19/11 P52.5 -11.1 31.1 0.34 47.8 384 GNK GENCO SHIPP GNK US 04/16/11 C13 -11.0 47.0 0.55 37.5 1273 NRGY INERGY LP NRGY US 03/19/11 C40 -10.9 19.2 1.30 -13.3 1148 FWLT FOSTER WHEE FWLT US 04/16/11 P35 -10.8 44.0 1.96 -4.4 427 IDCC INTERDIGITA IDCC US 04/16/11 C50 -10.7 56.5 3.60 0.0 258 SHLD SEARS HOLDI SHLD US 03/19/11 P80 -10.5 50.2 3.00 53.9 478 T AT&T INC T US 03/19/11 P20 -10.5 55.7 0.01 0.0 343 IWM ISHARES-RUS IWM US 03/19/11 P84 -10.5 21.0 4.38 -4.4 522 VXX IPATH-S&P S VXX US 03/19/11 C32 -10.5 67.0 3.35 -4.3 384 DTG DOLLAR THRI DTG US 07/16/11 C50 -10.4 28.0 5.00 -10.6 3339 IPI INTREPID PO IPI US 03/19/11 C37 -10.3 47.9 2.00 42.9 270 GNK GENCO SHIPP GNK US 04/16/11 C12 -10.3 49.7 1.00 51.5 378 AUY YAMANA GOLD AUY US 03/19/11 P13 -10.3 33.3 0.68 -9.3 353 GM GENERAL MOT GM US 03/19/11 C33 -10.1 38.7 1.45 -38.3 1284 XLF SPDR-FINL S XLF US 03/19/11 P17 -10.1 21.9 0.65 -1.5 5493 FWLT FOSTER WHEE FWLT US 04/16/11 C35 -10.1 44.3 2.65 11.3 558


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


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