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

By Bloomberg News 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 ============================================================================= TOT TOTAL SA-SP TOT US 04/16/11 C50 63.5 43.3 7.18 -4.1 312 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C52 57.9 31.3 3.20 -17.1 927 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C51 54.9 32.6 3.68 -22.7 488 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C49 48.8 34.8 6.17 1.3 929 HMC HONDA MOTOR HMC US 04/16/11 C40 47.6 60.5 0.70 -50.0 1191 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C50 40.0 35.1 4.84 -15.2 1252 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C46 37.9 57.2 8.44 -17.4 365 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C50 34.4 33.4 5.32 -9.4 2013 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C53 30.8 28.9 2.34 -23.0 2625 DVAX DYNAVAX TEC DVAX US 07/16/11 C2.5 30.3 139.9 0.87 -1.1 232 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C48 28.1 42.6 6.74 -12.1 461 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C51 25.9 31.7 4.46 -11.2 4682 SPY SPDR S&P 50 SPY US 03/31/11 P134 25.1 20.1 7.42 27.3 555 C CITIGROUP I C US 04/16/11 C3.5 24.8 59.0 0.95 -1.0 920 AGNC AMERICAN CA AGNC US 04/16/11 C29 24.5 26.7 1.40 40.0 536 CBEH CHINA INTEG CBEH US 04/16/11 P2.5 23.9 308.1 0.35 250.0 692 XLF SPDR-FINL S XLF US 04/16/11 C14 21.9 36.4 2.07 -9.2 558 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C52 21.6 30.2 3.62 -6.5 4183 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C54 18.9 26.5 1.63 -16.0 4059 XLF SPDR-FINL S XLF US 05/21/11 C14 18.2 32.5 2.15 -4.4 210 QQQQ POWERSH-QQQ QQQQ US 05/21/11 C49 17.9 31.5 6.21 -6.2 414 CBEH CHINA INTEG CBEH US 04/16/11 P5 17.1 222.9 1.00 25.0 444 QQQQ POWERSH-QQQ QQQQ US 05/21/11 C50 16.5 30.4 5.39 -29.4 362 EWJ ISHARES-JAP EWJ US 04/16/11 C10 16.0 51.2 0.43 -20.4 3109 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C53 16.0 28.6 2.87 -11.7 4337 QQQQ POWERSH-QQQ QQQQ US 06/18/11 C47 15.8 32.1 8.47 -18.3 209 SDS PROSHARES U SDS US 04/16/11 C20 15.8 36.9 3.05 19.1 598 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C55 15.3 24.9 1.02 -18.4 5705 AHGP ALLIANCE HO AHGP US 04/16/11 C55 15.3 27.9 1.10 10.0 782 SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 15.0 28.0 0.40 0.0 220 CBEH CHINA INTEG CBEH US 06/18/11 P5 14.8 159.8 1.35 28.6 285 CYS CYPRESS SHA CYS US 04/16/11 C12.5 14.6 27.9 0.30 0.0 245 VRGY VERIGY LTD VRGY US 05/21/11 C13 14.3 61.0 0.95 11.8 207 EWJ ISHARES-JAP EWJ US 04/16/11 C9 13.8 58.3 0.90 -26.2 357 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C54 13.7 26.9 2.15 -6.1 10983 EWC ISHARES-CAN EWC US 09/17/11 C33 13.4 24.2 1.55 -3.1 370 VXX IPATH-S&P S VXX1 US 06/18/11 P11 13.3 94.7 2.69 -7.9 1020 SPY SPDR S&P 50 SPY US 03/31/11 P131 13.3 21.4 4.57 12.8 3196 VRGY VERIGY LTD VRGY US 04/16/11 C13 13.2 80.7 0.90 20.0 567 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C56 13.0 23.3 0.58 -15.9 1384 SPY SPDR S&P 50 SPY US 03/31/11 C121 13.0 30.0 6.88 -16.5 201 RTH RETAIL HOLD RTH US 04/16/11 P104.76 12.8 21.2 3.10 19.2 831 DRN DIREXION-R DRN US 05/21/11 C60 12.6 70.9 5.97 -21.4 260 SPY SPDR S&P 50 SPY US 03/31/11 C120 12.4 31.3 7.42 -14.6 394 DPZ DOMINO'S PI DPZ US 04/16/11 C18 12.0 35.2 0.65 35.4 5260 EWJ ISHARES-JAP EWJ US 01/19/13 C10 11.8 35.6 1.47 -10.9 442 EWJ ISHARES-JAP EWJ US 01/21/12 C10 11.6 33.8 0.87 -20.9 2200 CBLI CLEVELAND B CBLI US 10/22/11 C7.5 11.6 65.2 2.00 -9.1 438 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C56 11.5 23.4 0.99 -10.0 7070 EWJ ISHARES-JAP EWJ US 06/18/11 C10 11.5 38.9 0.62 -13.9 2095 FNSR FINISAR COR FNSR US 04/16/11 P24 11.2 68.6 1.90 -13.6 200 TZA SMALL CAP B TZA US 04/16/11 C37 11.1 77.8 7.90 15.2 750 VALE VALE SA-SP VALE US 05/21/11 C25 11.0 48.9 7.05 4.4 249 AAPL APPLE INC AAPL US 04/16/11 P345 10.9 33.6 17.15 42.9 1248 NETL NETLOGIC MI NETL US 04/16/11 P41 10.8 45.9 2.20 -26.7 250 QQQQ POWERSH-QQQ QQQQ US 04/16/11 C57 10.7 21.9 0.59 -7.8 6461 QQQQ POWERSH-QQQ QQQQ US 03/31/11 C57 10.6 21.6 0.24 -25.0 1608 APL ATLAS PIPEL APL US 04/16/11 C33 10.6 32.5 1.00 100.0 248 AAPL APPLE INC AAPL US 04/16/11 C335 10.5 36.0 15.08 -19.7 1138 QQQQ POWERSH-QQQ QQQQ US 05/21/11 C54 10.2 25.8 2.82 -14.6 548 NBL NOBLE ENERG NBL US 04/16/11 P90 10.2 41.5 4.20 7.7 522 AAPL APPLE INC AAPL US 04/16/11 C350 10.1 33.4 7.95 -21.3 8495 QQQQ POWERSH-QQQ QQQQ US 06/18/11 C51 10.0 28.0 5.22 -9.5 218

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= LZ LUBRIZOL CO LZ US 09/17/11 P135 -78.5 1.6 1.70 3.0 1000 SUP SUPERIOR IN SUP US 04/16/11 C20 -34.4 26.7 3.00 361.5 207 HEK HECKMANN CO HEK US 04/16/11 C5 -31.6 34.2 1.25 20.2 210 PFE PFIZER INC PFE US 01/21/12 C12.5 -24.2 26.4 7.10 -2.1 239 HMC HONDA MOTOR HMC US 04/16/11 P40 -23.8 32.4 3.00 20.5 520 LSI LSI CORP LSI US 04/16/11 C6 -19.0 31.3 0.60 0.0 335 PXP PLAINS EXPL PXP US 04/16/11 C30 -17.2 46.0 5.60 8.7 200 CQP CHENIERE EN CQP US 04/16/11 P17 -17.1 54.3 0.65 -40.9 799 QQQQ POWERSH-QQQ QQQQ US 03/31/11 P57 -16.2 21.8 2.44 15.1 2068 EXPE EXPEDIA INC EXPE US 04/16/11 C19 -15.8 34.5 2.75 -5.2 202 TZA SMALL CAP B TZA US 04/16/11 C35 -14.8 69.1 9.30 12.7 1001 LLEN L&L ENERGY LLEN US 09/17/11 P6 -14.0 88.6 0.95 -17.4 2093 LLEN L&L ENERGY LLEN US 09/17/11 P7.5 -13.8 88.2 1.65 -23.3 235 LLEN L&L ENERGY LLEN US 09/17/11 P5 -13.2 86.9 0.55 -21.4 1098 NDN 99 CENTS ON NDN US 04/16/11 C20 -12.5 27.6 0.42 -16.0 1406 EAT BRINKER INT EAT US 04/16/11 P25 -11.9 38.0 1.25 8.7 229 CMCSA COMCAST COR CMCSA US 04/16/11 C21 -11.6 38.3 2.81 -13.0 283 QQQQ POWERSH-QQQ QQQQ US 03/31/11 P56 -11.5 23.0 1.72 28.4 3008 KFT KRAFT FOODS KFT US 04/16/11 C28 -11.2 23.8 2.78 -14.5 247 EAT BRINKER INT EAT US 04/16/11 C25 -10.9 35.8 0.87 2.4 239 MELA MELA SCIENC MELA US 10/22/11 P2.5 -10.3 91.6 0.45 -18.2 1000

*T

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

-- Bloomberg News

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