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

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March 16 (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
=============================================================================
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


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


-- Bloomberg News


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