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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 ============================================================================= MMR MCMORAN EXP MMR US 04/16/11 C15 92.4 56.9 3.20 33.3 205 MTG MGIC INVT C MTG US 06/18/11 C6 56.8 71.0 2.98 0.0 1500 ALSK ALASKA COMM ALSK US 04/16/11 C10 45.9 45.1 0.70 -12.5 459 SXL SUNOCO LOGI SXL US 04/16/11 C85 39.1 18.7 1.25 -7.4 250 CQP CHENIERE EN CQP US 04/16/11 P17 32.7 58.3 0.50 66.7 300 MCP MOLYCORP IN MCP US 04/16/11 C43 28.4 69.1 13.00 52.9 277 NAV NAVISTAR IN NAV US 04/16/11 C70 27.4 37.6 1.60 255.6 4716 SD SANDRIDGE E SD US 01/21/12 C2.5 26.6 84.3 9.20 8.6 1000 CBEH CHINA INTEG CBEH US 04/16/11 P2.5 25.9 310.6 0.40 33.3 1158 IMAX IMAX CORP IMAX US 05/21/11 C29 24.0 45.6 2.75 205.6 486 ITMN INTERMUNE I ITMN US 04/16/11 C15 23.3 209.0 29.75 0.0 308 DYN DYNEGY INC DYN US 09/17/11 C5 22.7 54.7 1.35 57.0 250 CQP CHENIERE EN CQP US 04/16/11 P16 22.1 59.6 0.35 75.0 497 C CITIGROUP I C US 04/16/11 C4 21.9 36.0 0.45 7.1 1743 C CITIGROUP I C US 04/16/11 P4.5 21.8 26.6 0.15 0.0 3344 IMAX IMAX CORP IMAX US 04/16/11 C29 21.0 41.6 1.60 451.7 700 NLY ANNALY CAPI NLY US 04/16/11 C18 20.7 11.8 0.16 14.3 3369 CYTX CYTORI THER CYTX US 06/18/11 P5 20.4 87.5 0.15 50.0 521 MCP MOLYCORP IN MCP US 04/16/11 C48 20.0 66.0 9.10 85.7 224 NAV NAVISTAR IN NAV US 04/16/11 P65 19.8 38.3 1.35 -35.7 366 ERIC ERICSSON LM ERIC US 04/16/11 C13 18.5 28.3 0.10 0.0 272 MCP MOLYCORP IN MCP US 04/16/11 C49 18.3 65.8 8.00 70.2 686 ACAS AMERICAN CA ACAS US 04/16/11 C9 17.8 38.3 0.43 43.3 234 MCP MOLYCORP IN MCP US 04/16/11 C50 17.8 65.9 7.60 100.0 2451 MCP MOLYCORP IN MCP US 04/16/11 P46 16.6 69.2 0.55 -38.9 236 MCP MOLYCORP IN MCP US 04/16/11 P50 16.4 68.7 1.40 -39.1 1622 MCP MOLYCORP IN MCP US 04/16/11 P48 16.2 68.7 0.86 -38.6 407 UNG US NAT GAS UNG1 US 04/16/11 C5 16.0 40.3 0.76 -3.8 857 CRA CELERA CORP CRA US 09/17/11 P7.5 15.5 16.2 0.10 100.0 577 HEK HECKMANN CO HEK US 06/18/11 C5 15.1 39.2 1.50 3.5 282 OPTR OPTIMER PHA OPTR US 04/16/11 P7.5 14.9 190.2 0.29 3.6 556 WMT WAL-MART ST WMT US 04/16/11 P50 14.4 17.6 0.12 -45.5 1562 CFSG CHINA FIRE CFSG US 06/18/11 P5 13.9 83.5 0.70 84.2 240 C CITIGROUP I C US 04/16/11 C4.5 13.5 27.5 0.08 14.3 194951 CBS CBS CORP-B CBS US 04/16/11 C25 13.3 36.4 0.85 13.3 242 HSP HOSPIRA INC HSP US 04/16/11 P55 13.2 26.1 2.40 -31.4 203 CBS CBS CORP-B CBS US 04/16/11 P24 13.1 39.1 0.55 0.0 7530 GMCR GREEN MOUNT GMCR US 04/16/11 P55 13.0 58.6 1.02 85.5 2980 WMT WAL-MART ST WMT US 04/16/11 P47.5 13.0 23.6 0.03 -50.0 299 CYTX CYTORI THER CYTX US 09/17/11 P5 12.9 75.5 0.35 16.7 399 WNR WESTERN REF WNR US 05/21/11 P17 12.9 72.9 2.25 0.0 200 ACN ACCENTURE P ACN US 04/16/11 C45 12.9 40.5 6.60 18.9 501 WMT WAL-MART ST WMT US 04/16/11 C47.5 12.7 23.6 5.15 28.8 352 NOG NORTHERN OI NOG US 04/16/11 P27 12.7 68.4 2.60 18.2 1015 TEVA TEVA PHARM- TEVA US 04/16/11 P47.5 12.6 23.9 0.25 -37.5 406 TEVA TEVA PHARM- TEVA US 04/16/11 P45 12.5 28.9 0.09 -25.0 1400 AMRN AMARIN CORP AMRN US 04/16/11 C7 12.4 162.7 1.30 30.0 320 CIGX STAR SCIENT CIGX US 04/16/11 C3 12.3 125.1 1.05 0.0 248 C CITIGROUP I C US 04/16/11 C3.5 12.3 60.2 0.93 1.1 258 CFSG CHINA FIRE CFSG US 04/16/11 P5 12.2 98.9 0.50 150.0 529 GLD SPDR GOLD T GLD US 04/16/11 C135 12.2 17.7 6.55 10.8 366 GA GIANT INTER GA US 04/16/11 C7.5 12.2 23.6 0.15 0.0 1520 MAT MATTEL INC MAT US 04/16/11 P21 12.1 49.8 0.05 0.0 4000 GMCR GREEN MOUNT GMCR US 04/16/11 P50 12.0 64.8 0.38 100.0 263 GMCR GREEN MOUNT GMCR US 04/16/11 C60 12.0 53.3 4.00 -16.7 1539 CCI CROWN CASTL CCI US 04/16/11 C39 11.9 28.6 1.50 66.7 2003 GMCR GREEN MOUNT GMCR US 04/16/11 P60 11.8 53.5 2.57 57.7 2361 OPTR OPTIMER PHA OPTR US 04/16/11 P10 11.5 149.0 0.65 -1.5 307 EWA ISHARES-AUS EWA US 04/16/11 C26 11.4 23.1 0.40 166.7 425 HRBN HARBIN ELEC HRBN US 04/16/11 P17.5 11.4 87.8 1.50 28.2 225 WMT WAL-MART ST WMT US 04/16/11 C50 11.3 17.3 2.84 49.5 727 FLO FLOWERS FOO FLO US 07/16/11 P20 11.2 37.0 0.15 -25.0 1500 NOVL NOVELL INC NOVL US 01/21/12 P5 10.9 19.0 0.05 -66.7 252 C CITIGROUP I C US 05/21/11 P4.5 10.9 26.0 0.22 0.0 1987 APKT ACME PACKET APKT US 04/16/11 P65 10.8 59.9 2.90 7.4 212 MMR MCMORAN EXP MMR US 05/21/11 C18 10.7 53.8 1.56 52.9 993 RHT RED HAT INC RHT US 05/21/11 C40 10.6 42.7 7.00 174.5 310 XLK SPDR-TECH S XLK US 04/16/11 P26 10.6 17.4 0.60 -17.8 4219 MCP MOLYCORP IN MCP US 04/16/11 C55 10.2 64.6 4.10 134.3 4570 TLB TALBOTS INC TLB US 04/16/11 P4 10.1 108.5 0.05 -64.3 1112

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= DSCM DRUGSTORE.C DSCM US 04/16/11 C2.5 -50.6 81.5 1.25 1150.0 870 DSCM DRUGSTORE.C DSCM US 07/16/11 C2.5 -37.9 50.6 1.35 800.0 581 BBY BEST BUY CO BBY US 04/16/11 C31 -34.7 28.9 0.99 -45.9 1279 BBY BEST BUY CO BBY US 04/16/11 C32 -34.6 28.0 0.53 -57.9 4690 BBY BEST BUY CO BBY US 04/16/11 P31 -33.6 29.5 0.90 -15.9 2196 BBY BEST BUY CO BBY US 04/16/11 C30 -32.5 30.8 1.54 -36.9 274 RHT RED HAT INC RHT US 04/16/11 C49 -31.4 35.1 0.75 150.0 2014 BBY BEST BUY CO BBY US 04/16/11 P32 -30.4 29.5 1.51 -0.7 2364 BBY BEST BUY CO BBY US 04/16/11 P30 -30.0 32.0 0.50 -31.5 13552 AA ALCOA INC AA US 04/16/11 C14 -27.0 32.8 3.10 3.3 368 BBY BEST BUY CO BBY US 04/16/11 P29 -26.6 33.5 0.28 -36.4 2295 RHT RED HAT INC RHT US 04/16/11 P47 -24.7 35.4 1.80 -75.3 1250 RHT RED HAT INC RHT US 04/16/11 C48 -24.7 35.5 1.15 1050.0 2215 RHT RED HAT INC RHT US 04/16/11 P44 -24.2 36.6 0.60 0.0 210 SDS PROSHARES U SDS US 04/16/11 C19 -24.2 21.0 2.60 -9.4 628 GME GAMESTOP CO GME US 04/16/11 C21 -23.9 34.4 1.23 19.4 2831 GME GAMESTOP CO GME US 04/16/11 C20 -23.6 35.9 1.95 17.5 1421 FXE CRYSHS-EURO FXE US 04/16/11 P146 -23.1 10.2 5.10 2.0 217 GME GAMESTOP CO GME US 04/16/11 P21 -22.9 34.8 0.34 -62.2 1099 GME GAMESTOP CO GME US 04/16/11 C22 -22.2 33.0 0.69 23.2 1168 REE RARE ELEMEN REE US 04/16/11 C10 -22.0 64.3 3.40 25.9 249 RHT RED HAT INC RHT US 04/16/11 C47 -21.6 36.1 1.50 2900.0 1466 CCL CARNIVAL CO CCL US 04/16/11 C35 -21.4 34.4 4.10 -19.6 1100 GME GAMESTOP CO GME US 04/16/11 P20 -21.2 37.3 0.17 -67.9 248 BBY BEST BUY CO BBY US 04/16/11 P27 -21.0 39.9 0.11 -42.1 359 BUCY BUCYRUS INT BUCY US 04/16/11 P85 -21.0 18.4 0.15 15.4 650 RHT RED HAT INC RHT US 04/16/11 P45 -20.4 36.1 0.94 -81.9 1217 ANR ALPHA NATUR ANR US 04/16/11 C50 -20.3 41.4 9.45 8.6 1007 GME GAMESTOP CO GME US 04/16/11 P19 -19.9 40.5 0.06 -78.6 272 SCS STEELCASE I SCS US 04/16/11 C10 -19.3 37.7 0.90 350.0 251 PAYX PAYCHEX INC PAYX US 04/16/11 P30 -18.7 23.8 0.25 38.9 446 BBY BEST BUY CO BBY US 05/21/11 P32 -18.4 26.9 1.86 1.6 989 BBY BEST BUY CO BBY US 05/21/11 P30 -18.4 28.9 0.95 -6.9 777 AMD ADV MICRO D AMD US 04/16/11 P9 -18.3 39.2 0.54 -23.9 737 PWAV POWERWAVE T PWAV US 05/21/11 C5 -17.8 62.7 0.40 0.0 1950 HSP HOSPIRA INC HSP US 05/21/11 P55 -17.5 25.9 3.10 -22.5 618 EUO PROSH-UL/SH EUO US 04/16/11 C18 -17.4 21.5 0.30 -33.3 255 BBY BEST BUY CO BBY US 05/21/11 P31 -17.3 28.2 1.23 -10.9 541 TLB TALBOTS INC TLB US 04/16/11 C5 -17.2 81.7 1.05 169.2 1727 MU MICRON TECH MU US 04/16/11 P11 -16.7 43.0 0.31 -60.3 3177 MU MICRON TECH MU US 04/16/11 C11 -16.2 44.0 0.70 75.0 16990 RHT RED HAT INC RHT US 04/16/11 C40 -16.1 38.0 6.60 266.7 340 TLB TALBOTS INC TLB US 05/21/11 C6 -16.1 61.5 0.54 170.0 684 RHT RED HAT INC RHT US 04/16/11 C45 -15.9 36.4 2.65 657.1 2284 CDE COEUR D'ALE CDE US 04/16/11 C33 -15.8 47.2 3.60 15.0 242 BBY BEST BUY CO BBY US 05/21/11 P27 -15.4 33.0 0.23 -47.7 226 RHT RED HAT INC RHT US 04/16/11 C42 -15.1 38.2 5.00 426.3 1142 AMD ADV MICRO D AMD US 04/16/11 C9 -14.9 40.4 0.24 0.0 3826 RHT RED HAT INC RHT US 04/16/11 C46 -14.9 36.2 2.10 740.0 1133 RHT RED HAT INC RHT US 04/16/11 C44 -14.9 37.6 3.40 580.0 1482 VZ VERIZON COM VZ US 04/16/11 C34 -13.9 22.0 3.15 5.0 310 EGO ELDORADO GO EGO US 04/16/11 P15 -13.5 32.3 0.10 -33.3 1076 HMY HARMONY GOL HMY US 04/16/11 C15 -12.9 34.6 0.25 0.0 311 RHT RED HAT INC RHT US 04/16/11 C41 -12.9 39.6 6.12 353.3 285 GME GAMESTOP CO GME US 05/21/11 C22 -12.9 34.2 1.09 17.2 237 SHZ CHINA SHEN SHZ US 04/16/11 C5 -12.8 102.4 0.50 25.0 445 PAYX PAYCHEX INC PAYX US 04/16/11 P32 -12.8 19.5 1.00 66.7 346 TLB TALBOTS INC TLB US 04/16/11 P5 -12.6 84.4 0.13 -77.6 718 HERO HERCULES OF HERO US 04/16/11 C6 -12.3 54.0 0.30 20.0 388 CALX CALIX INC CALX US 04/16/11 C20 -12.0 53.0 0.60 -25.0 259 NLY ANNALY CAPI NLY US 04/16/11 C19 -12.0 17.8 0.01 -50.0 222 DAL DELTA AIR L DAL US 04/16/11 C9 -11.5 47.2 1.06 -3.6 11272 BBY BEST BUY CO BBY US 06/18/11 P28 -11.5 33.0 0.75 -3.9 509 MU MICRON TECH MU US 04/16/11 C10 -11.4 50.0 1.48 57.5 5753 NOG NORTHERN OI NOG US 04/16/11 C24 -11.1 64.3 2.45 -15.5 377 BBY BEST BUY CO BBY US 06/18/11 P29 -11.0 32.0 0.90 -17.4 231 FORM FORMFACTOR FORM US 04/16/11 C10 -11.0 47.4 0.90 20.0 610 WMT WAL-MART ST WMT US 04/16/11 C55 -10.4 13.1 0.08 166.7 3318 BBY BEST BUY CO BBY US 06/18/11 P30 -10.3 31.2 1.35 -0.7 642 RHT RED HAT INC RHT US 04/16/11 P40 -10.3 41.1 0.15 -92.1 340 AMD ADV MICRO D AMD US 04/16/11 P8 -10.2 44.8 0.13 -27.8 1761 SHZ CHINA SHEN SHZ US 04/16/11 C2.5 -10.0 157.9 2.60 10.6 455

*T

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

-- Bloomberg News

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