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

March 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 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


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


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