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

March 25 (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
=============================================================================
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5    166.8  15.8   0.35   16.7    240
CP     CANADIAN PA  CP US 05/21/11 C55       101.0  37.0   8.50    0.0    501
EK     EASTMAN KOD  EK US 04/16/11 C3.5       84.5 113.6   0.38  375.0   7476
EK     EASTMAN KOD  EK US 04/16/11 P3.5       83.6 113.7   0.39  -11.4   4062
EK     EASTMAN KOD  EK US 04/16/11 C2.5       80.7 123.6   0.97   56.5    592
EK     EASTMAN KOD  EK US 04/16/11 P3         77.8 111.3   0.15   15.4   2112
PG     PROCTER & G  PG US 05/21/11 C55        73.4  18.5   5.99   -0.2    500
THC    TENET HEALT  THC US 04/16/11 C7        72.1  22.6   0.25   66.7    909
EK     EASTMAN KOD  EK US 04/16/11 C3         71.9 110.5   0.62  138.5   1818
NEOP   NEOPROBE CO  NEOP US 10/22/11 C2.5     47.4  41.2   1.30    4.0    202
GFRE   GULF RESOUR  GFRE US 04/16/11 P5       38.1 129.9   0.35   94.4   1034
THC    TENET HEALT  THC US 04/16/11 P7        35.4  28.4   0.05  -50.0    200
EK     EASTMAN KOD  EK US 05/21/11 C3.5       32.3  85.5   0.45  164.7    249
GOL    GOL-ADR      GOL US 04/16/11 P12.5     23.5  64.9   0.35  133.3    692
C      CITIGROUP I  C US 04/16/11 C4          23.1  39.1   0.48    9.1   1436
EK     EASTMAN KOD  EK US 07/16/11 C3         21.8  75.6   0.80   60.0    223
BAC    BANK OF AME  BAC US 04/16/11 C11       21.5  48.6   2.54    2.4    868
EROC   EAGLE ROCK   EROC US 10/22/11 P10      21.4  30.1   0.90  -10.0    200
CHBT   CHINA-BIOTI  CHBT US 05/21/11 C4       21.3  95.2   4.50    0.0    200
VHC    VIRNETX HOL  VHC US 09/17/11 C10       20.8  77.8   6.80   54.5    375
IMAX   IMAX CORP    IMAX US 04/16/11 C31      19.9  41.2   1.60  128.6    383
MKC    MCCORMICK-N  MKC US 05/21/11 C50       19.5  17.4   1.05   90.9    317
NLY    ANNALY CAPI  NLY US 04/16/11 C17       19.5  29.8   1.12   -1.8    940
REGN   REGENERON P  REGN US 05/21/11 C42      19.4  49.9   2.90    9.4    399
EK     EASTMAN KOD  EK US 07/16/11 C3.5       19.0  72.3   0.55   96.4   1436
EK     EASTMAN KOD  EK US 07/16/11 P3.5       18.4  71.5   0.51  -29.2    203
AFFY   AFFYMAX INC  AFFY US 05/21/11 P6       17.8  63.3   0.55    0.0   3004
STX    SEAGATE TEC  STX US 04/16/11 P14       17.0  40.9   0.37   -7.5   1030
AYR    AIRCASTLE L  AYR US 04/16/11 C12.5     16.7  38.6   0.30   50.0    849
EK     EASTMAN KOD  EK US 07/16/11 P2.5       16.6  77.8   0.15  -25.0    418
CLWR   CLEARWIRE -  CLWR US 04/16/11 P5       16.3  89.4   0.20  -20.0    545
NLY    ANNALY CAPI  NLY US 04/16/11 C18       16.2   9.3   0.15    7.1   2173
REGN   REGENERON P  REGN US 04/16/11 C43      15.5  44.6   1.20  118.2    511
CAG    CONAGRA FOO  CAG US 04/16/11 C23       15.5  18.8   0.94   56.7    360
GERN   GERON CORP   GERN US 04/16/11 C5       14.9  41.3   0.10    0.0    367
IMAX   IMAX CORP    IMAX US 04/16/11 C32      14.7  41.5   1.15  283.3    597
HMY    HARMONY GOL  HMY US 04/16/11 C13       14.6  38.3   0.95  -32.1    394
CLWR   CLEARWIRE -  CLWR US 04/16/11 C5       14.5  77.3   0.80   33.3    548
OPEN   OPENTABLE I  OPEN US 04/16/11 P100     14.3  50.1   3.60  -28.0    639
CHMT   CHEMTURA CO  CHMT US 06/18/11 C15      14.3  42.1   2.60   57.6   2000
ALTR   ALTERA CORP  ALTR US 04/16/11 C40      13.9  40.1   4.31   48.6    519
OPEN   OPENTABLE I  OPEN US 04/16/11 C100     13.7  48.3   6.30   75.0   1141
STX    SEAGATE TEC  STX US 04/16/11 C14       13.3  40.5   0.79   29.5    498
EWT    ISHARES-TAI  EWT US 04/16/11 P15       13.1  22.4   0.53  -18.5    500
OPEN   OPENTABLE I  OPEN US 04/16/11 C95      13.0  50.7  10.20   58.1    356
GFRE   GULF RESOUR  GFRE US 05/21/11 P5       12.8  98.7   0.50   66.7    304
RSH    RADIOSHACK   RSH US 04/16/11 P12.5     12.6  45.4   0.10   -9.1    200
INFY   INFOSYS TEC  INFY US 04/16/11 P62.5    12.1  37.8   0.30  -33.3    649
OPEN   OPENTABLE I  OPEN US 04/16/11 C105     11.9  46.2   3.90  122.9    910
KEG    KEY ENERGY   KEG US 04/16/11 C15       11.9  49.5   1.05   45.8    930
C      CITIGROUP I  C US 09/17/11 C2          11.9  68.5   2.47    1.6    303
STX    SEAGATE TEC  STX US 04/16/11 P13       11.8  42.2   0.11  -15.4   1304
MENT   MENTOR GRAP  MENT US 04/16/11 C15      11.5  31.9   0.55   22.2    226
EK     EASTMAN KOD  EK US 10/22/11 C3.5       11.1  65.6   0.67   63.4    200
DTV    DIRECTV-A    DTV US 04/16/11 C43       11.1  24.3   4.10   17.1    360
INFY   INFOSYS TEC  INFY US 04/16/11 P65      11.0  34.6   0.55  -31.2    675
POT    POTASH CORP  POT US 04/16/11 C53.33    11.0  37.9   5.15   51.5    516
DAL    DELTA AIR L  DAL US 04/16/11 C9        10.8  45.2   1.11    0.0   1072
USG    USG CORP     USG US 04/16/11 P17       10.6  42.5   0.80  -11.1   1100
LZ     LUBRIZOL CO  LZ US 09/17/11 P130       10.3   7.1   1.25    4.2   3157
ELN    ELAN CORP-A  ELN US 04/16/11 C7        10.3  42.1   0.15  200.0    257
OPEN   OPENTABLE I  OPEN US 04/16/11 P95      10.2  50.9   2.00  -28.6    837
BAC    BANK OF AME  BAC US 04/16/11 C12       10.2  39.4   1.57    2.6    641

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= XLY SPDR-CONS D XLY US 06/18/11 P40 -48.5 17.8 1.94 -7.6 405 SMOD SMART MODUL SMOD US 04/16/11 C7.5 -47.1 51.4 0.35 -30.0 787 FINL FINISH LINE FINL US 04/16/11 C20 -43.1 29.6 0.40 0.0 828 SMOD SMART MODUL SMOD US 04/16/11 P7.5 -40.3 56.3 0.35 -58.8 467 JBLU JETBLUE AIR JBLU US 04/16/11 C6 -38.8 19.2 0.40 60.0 268 RIMM RESEARCH IN RIMM US 04/16/11 P45 -34.3 42.5 0.02 -33.3 406 RIMM RESEARCH IN RIMM US 04/16/11 C55 -34.0 37.8 3.55 -62.2 1458 RIMM RESEARCH IN RIMM US 04/16/11 P55 -33.9 37.4 1.03 83.9 8097 HDY HYPERDYNAMI HDY US 04/16/11 C5 -33.3 67.6 0.60 -53.9 763 RIMM RESEARCH IN RIMM US 04/16/11 P57.5 -33.2 36.6 2.02 104.0 5670 RIMM RESEARCH IN RIMM US 04/16/11 P60 -33.1 35.7 3.55 120.5 6230 RIMM RESEARCH IN RIMM US 04/16/11 C57.5 -32.8 37.0 2.03 -73.5 6146 RIMM RESEARCH IN RIMM US 04/16/11 P52.5 -32.6 38.5 0.47 56.7 5204 ACN ACCENTURE P ACN US 04/16/11 C57.5 -32.5 22.2 0.35 75.0 1117 RIMM RESEARCH IN RIMM US 04/16/11 C60 -31.6 36.7 1.02 -82.3 9815 RIMM RESEARCH IN RIMM US 04/16/11 C52.5 -30.1 40.4 5.40 -54.8 1028 ACN ACCENTURE P ACN US 04/16/11 C55 -29.4 22.9 1.25 135.8 1956 ORCL ORACLE CORP ORCL US 04/16/11 P33 -28.9 23.3 0.63 -59.9 1623 RIMM RESEARCH IN RIMM US 04/16/11 P50 -28.9 40.5 0.18 38.5 2541 ORCL ORACLE CORP ORCL US 04/16/11 C33 -28.8 23.4 0.82 26.1 8068 ACN ACCENTURE P ACN US 04/16/11 C52.5 -28.2 23.3 2.95 110.7 2458 ORCL ORACLE CORP ORCL US 04/16/11 P34 -27.4 23.1 1.23 -45.3 1588 ORCL ORACLE CORP ORCL US 04/16/11 C30 -27.2 26.8 3.25 30.0 2672 ORCL ORACLE CORP ORCL US 04/16/11 P32 -27.1 24.5 0.31 -70.2 2662 ORCL ORACLE CORP ORCL US 04/16/11 C34 -25.8 23.4 0.42 20.0 11451 ORCL ORACLE CORP ORCL US 04/16/11 P31 -25.6 26.0 0.15 -75.4 2805 ACN ACCENTURE P ACN US 04/16/11 P52.5 -25.6 24.0 0.45 -79.1 735 FINL FINISH LINE FINL US 04/16/11 P17.5 -25.0 39.7 0.05 -91.7 1016 CBLI CLEVELAND B CBLI US 04/16/11 C7.5 -24.5 50.0 0.40 -11.1 258 DRI DARDEN REST DRI US 04/16/11 C49 -24.4 22.3 0.25 -72.2 246 DRI DARDEN REST DRI US 04/16/11 P45 -24.2 26.5 0.49 -18.3 219 RIMM RESEARCH IN RIMM US 04/16/11 P47.5 -24.2 41.7 0.06 0.0 1132 ORCL ORACLE CORP ORCL US 04/16/11 C32 -23.6 24.9 1.55 36.0 12090 ORCL ORACLE CORP ORCL US 04/16/11 C31 -23.0 25.5 2.42 40.7 5598 BRKS BROOKS AUTO BRKS US 04/16/11 P12.5 -23.0 36.9 0.25 -66.7 300 RIMM RESEARCH IN RIMM US 05/21/11 P40 -22.7 43.5 0.06 -62.5 453 ALU ALCATEL-LUC ALU US 04/16/11 C5.5 -21.7 43.9 0.20 -20.0 317 DRI DARDEN REST DRI US 04/16/11 P43 -21.7 27.7 0.18 -28.0 885 RIMM RESEARCH IN RIMM US 05/21/11 P50 -21.3 36.8 0.69 60.5 3415 ORCL ORACLE CORP ORCL US 04/16/11 P30 -21.2 28.0 0.07 -81.1 2696 TW TOWERS WATS TW US 04/16/11 C55 -21.0 11.0 0.45 0.0 250 CIGX STAR SCIENT CIGX US 04/16/11 C3 -21.0 110.7 0.90 -10.0 312 SMOD SMART MODUL SMOD US 05/21/11 P7.5 -20.3 62.6 0.75 -31.8 276 ACN ACCENTURE P ACN US 04/16/11 C50 -20.2 25.6 5.50 93.0 523 LSI LSI CORP LSI US 04/16/11 C7 -19.1 25.2 0.15 -21.1 358 RIMM RESEARCH IN RIMM US 05/21/11 P57.5 -18.9 35.0 3.15 98.1 870 RIMM RESEARCH IN RIMM US 05/21/11 C55 -18.6 36.3 4.50 -57.5 402 AGNC AMERICAN CA AGNC US 04/16/11 C29 -18.4 13.3 0.40 33.3 461 RIMM RESEARCH IN RIMM US 05/21/11 P60 -18.4 34.5 4.60 91.7 594 TZA SMALL CAP B TZA US 04/16/11 C34 -17.9 52.5 3.60 -62.7 506 CLR CONTL RES I CLR US 06/18/11 C55 -17.8 29.5 17.60 37.5 250 WRES WARREN RESO WRES US 08/20/11 C5 -17.7 58.0 0.80 23.1 276 RIMM RESEARCH IN RIMM US 05/21/11 C57.5 -17.1 35.7 3.20 -60.5 997 NUAN NUANCE COMM NUAN US 04/16/11 C19 -16.8 33.4 0.35 12.9 568 RIMM RESEARCH IN RIMM US 06/18/11 C55 -16.7 38.7 5.40 -50.2 249 HDY HYPERDYNAMI HDY US 05/21/11 C5 -16.6 80.8 0.85 -55.3 620 RIMM RESEARCH IN RIMM US 05/21/11 C60 -16.1 35.4 2.13 -67.1 3685 BX BLACKSTONE BX US 04/16/11 C16 -16.1 36.2 2.72 11.0 254 RIMM RESEARCH IN RIMM US 06/18/11 C57.5 -15.8 38.2 4.15 -55.4 461 RIMM RESEARCH IN RIMM US 06/18/11 P47.5 -15.6 40.1 0.86 56.4 247 CADX CADENCE PHA CADX US 11/19/11 C7.5 -15.3 43.3 2.00 -9.1 1015 PLD PROLOGIS PLD US 04/16/11 P14 -15.1 37.8 0.15 -25.0 215 ORCL ORACLE CORP ORCL US 04/16/11 P29 -15.0 31.3 0.03 -83.3 5730 BBY BEST BUY CO BBY US 04/16/11 P25 -14.9 36.6 0.05 -16.7 1319 DRC DRESSER-RAN DRC US 04/16/11 P50 -14.9 34.9 0.85 6.2 500 SVNT SAVIENT PHA SVNT US 04/16/11 C10 -14.7 37.9 0.45 28.6 291 RIMM RESEARCH IN RIMM US 06/18/11 P50 -14.3 39.4 1.35 60.7 397 ZAGG ZAGG INC ZAGG US 04/16/11 C7 -14.3 71.3 0.55 83.3 554 SLW SILVER WHEA SLW US 04/16/11 C33 -14.1 76.1 11.00 -12.7 510 RIMM RESEARCH IN RIMM US 06/18/11 P52.5 -13.8 38.7 2.05 70.8 501 ORCL ORACLE CORP ORCL US 05/21/11 P33 -13.8 24.4 1.18 -37.9 304 ORCL ORACLE CORP ORCL US 04/16/11 P28 -13.5 33.4 0.03 -66.7 474 RIMM RESEARCH IN RIMM US 06/18/11 P55 -13.4 38.0 3.00 70.5 452 DF DEAN FOODS DF US 04/16/11 C10 -13.4 30.3 0.75 50.0 263 XING QIAO XING U XING US 09/17/11 C2 -13.3 58.0 0.40 -20.0 580 URA GLOBAL X UR URA US 10/22/11 C10 -13.3 45.2 6.30 1.6 200 MAKO MAKO SURGIC MAKO US 08/20/11 C17.5 -13.2 43.8 4.90 8.9 541 RIMM RESEARCH IN RIMM US 07/16/11 P45 -13.2 41.0 0.84 50.0 288 GRS GAMMON GOLD GRS US 04/16/11 C10 -13.0 37.3 0.40 -20.0 222 VXX IPATH-S&P S VXX US 04/16/11 P26 -12.9 41.7 0.13 85.7 450 SMOD SMART MODUL SMOD US 07/16/11 C5 -12.8 60.8 2.50 4.2 400 RIMM RESEARCH IN RIMM US 06/18/11 P57.5 -12.6 37.8 4.18 73.4 1226 SMOD SMART MODUL SMOD US 07/16/11 C7.5 -12.4 61.7 0.95 0.0 2651 ACN ACCENTURE P ACN US 05/21/11 P52.5 -12.4 22.5 0.95 -62.0 211 SM SM ENERGY C SM US 04/16/11 P75 -12.3 36.6 3.70 -26.0 325 QEP QEP RESOURC QEP US 04/16/11 P40 -12.2 30.4 0.55 0.0 500 ACN ACCENTURE P ACN US 05/21/11 C52.5 -12.1 22.1 3.32 107.5 233 ACN ACCENTURE P ACN US 05/21/11 C55 -12.0 21.6 1.90 153.3 328 HDY HYPERDYNAMI HDY US 06/18/11 C5 -12.0 86.8 0.90 -45.5 1500 EBIX EBIX INC EBIX US 04/16/11 P20 -11.9 108.1 1.25 -16.7 746 UUP POWERSHARES UUP US 04/16/11 C22 -11.9 10.0 0.11 -8.3 973 RIMM RESEARCH IN RIMM US 07/16/11 P50 -11.9 38.9 1.81 56.0 1019 ORCL ORACLE CORP ORCL US 05/21/11 P32 -11.7 25.3 0.77 -44.6 200 BBY BEST BUY CO BBY US 04/16/11 P27 -11.7 31.1 0.25 92.3 3761 ORCL ORACLE CORP ORCL US 05/21/11 C34 -11.6 23.9 0.87 33.9 1340 CE CELANESE CO CE US 04/16/11 C45 -11.6 28.6 0.55 0.0 453 XME SPDR S&P ME XME US 04/16/11 P69 -11.6 31.1 0.50 -35.9 600 SFI ISTAR FINAN SFI US 07/16/11 P6 -11.4 63.7 0.20 0.0 501 RIMM RESEARCH IN RIMM US 06/18/11 C60 -11.4 37.8 3.15 -59.4 1985 KRE SPDR KBW RE KRE US 04/16/11 C27 -11.4 18.6 0.17 -39.3 215 HDY HYPERDYNAMI HDY US 04/16/11 P5 -11.2 84.0 0.25 66.7 1065 RIMM RESEARCH IN RIMM US 06/18/11 P60 -11.1 37.5 5.60 69.7 477 ORCL ORACLE CORP ORCL US 05/21/11 C32 -11.0 25.7 1.98 32.0 729 RIMM RESEARCH IN RIMM US 09/17/11 P42.5 -10.9 41.1 1.05 38.2 480 MTL MECHEL-SPON MTL US 04/16/11 C31 -10.8 34.0 1.30 12.1 689 RIMM RESEARCH IN RIMM US 07/16/11 P55 -10.8 37.3 3.50 72.4 1497 BBY BEST BUY CO BBY US 04/16/11 C28 -10.7 29.7 1.29 -45.8 2463 BRCD BROCADE COM BRCD US 04/16/11 C6 -10.6 28.5 0.32 18.5 3359 JEF JEFFERIES G JEF US 04/16/11 C25 -10.6 22.9 0.80 45.5 219 ASML ASML HOLDIN ASML US 05/21/11 C42.5 -10.5 35.7 2.60 11.6 1683 TLB TALBOTS INC TLB US 08/20/11 C4 -10.4 61.9 2.19 -4.8 217 UCO PRSH-ULT CR UCO US 04/16/11 C55 -10.4 59.3 3.50 12.9 302 BBY BEST BUY CO BBY US 04/16/11 P28 -10.3 28.9 0.49 88.5 3296 T AT&T INC T US 04/16/11 C30 -10.2 14.9 0.04 33.3 660 AMZN AMAZON.COM AMZN US 10/22/11 C100 -10.2 42.6 73.60 4.6 233 ORCL ORACLE CORP ORCL US 06/18/11 P33 -10.1 24.7 1.44 -33.9 222


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


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