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

March 30 (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
=============================================================================
VRX    VALEANT PHA  VRX US 04/16/11 P49      175.5  45.2   2.85    0.0    279
CEPH   CEPHALON IN  CEPH US 04/16/11 C60     129.7  46.6  15.30 2681.8    533
VRX    VALEANT PHA  VRX US 04/16/11 P50      129.2  44.4   2.50    0.0    387
THC    TENET HEALT  THC US 04/16/11 C7        99.7  28.2   0.40   37.9    800
WPRT   WESTPORT IN  WPRT US 04/16/11 C17.5    86.9  70.2   3.80   94.9    281
CEPH   CEPHALON IN  CEPH US 05/21/11 C50      80.4  49.1  25.20  180.0    801
VRX    VALEANT PHA  VRX US 04/16/11 P48       76.7  45.8   1.40    0.0    940
GEX    MKT VECT-GL  GEX US 04/16/11 C22       69.9  23.9   0.60   20.0    300
GILD   GILEAD SCIE  GILD US 05/21/11 C34      60.4  39.1   8.70   33.9    500
VZ     VERIZON COM  VZ US 04/16/11 C36        59.8  26.7   2.84   25.7    502
VRX    VALEANT PHA  VRX US 04/16/11 P47       59.4  45.5   1.10    0.0   1927
CEPH   CEPHALON IN  CEPH US 05/21/11 C60      54.0  37.0  15.60  875.0    919
CEPH   CEPHALON IN  CEPH US 05/21/11 P55      47.5  41.0   0.05  -95.0    585
CTL    CENTURYLINK  CTL US 01/21/12 C35       41.7  20.4   6.70    9.8    200
CEPH   CEPHALON IN  CEPH US 05/21/11 P60      39.6  35.0   0.20  -92.5   1756
T      AT&T INC     T US 04/16/11 C29         39.5  24.4   1.91   80.2    996
TSLA   TESLA MOTOR  TSLA US 04/16/11 C22      37.2  73.2   2.45   11.4    200
FINL   FINISH LINE  FINL US 04/16/11 C17.5    37.1  52.8   2.05   28.1    605
CEPH   CEPHALON IN  CEPH US 08/20/11 C50      33.5  38.0  25.30  163.5    231
FSYS   FUEL SYSTEM  FSYS US 04/16/11 P22.5    32.9  53.2   0.05  -75.0    221
FCG    FIRST TR IS  FCG US 04/16/11 C24       32.6  25.8   0.20  100.0    334
T      AT&T INC     T US 04/16/11 P29         29.8  22.1   0.11  -38.9   1100
T      AT&T INC     T US 04/16/11 P28         28.1  27.2   0.05  -37.5    728
SPY    SPDR S&P 50  SPY US 04/16/11 P135      27.9  13.1   2.98  -12.3   5909
VZ     VERIZON COM  VZ US 04/16/11 C37        27.8  19.7   1.85   38.1    690
CSCO   CISCO SYSTE  CSCO US 04/16/11 C15      27.8  43.4   2.56    6.7    248
IDCC   INTERDIGITA  IDCC US 04/16/11 C43      27.4  55.3   4.00  110.5    517
NLST   NETLIST INC  NLST US 04/16/11 C2.5     26.4  99.3   0.50  400.0    648
DUK    DUKE ENERGY  DUK US 04/16/11 C18       26.3  12.9   0.30   66.7    515
CBS    CBS CORP-B   CBS US 01/21/12 C17.5     25.8  42.8   8.60    4.9    523
SOMX   SOMAXON PHA  SOMX US 01/21/12 C2.5     24.5  18.5   0.50   42.9    300
CLNE   CLEAN ENERG  CLNE US 04/16/11 P13      24.4  67.7   0.05  -50.0    526
VRX    VALEANT PHA  VRX US 05/21/11 P43       24.1  45.5   1.05    0.0    315
C      CITIGROUP I  C US 04/16/11 C4          24.0  45.5   0.49    6.5   7254
EXPE   EXPEDIA INC  EXPE US 04/16/11 C20      23.6  38.1   2.60   43.6    285
T      AT&T INC     T US 04/16/11 C27         23.3  43.7   3.95   29.5    883
GNW    GENWORTH FI  GNW US 04/16/11 C14       22.8  30.0   0.12  100.0   5023
CLDA   CLINICAL DA  CLDA US 04/16/11 P30      22.6  15.3   0.25   25.0   2226
T      AT&T INC     T US 04/16/11 P30         22.1  19.1   0.27  -55.7   1685
T      AT&T INC     T US 04/16/11 C30         21.9  19.7   0.98  180.0   8189
WTW    WEIGHT WATC  WTW US 04/16/11 C60       21.1  47.7   7.50   73.6    253
UNG    US NAT GAS   UNG US 04/16/11 C10       21.0  37.9   1.38   13.1    490
RT     RUBY TUESDA  RT US 04/16/11 C12.5      20.4  70.4   1.00  100.0    550
V      VISA INC-CL  V US 04/16/11 P67.5       20.2  32.0   0.09  -64.0    506
WPRT   WESTPORT IN  WPRT US 04/16/11 C20      20.0  47.6   1.60  300.0    513
ORCL   ORACLE CORP  ORCL US 04/16/11 C30      20.0  28.9   3.22    2.2    283
MMR    MCMORAN EXP  MMR US 04/16/11 C15       19.9  50.2   2.90   12.8    350
GNW    GENWORTH FI  GNW US 04/16/11 C13       19.6  33.7   0.64   42.2    260
VZ     VERIZON COM  VZ US 04/16/11 C35        19.4  27.2   3.70   15.6    344
BLK    BLACKROCK I  BLK US 04/16/11 P190      19.3  29.5   1.75  -66.3    202
HEV    ENER1 INC    HEV US 04/16/11 C3        19.2  65.5   0.20    0.0    200
T      AT&T INC     T US 05/21/11 C28         18.8  23.9   2.87   42.1    240
V      VISA INC-CL  V US 04/16/11 P70         18.6  29.7   0.30  -55.9    803
CVX    CHEVRON COR  CVX US 01/21/12 C60       18.5  39.3  48.00    2.8    201
FRG    FRONTEER GO  FRG US 04/16/11 C15       18.1  14.0   0.20    0.0    242
CSCO   CISCO SYSTE  CSCO US 04/16/11 C16      17.6  32.7   1.55    5.4    267
T      AT&T INC     T US 04/16/11 P31         17.6  18.5   0.81  -42.5    957
CEPH   CEPHALON IN  CEPH US 08/20/11 C60      16.9  29.4  16.00  370.6    480
KV/A   KV PHARM-A   KVA US 04/16/11 P2.5      16.7 336.8   0.20    0.0    633
USU    USEC INC     USU US 04/16/11 P4        16.7  62.4   0.05    0.0    226
T      AT&T INC     T US 05/21/11 P29         16.5  20.7   0.37  -30.2    515
PPG    PPG INDS IN  PPG US 04/16/11 C95       16.5  19.5   1.50  900.0    779
PANL   UNIVERSAL D  PANL US 04/16/11 C45      16.4  77.6   8.70   -8.4    200
HGT    HUGOTON ROY  HGT US 08/20/11 C25       16.3  23.2   0.80   60.0    530
VRX    VALEANT PHA  VRX US 07/16/11 P48       16.2  40.3   4.01    0.0    400
T      AT&T INC     T US 05/21/11 P30         16.1  19.7   0.70  -28.6    447
T      AT&T INC     T US 05/21/11 C29         16.1  21.2   1.95   59.8    595
T      AT&T INC     T US 05/21/11 C30         15.9  20.1   1.20  100.0   3221
VZ     VERIZON COM  VZ US 04/16/11 C34        15.9  33.4   4.83   15.0    443
SPY    SPDR S&P 50  SPY US 04/16/11 P134      15.7  13.9   2.33  -15.3   2711
VHC    VIRNETX HOL  VHC US 06/18/11 C12       15.6  90.5   9.60   28.0    211
VZ     VERIZON COM  VZ US 04/16/11 C38        15.6  18.0   0.94   70.9   2954
V      VISA INC-CL  V US 04/16/11 P75         15.6  27.9   1.76  -47.5   8630
PUDA   PUDA COAL I  PUDA US 04/16/11 C12      15.4  64.8   0.95   90.0    983
MA     MASTERCARD   MA US 04/16/11 P250       15.3  28.4   2.72  -39.6    246
T      AT&T INC     T US 05/21/11 P31         15.3  19.1   1.15  -31.9    265
TWTC   TW TELECOM   TWTC US 04/16/11 C20      15.1  43.4   0.40  -11.1    200
IDCC   INTERDIGITA  IDCC US 04/16/11 P40      14.9  52.4   0.20  -61.5    490
IDCC   INTERDIGITA  IDCC US 04/16/11 P45      14.9  48.5   1.40  -49.1    588
SLV    ISHARES SIL  SLV US 04/16/11 C30       14.9  41.4   6.25    0.8    360
T      AT&T INC     T US 05/21/11 C31         14.8  19.5   0.65  132.1   4143
MA     MASTERCARD   MA US 04/16/11 P260       14.7  26.8   6.65  -36.4    310
V      VISA INC-CL  V US 04/16/11 P72.5       14.6  28.0   0.80  -52.7    502
PNRA   PANERA BREA  PNRA US 04/16/11 C125     14.4  28.8   3.30   65.0    783
XL     XL GROUP PL  XL US 04/16/11 C21        14.3  45.1   3.10    5.1   1202
SLV    ISHARES SIL  SLV US 04/16/11 C28       14.2  54.6   8.25    1.4    204
WCRX   WARNER CHIL  WCRX US 04/16/11 C24      14.0  23.9   0.30   20.0    431
T      AT&T INC     T US 05/21/11 P28         13.5  22.3   0.19  -29.6   1393
T      AT&T INC     T US 07/16/11 C28         13.5  21.3   2.95   38.5    484
T      AT&T INC     T US 05/21/11 P32         13.4  18.9   1.84  -27.3    367
VHC    VIRNETX HOL  VHC US 04/16/11 P19       12.9  91.9   0.54  -55.0    399
WTW    WEIGHT WATC  WTW US 04/16/11 C65       12.8  38.3   3.50  169.2    392
IDCC   INTERDIGITA  IDCC US 05/21/11 C46      12.6  52.4   3.60   63.6    336
BLK    BLACKROCK I  BLK US 04/16/11 C195      12.5  28.7   6.60  450.0    466
JAZZ   JAZZ PHARMA  JAZZ US 06/18/11 C21      12.5  69.1  12.90   37.2    300
T      AT&T INC     T US 05/21/11 C32         12.5  19.3   0.33  175.0   5825
EWA    ISHARES-AUS  EWA US 07/16/11 C26       12.5  23.0   1.40   40.0    373
IDCC   INTERDIGITA  IDCC US 04/16/11 C47      12.4  48.4   1.40  268.4   1158
WTW    WEIGHT WATC  WTW US 05/21/11 P65       12.4  46.1   3.40  -27.7    300
AMZN   AMAZON.COM   AMZN US 04/16/11 P145     12.1  48.5   0.12   -7.7    322
IDCC   INTERDIGITA  IDCC US 04/16/11 C48      12.1  48.1   1.10  100.0    490
V      VISA INC-CL  V US 04/16/11 C70         11.9  29.4   5.25   78.0    408
IDCC   INTERDIGITA  IDCC US 04/16/11 P46      11.9  48.0   1.90  -48.6    295
KO     COCA-COLA C  KO US 04/16/11 C62.5      11.8  19.7   3.83   17.9   2012
T      AT&T INC     T US 04/16/11 C31         11.7  18.9   0.30  328.6   3594
T      AT&T INC     T US 07/16/11 C29         11.5  19.8   2.15   50.4   1825
IDCC   INTERDIGITA  IDCC US 05/21/11 C47      11.5  52.6   3.10   93.8    353
T      AT&T INC     T US 06/18/11 P31         11.4  18.7   1.31  -36.7    571
SMOD   SMART MODUL  SMOD US 04/16/11 C7.5     11.4  58.7   0.35    0.0    226
XLK    SPDR-TECH S  XLK US 04/16/11 P23       11.4  36.7   0.04    0.0    208
ONTY   ONCOTHYREON  ONTY US 05/21/11 C3       11.3  64.6   1.05    0.0    500
VRX    VALEANT PHA  VRX US 07/16/11 P42       11.3  42.9   1.65  -35.3   1105
MA     MASTERCARD   MA US 04/16/11 C265       11.1  25.9   2.90  190.0   1193
WTW    WEIGHT WATC  WTW US 05/21/11 P60       11.1  48.5   1.90  -24.0    288
MA     MASTERCARD   MA US 04/16/11 C260       11.0  26.2   4.60  135.9   1138
CYS    CYPRESS SHA  CYS US 04/16/11 C12.5     10.9  26.2   0.25  -16.7    203
ATPG   ATP OIL & G  ATPG US 04/16/11 C18      10.8  50.9   1.03   -7.2    235
ZAGG   ZAGG INC     ZAGG US 05/21/11 C7.5     10.6  78.9   0.90   12.5    324
QQQ    POWERSH-QQQ  QQQ US 04/16/11 C53       10.6  27.0   4.35    3.3    525
NUAN   NUANCE COMM  NUAN US 04/16/11 C19      10.5  39.0   0.90  200.0    362
AMZN   AMAZON.COM   AMZN US 04/16/11 P160     10.5  37.0   0.46  -31.3   1234
T      AT&T INC     T US 06/18/11 C31         10.4  19.0   0.82   82.2    483
BRCD   BROCADE COM  BRCD US 04/16/11 C5       10.4  61.4   1.22   -1.6    448
EPD    ENTERPRISE   EPD US 04/16/11 C43       10.1  17.9   0.75   50.0   1084
T      AT&T INC     T US 06/18/11 C30         10.1  19.5   1.34   67.5    498
MA     MASTERCARD   MA US 04/16/11 C270       10.1  25.6   1.58  198.1    745
TMO    THERMO FISH  TMO US 04/16/11 C55       10.0  18.3   0.60    9.1    200

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= CEPH CEPHALON IN CEPH US 04/16/11 P75 -73.3 16.8 0.90 0.0 4174 CEPH CEPHALON IN CEPH US 04/16/11 C75 -72.4 17.9 1.25 0.0 6237 CEPH CEPHALON IN CEPH US 05/21/11 P75 -62.9 18.9 2.05 0.0 1719 CEPH CEPHALON IN CEPH US 08/20/11 P75 -52.3 17.2 3.10 -78.8 244 CSR CHINA SECUR CSR US 06/18/11 C2.5 -49.9 66.8 2.42 10.0 230 CEPH CEPHALON IN CEPH US 05/21/11 C75 -44.6 19.1 2.25 2150.0 2110 SIG SIGNET JEWE SIG US 04/16/11 P45 -39.3 29.0 1.30 -39.5 1090 CEPH CEPHALON IN CEPH US 04/16/11 C70 -38.4 30.7 5.60 0.0 654 SOMX SOMAXON PHA SOMX US 04/16/11 C3 -38.1 33.6 0.10 100.0 2043 CEPH CEPHALON IN CEPH US 01/21/12 C75 -38.0 14.4 4.00 400.0 270 ACHN ACHILLION P ACHN US 04/16/11 C5 -37.5 116.2 2.25 4.7 1550 CEPH CEPHALON IN CEPH US 08/20/11 C75 -36.8 16.2 3.30 1220.0 467 CEPH CEPHALON IN CEPH US 04/16/11 P70 -35.5 31.1 0.30 0.0 5102 TIBX TIBCO SOFTW TIBX US 04/16/11 P26 -31.8 42.1 0.80 -40.7 2108 CEPH CEPHALON IN CEPH US 05/21/11 P70 -31.7 25.5 0.95 -90.2 10672 JOSB JOS A BANK JOSB US 04/16/11 C50 -31.0 32.2 1.60 21.2 1338 JOSB JOS A BANK JOSB US 04/16/11 P50 -29.6 32.5 1.25 -54.5 273 PAET PAETEC HOLD PAET US 09/17/11 C2.5 -29.4 67.9 1.30 8.3 570 TIBX TIBCO SOFTW TIBX US 04/16/11 P25 -28.4 44.5 0.50 -41.2 913 CEPH CEPHALON IN CEPH US 08/20/11 P70 -28.2 21.4 1.75 -84.8 2554 TSTC TELESTONE T TSTC US 04/16/11 C5 -27.9 69.8 1.80 -21.7 200 WU WESTERN UNI WU US 01/21/12 C10 -25.9 41.0 11.50 7.5 3000 TIBX TIBCO SOFTW TIBX US 04/16/11 C25 -24.1 46.2 1.30 -39.5 906 IBB ISHARES-NDQ IBB US 04/16/11 P99 -23.5 14.3 1.15 -53.1 200 QLIK QLIK TECHNO QLIK US 04/16/11 C22.5 -23.1 38.4 2.95 5.4 260 IMMR IMMERSION C IMMR US 04/16/11 P7.5 -21.1 42.9 0.25 -72.2 235 TIBX TIBCO SOFTW TIBX US 04/16/11 C27 -21.1 45.0 0.60 -33.3 227 SPY SPDR S&P 50 SPY US 04/16/11 C118 -20.8 29.0 14.55 8.7 900 TIBX TIBCO SOFTW TIBX US 05/21/11 P25 -20.8 40.1 1.05 -22.2 551 SPY SPDR S&P 50 SPY US 04/16/11 C120 -20.2 26.2 12.60 5.0 913 FDO FAMILY DOLL FDO US 04/16/11 C55 -19.9 33.9 0.65 -31.6 462 BRCD BROCADE COM BRCD US 05/21/11 C5 -19.2 43.6 1.26 7.7 323 CRA CELERA CORP CRA US 09/17/11 P7.5 -18.4 14.2 0.05 -50.0 529 SIG SIGNET JEWE SIG US 05/21/11 P40 -18.1 32.1 0.45 -52.6 250 GMR GENERAL MAR GMR US 05/21/11 P2 -18.0 85.7 0.25 -16.7 500 FDO FAMILY DOLL FDO US 04/16/11 C50 -17.9 33.0 3.10 -5.8 341 JAZZ JAZZ PHARMA JAZZ US 04/16/11 P31 -17.5 62.1 0.85 -74.2 200 ETE ENERGY TRAN ETE US 05/21/11 P45 -17.4 13.3 1.90 -17.4 223 JOSB JOS A BANK JOSB US 04/16/11 P45 -17.4 42.4 0.18 -76.0 575 BONT BON-TON STO BONT US 04/16/11 C16 -17.1 45.6 0.30 -40.0 271 FDO FAMILY DOLL FDO US 04/16/11 P50 -16.2 34.6 0.50 -47.4 394 XLF SPDR-FINL S XLF US 04/16/11 C17 -15.7 17.7 0.08 14.3 3726 HOC HOLLY CORP HOC US 04/16/11 C60 -15.3 38.8 3.20 1.9 260 XRT SPDR S&P RE XRT US 04/16/11 P52 -15.1 20.8 1.55 -34.0 8050 COCO CORINTHIAN COCO US 04/16/11 P4 -15.0 58.3 0.05 -54.5 344 HBAN HUNTINGTON HBAN US 04/16/11 C7 -14.6 24.3 0.04 0.0 672 CEPH CEPHALON IN CEPH US 08/20/11 C70 -14.2 20.7 7.10 914.3 880 CSR CHINA SECUR CSR US 09/17/11 C2.5 -14.0 64.8 2.52 9.6 235 CEPH CEPHALON IN CEPH US 04/16/11 P65 -13.9 41.9 0.15 0.0 6764 OKE ONEOK INC OKE US 04/16/11 C65 -13.9 16.3 1.50 66.7 500 JASO JA SOLAR HO JASO US 04/16/11 C7 -13.8 42.8 0.40 33.3 1512 SDS PROSHARES U SDS US 04/16/11 C20 -13.0 24.9 1.01 -19.8 906 SPY SPDR S&P 50 SPY US 04/16/11 C126 -12.9 20.9 7.01 10.4 286 C CITIGROUP I C US 04/16/11 P4.5 -12.3 21.0 0.10 -23.1 1763 MRK MERCK & CO MRK US 04/16/11 C35 -11.7 15.2 0.04 100.0 320 SPY SPDR S&P 50 SPY US 04/16/11 C128 -11.6 18.8 5.15 8.4 288 XLF SPDR-FINL S XLF US 04/16/11 C15 -11.6 28.5 1.51 10.2 336 SPY SPDR S&P 50 SPY US 04/16/11 C127 -11.4 19.8 6.04 7.5 1118 SNDA SHANDA INTE SNDA US 05/21/11 P38 -11.2 45.4 1.05 0.0 430 BEAT CARDIONET I BEAT US 05/21/11 C5 -10.9 47.6 0.30 0.0 216 NXPI NXP SEMICON NXPI US 04/16/11 C27.5 -10.9 61.4 4.10 -2.4 410 EEM ISHARES-EMG EEM US 04/16/11 C49 -10.8 19.0 0.44 41.9 11878 BAC BANK OF AME BAC US 04/16/11 C12 -10.6 34.1 1.53 9.3 1522 IMGN IMMUNOGEN I IMGN US 04/16/11 C9 -10.2 37.1 0.20 33.3 217 AMT AMERICAN TO AMT US 04/16/11 P52.5 -10.2 21.1 1.60 -34.7 459 GENZ GENZYME COR GENZ US 04/16/11 P70 -10.1 21.6 0.05 -37.5 467


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


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