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

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April 6 (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
=============================================================================
ELN    ELAN CORP-A  ELN US 10/22/11 C5       160.1  51.4   2.75   41.8    912
KGC    KINROSS GOL  KGC US 05/21/11 C13      110.1  47.9   3.45   19.0    500
ISPH   INSPIRE PHA  ISPH US 06/18/11 C5       48.4  10.5   0.05    0.0   2455
GORO   GOLD RESOUR  GORO US 05/21/11 C20      36.2  73.2   8.00   11.1    617
EGO    ELDORADO GO  EGO US 07/16/11 C14       34.5  37.2   3.50   27.7    200
WSO    WATSCO INC   WSO US 05/21/11 C65       34.4  41.5   8.50   26.9    250
SLW    SILVER WHEA  SLW US 06/18/11 C27       34.3  60.0  18.65    5.7    254
PUDA   PUDA COAL I  PUDA US 05/21/11 P9       31.7 139.9   1.35   68.8    334
PUDA   PUDA COAL I  PUDA US 05/21/11 P10      27.8 132.0   1.85   60.9    210
DEER   DEER CONSUM  DEER US 05/21/11 C2.5     24.8 158.1   3.80  -11.6    702
C      CITIGROUP I  C US 05/21/11 C3          24.0  69.8   1.53    4.8    772
BTX    BIOTIME INC  BTX US 05/21/11 C7.5      23.0  60.4   0.75   15.4    200
GSS    GOLDEN STAR  GSS US 11/19/11 C3        22.0  68.1   0.65    3.2    200
PUDA   PUDA COAL I  PUDA US 05/21/11 P7.5     21.3 144.5   0.75   87.5    422
C      CITIGROUP I  C US 05/21/11 C3.5        19.7  50.1   1.04    7.2   1378
SLV    ISHARES SIL  SLV US 01/21/12 C4        19.2 104.3  34.55    7.1    460
PUDA   PUDA COAL I  PUDA US 08/20/11 P7.5     19.0 110.1   1.30   62.5    924
TEF    TELEFONICA-  TEF US 06/18/11 P21.67    18.1  31.1   0.25  -16.7   1021
THC    TENET HEALT  THC US 05/21/11 C7        17.6  34.3   0.64   -1.5    281
ELN    ELAN CORP-A  ELN US 01/21/12 C4        17.0  58.3   3.70   12.1   1701
PUDA   PUDA COAL I  PUDA US 05/21/11 C10      16.9 111.8   1.40  -22.2    699
ALJ    ALON USA EN  ALJ US 06/18/11 P10       15.9  72.5   0.20  -63.6    386
C      CITIGROUP I  C US 06/18/11 C3.5        15.1  42.0   1.03    5.1    248
S      SPRINT NEXT  S US 05/21/11 C4          15.0  47.7   0.75   13.6    222
FAST   FASTENAL CO  FAST US 05/21/11 C59.58   14.6  35.5   9.50   30.1    666
MSFT   MICROSOFT C  MSFT US 05/21/11 C22.5    13.2  32.7   3.80   11.8    507
ETP    ENERGY TRAN  ETP US 05/21/11 C50       13.0  20.3   3.18   24.7    899
CIM    CHIMERA INV  CIM US 06/18/11 C4        12.9  19.6   0.15    0.0    207
DEER   DEER CONSUM  DEER US 05/21/11 C5       12.7  74.4   1.30  -23.5    330
PANL   UNIVERSAL D  PANL US 06/18/11 C50      12.4  66.9  13.50   10.7    405
CIGX   STAR SCIENT  CIGX US 05/21/11 C3       12.1 132.0   1.95   14.7    285
CVS    CVS CAREMAR  CVS US 05/21/11 C35       12.0  26.5   1.55   42.2   1709
HRS    HARRIS CORP  HRS US 01/21/12 P50       11.7  27.3   4.47  -26.7    250
CVS    CVS CAREMAR  CVS US 05/21/11 C37       11.6  24.9   0.65   80.6  12879
CVS    CVS CAREMAR  CVS US 05/21/11 P34       11.6  27.5   0.56  -34.9   4027
CSCO   CISCO SYSTE  CSCO US 05/21/11 C15      11.1  37.3   3.00   27.7    583
EXK    ENDEAVOUR S  EXK US 05/21/11 C10       11.1  76.3   2.00   21.2    425
CVS    CVS CAREMAR  CVS US 05/21/11 P35       10.8  26.3   1.14   -6.6    713
TGP    TEEKAY LNG   TGP US 05/21/11 C40       10.8  24.1   0.60   39.5    263
UUP    POWERSHARES  UUP US 05/21/11 C22       10.7  10.2   0.15  -25.0    451
C      CITIGROUP I  C US 05/21/11 C4          10.6  34.7   0.56    9.8    546
CVS    CVS CAREMAR  CVS US 05/21/11 P33       10.4  28.7   0.50   -9.1   7964
UXG    US GOLD COR  UXG US 05/21/11 C7.5      10.2  63.1   2.15    0.0    209

Top Volatility Decreases


                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SIRI   SIRIUS XM R  SIRI US 05/21/11 C1.5    -34.7  36.1   0.33    6.5    594
VZ     VERIZON COM  VZ US 07/16/11 C29       -29.3  31.9   8.90   -5.3    333
FRX    FOREST LABS  FRX US 05/21/11 C25      -21.5  29.2   8.00    0.0    200
ELN    ELAN CORP-A  ELN US 05/21/11 C6       -17.7  43.9   1.55   19.2    902
DSW    DSW INC-CL   DSW US 05/21/11 P40      -17.7  40.0   0.80    0.0    300
HNSN   HANSEN MEDI  HNSN US 06/18/11 C2.5    -16.2  58.9   0.25    0.0    426
CEPH   CEPHALON IN  CEPH US 05/21/11 P75     -16.0  20.3   1.25  -21.9    726
MON    MONSANTO CO  MON US 05/21/11 P70      -15.9  29.3   2.67   32.8   1668
MON    MONSANTO CO  MON US 05/21/11 C62.5    -15.9  33.8   8.35  -26.8    294
MON    MONSANTO CO  MON US 05/21/11 P62.5    -15.8  33.6   0.70   27.3    637
MON    MONSANTO CO  MON US 05/21/11 P67.5    -15.7  30.4   1.72   27.4    469
CAAS   CHINA AUTOM  CAAS US 08/20/11 C7.5    -15.6  69.1   1.94   -8.1    220
MON    MONSANTO CO  MON US 05/21/11 C72.5    -15.6  29.0   1.95  -50.0   1507
SQNM   SEQUENOM IN  SQNM US 05/21/11 C7      -15.5  32.8   0.28   40.0   1118
MON    MONSANTO CO  MON US 05/21/11 P72.5    -15.3  28.5   4.21   41.3    693
MON    MONSANTO CO  MON US 05/21/11 C70      -14.9  29.9   3.00  -45.5   1170
MON    MONSANTO CO  MON US 05/21/11 P65      -14.7  32.0   1.05   23.5   1726
MON    MONSANTO CO  MON US 05/21/11 P60      -13.9  35.6   0.41   10.8    403
T      AT&T INC     T US 01/21/12 C25        -13.6  22.5   5.60   -1.8   1009
CEPH   CEPHALON IN  CEPH US 05/21/11 C75     -13.5  19.9   3.60   -7.7    611
IRE    BANK IRELAN  IRE US 05/21/11 C2.5     -13.4  80.2   0.20  -20.0    215
NYX    NYSE EURONE  NYX US 05/21/11 C39      -13.1  22.3   1.51    6.3    958
ABAT   ADVANCED BA  ABAT US 05/21/11 C2.5    -13.0 104.6   0.40   60.0   1076
SAP    SAP AG-SPON  SAP US 05/21/11 P62.5    -12.4  23.6   1.80    0.0    323
SLE    SARA LEE CO  SLE US 07/16/11 P14      -12.0  32.6   0.02  -92.9    500
NBG    NATL BANK G  NBG US 08/20/11 P1.5     -11.9  61.2   0.15    0.0    275
CEPH   CEPHALON IN  CEPH US 05/21/11 P72.5   -11.9  25.0   0.90  -42.7    570
VZ     VERIZON COM  VZ US 01/21/12 C30       -11.3  25.5   8.15   -3.0    208
LPX    LOUISIANA-P  LPX US 05/21/11 P10      -11.0  45.6   0.72   22.0   1107
CEPH   CEPHALON IN  CEPH US 05/21/11 P70     -10.9  30.1   0.70  -30.0   1581
RRGB   RED ROBIN G  RRGB US 06/18/11 C20     -10.5  40.0   7.30    4.3    252
MON    MONSANTO CO  MON US 07/16/11 P57.5    -10.2  36.1   0.93   22.4    212
RRD    RR DONNELLE  RRD US 01/19/13 P17.5    -10.1  30.4   2.90   11.5    600

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

-- Bloomberg News

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