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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 ============================================================================= 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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