U.S. Stock Options With Biggest Changes in Implied Volatility
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
=============================================================================
NWN NORTHWEST N NWN US 03/19/11 C45 124.8 35.0 3.00 100.0 300
GXDX GENOPTIX IN GXDX US 08/20/11 P25 114.9 1.8 0.05 0.0 243
BGS B&G FOODS I BGS US 03/19/11 C15 94.6 68.0 2.15 207.1 243
SOMX SOMAXON PHA SOMX US 03/19/11 C3 82.7 45.3 0.10 0.0 458
RPRX REPROS THER RPRX US 03/19/11 C5 74.3 129.7 1.40 55.6 631
IWM ISHARES-RUS IWM US 03/19/11 C71 65.7 38.3 10.38 7.0 295
XLF SPDR-FINL S XLF US 03/19/11 C15 57.0 31.3 1.55 2.0 451
UNG US NAT GAS UNG US 04/16/11 C4 37.3 48.0 1.13 -5.0 271
HNR HARVEST NAT HNR US 03/19/11 C10 34.9 107.7 6.00 27.7 1515
CCME CHINA MEDIA CCME US 03/19/11 C5 34.5 237.9 6.00 -16.7 2090
SWFT SWIFT TRANS SWFT US 05/21/11 C15 30.2 44.3 0.80 14.3 245
KKR KKR & CO LP KKR US 03/19/11 C15 30.1 47.9 1.50 -18.9 1035
DRV DIREXION DA DRV US 03/19/11 C16 29.7 67.2 0.60 100.0 231
IWM ISHARES-RUS IWM US 03/19/11 C74 29.1 33.4 7.50 7.6 301
SIRI SIRIUS XM R SIRI US 03/19/11 C1.5 28.7 61.1 0.28 12.0 267
DNDN DENDREON CO DNDN US 08/20/11 C34 27.9 47.5 4.00 -4.8 260
MBT MOBILE TELE MBT US 01/21/12 P17.5 27.8 44.3 2.10 -4.5 1250
SPY SPDR S&P 50 SPY US 03/19/11 C125 24.4 21.9 6.96 11.5 2492
SPY SPDR S&P 50 SPY US 03/19/11 C126 24.4 22.0 6.09 11.7 1691
EXK ENDEAVOUR S EXK US 03/19/11 C7.5 23.2 87.0 1.40 40.0 666
HRZ HORIZON LIN HRZ US 07/16/11 P2.5 21.3 103.2 0.25 0.0 388
ASML ASML HOLDIN ASML US 03/19/11 P45 21.1 38.3 1.95 -2.5 500
IWM ISHARES-RUS IWM US 03/19/11 C75 20.4 31.9 6.55 9.2 605
SVM SILVERCORP SVM US 03/19/11 C12.5 19.9 56.2 1.70 9.7 356
EW EDWARDS LIF EW US 03/19/11 P85 19.9 27.5 0.85 -34.6 212
CHNG CHINA NATUR CHNG US 03/19/11 C5 19.8 61.0 0.45 12.5 313
IAU ISHARES GOL IAU US 04/16/11 C13 19.4 15.0 1.05 0.0 412
SPY SPDR S&P 50 SPY US 03/19/11 C127 18.8 21.2 5.18 14.1 2383
SOMX SOMAXON PHA SOMX US 05/21/11 C3 18.7 29.3 0.15 0.0 325
JCG J CREW GROU JCG US 09/17/11 P43 18.4 2.3 0.05 0.0 210
SPY SPDR S&P 50 SPY US 03/19/11 C128 17.2 20.2 4.34 13.6 1907
MET METLIFE INC MET US 03/19/11 P46 16.9 32.8 2.51 128.2 2714
SLV ISHARES SIL SLV US 03/19/11 C28 16.8 54.8 6.07 2.5 279
UTA UNIVERSAL T UTA US 03/19/11 P5 16.7 143.1 0.15 50.0 351
HRB H&R BLOCK I HRB US 04/16/11 P14 16.5 55.4 0.85 13.3 2183
BLL BALL CORP BLL US 05/21/11 P35 16.4 24.9 1.25 4.2 510
IWM ISHARES-RUS IWM US 03/19/11 C76 15.8 30.7 5.64 10.2 500
HRB H&R BLOCK I HRB US 04/16/11 P15 14.6 52.9 1.40 40.0 1500
FAZ FINANCIAL B FAZ1 US 03/19/11 C7 14.6 58.9 1.15 -4.2 7501
ASML ASML HOLDIN ASML US 04/16/11 P45 14.1 40.3 2.84 -16.5 382
EMC EMC CORP/MA EMC US 03/19/11 C28 14.1 29.3 0.31 138.5 5630
THC TENET HEALT THC US 05/21/11 C7 13.9 31.1 0.40 0.0 830
HCBK HUDSON CITY HCBK US 10/22/11 P10 13.8 28.5 0.85 107.3 3175
XLNX XILINX INC XLNX US 03/19/11 P33 13.7 31.0 0.24 -73.3 659
ATML ATMEL CORP ATML US 03/19/11 P15 13.4 45.6 0.95 11.8 260
MCRI MONARCH CAS MCRI US 06/18/11 P10 13.3 45.9 0.90 0.0 256
CEDC CENTRAL EUR CEDC US 04/16/11 C12.5 13.2 63.8 2.00 -9.1 644
SKH SKILLED HEA SKH US 03/19/11 C12.5 13.1 60.8 1.30 -7.1 2000
AEO AMER EAGLE AEO US 03/19/11 C16 13.0 57.3 0.50 66.7 3643
GDXJ MARKET VECT GDXJ US 03/19/11 C35 12.9 45.0 4.70 -2.1 439
XLF SPDR-FINL S XLF US 03/19/11 C16 12.5 23.9 0.65 1.6 2049
STP SUNTECH POW STP US 04/16/11 C10 11.7 59.2 0.67 6.3 3229
MEE MASSEY ENER MEE US 04/16/11 P50 11.5 49.1 0.50 16.3 800
YHOO YAHOO! INC YHOO US 03/19/11 P15 11.4 37.9 0.04 -55.6 322
GKK GRAMERCY CA GKK US 03/19/11 P5 11.3 108.1 0.20 -33.3 1000
ALU ALCATEL-LUC ALU US 03/19/11 C4.5 11.2 62.4 0.65 66.7 1600
THC TENET HEALT THC US 04/16/11 P7 11.2 24.3 0.15 0.0 501
TXN TEXAS INSTR TXN US 03/19/11 P35 11.2 25.1 0.24 -63.6 238
YHOO YAHOO! INC YHOO US 03/19/11 C15 11.1 38.9 1.85 50.4 516
BUCY BUCYRUS INT BUCY US 04/16/11 P85 11.1 15.9 0.25 -7.4 324
IWM ISHARES-RUS IWM US 03/19/11 C77 10.8 29.8 4.77 9.4 1056
SPY SPDR S&P 50 SPY US 03/31/11 C128 10.8 19.9 4.84 9.8 476
AEO AMER EAGLE AEO US 04/16/11 C16 10.7 53.9 0.75 15.4 200
SPY SPDR S&P 50 SPY US 03/31/11 C126 10.7 20.9 6.43 6.6 232
ILMN ILLUMINA IN ILMN US 03/19/11 P65 10.5 32.8 0.85 -5.6 277
GWW WW GRAINGER GWW US 04/16/11 P120 10.5 29.1 0.90 8.4 600
USO UNITED STAT USO US 01/21/12 P20 10.5 41.6 0.07 -36.4 327
GE GENERAL ELE GE US 03/19/11 P17 10.4 49.6 0.03 0.0 220
EMC EMC CORP/MA EMC US 03/19/11 C26 10.2 30.8 1.30 31.3 239
ARLP ALLIANCE RE ARLP US 04/16/11 P75 10.2 37.8 3.35 -4.3 574
ALTR ALTERA CORP ALTR US 03/19/11 P39 10.1 45.0 0.30 -47.4 1132
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SPY SPDR S&P 50 SPY US 03/19/11 P136 -48.9 9.6 5.10 -11.3 332 DPZ DOMINO'S PI DPZ US 03/19/11 C15 -48.9 23.5 2.05 51.9 581 WFT WEATHERFORD WFT US 03/19/11 C18 -46.1 49.7 3.00 -46.9 400 PAY VERIFONE SY PAY US 03/19/11 C46 -41.8 38.2 3.90 116.7 311 WFT WEATHERFORD WFT US 03/19/11 C19 -41.4 49.4 2.00 -68.5 217 SPY SPDR S&P 50 SPY US 03/19/11 P135 -39.1 11.2 4.25 -17.0 3110 WTI W&T OFFSHOR WTI US 03/19/11 P20 -35.0 48.8 0.40 166.7 1760 MFC MANULIFE FI MFC US 03/19/11 C17.5 -34.2 29.5 1.35 0.0 1004 SNDA SHANDA INTE SNDA US 03/19/11 C40 -34.0 29.8 3.00 1.0 232 PXP PLAINS EXPL PXP US 03/19/11 C32 -33.7 42.5 4.75 -25.8 990 SPLS STAPLES INC SPLS US 03/19/11 C21 -31.6 28.2 0.34 -50.7 220 HCBK HUDSON CITY HCBK US 03/19/11 P10 -31.1 32.1 0.25 525.0 1772 GAME SHANDA GAME GAME US 04/16/11 C5 -30.4 42.1 1.55 72.2 501 SPY SPDR S&P 50 SPY US 03/19/11 P134 -28.9 12.8 3.51 -17.4 2515 PAY VERIFONE SY PAY US 03/19/11 C50 -28.7 44.4 1.50 114.3 582 GTY GETTY REALT GTY US 03/19/11 C22.5 -28.6 57.2 0.95 -90.0 475 JOE ST JOE CO JOE US 03/19/11 P25 -27.4 70.5 0.75 -62.5 492 JOE ST JOE CO JOE US 03/19/11 C28 -27.4 49.5 0.80 33.3 231 QLIK QLIK TECHNO QLIK US 03/19/11 P25 -26.7 48.5 0.80 -27.3 720 PPL PPL CORPORA PPL US 03/19/11 C26 -26.6 18.2 0.10 100.0 1042 WFT WEATHERFORD WFT US 05/21/11 C15 -25.7 49.6 5.95 -39.4 221 JOE ST JOE CO JOE US 03/19/11 C25 -25.5 48.4 2.35 52.6 274 IWM ISHARES-RUS IWM US 03/19/11 P85 -24.7 20.2 4.03 -11.6 360 QLIK QLIK TECHNO QLIK US 03/19/11 C25 -24.5 49.2 1.20 -36.8 234 JOE ST JOE CO JOE US 03/19/11 C27 -24.2 49.8 1.20 50.0 469 JOE ST JOE CO JOE US 03/19/11 P24 -24.1 74.2 0.50 -66.7 5521 NLY ANNALY CAPI NLY US 04/16/11 C17 -23.9 10.6 0.93 0.0 216 SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 -23.4 19.9 0.60 9.1 215 MELA MELA SCIENC MELA US 03/19/11 P3 -22.6 96.9 0.20 -60.0 706 MAKO MAKO SURGIC MAKO US 04/16/11 C15 -22.4 49.5 4.60 0.0 651 LIZ LIZ CLAIBOR LIZ US 03/19/11 C5 -22.2 47.9 0.25 25.0 242 PMI PMI GROUP I PMI US 04/16/11 C2 -22.1 95.1 1.15 15.0 1900 SINA SINA CORP SINA US 03/19/11 C75 -21.6 51.0 3.60 -59.5 1009 SINA SINA CORP SINA US 03/19/11 P75 -21.4 50.3 2.90 81.2 948 PAY VERIFONE SY PAY US 03/19/11 P43 -21.3 51.6 0.35 -80.1 309 NNN NATIONAL RE NNN US 03/19/11 C22.5 -21.2 34.8 3.10 0.0 300 JOYG JOY GLOBAL JOYG US 03/19/11 C95 -21.0 39.2 3.40 -34.0 2285 JOE ST JOE CO JOE US 03/19/11 P23 -20.6 80.1 0.30 -73.9 1006 MELA MELA SCIENC MELA US 04/16/11 C3 -20.4 101.9 0.55 83.3 440 PAY VERIFONE SY PAY US 03/19/11 P48 -20.2 50.0 1.30 -65.8 335 CLWR CLEARWIRE - CLWR US 03/19/11 P5 -20.0 77.4 0.35 -30.0 1971 JOYG JOY GLOBAL JOYG US 03/19/11 C85 -19.8 45.0 11.00 -12.3 257 COST COSTCO WHOL COST US 03/19/11 P72.5 -19.7 22.1 1.24 3.3 439 COST COSTCO WHOL COST US 03/19/11 P75 -19.1 20.8 2.88 22.6 271 IWM ISHARES-RUS IWM US 03/19/11 P84 -19.1 21.2 3.29 -13.4 462 JOYG JOY GLOBAL JOYG US 03/19/11 P90 -19.1 43.1 1.34 -22.1 1109 JOYG JOY GLOBAL JOYG US 03/19/11 P95 -19.0 40.7 3.05 -6.4 1926 COST COSTCO WHOL COST US 03/19/11 C75 -18.8 21.3 0.45 -58.3 681 JOYG JOY GLOBAL JOYG US 03/19/11 C90 -18.6 41.9 6.55 -23.4 739 SPY SPDR S&P 50 SPY US 03/19/11 P133 -18.5 14.9 2.89 -19.7 7839 HCN HEALTH CARE HCN US 03/19/11 P50 -18.4 18.5 0.40 -33.3 1137 COST COSTCO WHOL COST US 03/19/11 P70 -18.4 24.3 0.53 -5.4 430 BLL BALL CORP BLL US 05/21/11 C35 -18.3 22.5 2.10 -4.5 500 VOD VODAFONE GR VOD US 07/16/11 C26 -18.3 25.0 3.45 13.5 382 ALU ALCATEL-LUC ALU US 03/19/11 C4 -18.2 54.4 1.05 40.0 1541 SPY SPDR S&P 50 SPY US 04/16/11 P136 -18.2 13.7 6.03 -6.1 847 SINA SINA CORP SINA US 03/19/11 P72.5 -18.0 51.7 1.90 84.5 1036 BJ BJ'S WHOLES BJ US 03/19/11 C50 -18.0 30.0 0.70 -17.6 1072 THC TENET HEALT THC US 04/16/11 C7 -17.9 23.7 0.35 0.0 502 JOE ST JOE CO JOE US 04/16/11 P26 -17.6 72.0 2.15 -20.4 408 PMC PHARMERICA PMC US 03/19/11 C12.5 -17.3 35.4 0.40 100.0 511 JOYG JOY GLOBAL JOYG US 03/19/11 P85 -17.2 46.7 0.52 -33.3 450 HL HECLA MININ HL US 03/19/11 C6 -16.8 105.1 4.10 -3.5 450 C CITIGROUP I C US 03/19/11 C4 -16.6 36.6 0.62 6.9 1774 NOG NORTHERN OI NOG US 03/19/11 P30 -16.5 52.6 0.60 -42.9 200 SPLS STAPLES INC SPLS US 04/16/11 C20 -16.4 29.6 1.10 -33.3 249 SPLS STAPLES INC SPLS US 04/16/11 C21 -16.3 27.0 0.55 -38.9 734 XLF SPDR-FINL S XLF US 03/19/11 P17 -16.3 20.8 0.64 -8.6 895 KFN KKR FINANCI KFN US 07/16/11 C8 -15.9 36.5 2.05 -2.4 300 SINA SINA CORP SINA US 03/19/11 P70 -15.8 51.7 1.10 69.2 490 BTX BIOTIME INC BTX US 03/19/11 C7.5 -15.6 60.3 0.40 300.0 628 PFCB PF CHANG'S PFCB US 04/16/11 C40 -15.6 32.5 5.70 5.6 1050 MBI MBIA INC MBI US 03/19/11 P10 -15.2 73.3 0.45 32.4 373 LSI LSI CORP LSI US 03/19/11 P6 -15.1 41.2 0.05 -50.0 200 IWM ISHARES-RUS IWM US 03/19/11 P83 -14.9 22.2 2.58 -15.4 654 MDR MCDERMOTT I MDR US 03/19/11 C24 -14.8 38.9 1.00 233.3 556 SID SID NACIONA SID US 01/19/13 C15 -14.6 34.7 3.70 3.4 261 KWK QUICKSILVER KWK US 04/16/11 P15 -14.6 34.1 0.90 100.0 750 SPY SPDR S&P 50 SPY US 03/19/11 P132 -14.5 15.9 2.31 -24.5 7146 C CITIGROUP I C US 12/17/11 C2 -14.3 58.5 2.65 -6.0 230 EEM ISHARES-EMG EEM US 03/19/11 P47 -14.0 20.9 1.40 -25.9 4624 TIVO TIVO INC TIVO US 03/19/11 C7 -14.0 113.8 2.38 -30.0 204 ALU ALCATEL-LUC ALU US 06/18/11 C4 -13.8 41.9 0.99 4.2 255 LUV SOUTHWEST A LUV US 03/19/11 C12 -13.7 29.3 0.16 -20.0 4014 SPY SPDR S&P 50 SPY US 04/16/11 P135 -13.6 14.6 5.10 -9.2 2589 AMRN AMARIN CORP AMRN US 03/19/11 P7.5 -13.5 109.3 0.60 -25.0 1114 EMC EMC CORP/MA EMC US 04/16/11 P16 -13.5 61.5 0.02 0.0 490 VXX IPATH-S&P S VXX US 03/19/11 C30 -13.2 60.8 2.66 -18.1 288 JOE ST JOE CO JOE US 04/16/11 P24 -13.2 72.8 1.30 -44.7 640 IWM ISHARES-RUS IWM US 03/31/11 P84 -13.0 21.4 3.92 11.1 403 ZSL PRSH-ULTSH ZSL US 08/20/11 C29 -12.8 54.3 4.40 0.0 1312 COST COSTCO WHOL COST US 04/16/11 P72.5 -12.7 21.0 1.86 2.2 246 SPY SPDR S&P 50 SPY US 03/19/11 P130 -12.6 17.4 1.52 -25.9 17157 GLD SPDR GOLD T GLD US 03/19/11 C131 -12.4 17.5 9.30 3.3 247 WFT WEATHERFORD WFT US 03/19/11 P18 -12.2 50.9 0.12 1100.0 2065 T AT&T INC T US 03/19/11 C29 -12.2 13.1 0.12 71.4 1387 HPQ HEWLETT-PAC HPQ US 04/16/11 C39 -12.1 29.5 4.60 10.8 510 COH COACH INC COH US 03/19/11 C57.5 -12.0 26.3 0.35 16.7 4214 HITK HI-TECH PHA HITK US 03/19/11 C20 -12.0 50.5 1.30 -61.8 1082 SPY SPDR S&P 50 SPY US 04/16/11 P133 -11.9 15.6 4.06 -11.7 3815 UNG US NAT GAS UNG US 04/16/11 C3 -11.8 68.3 2.13 -10.5 347 IWM ISHARES-RUS IWM US 03/19/11 P82 -11.8 23.4 2.03 -16.5 1356 SPY SPDR S&P 50 SPY US 04/16/11 P134 -11.7 15.3 4.56 -8.4 1227 JOYG JOY GLOBAL JOYG US 04/16/11 P95 -11.7 39.3 4.50 -17.3 350 BJ BJ'S WHOLES BJ US 03/19/11 C47.5 -11.6 31.2 1.85 3.4 4698 CHMT CHEMTURA CO CHMT US 03/19/11 C15 -11.5 50.5 1.10 -33.3 573 JOYG JOY GLOBAL JOYG US 04/16/11 C90 -11.3 40.7 8.32 -17.6 250 SPY SPDR S&P 50 SPY US 03/19/11 P131 -11.2 16.9 1.88 -26.0 13866 JASO JA SOLAR HO JASO US 04/16/11 C6 -11.2 60.6 1.35 8.0 300 SDS PROSHARES U SDS US 03/19/11 C21 -11.1 29.5 0.88 -19.3 4650 SDS PROSHARES U SDS US 03/19/11 P21 -11.0 29.6 0.30 0.0 833 KWK QUICKSILVER KWK US 04/16/11 C15 -10.9 35.2 0.55 -38.9 1837 JOYG JOY GLOBAL JOYG US 04/16/11 C95 -10.9 39.3 5.75 -19.0 359 SPLS STAPLES INC SPLS US 04/16/11 P20 -10.9 29.4 0.65 8.3 503 JOE ST JOE CO JOE US 04/16/11 P23 -10.8 75.5 1.00 -46.0 1041 NOG NORTHERN OI NOG US 03/19/11 C32 -10.8 50.0 0.95 -26.9 448 SPY SPDR S&P 50 SPY US 03/19/11 P129 -10.8 18.4 1.22 -26.9 7047 SINA SINA CORP SINA US 04/16/11 C75 -10.7 49.2 5.50 -43.5 226 SPY SPDR S&P 50 SPY US 04/16/11 P132 -10.7 16.2 3.54 -13.0 2491 GS GOLDMAN SAC GS US 03/19/11 C170 -10.6 20.5 0.62 3.3 906 SINA SINA CORP SINA US 03/19/11 P65 -10.3 55.1 0.35 118.8 241 CISG CNINSURE IN CISG US 03/19/11 P15 -10.2 73.1 0.55 120.0 1180 SPY SPDR S&P 50 SPY US 04/16/11 P84 -10.2 47.0 0.03 50.0 1397 COST COSTCO WHOL COST US 04/16/11 C70 -10.2 22.5 4.65 -4.3 200 SPY SPDR S&P 50 SPY US 04/16/11 P83 -10.1 48.2 0.03 50.0 1438 VXX IPATH-S&P S VXX US 03/19/11 C31 -10.1 63.5 2.05 -24.1 267 VRGY VERIGY LTD VRGY US 04/16/11 P11 -10.1 57.7 0.25 -16.7 5200
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Mar/02/2011 16:30 GMT